Search results for: conditional time of ruin

Authors: Muhammad Tariq, Hammad Tahir, Fawwad Mahmood Butt

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Purpose: This study attempts to examine the best forecasting methodologies in the time series. The time series forecasting models such as VAR, ARCH and the ARMA are considered for the analysis. Methodology: The Bench Marks or the parameters such as Adjusted R square, F-stats, Durban Watson, and Direction of the roots have been critically and empirically analyzed. The empirical analysis consists of time series data of Consumer Price Index and Closing Stock Price. Findings: The results show that the VAR model performed better in comparison to other models. Both the reliability and significance of VAR model is highly appreciable. In contrary to it, the ARCH model showed very poor results for forecasting. However, the results of ARMA model appeared double standards i.e. the AR roots showed that model is stationary and that of MA roots showed that the model is invertible. Therefore, the forecasting would remain doubtful if it made on the bases of ARMA model. It has been concluded that VAR model provides best forecasting results. Practical Implications: This paper provides empirical evidences for the application of time series forecasting model. This paper therefore provides the base for the application of best time series forecasting model.

Keywords: forecasting, time series, auto regression, ARCH, ARMA

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Authors: Hang Meng, Wen-Bin Liu, Bi Xiao, Kai-Jun Ma, Jian-Hui Xie, Geng Fei, Tian-Ye Zhang, Lu-Yi Xu, Dong-Chuan Zhang

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The victims in water are often found in the coastal region, along river region or the region with lakes. In China, the examination for the bodies of victims in the water is conducted by forensic doctors working in the public security bureau. Because the enter water time for most of the victims are not clear, and often lack of monitor images and other information, so to find out the corpse enter water time for victims is very difficult. After the corpse of the victim enters the water, it sinks first, then corruption gas produces, which can make the density of the corpse to be less than water, and thus rise again. So the factor that determines the corpse floating time is temperature. On the basis of the temperature data obtained in Shanghai region of China (Shanghai is a north subtropical marine monsoon climate, with an average annual temperature of about 17.1℃. The hottest month is July, the average monthly temperature is 28.6℃, and the coldest month is January, the average monthly temperature is 4.8℃). This study selected about 100 cases with definite corpse enter water time and corpse floating time, analyzed the cases and obtained the empirical law of the corpse floating time. For example, in the Shanghai region, on June 15th and October 15th, the corpse floating time is about 1.5 days. In early December, the bodies who entered the water will go up around January 1st of the following year, and the bodies who enter water in late December will float in March of next year. The results of this study can be used to roughly estimate the water enter time of the victims in Shanghai. Forensic doctors around the world can also draw on the results of this study to infer the time when the corpses of the victims in the water go up.

Keywords: corpse enter water time, corpse floating time, drowning, forensic pathology, victims in the water

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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: Shagufta Tabassum

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The study of dielectric properties in a binary mixture of liquids is very useful to understand the liquid structure, molecular interaction, dynamics, and kinematics of the mixture. Time-domain reflectometry (TDR) is a powerful tool for studying the cooperation and molecular dynamics of the H-bonded system. In this paper, we discuss the basic calibration and normalization procedure for time-domain reflectometry measurements. Our approach is to explain the different types of error occur during TDR measurements and how these errors can be eliminated or minimized.

Keywords: time domain reflectometry measurement techinque, cable and connector loss, oscilloscope loss, and normalization technique

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Authors: Susana Aldaba Yaben, Marga Echauri Ozcoidi, Rosario Osinaga Cenoz

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It was decided to make a diagnosis with students of Berriozar High School between 12 and 15 years (both included) for their lifestyles in relation to eating habits, BMI (Body Mass Index), physical activity, drugs, interpersonal relationships and screen time. The aim of this survey is identifying needs of this population and depending on the results, we could program socio-educational activities. This action is part of the Community Health Promotion Programme and healthy lifestyles in childhood and youth of Berriozar. The eating habits, a lack of physical activity and an excessive screen time are causes of 26,75% of obese or overweight young people. First of all, many of them have got a diet enriched in saturated fats and sugars. Secondly, most of them do not practise physical exercise daily and finally, their screen time are higher than the recommendation (until 2 hours a day).

Keywords: lifestyle, diet, BMI, physical activity, screen time, education, youth

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Authors: Ali Nadi, Ali Edrissi

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Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.

Keywords: disaster management, real-time demand, reinforcement learning, relief demand

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Authors: Nadhifah A. Nugraha, Dida D. Damayanti, Widia Juliani

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Airplanes manufacturing is growing along with the increasing demand from consumers. The helicopter's tail called Tailboom is a product of the helicopter division at XYZ Corp, where the Tailboom assembly line is a pull system. Based on observations of existing conditions that occur at XYZ Corp, production is still unable to meet the demands of consumers; lead time occurs greater than the plan agreed upon by the consumers. In the assembly process, each work station experiences a lack of parts and components needed to assemble components. This happens because of the delay in getting the required part information, and there is no warning about the availability of parts needed, it makes some parts unavailable in assembly warehouse. The lack of parts and components from the previous work station causes the assembly process to stop, and the assembly line also stops at the next station. In its completion, the production time was late and not on the schedule. In resolving these problems, the controlling process is needed, which is controlling the assembly line to get all components and subassembly in the right amount and at the right time. This study applies one of Just In Time tools, namely Kanban and automation, should be added as efficiently and effectively communication line becomes electronic Kanban. The problem can be solved by reducing non-value added time, such as waiting time and idle time. The proposed results of controlling the assembly line of Tailboom result in a smooth assembly line without waiting, reduced lead time, and achieving production time according to the schedule agreed with the consumers.

Keywords: kanban, e-Kanban, lead time, pull system

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Authors: Tauha Hussain Ali, Shabir Hussain Khahro, Nafees Ahmed Memon

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Accurate prediction of project time for planning and bid preparation stage should contain realistic dates. Constructors use their experience to estimate the project duration for the new projects, which is based on intuitions. It has been a constant concern to both researchers and constructors to analyze the accurate prediction of project duration for bid preparation stage. In Pakistan, such study for time cost relationship has been lacked to predict duration performance for the construction projects. This study is an attempt to explore the time cost relationship that would conclude with a mathematical model to predict the time for the drainage rehabilitation projects in the province of Sindh, Pakistan. The data has been collected from National Engineering Services (NESPAK), Pakistan and regression analysis has been carried out for the analysis of results. Significant relationship has been found between time and cost of the construction projects in Sindh and the generated mathematical model can be used by the constructors to predict the project duration for the upcoming projects of same nature. This study also provides the professionals with a requisite knowledge to make decisions regarding project duration, which is significantly important to win the projects at the bid stage.

Keywords: BTC Model, project time, relationship of time cost, regression

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Authors: Diamant Irene, Dar Tamar

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Burnout, conceptualized within the framework of stress research, is to a large extent a result of a threat on resources of time or a feeling of time shortage. In reaction to numerous tasks, deadlines, high output, management of different duties encompassing work-home conflicts, many individuals experience ‘time pressure’. Time pressure is characterized as the perception of a lack of available time in relation to the amount of workload. It can be a result of local objective constraints, but it can also be a chronic attribute in coping with life. As such, time pressure is associated in the literature with general stress experience and can therefore be a direct, contributory burnout factor. The present study examines the relation of chronic time pressure – feeling of time shortage and of being rushed, with another central aspect in subjective temporal experience - time perspective. Time perspective is a stable personal disposition, capturing the extent to which people subjectively remember the past, live the present and\or anticipate the future. Based on Hobfoll’s Conservation of Resources Theory, it was hypothesized that individuals with chronic time pressure would experience a permanent threat on their time resources resulting in relatively increased burnout. In addition, it was hypothesized that different time perspective profiles, based on Zimbardo’s typology of five dimensions – Past Positive, Past Negative, Present Hedonistic, Present Fatalistic, and Future, would be related to different magnitudes of chronic time pressure and of burnout. We expected that individuals with ‘Past Negative’ or ‘Present Fatalist’ time perspectives would experience more burnout, with chronic time pressure being a moderator variable. Conversely, individuals with a ‘Present Hedonistic’ - with little concern with the future consequences of actions, would experience less chronic time pressure and less burnout. Another temporal experience angle examined in this study is the difference between the actual distribution of time (as in a typical day) versus desired distribution of time (such as would have been distributed optimally during a day). It was hypothesized that there would be a positive correlation between the gap between these time distributions and chronic time pressure and burnout. Data was collected through an online self-reporting survey distributed on social networks, with 240 participants (aged 21-65) recruited through convenience and snowball sampling methods from various organizational sectors. The results of the present study support the hypotheses and constitute a basis for future debate regarding the elements of burnout in the modern work environment, with an emphasis on subjective temporal experience. Our findings point to the importance of chronic and stable temporal experiences, as time pressure and time perspective, in occupational experience. The findings are also discussed with a view to the development of practical methods of burnout prevention.

Keywords: conservation of resources, burnout, time pressure, time perspective

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Authors: Chien-Wei Hung, Fu-Hau Hsu, Chuan-Sheng Wang, Chia-Hao Lee

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Nowadays, the abuse of keyloggers is one of the most widespread approaches to steal sensitive information. In this paper, we propose an On-Screen Prompts Approach to Keyloggers (OSPAK) and its analysis, which is installed in public computers. OSPAK utilizes a canvas to cue users when their keystrokes are going to be logged or ignored by OSPAK. This approach can protect computers against recoding sensitive inputs, which obfuscates keyloggers with letters inserted among users' keystrokes. It adds a canvas below each password field in a webpage and consists of three parts: two background areas, a hit area and a moving foreground object. Letters at different valid time intervals are combined in accordance with their time interval orders, and valid time intervals are interleaved with invalid time intervals. It utilizes animation to visualize valid time intervals and invalid time intervals, which can be integrated in a webpage as a browser extension. We have tested it against a series of known keyloggers and also performed a study with 95 users to evaluate how easily the tool is used. Experimental results made by volunteers show that OSPAK is a simple approach.

Keywords: authentication, computer security, keylogger, privacy, information leakage

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Authors: Samaila Bawa Muazu

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Hydration process, crack potential and setting time of concrete grade C30, C40 and C50 were separately monitored using non-contact electrical resistivity apparatus, a novel plastic ring mould and penetration resistance method respectively. The results show highest resistivity of C30 at the beginning until reaching the acceleration point when C50 accelerated and overtaken the others, and this period corresponds to its final setting time range, from resistivity derivative curve, hydration process can be divided into dissolution, induction, acceleration and deceleration periods, restrained shrinkage crack and setting time tests demonstrated the earliest cracking and setting time of C50, therefore, this method conveniently and rapidly determines the concrete’s crack potential. The highest inflection time (ti), the final setting time (tf) were obtained and used with crack time in coming up with mathematical models for the prediction of concrete’s cracking age for the range being considered. Finally, ANSYS numerical simulations supports the experimental findings in terms of the earliest crack age of C50 and the crack location that, highest stress concentration is always beneath the artificially introduced expansion joint of C50.

Keywords: concrete hydration, electrical resistivity, restrained shrinkage crack, setting time, simulation

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Authors: Aïda C. Terblanché-Greeff

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Afro-polychronism is a unique amalgamated cultural value of social self-construal and time orientation. As such, the construct Afro-polychronism is conceptually analysed by focusing on the aspects of Ubuntu as collectivism and African time as polychronism. It is argued that these cultural values have a reciprocal and thus inseparable relationship. As it is general practice to measure cultural values empirically, the author conducted empirically engaged philosophy and aimed to develop a scale to measure Afro-polychronism based on its two dimensions of Ubuntu as social self-construal and African time as time orientation. From the scale’s psychometric properties, it was determined that the scale was, in fact, not reliable and valid. It was found that the correlation between the Ubuntu dimension and the African time is moderate (albeit statistically significant). In conclusion, the author abduced why this cultural value cannot be empirically measured based on its theoretical definition and indicated which different path would be more promising.

Keywords: African time, Afro-polychronism, empirically engaged African philosophy, Ubuntu

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Authors: Salman Ali Nisar, Suzuki Koji

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In this paper we developed a new algorithm to convert the project scheduling time into calendar date in order to handle non-interruptible activities not to be split by non-working days (such as weekend and holidays). In a construction project some activities might require not to be interrupted even on non-working days, or to be finished on the end day of business days. For example, concrete placing work might be required to be completed by the end day of weekdays i.e. Friday, and curing in the weekend. This research provides an algorithm that imposes time constraint for start and finish times of non-interruptible activities. The algorithm converts working days, which is obtained by Critical Path Method (CPM), to calendar date with consideration of the start date of a project. After determining the interruption by non-working days, the start time of a certain activity should be postponed, if there is enough total float value. Otherwise, the duration is shortened by hiring additional resources capacity or/and using overtime work execution. Then, time constraints are imposed to start time and finish time of the activity. The algorithm is developed in Excel Spreadsheet for microcomputer and therefore we can easily get a feasible, calendared construction schedule for such a construction project with some non-interruptible activities.

Keywords: project management, scheduling, critical path method, time constraint, non-interruptible tasks

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi

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In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: time series, fluctuation in statistical characteristics, optimal learning, change-point algorithm

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Authors: Mulak Moses Yokdi

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Correct use of leisure time has suffered neglect in our society and the people ignorantly think that the trend does not matter. The researcher felt concerned about the issue and went on to find out why using FCE, Pankshin workers as a case study. Four hypotheses were used, considering such variables as leadership, traditional activities, stress due to work pressure and time constraint. The participants selected for the study were one hundred and ten members of FCE, Pankshin staff. A self-developed questionnaire was the instrument used. Chi-square (x2) was employed to test the hypotheses at P = 0.005; df = 3. The statistics of percentages was also used to describe the situation as implicated by the data. The results showed that all hypotheses were significant (P = 0.05). It was concluded that the four variables were impediments to effective participation in physically oriented leisure time activities among the FCE, Staff. Based on the findings, it was recommended that the FCE should get good leadership, create good awareness for people to understand why they should be effectively involved in physically oriented leisure time activities.

Keywords: barriers, effective participation, leisure time, physically oriented, work pressure, time constraint

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Authors: Abdel-Aziz M. Mohamed

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This research proposes a methodology to estimate the customer order lead time in the supply chain based on the process capability index. The cases when the process output is normally distributed and when it is not are considered. The relationships between the system capability indices in both service and manufacturing applications, delivery system reliability and the percentages of orders delivered after their promised due dates are presented. The proposed method can be used to examine the current process capability to deliver the orders before the promised lead-time. If the system was found to be incapable, the method can be used to help revise the current lead-time to a proper value according to the service reliability level selected by the management. Numerical examples and a case study describing the lead time estimation methodology and testing the system capability of delivering the orders before their promised due date are illustrated.

Keywords: lead-time estimation, process capability index, delivery system reliability, statistical analysis, service achievement index, service quality

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Authors: Dalal N. Hammod, Ekhlas K. Gbashi

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Today, cryptography is used in many applications to achieve high security in data transmission and in real-time communications. AES has long gained global acceptance and is used for securing sensitive data in various industries but has suffered from slow processing and take a large time to transfer data. This paper suggests a method to enhance Advance Encryption Standard (AES) Algorithm based on time and permutation. The suggested method (MAES) is based on modifying the SubByte and ShiftRrows in the encryption part and modification the InvSubByte and InvShiftRows in the decryption part. After the implementation of the proposal and testing the results, the Modified AES achieved good results in accomplishing the communication with high performance criteria in terms of randomness, encryption time, storage space, and avalanche effects. The proposed method has good randomness to ciphertext because this method passed NIST statistical tests against attacks; also, (MAES) reduced the encryption time by (10 %) than the time of the original AES; therefore, the modified AES is faster than the original AES. Also, the proposed method showed good results in memory utilization where the value is (54.36) for the MAES, but the value for the original AES is (66.23). Also, the avalanche effects used for calculating diffusion property are (52.08%) for the modified AES and (51.82%) percentage for the original AES.

Keywords: modified AES, randomness test, encryption time, avalanche effects

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

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Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: bootstrap, edgeworth approximation, IID, quantile

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Authors: C. Okonkwo Ugochukwu, E. Sinebe Jude, N. Odoh Blessing, E. Okafor Christian

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In this paper, a modification on repair workshop queuing system using multi priority scheme was carried out. Chi square goodness of fit test was used to determine the random distribution of the inter arrival time and service time of crankshafts that come for maintenance in the workshop. The chi square values obtained for all the prioritized classes show that the distribution conforms to Poisson distribution. The mean waiting time in queue results of non-preemptive priority for 1st, 2nd and 3rd classes show 0.066, 0.09, and 0.224 day respectively, while preemptive priority show 0.007, 0.036 and 0.258 day. However, when non priority is used, which obviously has no class distinction it amounts to 0.17 days. From the results, one can observe that the preemptive priority system provides a very dramatic improvement over the non preemptive priority as it concerns arrivals that are of higher priority. However, the improvement has a detrimental effect on the low priority class. The trend of the results is similar to the mean waiting time in the system as a result of addition of the actual service time. Even though the mean waiting time for the queue and that of the system for no priority takes the least time when compared with the least priority, urgent and semi-urgent jobs will terribly suffer which will most likely result in reneging or balking of many urgent jobs. Hence, the adoption of priority scheme in this type of scenario will result in huge profit to the Company and more customer satisfaction.

Keywords: queue, priority class, preemptive, non-preemptive, mean waiting time

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Authors: Donggun Lee, Q-Han Park

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Due to its coarse grid, the Pseudo-Spectral Time Domain (PSTD) method has advantages against the Finite Difference Time Domain (FDTD) method in terms of memory requirement and operation time. However, since the efficiency of parallelization is much lower than that of FDTD, PSTD is not a useful method for a large-scale electromagnetic simulation in a parallel platform. In this paper, we propose the parallelization technique of the hybrid PSTD-FDTD (HPF) method which simultaneously possesses the efficient parallelizability of FDTD and the quick speed and low memory requirement of PSTD. Parallelization cost of the HPF method is exactly the same as the parallel FDTD, but still, it occupies much less memory space and has faster operation speed than the parallel FDTD. Experiments in distributed memory systems have shown that the parallel HPF method saves up to 96% of the operation time and reduces 84% of the memory requirement. Also, by combining the OpenMP library to the MPI library, we further reduced the operation time of the parallel HPF method by 50%.

Keywords: FDTD, hybrid, MPI, OpenMP, PSTD, parallelization

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Authors: Mahvish Anwaar

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Research Question: In this paper, we explore the causal relationship between banking competition, banking stability, and economic growth. Research Findings: The unbalanced panel data starting from 2000 to 2018 is collected to analyze the causality among banking competition, banking stability, and economic growth. The main focus of the study is to check the direction of causality among selected variables. The results of the study support the demand following, supply leading, feedback, and neutrality hypothesis conditional to different measures of banking competition, banking stability, and economic growth. Theoretical Implication: Jayakumar, Pradhan, Dash, Maradana, and Gaurav (2018) proposed a theoretical model of the causal relationship between banking competition, banking stability, and economic growth by using different indicators. So, we empirically test the proposed indicators in our study. This study makes a contribution to the literature by showing the defined relationship between developing and developed countries. Policy Implications: The study covers various policy implications regarding investors to analyze how to properly manage their finances, and government agencies will take help from the present study to find the best and most suitable policies by examining how the economy can grow concerning its finances.

Keywords: competition, stability, economic growth, vector auto-regression, granger causality

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Authors: Tahira Iram, Ahmad Raza Bilal

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In 2016, the Kingdom of Saudi Arabia (KSA) initiated Saudi Vision 2030, an ambitious plan to lessen the country's dependency on fossil fuels and increase economic diversification. The Vision 2030 framework strives to establish a thriving economy, a vibrant society, and an ambitious nation. This study aims to investigate the role of green service innovation (SI) and green work engagement (WE) in mediating the nexus between green HRM and green creativity (GC) under the conditional role of spiritual leadership (SL). A survey was done of 300 female intrepreneurs working in the organization within Saudi Arabia. This study has collected data via a stratified random sampling technique. The framework was tested using PLS-SEM software. The findings reveal that WE fully intervenes in the nexus between green HRM and GC. Moreover, SL positively moderates the nexus between green HRM and SI. Thus based on findings, it is recommended that female intrapreneurs prioritize environmentally responsible operations to gain and sustain a competitive edge over rivals in the Saudi competitive market.

Keywords: green HRM, spiritual leadership, Vision 2030, women intrapreneurs, green service innovation behavior, green creativity

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Authors: Denis Obrul, Borut Žalik

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We present an extendable online real-time tracking platform that can be used to track a wide variety of location-aware devices. These can range from GPS devices mounted inside a vehicle, closed and secure systems such as Teltonika and to mobile phones running multiple platforms. Special consideration is given to decentralized approach, security and flexibility. A number of different use cases are presented as a proof of concept.

Keywords: real-time, online, gps, tracking, web application

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Authors: R. Burahee, B. Chassinat, T. de Laclos, A. Dépée, A. Sastim

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The purpose of this paper is to propose a solution to detect, predict and reconstitute rain drops in real time – during the night – using an embedded material with an infrared camera. To prevent the system from needing too high hardware resources, simple models are considered in a powerful image treatment algorithm reducing considerably calculation time in OpenCV software. Using a smart model – drops will be matched thanks to a process running through two consecutive pictures for implementing a sophisticated tracking system. With this system drops computed trajectory gives information for predicting their future location. Thanks to this technique, treatment part can be reduced. The hardware system composed by a Raspberry Pi is optimized to host efficiently this code for real time execution.

Keywords: reconstitution, prediction, detection, rain drop, real time, raspberry, infrared

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Authors: C. Pacheco, A. Cipriano

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A new concept of response system is proposed for filling the gap that exists in reducing vulnerability during immediate response to natural disasters. Real Time Early Response Systems (RTERSs) incorporate real time information as feedback data for closing control loop and for generating real time situation assessment. A review of the state of the art works that fit the concept of RTERS is presented, and it is found that they are mainly focused on manmade disasters. At the same time, in response phase of natural disaster management many works are involved in creating early warning systems, but just few efforts have been put on deciding what to do once an alarm is activated. In this context a RTERS arises as a useful tool for supporting people in their decision making process during natural disasters after an event is detected, and also as an innovative context for applying well-known automation technologies and automatic control concepts and tools.

Keywords: disaster management, emergency response system, natural disasters, real time

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Authors: T. P. Oladele, C. A. Snyders, S. M. Bradshaw, G. Akdogan

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The effect of temperature, contact time and agitation during pre-treatment was investigated on the elution of gold from granular activated carbon at fixed caustic-cyanide concentration and elution conditions. It was shown that there are interactions between parameters during pre-treatment. At 80oC, recovery is independent of the contact time while the maximum recovery is obtained in the absence of agitation (0rpm). Increase in agitation speed from 0 rev/min to 1200 rev/min showed a decrease in recovery of approximately 20 percent at 80°C. Recovery with increased time from 15 minutes to 45 minutes is only pronounced at 25°C with approximately 4 percent increase at all agitation speeds. The results from elution recovery are aimed to give insight into the mechanisms of pre-treatment under the combinations of the chosen parameters.

Keywords: gold, temperature, contact time, agitation speed, recovery

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Authors: Plessen Mogens Graf

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Within the context of multivariate time series segmentation, this paper proposes a method inspired by a posteriori optimal trading. After a normalization step, time series are treated channelwise as surrogate stock prices that can be traded optimally a posteriori in a virtual portfolio holding either stock or cash. Linear transaction costs are interpreted as hyperparameters for noise filtering. Trading signals, as well as trading signals obtained on the reversed time series, are used for unsupervised channelwise labeling before a consensus over all channels is reached that determines the final segmentation time instants. The method is model-free such that no model prescriptions for segments are made. Benefits of proposed approach include simplicity, computational efficiency, and adaptability to a wide range of different shapes of time series. Performance is demonstrated on synthetic and real-world data, including a large-scale dataset comprising a multivariate time series of dimension 1000 and length 2709. Proposed method is compared to a popular model-based bottom-up approach fitting piecewise affine models and to a recent model-based top-down approach fitting Gaussian models and found to be consistently faster while producing more intuitive results in the sense of segmenting time series at peaks and valleys.

Keywords: time series segmentation, model-free, trading-inspired, multivariate data

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Authors: Nuray Uçar, Mervin Ölmez, Özge Alptoğa, Nilgün K. Yavuz, Ayşen Önen

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In recent years, research on continuous graphene oxide fibers has been intensified. Therefore, many factors of production stages are being studied. In this study, the effect of exfoliation time and presence of activated carbon particle (ACP) on graphene oxide fiber’s properties has been analyzed. It has been seen that cross-sectional appearance of sample with ACP is harsh and porous because of ACP. The addition of ACP did not change the electrical conductivity. However, ACP results in an enormous decrease of mechanical properties. Longer exfoliation time results to higher crystallinity degree, C/O ratio and less d space between layers. The breaking strength and electrical conductivity of sample with less exfoliation time is some higher than sample with high exfoliation time.

Keywords: activated carbon, coagulation by wet spinning, exfoliation, graphene oxide fiber

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Authors: Mustafa Tahir Ocak, Gülsün Tanyeli

Abstract:

Georgia became Christian in the 4th century. During the 7th and 8th centuries, Georgia, with its capital at Tiflis, was devastated by Arab invasions from the south and east. Tiflis was abandoned and a new Georgia, with its capital at present-day Ardanuç; in Turkey, was established, based on the provinces of Tao, Klarjeti and Shavsheti. Georgian power revived during the 9th century and the new kings embarked on a notable period of church building, each prince intent on raising memorials to his reign. Georgia was weakened again in the 11th century. First, by Byzantium which now feared the Georgians’ growing power and, second, by the advance of the Seljuk Turks. But defeat did not last long and under David II, ‘the Builder’, Georgian armies recaptured Tiflis in 1122, heralding a second political and cultural renascence. There has been a remarkable increase in the number of monuments in 9th-11th centuries. Kingdom of Georgia’s boundaries have changed lots of times over the centuries, and consequently a considerable number of churches are to be found in other countries, especially in north-eastern provinces of Turkey. Georgian monuments spread to valleys of the Çoruh, Oltu and Tortum rivers in north-east Turkey. These churches have significant role in architectural history. The medieval Georgians and the Armenians had known contacts with Byzantium. Their churches influenced mid-Byzantine architecture and were a factor in the evolution of the Romanesque style in Europe. In the centuries following the inclusion of Tao and Klarjeti within the expanding Ottoman Empire, the monasteries and churches were gradually abandoned with migration of Christian population. Although some of those monuments are in good condition through the conversion of churches to use as mosques, the rest of those monuments are under threat from neglect and lack of maintenance. Many fell into ruin or were plundered for their stone; others were damaged by earthquakes, by treasure hunters. The only hope for the Georgian churches is for them to be recognised as a touristic value in a beautiful region of deep valleys and magnificent mountain scenery. As coeval churches in modern Georgian boundaries, these churches in north-eastern provinces of Turkey have to evaluated by UNESCO. This study aims to create awereness about the conservation of Georgian churches in north-eastern provinces of Turkey as world heritage taking advantages of tourism. Georgian churches as a heritage should be evaluated not only a monument but also cultural landscape. The cultural route is created visiting both churches and the other medieval structures in these regions.

Keywords: Georgian churches, medieval monuments, Tao-Klarjeti, Turkey

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Authors: Marco Barassi, Nicola Spagnolo

Abstract:

This paper uses a DCC-GARCH model framework to examine mean and volatility spillovers (i.e. causality in mean and variance) dynamics between financial centers and the stock market indexes of the BRICS countries. In addition, tests for changes in the transmission mechanism are carried out by first testing for structural breaks and then setting a dummy variable to control for the 2008 financial crises. We use weekly data for nine countries, four financial centers (Germany, Japan, UK and USA) and the five BRICS countries (Brazil, Russia, India, China and South Africa). Furthermore, we control for monetary policy using domestic interest rates (90-day Treasury Bill interest rate) over the period 03/1/1990 - 04/2/2014, for a total of 1204 observations. Results show that the 2008 financial crises changed the causality dynamics for most of the countries considered. The same pattern can also be observed in conditional correlation showing a shift upward following the turbulence associated to the 2008 crises. The magnitude of these effects suggests a leading role played by the financial centers in effecting Brazil and South Africa, whereas Russia, India and China show a higher degree of resilience.

Keywords: financial crises, DCC-GARCH model, volatility spillovers, economics

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