Search results for: multivariate exponentially weighted moving average

Authors: Malay Bhattacharyya, Saparya Suresh

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The Correlation Structure associated with a portfolio is subjected to vary across time. Studying the structural breaks in the time-dependent Correlation matrix associated with a collection had been a subject of interest for a better understanding of the market movements, portfolio selection, etc. The current paper proposes a methodology for testing the change in the time-dependent correlation structure of a portfolio in the high dimensional data using the techniques of generalized inverse, singular valued decomposition and multivariate distribution theory which has not been addressed so far. The asymptotic properties of the proposed test are derived. Also, the performance and the validity of the method is tested on a real data set. The proposed test performs well for detecting the change in the dependence of global markets in the context of high dimensional data.

Keywords: correlation structure, high dimensional data, multivariate distribution theory, singular valued decomposition

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Authors: Mabtho Moreroa-Monyelo, Grace Ijoma, Rosina Nkuna, Tonderayi Matambo

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A moving bed biofilm reactor (MBBR) was used for the bioremediation of high strength chemical oxygen demand (COD) Fisher-Tropsch (FT) wastewater. The aerobic MBBR system was operated over 60 days. For metagenomics profile assessment of the targeted 16S sequence of bacteria involved in the bioremediation of the chemical compounds, sludge samples were collected every second day of operation. Parameters such as pH and COD were measured daily to compare the system efficiency as the changedin microbial diversity progressed. The study revealed that pH was a contributing factor to microbial diversity, which further affected the efficiency of the MBBR system. The highest COD removal rate of 86.4% was achieved at pH 8.3. It was observed that when there was more, A higher bacterial diversity led to an improvement in the reduction of COD. Furthermore, an OTUof 4530 was obtained, which were divided into 12 phyla, 27 classes, 44 orders, 74 families, and 138 genera across all sludge samples from the MBBR. A determination of the relative abundance of microorganisms at phyla level indicates that the most abundant phylum on day it was Firmicutes (50%); thereafter, the most abundant phylum changed toProteobacteria.

Keywords: biodegradation, fischer-tropsch wastewater, metagenomics, moving bed biofilm reactor

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Authors: Boonsiri Dandumrongsin, Halis Simsek, Chaiwat Rongsayamanont

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Dissolved organic nitrogen (DON) is known as one of the persistence nitrogenous pollutant being originated from secondary treated effluent of municipal sewage treatment plant. However, effect of key system operating condition on the fate and behavior of residual DON in the treated effluent is still not known. This study aims to investigate effect of organic loading rate (OLR) on the residual level of DON in the biofilm reactor effluent. Synthetic municipal wastewater was fed into moving bed biofilm reactors at OLR of 1.6x10-3 and 3.2x10-3 kg SCOD/m3-d. The results showed higher organic removal efficiency was found in the reactor operating at higher OLR. However, DON was observed at higher value in the effluent of the higher OLR reactor than that of the lower OLR reactor evidencing a clear influence of OLR on the residual DON level in the treated effluent of the biofilm reactors. It is possible that the lower DON being observed in the reactor at lower OLR is likely to be a result of providing the microbe with the additional period for utilizing the refractory DON molecules during operation at lower organic loading. All the experiments were repeated using raw wastewaters and similar trend was obtained.

Keywords: dissolved organic nitrogen, hydraulic retention time, moving bed biofilm reactor, soluble microbial products

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Authors: Armin Nabaei, M. Omair Ahmad, M. N. S. Swamy

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Many facial expression and emotion recognition methods in the traditional approaches of using LDA, PCA, and EBGM have been proposed. In recent years deep learning models have provided a unique platform addressing by automatically extracting the features for the detection of facial expression and emotions. However, deep networks require large training datasets to extract automatic features effectively. In this work, we propose an efficient emotion detection algorithm using face images when only small datasets are available for training. We design a deep network whose feature extraction capability is enhanced by utilizing several parallel modules between the input and output of the network, each focusing on the extraction of different types of coarse features with fined grained details to break the symmetry of produced information. In fact, we leverage long range dependencies, which is one of the main drawback of CNNs. We develop this work by introducing a Dynamic Soft-Margin SoftMax.The conventional SoftMax suffers from reaching to gold labels very soon, which take the model to over-fitting. Because it’s not able to determine adequately discriminant feature vectors for some variant class labels. We reduced the risk of over-fitting by using a dynamic shape of input tensor instead of static in SoftMax layer with specifying a desired Soft- Margin. In fact, it acts as a controller to how hard the model should work to push dissimilar embedding vectors apart. For the proposed Categorical Loss, by the objective of compacting the same class labels and separating different class labels in the normalized log domain.We select penalty for those predictions with high divergence from ground-truth labels.So, we shorten correct feature vectors and enlarge false prediction tensors, it means we assign more weights for those classes with conjunction to each other (namely, “hard labels to learn”). By doing this work, we constrain the model to generate more discriminate feature vectors for variant class labels. Finally, for the proposed optimizer, our focus is on solving weak convergence of Adam optimizer for a non-convex problem. Our noteworthy optimizer is working by an alternative updating gradient procedure with an exponential weighted moving average function for faster convergence and exploiting a weight decay method to help drastically reducing the learning rate near optima to reach the dominant local minimum. We demonstrate the superiority of our proposed work by surpassing the first rank of three widely used Facial Expression Recognition datasets with 93.30% on FER-2013, and 16% improvement compare to the first rank after 10 years, reaching to 90.73% on RAF-DB, and 100% k-fold average accuracy for CK+ dataset, and shown to provide a top performance to that provided by other networks, which require much larger training datasets.

Keywords: computer vision, facial expression recognition, machine learning, algorithms, depp learning, neural networks

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Authors: J. B. Frisch, D. Evandiloff, P. Martin, N. Ouizille, F. Pires

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Smart Beta strategies intend to be an asset management revolution with reference to classical cap-weighted indices. Indeed, these strategies allow a better control on portfolios risk factors and an optimized asset allocation by taking into account specific risks or wishes to generate alpha by outperforming indices called 'Beta'. Among many strategies independently used, this paper focuses on four of them: Minimum Variance Portfolio, Equal Risk Contribution Portfolio, Maximum Diversification Portfolio, and Equal-Weighted Portfolio. Their efficiency has been proven under constraints like momentum or market phenomenon, suggesting a reconsideration of cap-weighting.
 To further increase strategy return efficiency, it is proposed here to compare their strengths and weaknesses inside time intervals corresponding to specific identifiable market phases, in order to define adapted strategies depending on pre-specified situations. 
Results are presented as performance curves from different combinations compared to a benchmark. If a combination outperforms the applicable benchmark in well-defined actual market conditions, it will be preferred. It is mainly shown that such investment 'rules', based on both historical data and evolution of Smart Beta strategies, and implemented according to available specific market data, are providing very interesting optimal results with higher return performance and lower risk.
 Such combinations have not been fully exploited yet and justify present approach aimed at identifying relevant elements characterizing them.

Keywords: smart beta, minimum variance portfolio, equal risk contribution portfolio, maximum diversification portfolio, equal weighted portfolio, combinations

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Authors: M. Ashaque Meah, Md. Fazlul Karim, M. Shah Noor, Nazmun Nahar Papri, M. Khalid Hossen, M. Ismoen

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Tsunami and inundation modelling due to far field tsunami propagation in a limited area is a very challenging numerical task because it involves many aspects such as the formation of various types of waves and the irregularities of coastal boundaries. To compute the effect of far field tsunami and extent of inland inundation due to far field tsunami along the coastal belts of west coast of Malaysia and Southern Thailand, a formulated boundary condition and a moving boundary condition are simultaneously used. In this study, a boundary fitted curvilinear grid system is used in order to incorporate the coastal and island boundaries accurately as the boundaries of the model domain are curvilinear in nature and the bending is high. The tsunami response of the event 26 December 2004 along the west open boundary of the model domain is computed to simulate the effect of far field tsunami. Based on the data of the tsunami source at the west open boundary of the model domain, a boundary condition is formulated and applied to simulate the tsunami response along the coastal and island boundaries. During the simulation process, a moving boundary condition is initiated instead of fixed vertical seaside wall. The extent of inland inundation and tsunami propagation pattern are computed. Some comparisons are carried out to test the validation of the simultaneous use of the two boundary conditions. All simulations show excellent agreement with the data of observation.

Keywords: open boundary condition, moving boundary condition, boundary-fitted curvilinear grids, far-field tsunami, shallow water equations, tsunami source, Indonesian tsunami of 2004

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Authors: Negar Riazifar, Nigel G. Stocks

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This paper proposes strategies in level crossing (LC) sampling and reconstruction that provide high fidelity signal reconstruction for speech signals; these strategies circumvent the problem of exponentially increasing number of samples as the bit-depth is increased and hence are highly efficient. Specifically, the results indicate that the distribution of the intervals between samples is one of the key factors in the quality of signal reconstruction; including samples with short intervals do not improve the accuracy of the signal reconstruction, whilst samples with large intervals lead to numerical instability. The proposed sampling method, termed reduced conventional level crossing (RCLC) sampling, exploits redundancy between samples to improve the efficiency of the sampling without compromising performance. A reconstruction technique is also proposed that enhances the numerical stability through linear interpolation of samples separated by large intervals. Interpolation is demonstrated to improve the accuracy of the signal reconstruction in addition to the numerical stability. We further demonstrate that the RCLC and interpolation methods can give useful levels of signal recovery even if the average sampling rate is less than the Nyquist rate.

Keywords: level crossing sampling, numerical stability, speech processing, trigonometric polynomial

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Authors: Panudet Saengseedam, Nanthachai Kantanantha

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This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, linear mixed model, multivariate conditional autoregressive model, spatial time series

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Authors: Irfan Ali, Srikant Gupta, Aquil Ahmed

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Every country needs a sustainable development (SD) for its economic growth by forming suitable policies and initiative programs for the development of different sectors of the country. This paper is comprised of modeling and optimization of different sectors of India that form a multi-criterion model. In this paper, we developed a fractional goal programming (FGP) model that helps in providing the efficient allocation of resources simultaneously by achieving the sustainable goals in gross domestic product (GDP), electricity consumption (EC) and greenhouse gasses (GHG) emission by the year 2030. Also, a weighted model of FGP is presented to obtain varying solution according to the priorities set by the policy maker for achieving future goals of GDP growth, EC, and GHG emission. The presented models provide a useful insight to the decision makers for implementing strategies in a different sector.

Keywords: sustainable and economic development, multi-objective fractional programming, fuzzy goal programming, weighted fuzzy goal programming

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Authors: Saad Alkentar, Abdulkareem Assalem

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Recognizing small targets has always posed a significant challenge in image analysis. Over long distances, the image signal-to-noise ratio tends to be low, limiting the amount of useful information available to detection systems. Consequently, visual target recognition becomes an intricate task to tackle. In this study, we introduce a Track Before Detect (TBD) approach that leverages target trajectory information (coordinates) to effectively distinguish between noise and potential targets. By reframing the problem as a multivariate time series classification, we have achieved remarkable results. Specifically, our TBD method achieves an impressive 97% accuracy in separating target signals from noise within a mere half-second time span (consisting of 10 data points). Furthermore, when classifying the identified targets into our predefined categories—airplane, drone, and bird—we achieve an outstanding classification accuracy of 96% over a more extended period of 1.5 seconds (comprising 30 data points).

Keywords: small targets, drones, trajectory information, TBD, multivariate time series

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Authors: Xun Li, Haojie Wang

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Federated learning is a kind of distributed training and centralized training mode, which is of great value in the protection of user privacy. In order to solve the problem that the model is vulnerable to backdoor attacks in federated learning, a backdoor attack detection method based on a weighted k-medoids algorithm is proposed. First of all, this paper collates the update parameters of the client to construct a vector group, then uses the principal components analysis (PCA) algorithm to extract the corresponding feature information from the vector group, and finally uses the improved k-medoids clustering algorithm to identify the normal and backdoor update parameters. In this paper, the backdoor is implanted in the federation learning model through the model replacement attack method in the simulation experiment, and the update parameters from the attacker are effectively detected and removed by the defense method proposed in this paper.

Keywords: federated learning, backdoor attack, PCA, k-medoids, backdoor defense

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Authors: Elaf N. Mahrous, Fares R. Al Mushref, Turkey Al Dossary

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An embedded particle finite element model has been developed to simulate the transient capillary forces acting on a moving contact line of spreading liquid drop on a smooth solid surface. Three common dissipative force models were tested numerically to account for the capillary effect at the solid-liquid interface. Among those models, Jiang’s model was found to be the most stable one. Our proposed numerical model was validated experimentally for a wide variety of surface wettability. A dimensionless relationship between the spreading rate and time was established, and the results showed good agreement with the experimental data.

Keywords: droplet dynamics, CFD, transient modeling, capillary forces

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Authors: Nuwan Kuruwitaarachchi, M. K. M. Peiris, C. N. Madawala, K. M. A. R. Perera, V. U. N Perera

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Dealing with businesses with the foreign market always took a special place in a country’s economy. Political and social factors came into play making currency rate changes fluctuate rapidly. Currency rate prediction has become an important factor for larger international businesses since large amounts of money exchanged between countries. This research focuses on comparing the accuracy of mainly three models; Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Networks(ANN) and Support Vector Machines(SVM). series of data import, export, USD currency exchange rate respect to LKR has been selected for training using above mentioned algorithms. After training the data set and comparing each algorithm, it was able to see that prediction in SVM performed better than other models. It was improved more by combining SVM and SVR models together.

Keywords: ARIMA, ANN, FFNN, RMSE, SVM, SVR

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Authors: Anastasia Constantinou, Stephen Morris

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Background: The adoption of synchronous and asynchronous telemedicine modalities for primary care consultations has exponentially increased since the COVID-19 pandemic. However, there is limited understanding of how virtual consultations influence healthcare resource utilization and other quality measures including safety, timeliness, efficiency, patient and provider satisfaction, cost-effectiveness and environmental impact. Aim: Quantify the rate of follow-up visits, emergency department visits, hospitalizations, request for investigations and prescriptions and comment on the effect on different quality measures associated with different telemedicine modalities used for primary care services and primary care referrals to secondary care Design and setting: Systematic review in primary care Methods: A systematic search was carried out across three databases (Medline, PubMed and Scopus) between August and November 2023, using terms related to telemedicine, general practice, electronic referrals, follow-up, use and efficiency and supported by citation searching. This was followed by screening according to pre-defined criteria, data extraction and critical appraisal. Narrative synthesis and metanalysis of quantitative data was used to summarize findings. Results: The search identified 2230 studies; 50 studies are included in this review. There was a prevalence of asynchronous modalities in both primary care services (68%) and referrals from primary care to secondary care (83%), and most of the study participants were females (63.3%), with mean age of 48.2. The average follow-up for virtual consultations in primary care was 28.4% (eVisits: 36.8%, secure messages 18.7%, videoconference 23.5%) with no significant difference between them or F2F consultations. There was an average annual reduction of primary care visits by 0.09/patient, an increase in telephone visits by 0.20/patient, an increase in ED encounters by 0.011/patient, an increase in hospitalizations by 0.02/patient and an increase in out of hours visits by 0.019/patient. Laboratory testing was requested on average for 10.9% of telemedicine patients, imaging or procedures for 5.6% and prescriptions for 58.7% of patients. When looking at referrals to secondary care, on average 36.7% of virtual referrals required follow-up visit, with the average rate of follow-up for electronic referrals being higher than for videoconferencing (39.2% vs 23%, p=0.167). Technical failures were reported on average for 1.4% of virtual consultations to primary care. When using carbon footprint estimates, we calculate that the use of telemedicine in primary care services can potentially provide a net decrease in carbon footprint by 0.592kgCO2/patient/year. When follow-up rates are taken into account, we estimate that virtual consultations reduce carbon footprint for primary care services by 2.3 times, and for secondary care referrals by 2.2 times. No major concerns regarding quality of care, or patient satisfaction were identified. 5/7 studies that addressed cost-effectiveness, reported increased savings. Conclusions: Telemedicine provides quality, cost-effective, and environmentally sustainable care for patients in primary care with inconclusive evidence regarding the rates of subsequent healthcare utilization. The evidence is limited by heterogeneous, small-scale studies and lack of prospective comparative studies. Further research to identify the most appropriate telemedicine modality for different patient populations, clinical presentations, service provision (e.g. used to follow-up patients instead of initial diagnosis) as well as further education for patients and providers alike on how to make best use of this service is expected to improve outcomes and influence practice.

Keywords: telemedicine, healthcare utilisation, digital interventions, environmental impact, sustainable healthcare

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Authors: Hassan Mahasneh, Abu Sesay

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We propose the use of relay terminals at the cell edge of an LTE-based cellar system. Each relay terminal is equipped with an omni-directional antenna. We refer to this scheme as the Omni-Relay (OR) scheme. The OR scheme coordinates the inter-cell interference (ICI) stemming from adjacent cells and increases the desired signal level at cell-edge regions. To validate the performance of the OR scheme, we derive the average signal-to-interference plus noise ratio (SINR) and the average capacity and compare it with the conventional universal frequency reuse factor (UFRF). The results show that the proposed OR scheme provides higher average SINR and average capacity compared to the UFRF due to the assistance of the distributed relay nodes.

Keywords: the UFRF scheme, the OR scheme, ICI, relay terminals, SINR, spectral efficiency

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Authors: A. Mansouri, F. Krim

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This paper presents two techniques for DC motor parameters identification. We propose a numerical method using the adaptive extensive recursive least squares (AERLS) algorithm for real time parameters estimation. This algorithm, based on minimization of quadratic criterion, is realized in simulation for parameters identification of DC motor autoregressive moving average with extra inputs (ARMAX). As advanced technique, we use genetic algorithms (GA) identification with biased estimation for high dynamic performance speed regulation. DC motors are extensively used in variable speed drives, for robot and solar panel trajectory control. GA effectiveness is derived through comparison of the two approaches.

Keywords: ARMAX model, DC motor, AERLS, GA, optimization, parameter identification, PID speed regulation

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Authors: Andrey V. Timofeev, Dmitry V. Egorov

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This paper presents development results of usage of C-OTDR monitoring systems for rail traffic management. The C-OTDR method is based on vibrosensitive properties of optical fibers. Analysis of Rayleigh backscattering radiation parameters changes which take place due to microscopic seismoacoustic impacts on the optical fiber allows to determine seismoacoustic emission source positions and to identify their types. This approach proved successful for rail traffic management (moving block system, weigh- in-motion system etc).

Keywords: C-OTDR systems, moving block-sections, rail traffic management, Rayleigh backscattering, weigh-in-motion

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Authors: Mahdi Farajzadeh Ajirlou

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Ordinary fetal brain development can be considered by in vivo attractive reverberation imaging (MRI) from the 18th gestational week (GW) to term and depends fundamentally on T2-weighted and diffusion-weighted (DW) arrangements. The foremost commonly suspected brain pathologies alluded to fetal MRI for assist assessment are ventriculomegaly, lost corpus callosum, and anomalies of the posterior fossa. Brain division could be a crucial to begin with step in neuroimage examination. Within the case of fetal MRI it is especially challenging and critical due to the subjective introduction of the hatchling, organs that encompass the fetal head, and irregular fetal movement. A few promising strategies have been proposed but are constrained in their execution in challenging cases and in realtime division. Fetal MRI is routinely performed on a 1.5-Tesla scanner without maternal or fetal sedation. The mother lies recumbent amid the course of the examination, the length of which is ordinarily 45 to 60 minutes. The accessibility and continuous approval of standardizing fetal brain development directions will give critical devices for early discovery of impeded fetal brain development upon which to oversee high-risk pregnancies.

Keywords: brain, fetal, MRI, imaging

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Authors: Luh Eka Suryani, Purhadi

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Poisson regression is a non-linear regression model with response variable in the form of count data that follows Poisson distribution. Modeling for a pair of count data that show high correlation can be analyzed by Poisson Bivariate Regression. Data, the number of infant mortality and maternal mortality, are count data that can be analyzed by Poisson Bivariate Regression. The Poisson regression assumption is an equidispersion where the mean and variance values are equal. However, the actual count data has a variance value which can be greater or less than the mean value (overdispersion and underdispersion). Violations of this assumption can be overcome by applying Generalized Poisson Regression. Characteristics of each regency can affect the number of cases occurred. This issue can be overcome by spatial analysis called geographically weighted regression. This study analyzes the number of infant mortality and maternal mortality based on conditions in East Java in 2016 using Geographically Weighted Bivariate Generalized Poisson Regression (GWBGPR) method. Modeling is done with adaptive bisquare Kernel weighting which produces 3 regency groups based on infant mortality rate and 5 regency groups based on maternal mortality rate. Variables that significantly influence the number of infant and maternal mortality are the percentages of pregnant women visit health workers at least 4 times during pregnancy, pregnant women get Fe3 tablets, obstetric complication handled, clean household and healthy behavior, and married women with the first marriage age under 18 years.

Keywords: adaptive bisquare kernel, GWBGPR, infant mortality, maternal mortality, overdispersion

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Authors: Hyun-Woo Cho

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Detection of incipient abnormal events in production processes is important to improve safety and reliability of manufacturing operations and reduce losses caused by failures. The construction of calibration models for predicting faulty conditions is quite essential in making decisions on when to perform preventive maintenance. This paper presents a multivariate calibration monitoring approach based on the statistical analysis of process measurement data. The calibration model is used to predict faulty conditions from historical reference data. This approach utilizes variable selection techniques, and the predictive performance of several prediction methods are evaluated using real data. The results shows that the calibration model based on supervised probabilistic model yielded best performance in this work. By adopting a proper variable selection scheme in calibration models, the prediction performance can be improved by excluding non-informative variables from their model building steps.

Keywords: calibration model, monitoring, quality improvement, feature selection

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Authors: Majid Khalili

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This paper deals with a bi-objective hybrid no-wait flowshop scheduling problem minimizing the makespan and total weighted tardiness, in which we consider transportation times between stages. Obtaining an optimal solution for this type of complex, large-sized problem in reasonable computational time by using traditional approaches and optimization tools is extremely difficult. This paper presents a new multi-objective variable neighborhood algorithm (MOVNS). A set of experimental instances are carried out to evaluate the algorithm by advanced multi-objective performance measures. The algorithm is carefully evaluated for its performance against available algorithm by means of multi-objective performance measures and statistical tools. The related results show that a variant of our proposed MOVNS provides sound performance comparing with other algorithms.

Keywords: no-wait hybrid flowshop scheduling; multi-objective variable neighborhood algorithm; makespan; total weighted tardiness

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Authors: Mohamed H. El-Sheikh, Hoda F. Zahran

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Olive tree (Olea europaea L.) is considered as a Mediterranean tree which belongs to genus Olea that may comprise about 35 species. In fact, the crop requires mild to cool winters with a chilling accumulation from November to February with average temperatures varying between two groups of accumulated chilling hours (h1) of less than 7.2 °C (C1) and other group (h2) of less than 10 °C (C2) for flower bud differentiation. This work aims at studying the impact of chilling accumulation hours on the fruit yield of olive trees in Borg El Arab City, Alexandria Governorate, Egypt as a case study. Trees were aged around 7 years in 2010 and were exposed to chilling accumulation hours of h1, which was average of 280 hours under C1, and average h2 was around 150 hours under C2 the resulted fruit yield was around 0.5 kg/tree. On the hand, trees were aged around 7 years at 2016 showed that when average of h1 was around 390 hours under C1 and average h2 was around 220 hours under C2 then fruit yield was around 10 kg/tree. Increasing of fruit yield proved chilling accumulation effect on olive trees.

Keywords: chilling accumulation, fruit yield, Olea europaea, olive

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Authors: Mussa Hussaini, Supasith Chonglerttham

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Stocks are usually classified according to their characteristics which are unique enough such that the performance of each category can be differentiated from another. The reasons behind such classifications in the financial market are sometimes financial innovation or it can also be because of finding a premium in a group of stocks with similar features. One of the major classifications in stocks market is called momentum strategy. Based on this strategy stocks are classified according to their past performances into past winners and past losers. Momentum in a stock market refers to the idea that stocks will keep moving in the same direction. In other word, stocks with rising prices (past winners stocks) will continue to rise and those stocks with falling prices (past losers stocks) will continue to fall. The performance of this classification has been well documented in numerous studies in different countries. These studies suggest that past winners tend to outperform past losers in the future. However, academic research in this direction has been limited in countries such as Thailand and to the best of our knowledge, there has been no such study in Thailand after the financial crisis of 1997. The significance of this study stems from the fact that Thailand is an open market and has been encouraging foreign investments as one of the means to enhance employment, promote economic development, and technology transfer and the main equity market in Thailand, the Stock Exchange of Thailand is a crucial channel for Foreign Investment inflow into the country. The equity market size in Thailand increased from $1.72 billion in 1984 to $133.66 billion in 1993, an increase of over 77 times within a decade. The main contribution of this paper is evidence for size category in the context of the equity market in Thailand. Almost all previous studies have focused solely on large stocks or indices. This paper extends the scope beyond large stocks and indices by including small and tiny stocks as well. Further, since there is a distinct absence of detailed academic research on momentum strategy in the Stock Exchange of Thailand after the crisis, this paper also contributes to the extension of existing literature of the study. This research is also of significance for those researchers who would like to compare the performance of this strategy in different countries and markets. In the Stock Exchange of Thailand, we examined the performance of momentum strategy from 2010 to 2014. Returns on portfolios are calculated on monthly basis. Our results on momentum strategy confirm that there is positive momentum profit in large size stocks whereas there is negative momentum profit in small size stocks during the period of 2010 to 2014. Furthermore, the equal weighted average of momentum profit of both small and large size category do not provide any indication of overall momentum profit.

Keywords: momentum strategy, past loser, past winner, stock exchange of Thailand

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Authors: C. Nobre, C. C. Castro, A.-L. Hantson, J. A. Teixeira, L. R. Rodrigues, G. De Weireld

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Fructo-oligosaccharides (FOS) are produced from sucrose by Aureobasidium pullulans in yields between 40-60% (w/w). To increase the amount of FOS it is necessary to remove the small, non-prebiotic sugars, present. Two methods for producing high-purity FOS have been developed: the use of microorganisms able to consume small saccharides; and the use of continuous chromatography to separate sugars: simulated moving bed (SMB). It is herein proposed the combination of both methods. The aim of this study is to optimize the composition of the fermentative broth (in terms of salts and sugars) that will be further purified by SMB. A yield of 0.63 gFOS.g Sucrose-1 was obtained with A. pullulans using low amounts of salts in the initial fermentative broth. By removing the small sugars, Saccharomyces cerevisiae and Zymomonas mobilis increased the percentage of FOS from around 56.0% to 83% (w/w) in average, losing only 10% (w/w) of FOS during the recovery process.

Keywords: fructo-oligosaccharides, microbial treatment, Saccharomyces cerevisiae, Zymomonas mobilis

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Authors: Shri Devi

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This paper was conducted to see the ground water potential zones in Paramakudi taluk, Ramanathapuram,Tamilnadu India with a total areal extent of 745 sq. km. The various thematic map have been prepared for the study such as soil, geology, geomorphology, drainage, land use of the particular study area using the Toposheet of 1: 50000. The digital elevation model (DEM) has been generated from contour interval of 10m and also the slope was prepared. The ground water potential zone of the region was obtained using the weighted overlay analysis for which all the thematic maps were overlayed in arc gis 10.2. For the particular output the ranking has been given for all the parameters of each thematic layer with different weightage such as 25% was given to soil, 25% to geomorphology and land use land cover also 25%, slope 15%, lineament with 5% and drainage streams with 5 percentage. Using these entire potential zone maps was prepared which was overlayed with the village map to check the region which has good, moderate and low groundwater potential zone.

Keywords: GIS, ground water, Paramakudi, weighted overlay analysis

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Authors: Ching-Yi Yiu, Hui-Chen Hsu

Abstract:

Objectives: Head and neck cancer (HNC) is a big global health problem in the world. Despite the development of diagnosis and treatment, the overall survival of HNC is still low. The well recognition of the interaction of the host immune system and cancer cells has led to realizing the processes of tumor initiation, progression and metastasis. Many systemic inflammatory responses have been shown to play a crucial role in cancer progression. The pre and post-treatment nutritional and immunological status of HNC patients is a reliable prognostic indicator of tumor outcomes and survivors. Methods: Between July 2020 to June 2022, We have enrolled 60 HNC patients, including 59 males and 1 female, in Chi Mei Medical Center, Liouying, Taiwan. The age distribution was from 37 to 81 years old (y/o), with a mean age of 57.6 y/o. We evaluated the pre-and post-treatment nutritional and immunological status of these HNC patients with body weight, body weight loss, body mass index (BMI), whole blood count including hemoglobin (Hb), lymphocyte, neutrophil and platelet counts, biochemistry including prealbumin, albumin, c-reactive protein (CRP), with the time period of before treatment, post-treatment 3 and 6 months. We calculated the neutrophil-to-lymphocyte ratio (NLR) and platelet-to-lymphocyte ratio (PLR) to assess how these biomarkers influence the outcomes of HNC patients. Results: We have carcinoma of the hypopharynx in 21 cases with 35％, carcinoma of the larynx in 9 cases, carcinoma of the tonsil and tongue every 6 cases, carcinoma soft palate and tongue base every 5 cases, carcinoma of buccal mucosa, retromolar trigone and mouth floor every 2 cases, carcinoma of the hard palate and low lip each 1 case. There were stage I 15 cases, stage II 13 cases, stage III 6 cases, stage IVA 10 cases, and stage IVB 16 cases. All patients have received surgery, chemoradiation therapy or combined therapy. We have wound infection in 6 cases, 2 cases of pharyngocutaneous fistula, flap necrosis in 2 cases, and mortality in 6 cases. In the wound infection group, the average BMI is 20.4 kg/m2; the average Hb is 12.9 g/dL, the average albumin is 3.5 g/dL, the average NLR is 6.78, and the average PLR is 243.5. In the PC fistula and flap necrosis group, the average BMI is 21.65 kg/m2; the average Hb is 11.7 g/dL, the average albumin is 3.15 g/dL, average NLR is 13.28, average PLR is 418.84. In the mortality group, the average BMI is 22.3 kg/m2; the average Hb is 13.58 g/dL, the average albumin is 3.77 g/dL, the average NLR is 6.06, and the average PLR is 275.5. Conclusion: HNC is a big challenging public health problem worldwide, especially in the high prevalence of betel nut consumption area Taiwan. Besides the definite risk factors of smoking, drinking and betel nut related, the other biomarkers may play significant prognosticators in the HNC outcomes. We concluded that the average BMI is less than 22 kg/m2, the average Hb is low than 12.0 g/dL, the average albumin is low than 3.3 g/dL, the average NLR is low than 3, and the average PLR is more than 170, the surgical complications and mortality will be increased, and the prognosis is poor in HNC patients.

Keywords: nutritional, immunological, neutrophil-to-lymphocyte ratio, paltelet-to-lymphocyte ratio.

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Authors: L. Korpinen, R. Pääkkönen, F. Gobba

Abstract:

Accidents and close call situations involving cell phones are nowadays possible. The objective of this study was to investigate the accidents and close call situations due to cell phone use while moving, driving, and working among Finns aged between 18 and 65. This work is part of a large cross-sectional study that was carried out on 15,000 working-age Finns. About 26% of people who had an accident, and about half of the people including close call situation with the mobile phone, answered that use of the phone influenced. In the future, it is important to take into account that the use of a mobile phone can be distracting while driving.

Keywords: blue-collar workers, accident, cell phone, close call situation

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Authors: Mananya Meenakorn

Abstract:

The purpose of this research is to study the relationship customer perception and brand value of cosmetics in the view of customers in Thailand. The research is quantitative research using the survey method by questionnaire. Data were collected from female cosmetics consumer that residents in Bangkok, aged between 25-55 years. Researchers have determined the size of the sample by using Taro Yamane technic a total of 400 people. The study found the Shiseido cosmetics brand image always come with the new products innovation is in the height level. The average was 3.812, second is Shiseido brand has used innovation to produce the product for 3.792. And brand Shiseido looks luxury with an average of 3.707 respectively. In additional in terms of Lancôme cosmetic brand found the brand image is luxury at the height levels for 4.170 average. The seductive glamor is considered in the moderate with an average of 3.822 respectively.

Keywords: brand image, international fashion dress, values, working women

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Authors: Boukerch Haroun, Luo Qing Sheng, Li Hua Shi, Boukraa Sebti

Abstract:

In this paper we present the design and the implementation of a target tracking system where the target is set to be a moving person in a video sequence. The system can be applied easily as a vision system for mobile robot. The system is composed of two major parts the first is the detection of the person in the video frame using the SVM learning machine based on the “HOG” descriptors. The second part is the tracking of a moving person it’s done by using a combination of the Kalman filter and a modified version of the Camshift tracking algorithm by adding the target motion feature to the color feature, the experimental results had shown that the new algorithm had overcame the traditional Camshift algorithm in robustness and in case of occlusion.

Keywords: camshift algorithm, computer vision, Kalman filter, object tracking

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Authors: Zouhair Haddi, Stephane Delliaux, Jean-Francois Pons, Ismail Kechaf, Jean-Claude De Haro, Mustapha Ouladsine

Abstract:

Atrial fibrillation (AF) has been considered as the most common cardiac arrhythmia, and a major public health burden associated with significant morbidity and mortality. Nowadays, telemedical approaches targeting cardiac outpatients situate AF among the most challenged medical issues. The automatic, early, and fast AF detection is still a major concern for the healthcare professional. Several algorithms based on univariate analysis have been developed to detect atrial fibrillation. However, the published results do not show satisfactory classification accuracy. This work was aimed at resolving this shortcoming by proposing multivariate data analysis methods for automatic AF detection. Four publicly-accessible sets of clinical data (AF Termination Challenge Database, MIT-BIH AF, Normal Sinus Rhythm RR Interval Database, and MIT-BIH Normal Sinus Rhythm Databases) were used for assessment. All time series were segmented in 1 min RR intervals window and then four specific features were calculated. Two pattern recognition methods, i.e., Principal Component Analysis (PCA) and Learning Vector Quantization (LVQ) neural network were used to develop classification models. PCA, as a feature reduction method, was employed to find important features to discriminate between AF and Normal Sinus Rhythm. Despite its very simple structure, the results show that the LVQ model performs better on the analyzed databases than do existing algorithms, with high sensitivity and specificity (99.19% and 99.39%, respectively). The proposed AF detection holds several interesting properties, and can be implemented with just a few arithmetical operations which make it a suitable choice for telecare applications.

Keywords: atrial fibrillation, multivariate data analysis, automatic detection, telemedicine

Procedia PDF Downloads 234