Search results for: extinction coefficients.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 575

Search results for: extinction coefficients.

275 On One Application of Hybrid Methods For Solving Volterra Integral Equations

Authors: G.Mehdiyeva, V.Ibrahimov, M.Imanova

Abstract:

As is known, one of the priority directions of research works of natural sciences is introduction of applied section of contemporary mathematics as approximate and numerical methods to solving integral equation into practice. We fare with the solving of integral equation while studying many phenomena of nature to whose numerically solving by the methods of quadrature are mainly applied. Taking into account some deficiency of methods of quadrature for finding the solution of integral equation some sciences suggested of the multistep methods with constant coefficients. Unlike these papers, here we consider application of hybrid methods to the numerical solution of Volterra integral equation. The efficiency of the suggested method is proved and a concrete method with accuracy order p = 4 is constructed. This method in more precise than the corresponding known methods.

Keywords: Volterra integral equation, hybrid methods, stability and degree, methods of quadrature

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274 The Influence of Interest, Beliefs, and Identity with Mathematics on Achievement

Authors: Asma Alzahrani, Elizabeth Stojanovski

Abstract:

This study investigated factors that influence mathematics achievement based on a sample of ninth-grade students (N  =  21,444) from the High School Longitudinal Study of 2009 (HSLS09). Key aspects studied included efficacy in mathematics, interest and enjoyment of mathematics, identity with mathematics and future utility beliefs and how these influence mathematics achievement. The predictability of mathematics achievement based on these factors was assessed using correlation coefficients and multiple linear regression. Spearman rank correlations and multiple regression analyses indicated positive and statistically significant relationships between the explanatory variables: mathematics efficacy, identity with mathematics, interest in and future utility beliefs with the response variable, achievement in mathematics.

Keywords: Mathematics achievement, math efficacy, mathematics interest, identity.

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273 Unsteady Water Boundary Layer Flow with Non-Uniform Mass Transfer

Authors: G. Revathi, P. Saikrishnan

Abstract:

In the present analysis an unsteady laminar forced convection water boundary layer flow is considered. The fluid properties such as viscosity and Prandtl number are taken as variables such that those are inversely proportional to temperature. By using quasi-linearization technique the nonlinear coupled partial differential equations are linearized and the numerical solutions are obtained by using implicit finite difference scheme with the appropriate selection of step sizes. Non-similar solutions have been obtained from the starting point of the stream-wise coordinate to the point where skin friction value vanishes. The effect non-uniform mass transfer along the surface of the cylinder through slot is studied on the skin friction and heat transfer coefficients.

Keywords: Boundary layer, heat transfer, non-similar solution, non-uniform mass, unsteady flow.

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272 Extended Arithmetic Precision in Meshfree Calculations

Authors: Edward J. Kansa, Pavel Holoborodko

Abstract:

Continuously differentiable radial basis functions (RBFs) are meshfree, converge faster as the dimensionality increases, and is theoretically spectrally convergent. When implemented on current single and double precision computers, such RBFs can suffer from ill-conditioning because the systems of equations needed to be solved to find the expansion coefficients are full. However, the Advanpix extended precision software package allows computer mathematics to resemble asymptotically ideal Platonic mathematics. Additionally, full systems with extended precision execute faster graphical processors units and field-programmable gate arrays because no branching is needed. Sparse equation systems are fast for iterative solvers in a very limited number of cases.

Keywords: Meshless spectrally convergent, partial differential equations, extended arithmetic precision, no branching.

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271 A New Approach to ECG Biometric Systems: A Comparitive Study between LPC and WPD Systems

Authors: Justin Leo Cheang Loong, Khazaimatol S Subari, Rosli Besar, Muhammad Kamil Abdullah

Abstract:

In this paper, a novel method for a biometric system based on the ECG signal is proposed, using spectral coefficients computed through linear predictive coding (LPC). ECG biometric systems have traditionally incorporated characteristics of fiducial points of the ECG signal as the feature set. These systems have been shown to contain loopholes and thus a non-fiducial system allows for tighter security. In the proposed system, incorporating non-fiducial features from the LPC spectrum produced a segment and subject recognition rate of 99.52% and 100% respectively. The recognition rates outperformed the biometric system that is based on the wavelet packet decomposition (WPD) algorithm in terms of recognition rates and computation time. This allows for LPC to be used in a practical ECG biometric system that requires fast, stringent and accurate recognition.

Keywords: biometric, ecg, linear predictive coding, wavelet packet decomposition

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270 A Kinetic Study on the Adsorption of Cd(II) and Zn(II) Ions from Aqueous Solutions on Zeolite NaA

Authors: Dimitar Georgiev, Bogdan Bogdanov, Irena Markovska, Yancho Hristov, Dencho Stanev

Abstract:

The present paper reports the removal of Cd(II) and Zn(II) ions using synthetic Zeolit NaA. The adsorption capacity of the sorbent (Zeolite NaA) strongly depends on simultaneous or not simultaneous (concurrent) presence of Cd(II) and Zn(II) in the sorbate. When Cd(II) and Zn(II) are present simultaneously (concurrently) in the sorbate, Zn(II) ions were sorbed at higher rate. Equilibrium data fitted Langmuir, Freundlich and Tempkin isotherms well. The applicability of the isotherm equation to describe the adsorption process was judged by the correlation coefficients R2. The Langmuir model yielded the best fit with R2 values equal to or higher than 0.970, as compared to the Freundlich and Tempkin models. The fact that 1/n values range from 0.322 to 0.755 indicates that the adsorption of Cd(II) and Zn(II) ions from aqueous solutions also favored by the Freundlich model.

Keywords: Adsorption, adsorption capacity, kinetic sorption, Zeolite NaA

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269 Investigation of Flow Characteristics on Upstream and Downstream of Orifice Using Computational Fluid Dynamics

Authors: War War Min Swe, Aung Myat Thu, Khin Cho Thet, Zaw Moe Htet, Thuzar Mon

Abstract:

The main parameter of the orifice hole diameter was designed according to the range of throttle diameter ratio which gave the required discharge coefficient. The discharge coefficient is determined by difference diameter ratios. The value of discharge coefficient is 0.958 occurred at throttle diameter ratio 0.5. The throttle hole diameter is 80 mm. The flow analysis is done numerically using ANSYS 17.0, computational fluid dynamics. The flow velocity was analyzed in the upstream and downstream of the orifice meter. The downstream velocity of non-standard orifice meter is 2.5% greater than that of standard orifice meter. The differential pressure is 515.379 Pa in standard orifice.

Keywords: CFD-CFX, discharge coefficients, flow characteristics, inclined.

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268 An Augmented Automatic Choosing Control Designed by Extremizing a Combination of Hamiltonian and Lyapunov Functions for Nonlinear Systems with Constrained Input

Authors: Toshinori Nawata, Hitoshi Takata

Abstract:

In this paper we consider a nonlinear feedback control called augmented automatic choosing control (AACC) for nonlinear systems with constrained input. Constant terms which arise from section wise linearization of a given nonlinear system are treated as coefficients of a stable zero dynamics.Parameters included in the control are suboptimally selectedby extremizing a combination of Hamiltonian and Lyapunov functions with the aid of the genetic algorithm. This approach is applied to a field excitation control problem of power system to demonstrate the splendidness of the AACC. Simulation results show that the new controller can improve performance remarkably well.

Keywords: Augmented Automatic Choosing Control, NonlinearControl, Genetic Algorithm, Hamiltonian, Lyapunovfunction

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267 A Hydro-Mechanical Model for Unsaturated Soils

Authors: A. Uchaipichat

Abstract:

The hydro-mechanical model for unsaturated soils has been presented based on the effective stress principle taking into account effects of drying-wetting process. The elasto-plastic constitutive equations for stress-strain relations of the soil skeleton have been established. A plasticity model is modified from modified Cam-Clay model. The hardening rule has been established by considering the isotropic consolidation paths. The effect of dryingwetting process is introduced through the ¤ç parameter. All model coefficients are identified in terms of measurable parameters. The simulations from the proposed model are compared with the experimental results. The model calibration was performed to extract the model parameter from the experimental results. Good agreement between the results predicted using proposed model and the experimental results was obtained.

Keywords: Drying-wetting process, Effective stress, Elastoplasticmodel, Unsaturated soils

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266 Binary Phase-Only Filter Watermarking with Quantized Embedding

Authors: Hu Haibo, Liu Yi, He Ming

Abstract:

The binary phase-only filter digital watermarking embeds the phase information of the discrete Fourier transform of the image into the corresponding magnitudes for better image authentication. The paper proposed an approach of how to implement watermark embedding by quantizing the magnitude, with discussing how to regulate the quantization steps based on the frequencies of the magnitude coefficients of the embedded watermark, and how to embed the watermark at low frequency quantization. The theoretical analysis and simulation results show that algorithm flexibility, security, watermark imperceptibility and detection performance of the binary phase-only filter digital watermarking can be effectively improved with quantization based watermark embedding, and the robustness against JPEG compression will also be increased to some extent.

Keywords: binary phase-only filter, discrete Fourier transform, digital watermarking, image authentication, quantization.

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265 Predicting Dispersion Coefficient in Free-Flowing Zones of Rivers by Genetic Programming

Authors: Rajeev Ranjan Sahay

Abstract:

Transient storage zones along the flow paths of rivers have great influence on the dispersion of pollutants that are either accidentally or otherwise led into them. The speed with which these pollution clouds get transported and dispersed downstream is, to a large extent, explained by the longitudinal dispersion coefficients in the free-flowing zones of rivers (Kf). In the present work, a new empirical expression for Kf has been derived employing genetic programming (GP) on published dispersion data. The proposed expression uses few hydraulic and geometric characteristics of a river that are readily available to field engineers. Based on various performance indices, the proposed expression is found superior to other existing expression for Kf.

Keywords: Dispersion, parameter estimation, rivers, transient pollutant.

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264 Modern State of the Universal Modeling for Centrifugal Compressors

Authors: Y. Galerkin, K. Soldatova, A. Drozdov

Abstract:

The 6th version of Universal modeling method for centrifugal compressor stage calculation is described. Identification of the new mathematical model was made. As a result of identification the uniform set of empirical coefficients is received. The efficiency definition error is 0,86 % at a design point. The efficiency definition error at five flow rate points (except a point of the maximum flow rate) is 1,22 %. Several variants of the stage with 3D impellers designed by 6th version program and quasi threedimensional calculation programs were compared by their gas dynamic performances CFD (NUMECA FINE TURBO). Performance comparison demonstrated general principles of design validity and leads to some design recommendations.

Keywords: Compressor design, loss model, performance prediction, test data, model stages, flow rate coefficient, work coefficient.

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263 Air Flows along Perforated Metal Plates with the Heat Transfer

Authors: K. Fraňa, S. Simon

Abstract:

The objective of the paper is a numerical study of heat transfer between perforated metal plates and the surrounding air flows. Different perforation structures can nowadays be found in various industrial products. Besides improving the mechanical properties, the perforations can intensify the heat transfer as well. The heat transfer coefficient depends on a wide range of parameters such as type of perforation, size, shape, flow properties of the surrounding air etc. The paper was focused on three different perforation structures which have been investigated from the point of the view of the production in the previous studies. To determine the heat coefficients and the Nusselt numbers, the numerical simulation approach was adopted. The calculations were performed using the OpenFOAM software. The three-dimensional, unstable, turbulent and incompressible air flow around the perforated surface metal plate was considered.

Keywords: Perforations, convective heat transfers, turbulent flows, numerical simulations.

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262 Cost Based Warranty Optimisation Using Genetic Algorithm

Authors: Dragan D. Stamenkovic, Vladimir M. Popovic

Abstract:

Warranty is a powerful marketing tool for the manufacturer and a good protection for both the manufacturer and the customer. However, warranty always involves additional costs to the manufacturer, which depend on product reliability characteristics and warranty parameters. This paper presents an approach to optimisation of warranty parameters for known product failure distribution to reduce the warranty costs to the manufacturer while retaining the promotional function of the warranty. Combination free replacement and pro-rata warranty policy is chosen as a model and the length of free replacement period and pro-rata policy period are varied, as well as the coefficients that define the pro-rata cost function. Multiparametric warranty optimisation is done by using genetic algorithm. Obtained results are guideline for the manufacturer to choose the warranty policy that minimises the costs and maximises the profit.

Keywords: costs, genetic algorithm, optimisation, warranty.

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261 Vendor Selection and Supply Quotas Determination by using Revised Weighting Method and Multi-Objective Programming Methods

Authors: Tunjo Perić, Marin Fatović

Abstract:

In this paper a new methodology for vendor selection and supply quotas determination (VSSQD) is proposed. The problem of VSSQD is solved by the model that combines revised weighting method for determining the objective function coefficients, and a multiple objective linear programming (MOLP) method based on the cooperative game theory for VSSQD. The criteria used for VSSQD are: (1) purchase costs and (2) product quality supplied by individual vendors. The proposed methodology has been tested on the example of flour purchase for a bakery with two decision makers.

Keywords: Cooperative game theory, multiple objective linear programming, revised weighting method, vendor selection.

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260 Road Vehicle Recognition Using Magnetic Sensing Feature Extraction and Classification

Authors: Xiao Chen, Xiaoying Kong, Min Xu

Abstract:

This paper presents a road vehicle detection approach for the intelligent transportation system. This approach mainly uses low-cost magnetic sensor and associated data collection system to collect magnetic signals. This system can measure the magnetic field changing, and it also can detect and count vehicles. We extend Mel Frequency Cepstral Coefficients to analyze vehicle magnetic signals. Vehicle type features are extracted using representation of cepstrum, frame energy, and gap cepstrum of magnetic signals. We design a 2-dimensional map algorithm using Vector Quantization to classify vehicle magnetic features to four typical types of vehicles in Australian suburbs: sedan, VAN, truck, and bus. Experiments results show that our approach achieves a high level of accuracy for vehicle detection and classification.

Keywords: Vehicle classification, signal processing, road traffic model, magnetic sensing.

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259 A Framework for Ranking Quality of Information on Weblog

Authors: Mohammad Javad Kargar, Fatemeh Azimzadeh

Abstract:

The vast amount of information on the World Wide Web is created and published by many different types of providers. Unlike books and journals, most of this information is not subject to editing or peer review by experts. This lack of quality control and the explosion of web sites make the task of finding quality information on the web especially critical. Meanwhile new facilities for producing web pages such as Blogs make this issue more significant because Blogs have simple content management tools enabling nonexperts to build easily updatable web diaries or online journals. On the other hand despite a decade of active research in information quality (IQ) there is no framework for measuring information quality on the Blogs yet. This paper presents a novel experimental framework for ranking quality of information on the Weblog. The results of data analysis revealed seven IQ dimensions for the Weblog. For each dimension, variables and related coefficients were calculated so that presented framework is able to assess IQ of Weblogs automatically.

Keywords: Information Quality, Weblog, Web Ranking, Web- Quality.

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258 Modeling of a Vehicle Wheel System Having a Built-in Suspension Structure Consisted of Radially Deployed Colloidal Spokes between Hub and Rim

Authors: Barenten Suciu

Abstract:

In this work, by replacing the traditional solid spokes with colloidal spokes, a vehicle wheel with a built-in suspension structure is proposed. Following the background and description of the wheel system, firstly, a vibration model of the wheel equipped with colloidal spokes is proposed, and based on such model the equivalent damping coefficients and spring constants are identified. Then, a modified model of a quarter-vehicle moving on a rough pavement is proposed in order to estimate the transmissibility of vibration from the road roughness to vehicle body. In the end, the optimal design of the colloidal spokes and the optimum number of colloidal spokes are decided in order to minimize the transmissibility of vibration, i.e., to maximize the ride comfort of the vehicle.

Keywords: Built-in suspension, colloidal spoke, intrinsic spring, vibration analysis, wheel.

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257 Boundary-Element-Based Finite Element Methods for Helmholtz and Maxwell Equations on General Polyhedral Meshes

Authors: Dylan M. Copeland

Abstract:

We present new finite element methods for Helmholtz and Maxwell equations on general three-dimensional polyhedral meshes, based on domain decomposition with boundary elements on the surfaces of the polyhedral volume elements. The methods use the lowest-order polynomial spaces and produce sparse, symmetric linear systems despite the use of boundary elements. Moreover, piecewise constant coefficients are admissible. The resulting approximation on the element surfaces can be extended throughout the domain via representation formulas. Numerical experiments confirm that the convergence behavior on tetrahedral meshes is comparable to that of standard finite element methods, and equally good performance is attained on more general meshes.

Keywords: Boundary elements, finite elements, Helmholtz equation, Maxwell equations.

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256 Electricity Consumption Prediction Model using Neuro-Fuzzy System

Authors: Rahib Abiyev, Vasif H. Abiyev, C. Ardil

Abstract:

In this paper the development of neural network based fuzzy inference system for electricity consumption prediction is considered. The electricity consumption depends on number of factors, such as number of customers, seasons, type-s of customers, number of plants, etc. It is nonlinear process and can be described by chaotic time-series. The structure and algorithms of neuro-fuzzy system for predicting future values of electricity consumption is described. To determine the unknown coefficients of the system, the supervised learning algorithm is used. As a result of learning, the rules of neuro-fuzzy system are formed. The developed system is applied for predicting future values of electricity consumption of Northern Cyprus. The simulation of neuro-fuzzy system has been performed.

Keywords: Fuzzy logic, neural network, neuro-fuzzy system, neuro-fuzzy prediction.

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255 High Performance Electrocardiogram Steganography Based on Fast Discrete Cosine Transform

Authors: Liang-Ta Cheng, Ching-Yu Yang

Abstract:

Based on fast discrete cosine transform (FDCT), the authors present a high capacity and high perceived quality method for electrocardiogram (ECG) signal. By using a simple adjusting policy to the 1-dimentional (1-D) DCT coefficients, a large volume of secret message can be effectively embedded in an ECG host signal and be successfully extracted at the intended receiver. Simulations confirmed that the resulting perceived quality is good, while the hiding capability of the proposed method significantly outperforms that of existing techniques. In addition, our proposed method has a certain degree of robustness. Since the computational complexity is low, it is feasible for our method being employed in real-time applications.

Keywords: Data hiding, ECG steganography, fast discrete cosine transform, 1-D DCT bundle, real-time applications.

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254 Numerical Simulation of Minimum Distance Jet Impingement Heat Transfer

Authors: Aman Agarwal, Georg Klepp

Abstract:

Impinging jets are used in various industrial areas as a cooling and drying technique. The current research is concerned with the means of improving the heat transfer for configurations with a minimum distance of the nozzle to the impingement surface. The impingement heat transfer is described using numerical methods over a wide range of parameters for an array of planar jets. These parameters include varying jet flow speed, width of nozzle, distance of nozzle, angle of the jet flow, velocity and geometry of the impingement surface. Normal pressure and shear stress are computed as additional parameters. Using dimensionless characteristic numbers the parameters and the results are correlated to gain generalized equations. The results demonstrate the effect of the investigated parameters on the flow.

Keywords: Heat Transfer Coefficient, Minimum distance jet impingement, Numerical simulation, Dimensionless coefficients.

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253 Parameter Estimation for Viewing Rank Distribution of Video-on-Demand

Authors: Hyoup-Sang Yoon

Abstract:

Video-on-demand (VOD) is designed by using content delivery networks (CDN) to minimize the overall operational cost and to maximize scalability. Estimation of the viewing pattern (i.e., the relationship between the number of viewings and the ranking of VOD contents) plays an important role in minimizing the total operational cost and maximizing the performance of the VOD systems. In this paper, we have analyzed a large body of commercial VOD viewing data and found that the viewing rank distribution fits well with the parabolic fractal distribution. The weighted linear model fitting function is used to estimate the parameters (coefficients) of the parabolic fractal distribution. This paper presents an analytical basis for designing an optimal hierarchical VOD contents distribution system in terms of its cost and performance.

Keywords: VOD, CDN, parabolic fractal distribution, viewing rank, weighted linear model fitting

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252 New Dynamic Constitutive Model for OFHC Copper Film

Authors: Jin Sung Kim, Hoon Huh

Abstract:

The material properties of OFHC copper film was investigated with the High-Speed Material Micro Testing Machine (HSMMTM) at the high strain rates. The rate-dependent stress-strain curves from the experiment and the Johnson−Cook curve fitting showed large discrepancies as the plastic strain increases since the constitutive model implies no rate-dependent strain hardening effect. A new constitutive model was proposed in consideration of rate-dependent strain hardening effect. The strain rate hardening term in the new constitutive model consists of the strain rate sensitivity coefficients of the yield strength and strain hardening.

Keywords: Rate dependent material properties, Dynamic constitutive model, OFHC copper film, Strain rate.

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251 Voice Command Recognition System Based on MFCC and VQ Algorithms

Authors: Mahdi Shaneh, Azizollah Taheri

Abstract:

The goal of this project is to design a system to recognition voice commands. Most of voice recognition systems contain two main modules as follow “feature extraction" and “feature matching". In this project, MFCC algorithm is used to simulate feature extraction module. Using this algorithm, the cepstral coefficients are calculated on mel frequency scale. VQ (vector quantization) method will be used for reduction of amount of data to decrease computation time. In the feature matching stage Euclidean distance is applied as similarity criterion. Because of high accuracy of used algorithms, the accuracy of this voice command system is high. Using these algorithms, by at least 5 times repetition for each command, in a single training session, and then twice in each testing session zero error rate in recognition of commands is achieved.

Keywords: MFCC, Vector quantization, Vocal tract, Voicecommand.

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250 Statistical Optimization of the Enzymatic Saccharification of the Oil Palm Empty Fruit Bunches

Authors: Rashid S. S., Alam M. Z.

Abstract:

A statistical optimization of the saccharification process of EFB was studied. The statistical analysis was done by applying faced centered central composite design (FCCCD) under response surface methodology (RSM). In this investigation, EFB dose, enzyme dose and saccharification period was examined, and the maximum 53.45% (w/w) yield of reducing sugar was found with 4% (w/v) of EFB, 10% (v/v) of enzyme after 120 hours of incubation. It can be calculated that the conversion rate of cellulose content of the substrate is more than 75% (w/w) which can be considered as a remarkable achievement. All the variables, linear, quadratic and interaction coefficient, were found to be highly significant, other than two coefficients, one quadratic and another interaction coefficient. The coefficient of determination (R2) is 0.9898 that confirms a satisfactory data and indicated that approximately 98.98% of the variability in the dependent variable, saccharification of EFB, could be explained by this model.

Keywords: Face centered central composite design (FCCCD), Liquid state bioconversion (LSB), Palm oil mill effluent, Trichoderma reesei RUT C-30.

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249 Audio Watermarking Using Spectral Modifications

Authors: Jyotsna Singh, Parul Garg, Alok Nath De

Abstract:

In this paper, we present a non-blind technique of adding the watermark to the Fourier spectral components of audio signal in a way such that the modified amplitude does not exceed the maximum amplitude spread (MAS). This MAS is due to individual Discrete fourier transform (DFT) coefficients in that particular frame, which is derived from the Energy Spreading function given by Schroeder. Using this technique one can store double the information within a given frame length i.e. overriding the watermark on the host of equal length with least perceptual distortion. The watermark is uniformly floating on the DFT components of original signal. This helps in detecting any intentional manipulations done on the watermarked audio. Also, the scheme is found robust to various signal processing attacks like presence of multiple watermarks, Additive white gaussian noise (AWGN) and mp3 compression.

Keywords: Discrete Fourier Transform, Spreading Function, Watermark, Pseudo Noise Sequence, Spectral Masking Effect

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248 Inorganic Anion Removal from Water Using Natural Adsorbents

Authors: A. Ortuzar, I. Escondrillas, F. Mijangos

Abstract:

There is a need for new systems that can be attached to drinking water treatment plants and have the required treatment capacity as well as the selectivity regarding components derived from anthropogenic activities. In a context of high volumes of water and low concentration of contaminants, adsorption/interchange processes are appealing since they meet the required features. Iron oxides such as siderite and molysite, which are respectively based on FeCO3 and FeCl3, can be found in nature. In this work, their observed performance, raw or roasted at different temperatures, as adsorbents of some inorganic anions is discussed. Roasted 1:1 FeCO3: FeCl3 mixture was very selective for arsenic and allowed a 100% removal of As from a 10 mg L-1 As solution. Besides, the 1:1 FeCO3 and FeCl3 mixture roasted at 500 ºC showed good selectivity for, in order of preference, arsenate, bromate, phosphate, fluoride and nitrate anions with distribution coefficients of, respectively, 4200, 2800, 2500 0.4 and 0.03 L g-1.

Keywords: Drinking water, natural adsorbent materials, removal, selectivity.

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247 On the Steady-State Performance Characteristics of Finite Hydrodynamic Journal Bearing under Micro-Polar Lubrication with Turbulent Effect

Authors: Subrata Das, Sisir Kumar Guha

Abstract:

The objective of the present paper is to theoretically investigate the steady-state performance characteristics of journal bearing of finite width, operating with micropolar lubricant in a turbulent regime. In this analysis, the turbulent shear stress coefficients are used based on the Constantinescu’s turbulent model suggested by Taylor and Dowson with the assumption of parallel and inertia-less flow. The numerical solution of the modified Reynolds equation has yielded the distribution of film pressure which determines the static performance characteristics in terms of load capacity, attitude angle, end flow rate and frictional parameter at various values of eccentricity ratio, non-dimensional characteristics length, coupling number and Reynolds number.

Keywords: Hydrodynamic lubrication, steady-state, micropolar lubricant, turbulent.

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246 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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