Search results for: sample frame.

Authors: Mansour Tarafdar, Mohammad Saniee Abade

Abstract:

This paper investigates the problem of sampling from transactional data streams. We introduce CFISDS as a content based sampling algorithm that works on a landmark window model of data streams and preserve more informed sample in sample space. This algorithm that work based on closed frequent itemset mining tasks, first initiate a concept lattice using initial data, then update lattice structure using an incremental mechanism.Incremental mechanism insert, update and delete nodes in/from concept lattice in batch manner. Presented algorithm extracts the final samples on demand of user. Experimental results show the accuracy of CFISDS on synthetic and real datasets, despite on CFISDS algorithm is not faster than exist sampling algorithms such as Z and DSS.

Keywords: Sampling, data streams, closed frequent item set mining.

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Authors: M. N. Akhtar, J. N. Akhtar

Abstract:

The present study evaluates the properties of class F fly ash as a replacement of natural materials in civil engineering construction industry. The low-lime flash similar to class F is the prime variety generated in India, although it has significantly smaller volumes of high-lime fly ash as compared to class C. The chemical and physical characterization of the sample is carried out with the number of experimental approaches in order to investigate all relevant features present in the samples. For chemical analysis, elementary quantitative results from point analysis and scanning electron microscopy (SEM)/dispersive spectroscopy (EDS) techniques were used to identify the element images of different fractions. The physical properties found very close to the range of common soils. Furthermore, the fly ash-based bricks were prepared by the same sample of class F fly ash and the results of compressive strength similar to that of Standard Clay Brick Grade 1 available in the local market of India.

Keywords: Flyash, class F, class C, chemical, physical, SEM, EDS.

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Authors: Thiago de O. Macedo, Roberto G. Pereira, Juan M. Pardal, Alexandre S. Soares, Valdir deJ. Lameira

Abstract:

The present work describes an experimental investigation concerning the determination of viscosity behavior with shear rate and temperature of edible oils: canola; sunflower; corn; soybean and the no edible oil: Jatropha curcas. Besides these, it was tested a blend of canola, corn and sunflower oils as well as sunflower and soybean biodiesel. Based on experiments, it was obtained shear stress and viscosity at different shear rates of each sample at 40ºC, as well as viscosity of each sample at various temperatures in the range of 24 to 85ºC. Furthermore, it was compared the curves obtained for the viscosity versus temperature with the curves obtained by modeling the viscosity dependency on temperature using the Vogel equation. Also a test in a stationary engine was performed in order to study the energy generation using blends of soybean oil and soybean biodiesel with diesel.

Keywords: Biofuel, energy generation, vegetable oil, viscosity.

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Authors: Jiří Klečka, Dagmar Čámská

Abstract:

This paper is focused on the investigation of productivity (total productivity and partial productivity). The value productivity is an indicator of level and changes in technical economic efficiency of production factors. It represents an important factor in achieving corporate objectives. This text works with the contemporary concept of value productivity that means that indicators of the productivity express the effect of economic efficiency not only of inputs consumption, but also of inputs binding efficiency. This approach is based on principles of the economic profit, respectively the economic value added (EVA). The research is done on the sample of Czech enterprises operating in the automotive industry in the regions of Liberec and the Central Bohemia. The data sample covers the time period 2006-2011 which allows the comparison of development before crisis and during crisis period. It enables to discover the companies' reaction during crises and the regional comparison allows to showing if there are significant differences between regions.

Keywords: Automotive industry, Czech Republic, economic efficiency, regional comparison, value productivity.

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Authors: S. Krishnan, J. Dumbre, S. Bhatt, Esther T. Akinlabi, R. Ramalingam

Abstract:

The localized corrosion behavior of laser surface melted 304L austenitic stainless steel was studied by potentiodynamic polarization test. The extent of improvement in corrosion resistance was governed by the preferred orientation and the percentage of delta ferrite present on the surface of the laser melted sample. It was established by orientation imaging microscopy that the highest pitting potential value was obtained when grains were oriented in the most close- packed [101] direction compared to the random distribution of the base metal and other laser surface melted samples oriented in [001] direction. The sample with lower percentage of ferrite had good pitting resistance.

Keywords: Crystallographic orientation, Ferrite percentage, Laser melting, Pitting corrosion, 304L SS.

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Authors: Sa’ed Abed, Mohammad H. Al Shayeji, Ovais Ahmed, Sahel Alouneh

Abstract:

Session Initiation Protocol (SIP) is a signaling layer protocol for building, adjusting and ending sessions among participants including Internet conferences, telephone calls and multimedia distribution. SIP facilitates user movement by proxying and forwarding requests to the present location of the user. In this paper, we provide a formal Specification and Description Language (SDL) and Message Sequence Chart (MSC) to model and define the Internet Engineering Task Force (IETF) SIP protocol and its sample services resulted from informal SIP specification. We create an “Abstract User Interface” using case analysis so that can be applied to identify SIP services more explicitly. The issued sample SIP features are then used as case scenarios; they are revised in MSCs format and validated to their corresponding SDL models.

Keywords: Modeling, MSC, SDL, SIP, validating.

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Authors: M. S. Al-Assiri, M. M. El-Desoky, Ahmed A. Ibrahim, M. Abaker, A. A. Bahgat

Abstract:

Nanocrystalline thin film of Na0.1V2O5.nH2O xerogel obtained by sol gel synthesis was used as gas sensor. Gas sensing properties of different gases such as hydrogen, petroleum and humidity were investigated. Applying XRD and TEM the size of the nanocrystals is found to be 7.5 nm. SEM shows a highly porous structure with submicron meter-sized voids present throughout the sample. FTIR measurement shows different chemical groups identifying the obtained series of gels. The sample was n-type semiconductor according to the thermoelectric power and electrical conductivity. It can be seen that the sensor response curves from 130oC to 150oC show a rapid increase in sensitivity for all types of gas injection, low response values for heating period and the rapid high response values for cooling period. This result may suggest that this material is able to act as gas sensor during the heating and cooling process.

Keywords: Sol gel, Thermoelectric power, XRD, TEM, Gas sensing.

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Authors: J. Florescu, T. Vinay, L. Wang

Abstract:

A fault detection and identification (FDI) technique is presented to create a fault tolerant control system (FTC). The fault detection is achieved by monitoring the position of the light source using an array of light sensors. When a decision is made about the presence of a fault an identification process is initiated to locate the faulty component and reconfigure the controller signals. The signals provided by the sensors are predictable; therefore the existence of a fault is easily identified. Identification of the faulty sensor is based on the dynamics of the frame. The technique is not restricted to a particular type of controllers and the results show consistency.

Keywords: algorithm, detection and diagnostic, fault-tolerantcontrol, fault detection and identification.

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Authors: Oznur Korukcu, Kamile Kukulu, Mehmet Z. Firat

Abstract:

The propose of this study is to investigate the factor structures of the W-DEQ, originally developed on UK and Swedish women, were confirmed in Turkish samples, and to obtain a new modified factor structure appropriate to Turkish culture. Statistical analyses of the data obtained were performed using SPSS© for Windows version 13.0 and the SAS statistical software Version 9.1. Both confirmatory and exploratory factor analysis of W-DEQ were performed in the study. Factor analysis yielded four factors related to hope, fear, lack of positive anticipation and riskiness. The alpha estimates of the total W-DEQ score were somewhat higher, being 0.92 for the parous and 0.90 for the nulliparous sample. These are well above the accepted limit of 0.70 and indicate excellent levels of internal reliability, thus showing that the questions were appropriate to the Turkish culture and useful scale for the evaluation of fear of childbirth in Turkish pregnants.

Keywords: Confirmatory factor analysis, cross-cultural research, exploratory factor analysis, fear of childbirth.

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Authors: Ephraim Gower, Thato Tsalaile, Monageng Kgwadi, Malcolm Hawksford.

Abstract:

This paper introduces a new point estimation algorithm, with particular focus on coherent noise suppression, given several measurements of the device under test where it is assumed that 1) the noise is first-order stationery and 2) the device under test is linear and time-invariant. The algorithm exploits the robustness of the Pitman estimator of the Cauchy location parameter through the initial scaling of the test signal by a centred Gaussian variable of predetermined variance. It is illustrated through mathematical derivations and simulation results that the proposed algorithm is more accurate and consistently robust to outliers for different tailed density functions than the conventional methods of sample mean (coherent averaging technique) and sample median search.

Keywords: Central limit theorem, Fisher-Cramer Rao, gamma function, Pitman estimator.

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Authors: L.Wiset, N. Poomsa-ad, V. Srilaong

Abstract:

The peel of dragon fruit is a byproduct left over after consuming. Normally, the use of plants as antioxidant source must be dried before further process. Therefore, the aim of this study is interesting to dry the peel by heat pump dryer (45 ºC) and fluidized bed dryer (110 º C) compared with the sun drying method. The sample with initial moisture content of about 85-91% wet basis was dried down to about 10% wet basis where it took 620 and 25 min for heat pump dryer and fluidized bed dryer, respectively. However, the sun drying took about 900 min to dry the peel. After that, sample was evaluated antioxidant activity, -carotene and betalains contents. The results found that the antioxidant activity and betalains contents of dried peel obtained from heat pump and fluidized bed dryings were significantly higher than that sun drying (p 0.05). Moreover, the drying by heat pump provided the highest -carotene content.

Keywords: Pitaya, betalains, β-carotene, antioxidant.

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Authors: Muhammad T. Alam, Zheng Da Wu

Abstract:

In this research, we propose a weighted class based queuing (WCBQ) mechanism to provide class differentiation and to reduce the load for the IMS (IP Multimedia Subsystem) presence server (PS). The tasks of admission controller for the PS are demonstrated. Analysis and simulation models are developed to quantify the performance of WCBQ scheme. An optimized dropping time frame has been developed based on which some of the preexisting messages are dropped from the PS-buffer. Cost functions are developed and simulation comparison has been performed with FCFS (First Come First Served) scheme. The results show that the PS benefits significantly from the proposed queuing and dropping algorithm (WCBQ) during heavy traffic.

Keywords: Admission control, presence, queuing.

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Authors: Xiaoli Shen, Yuehui Chen

Abstract:

Interactions among proteins are the basis of various life events. So, it is important to recognize and research protein interaction sites. A control set that contains 149 protein molecules were used here. Then 10 features were extracted and 4 sample sets that contained 9 sliding windows were made according to features. These 4 sample sets were calculated by Radial Basis Functional neutral networks which were optimized by Particle Swarm Optimization respectively. Then 4 groups of results were obtained. Finally, these 4 groups of results were integrated by decision fusion (DF) and Genetic Algorithm based Selected Ensemble (GASEN). A better accuracy was got by DF and GASEN. So, the integrated methods were proved to be effective.

Keywords: protein interaction sites, features, sliding windows, radial basis functional neutral networks, genetic algorithm basedselected ensemble.

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Authors: Naser Charkhsaz, Ashraf Sadat Mousavi, Navvab Shamspour

Abstract:

This study aimed to evaluate the role of state education in increasing public awareness through mass media (with emphasis on newspapers and TV) coping with possible earthquake in Tehran. All residents aged 15 to 65 who live in the five regions of Tehran (North, South, East, West and Center) during the plan implementation were selected and studied. The required sample size in each region was calculated based on the Cochran formula (n=380). In order to collect and analyze the data, a questionnaire with reliability (82%) and a one-sample t-test has been used, respectively. The results showed that warnings related to the Tehran earthquake affected people in the pre-contemplation stage, while public education through mass media did not promote public awareness about prevention, preparedness and rehabilitation.

Keywords: Public education through mass media, public awareness, possible earthquake in Tehran, pre-contemplation.

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Authors: Azlina Abu Bakar, Abdul Fatah Wan Sidek

Abstract:

Well-being has been given special emphasis in quality of life. It involves living a meaningful, life satisfaction, stability and happiness in life. Well-being also concerns the satisfaction of physical, psychological, social needs and demands of an individual. The purpose of this study was to validate three-factor measurement model of well-being using structural equation modeling (SEM). The conceptions of well-being measured such dimensions as physical, psychological and social well-being. This study was done based on a total sample of 650 adolescents from east-coast of peninsular Malaysia. The Well-Being Scales which was adapted from [1] was used in this study. The items were hypothesized a priori to have nonzero loadings on all dimensions in the model. The findings of the SEM demonstrated that it is a good fitting model which the proposed model fits the driving theory; (x2df = 1.268; GFI = .994; CFI = .998; TLI= .996; p = .255; RMSEA = .021). Composite reliability (CR) was .93 and average variance extracted (AVE) was 58%. The model in this study fits with the sample of data and well-being is important to bring sustainable development to the mainstream.

Keywords: Adolescence, Structural Equation Modeling, Sustainable Development, Well-Being.

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Authors: Vasily G. Moshnyaga

Abstract:

This paper presents an optimized MPEG2 video codec implementation, which drastically reduces the number of computations and memory accesses required for video compression. Unlike traditional scheme, we reuse data stored in frame memory to omit unnecessary coding operations and memory read/writes for unchanged macroblocks. Due to dynamic memory sharing among reference frames, data-driven macroblock characterization and selective macroblock processing, we perform less than 15% of the total operations required by a conventional coder while maintaining high picture quality.

Keywords: Data reuse, adaptive processing, video coding, MPEG

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Authors: Yanhua Jin, Won Suk Lee

Abstract:

The two-dimensional gel electrophoresis method (2-DE) is widely used in Proteomics to separate thousands of proteins in a sample. By comparing the protein expression levels of proteins in a normal sample with those in a diseased one, it is possible to identify a meaningful set of marker proteins for the targeted disease. The major shortcomings of this approach involve inherent noises and irregular geometric distortions of spots observed in 2-DE images. Various experimental conditions can be the major causes of these problems. In the protein analysis of samples, these problems eventually lead to incorrect conclusions. In order to minimize the influence of these problems, this paper proposes a partition based pair extension method that performs spot-matching on a set of gel images multiple times and segregates more reliable mapping results which can improve the accuracy of gel image analysis. The improved accuracy of the proposed method is analyzed through various experiments on real 2-DE images of human liver tissues.

Keywords: Proteomics, spot-matching, two-dimensionalelectrophoresis.

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Authors: Nebi Gedik

Abstract:

The aim of the brain-computer interface studies on electroencephalogram (EEG) signals containing motor imagery is to extract the effective features that will provide the highest possible classification accuracy for the detection of the desired motor movement. However, achieving this goal is difficult as the most suitable frequency band and time frame vary from subject to subject. In this study, the classification success of the two-feature data obtained from raw EEG signals and the coefficients of the multi-resolution analysis method applied to the EEG signals were analyzed comparatively. The method was applied to several EEG channels (C3, Cz and C4) signals obtained from the EEG data set belonging to the publicly available BCI competition III.

Keywords: Motor imagery, EEG, wave atom transform, k-NN.

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Authors: J. P. Dubois

Abstract:

This paper reports the feasibility of the ARMA model to describe a bursty video source transmitting over a AAL5 ATM link (VBR traffic). The traffic represents the activity of the action movie "Lethal Weapon 3" transmitted over the ATM network using the Fore System AVA-200 ATM video codec with a peak rate of 100 Mbps and a frame rate of 25. The model parameters were estimated for a single video source and independently multiplexed video sources. It was found that the model ARMA (2, 4) is well-suited for the real data in terms of average rate traffic profile, probability density function, autocorrelation function, burstiness measure, and the pole-zero distribution of the filter model.

Keywords: ARMA, ATM networks, burstiness, multimediatraffic, VBR video.

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Authors: Kehinde Augustina Odukoya

Abstract:

This study examines the portrayal of women in Nigerian magazine advertisements, with the aim to investigate whether there is sexualization of women in the advertisements. To achieve this aim, content analyses of 61 magazine advertisements from 5 different categories of magazines; a general interest magazine (Genevieve), fashion magazine (Hints Complete Fashion), men’s magazine (Mode), women’s magazine (Totally Whole) and a relationship magazine (Forever) were carried out. Erving Goffman’s 1979 frame analysis and Kang’s two additional coding categories were used to investigate the sexualization of women. Findings show that women are used for decorative purposes and objectified in over 70 per cent of the advertisements analyzed. Also, there is sexualization of women in magazine advertisements because women are nude 57.4 percent of the magazine advertisements.

Keywords: Advertisements, magazine, sexualization, women.

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Authors: S. Maheswari, P. Arockia Jansi Rani

Abstract:

Human action is recognized directly from the video sequences. The objective of this work is to recognize various human actions like run, jump, walk etc. Human action recognition requires some prior knowledge about actions namely, the motion estimation, foreground and background estimation. Region of interest (ROI) is extracted to identify the human in the frame. Then, optical flow technique is used to extract the motion vectors. Using the extracted features similarity measure based classification is done to recognize the action. From experimentations upon the Weizmann database, it is found that the proposed method offers a high accuracy.

Keywords: Background subtraction, human silhouette, optical flow, classification.

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Authors: Olufunke O. Ezekiel, Abiodun A. Oriku

Abstract:

The seeds of cotton (Gossypium hirsutum) fall among the lesser known oil seeds. Cottonseeds are not normally consumed in their natural state due to their gossypol content, an antinutrient. The effect of processing on the sensory characteristics and chemical composition of cottonseed and its extract was studied by subjecting the cottonseed extract to heat treatment (boiling) and the cottonseed to fermentation. The cottonseed extract was boiled using the open pot and the pressure pot for 30 minutes respectively. The fermentation of the cottonseed was carried out for 6 days with samples withdrawn at intervals of 2 days. The extract and fermented samples were subjected to chemical analysis and sensory evaluated for colour, aroma, taste, mouth feel, appearance and overallacceptability. The open pot sample was more preferred. Fermentation for 6 days resulted into a significant reduction in gossypol level of the cottonseed; however, sample fermented for 2 days was most preferred.

Keywords: Cottonseed, boiling, extract, fermentation, True protein.

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Authors: M. B. Kime, J. Ntambwe, J. Mwamba

Abstract:

Froth flotation remains to date as one of the most used metallurgical processes for concentrating metal-bearing minerals in ores. Oxide ores are relatively less amenable to froth flotation and require a judicious choice of reagents for the recovery of metals to be optimised. Laboratory batch flotation tests were conducted to determine the effect of two types of gasoil-rinkalore mixtures on the flotation response of a copper cobalt oxide ore sample. The head assay conducted on the initial ore sample showed that it contained about 2.90% of Cu, 0.12% of Co. Upon the flotation test work, the results obtained indicated that the concentrate obtained with use of the mixture gazoil-rinkalore RX yielded 8.24% Cu and 0.22% Co concentrate grades with recoveries of 76.0% Cu and 78.0% Co respectively. But, the concentrate obtained by use of the mixture gazoil-rinkalore RX3 yielded relatively bad results with 5.92% Cu and 0.18% Cu concentrate grades with recoveries of 70.3% Cu and 65.3% Co respectively.

Keywords: Cobalt, copper, froth flotation, Rinkalore RX, Rinkalore RX3, Shangolowe.

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Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, A. Naseem, N. G. Karthick, T. K. Abdul Jaleel, Paul K.Joseph

Abstract:

It is established that the instantaneous heart rate (HR) of healthy humans keeps on changing. Analysis of heart rate variability (HRV) has become a popular non invasive tool for assessing the activities of autonomic nervous system. Depressed HRV has been found in several disorders, like diabetes mellitus (DM) and coronary artery disease, characterised by autonomic nervous dysfunction. A new technique, which searches for pattern repeatability in a time series, is proposed specifically for the analysis of heart rate data. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are compared with approximate entropy and sample entropy. In our analysis, based on the method developed, it is observed that heart rate variability is significantly different for DM patients, particularly for patients with diabetic foot ulcer.

Keywords: Autonomic nervous system, diabetes mellitus, heart rate variability, pattern identification, sample entropy

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Authors: G. Balogh, I. A. Szabó, P. Z. Kovács

Abstract:

Mechanical stress has a strong effect on the magnitude of the Barkhausen-noise in structural steels. Because the measurements are performed at the surface of the material, for a sample sheet, the full effect can be described by a biaxial stress field. The measured Barkhausen-noise is dependent on the orientation of the exciting magnetic field relative to the axis of the stress tensor. The sample inhomogenities including the residual stress also modifies the angular dependence of the measured Barkhausen-noise. We have developed a laboratory device with a cross like specimen for bi-axial bending. The measuring head allowed performing excitations in two orthogonal directions. We could excite the two directions independently or simultaneously with different amplitudes. The simultaneous excitation of the two coils could be performed in phase or with a 90 degree phase shift. In principle this allows to measure the Barkhausen-noise at an arbitrary direction without moving the head, or to measure the Barkhausen-noise induced by a rotating magnetic field if a linear superposition of the two fields can be assumed.

Keywords: Barkhausen-noise, Bi-axial stress, Stress dependency, Stress measuring.

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Authors: Jaroslav Polec, Martin Šimek, Michal Martinovič, Elena Šikudová

Abstract:

The television multiplex has reserved capacity and therefore we can use only limited number of videos for propagation of it. Appropriate composition of the multiplex has a major impact on how many videos is spread by multiplex. Therefore in this paper is designed a simple algorithm to optimize capacity utilization multiplex. Significant impact on the number of programs in the multiplex has also the fact from which programs is composed. Content of multiplex can be movies, news, sport, animated stories, documentaries, etc. These types have their own specific characteristics that affect their resulting data stream. In this paper is also done an impact analysis of the composition of the multiplex to use its capacity by video content. 

Keywords: Multiplex, content, group of pictures, frame, capacity.

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Authors: M. Javad Pourvaghar, A. Reza Shahsavar

Abstract:

The alterations in pancreas gland secretion hormones following an aerobic and exhausting exercise was the purpose of this study. Sixteen healthy men participated in the study. The blood samples of these participants were taken in four stages under fasting condition. The first sample was taken before Bruce exhausting and aerobic test, the second sample was taken after Bruce exercise and the third and forth stages samples were taken 24 and 48 hours after the exercises respectively. The final results indicated that a strenuous aerobic exercise can have a significant effect on glucagon and insulin concentration of blood serum. The increase in blood serum insulin was higher after 24 and 48 hours. It seems that an intensive exercise has little effect on changes in glucagon concentration of blood serum. Also, disorder in secretion in glucagon and insulin concentration of serum disturbs athletes- exercise.

Keywords: Intensive Exercise, Bruce Protocol, Glucagon, Insulin

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Authors: Victor I. Ilgisonis, Ludmila V. Konovaltseva, Vladimir P. Lakhin, Ekaterina A. Sorokina

Abstract:

The analytical solutions for geodesic acoustic eigenmodes in tokamak plasmas with circular concentric magnetic surfaces are found. In the frame of ideal magnetohydrodynamics the dispersion relation taking into account the toroidal coupling between electrostatic perturbations and electromagnetic perturbations with poloidal mode number |m| = 2 is derived. In the absence of such a coupling the dispersion relation gives the standard continuous spectrum of geodesic acoustic modes. The analysis of the existence of global eigenmodes for plasma equilibria with both off-axis and on-axis maximum of the local geodesic acoustic frequency is performed.

Keywords: Tokamak, MHD, geodesic acoustic mode, eigenmode.

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Authors: K. Petcharaporn, S. Kumchoo

Abstract:

The acidity (citric acid) is the one of chemical content that can be refer to the internal quality and it’s a maturity index of tomato, The titratable acidity (%TA) can be predicted by a non-destructive method prediction by using the transmittance short wavelength (SW-NIR) spectroscopy in the wavelength range between 665-955 nm. The set of 167 tomato samples divided into groups of 117 tomatoes sample for training set and 50 tomatoes sample for test set were used to establish the calibration model to predict and measure %TA by partial least squares regression (PLSR) technique. The spectra were pretreated with MSC pretreatment and it gave the optimal result for calibration model as (R = 0.92, RMSEC = 0.03%) and this model obtained high accuracy result to use for %TA prediction in test set as (R = 0.81, RMSEP = 0.05%). From the result of prediction in test set shown that the transmittance SW-NIR spectroscopy technique can be used for a non-destructive method for %TA prediction of tomato.

Keywords: Tomato, quality, prediction, transmittance, titratable acidity, citric acid.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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