Search results for: random effects model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 10038

Search results for: random effects model

6678 Modulational Instability of Electron Plasma Waves in Finite Temperature Quantum Plasma

Authors: Swarniv Chandra, Basudev Ghosh

Abstract:

Using the quantum hydrodynamic (QHD) model for quantum plasma at finite temperature the modulational instability of electron plasma waves is investigated by deriving a nonlinear Schrodinger equation. It was found that the electron degeneracy parameter significantly affects the linear and nonlinear properties of electron plasma waves in quantum plasma.

Keywords: Amplitude Modulation, Electron Plasma Waves, Finite Temperature Model, Modulational Instability, Quantum Plasma.

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6677 Model Checking Consistency of UML Diagrams Using Alloy

Authors: Akie Nimiya, Tomoyuki Yokogawa, Hisashi Miyazaki, Sousuke Amasaki, Yoichiro Sato, Michiyoshi Hayase

Abstract:

In this paper, we proposed a method for detecting consistency violation between UML state machine diagrams and communication diagrams using Alloy. Using input language of Alloy, the proposed method expresses system behaviors described by state machine diagrams, message sequences described by communication diagrams, and a consistency property. As a result of application for an example system, we confirmed that consistency violation could be detected using Alloy correctly.

Keywords: Model checking, UML, state machine diagrams, communication diagram, alloy.

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6676 Numerical Study of Effects of Air Dam on the Flow Field and Pressure Distribution of a Passenger Car

Authors: Min Ye Koo, Ji Ho Ahn, Byung Il You, Gyo Woo Lee

Abstract:

Everything that is attached to the outside of the vehicle to improve the driving performance of the vehicle by changing the flow characteristics of the surrounding air or to pursue the external personality is called a tuning part. Typical tuning components include front or rear air dam, also known as spoilers, splitter, and side air dam. Particularly, the front air dam prevents the airflow flowing into the lower portion of the vehicle and increases the amount of air flow to the side and front of the vehicle body, thereby reducing lift force generation that lifts the vehicle body, and thus, improving the steering and driving performance of the vehicle. The purpose of this study was to investigate the role of anterior air dam in the flow around a sedan passenger car using computational fluid dynamics. The effects of flow velocity, trajectory of fluid particles on static pressure distribution and pressure distribution on body surface were investigated by varying flow velocity and size of air dam. As a result, it has been confirmed that the front air dam improves the flow characteristics, thereby reducing the generation of lift force of the vehicle, so it helps in steering and driving characteristics.

Keywords: Numerical study, computational fluid dynamics, air dam, tuning parts, drag, lift force.

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6675 Evaluating the Factors Influencing the Efficiency and Usage of Public Sports Services in a Chinese Province

Authors: Zhankun Wang, Timothy Makubuya

Abstract:

The efficiency of public sports service of prefecture-level cities in Zhejiang from 2008 to 2012 was evaluated by applying the DEA method, then its influencing factors were also analyzed through Tobit model. Upon analysis, the results revealed the following; (i) the change in average efficiency of public sports service in Zhejiang present a smooth uptrend and at a relatively high level from 2008 to 2012 (ii) generally, the productivity of public sports service in Zhejiang improved from 2008 to 2012, the productivity efficiency varied greatly in different years, and the regional difference of production efficiency increased. (iii) The correlations for urbanization rate, aging rate, per capita GDP and the population density were significantly positive with the public sports service efficiency in Zhejiang, of which the most significant was the aging rate. However, the population density and per capita GDP had less impact on the efficiency of public sports service in Zhejiang. In addition, whether the efficiency of public sports services in different areas in Zhejiang reciprocates to overall benefits in public wellbeing in both rural and urban settings is still arguable.

Keywords: DEA Model, public sports service, efficiency, Tobit model, Malmquist productivity index, Zhejiang.

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6674 Relationship between Sums of Squares in Linear Regression and Semi-parametric Regression

Authors: Dursun Aydın, Bilgin Senel

Abstract:

In this paper, the sum of squares in linear regression is reduced to sum of squares in semi-parametric regression. We indicated that different sums of squares in the linear regression are similar to various deviance statements in semi-parametric regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the semi-parametric regression model. Then, it is made an application in order to support the theory of the linear regression and semi-parametric regression. In this way, study is supported with a simulated data example.

Keywords: Semi-parametric regression, Penalized LeastSquares, Residuals, Deviance, Smoothing Spline.

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6673 Urban Big Data: An Experimental Approach to Building-Value Estimation Using Web-Based Data

Authors: Sun-Young Jang, Sung-Ah Kim, Dongyoun Shin

Abstract:

Current real-estate value estimation, difficult for laymen, usually is performed by specialists. This paper presents an automated estimation process based on big data and machine-learning technology that calculates influences of building conditions on real-estate price measurement. The present study analyzed actual building sales sample data for Nonhyeon-dong, Gangnam-gu, Seoul, Korea, measuring the major influencing factors among the various building conditions. Further to that analysis, a prediction model was established and applied using RapidMiner Studio, a graphical user interface (GUI)-based tool for derivation of machine-learning prototypes. The prediction model is formulated by reference to previous examples. When new examples are applied, it analyses and predicts accordingly. The analysis process discerns the crucial factors effecting price increases by calculation of weighted values. The model was verified, and its accuracy determined, by comparing its predicted values with actual price increases.

Keywords: Big data, building-value analysis, machine learning, price prediction.

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6672 Effects of Multimedia-based Instructional Designs for Arabic Language Learning among Pupils of Different Achievement Levels

Authors: Aldalalah, M. Osamah, Soon Fook Fong & Ababneh, W. Ziad

Abstract:

The purpose of this study is to investigate the effects of modality principles in instructional software among first grade pupils- achievements in the learning of Arabic Language. Two modes of instructional software were systematically designed and developed, audio with images (AI), and text with images (TI). The quasi-experimental design was used in the study. The sample consisted of 123 male and female pupils from IRBED Education Directorate, Jordan. The pupils were randomly assigned to any one of the two modes. The independent variable comprised the two modes of the instructional software, the students- achievement levels in the Arabic Language class and gender. The dependent variable was the achievements of the pupils in the Arabic Language test. The theoretical framework of this study was based on Mayer-s Cognitive Theory of Multimedia Learning. Four hypotheses were postulated and tested. Analyses of Variance (ANOVA) showed that pupils using the (AI) mode performed significantly better than those using (TI) mode. This study concluded that the audio with images mode was an important aid to learning as compared to text with images mode.

Keywords: Cognitive theory of Multimedia Learning, ModalityPrinciple, Multimedia, Arabic Language learning

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6671 Parameter Tuning of Complex Systems Modeled in Agent Based Modeling and Simulation

Authors: Rabia Korkmaz Tan, Şebnem Bora

Abstract:

The major problem encountered when modeling complex systems with agent-based modeling and simulation techniques is the existence of large parameter spaces. A complex system model cannot be expected to reflect the whole of the real system, but by specifying the most appropriate parameters, the actual system can be represented by the model under certain conditions. When the studies conducted in recent years were reviewed, it has been observed that there are few studies for parameter tuning problem in agent based simulations, and these studies have focused on tuning parameters of a single model. In this study, an approach of parameter tuning is proposed by using metaheuristic algorithms such as Genetic Algorithm (GA), Particle Swarm Optimization (PSO), Artificial Bee Colonies (ABC), Firefly (FA) algorithms. With this hybrid structured study, the parameter tuning problems of the models in the different fields were solved. The new approach offered was tested in two different models, and its achievements in different problems were compared. The simulations and the results reveal that this proposed study is better than the existing parameter tuning studies.

Keywords: Parameter tuning, agent based modeling and simulation, metaheuristic algorithms, complex systems.

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6670 Representing Data without Lost Compression Properties in Time Series: A Review

Authors: Nabilah Filzah Mohd Radzuan, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

Abstract:

Uncertain data is believed to be an important issue in building up a prediction model. The main objective in the time series uncertainty analysis is to formulate uncertain data in order to gain knowledge and fit low dimensional model prior to a prediction task. This paper discusses the performance of a number of techniques in dealing with uncertain data specifically those which solve uncertain data condition by minimizing the loss of compression properties.

Keywords: Compression properties, uncertainty, uncertain time series, mining technique, weather prediction.

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6669 Genetic Content-Based MP3 Audio Watermarking in MDCT Domain

Authors: N. Moghadam, H. Sadeghi

Abstract:

In this paper a novel scheme for watermarking digital audio during its compression to MPEG-1 Layer III format is proposed. For this purpose we slightly modify some of the selected MDCT coefficients, which are used during MPEG audio compression procedure. Due to the possibility of modifying different MDCT coefficients, there will be different choices for embedding the watermark into audio data, considering robustness and transparency factors. Our proposed method uses a genetic algorithm to select the best coefficients to embed the watermark. This genetic selection is done according to the parameters that are extracted from the perceptual content of the audio to optimize the robustness and transparency of the watermark. On the other hand the watermark security is increased due to the random nature of the genetic selection. The information of the selected MDCT coefficients that carry the watermark bits, are saves in a database for future extraction of the watermark. The proposed method is suitable for online MP3 stores to pursue illegal copies of musical artworks. Experimental results show that the detection ratio of the watermarks at the bitrate of 128kbps remains above 90% while the inaudibility of the watermark is preserved.

Keywords: Content-Based Audio Watermarking, Genetic AudioWatermarking.

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6668 Cognitive Virtual Exploration for Optimization Model Reduction

Authors: Livier Serna, Xavier Fischer, Fouad Bennis

Abstract:

In this paper, a decision aid method for preoptimization is presented. The method is called “negotiation", and it is based on the identification, formulation, modeling and use of indicators defined as “negotiation indicators". These negotiation indicators are used to explore the solution space by means of a classbased approach. The classes are subdomains for the negotiation indicators domain. They represent equivalent cognitive solutions in terms of the negotiation indictors being used. By this method, we reduced the size of the solution space and the criteria, thus aiding the optimization methods. We present an example to show the method.

Keywords: Optimization Model Reduction, Pre-Optimization, Negotiation Process, Class-Making, Cognition Based VirtualExploration.

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6667 The Framework of System Safety for Multi Human-in-The-Loop System

Authors: Hideyuki Shintani, Ichiro Koshijima

Abstract:

In Cyber Physical System (CPS), if there are a large number of persons in the process, a role of person in CPS might be different comparing with the one-man system. It is also necessary to consider how Human-in-The-Loop Cyber Physical Systems (HiTLCPS) ensure safety of each person in the loop process. In this paper, the authors discuss a system safety framework with an illustrative example with STAMP model to clarify what point for safety should be considered and what role of person in the should have.

Keywords: Cyber Physical System, Human-in-The-Loop, Safety, STAMP model.

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6666 Implementation of the SIP Express Router with Mediaproxy Method on VoIP

Authors: Heru Nurwarsito, R. Arief Setyawan, Rakhmadhany Primananda

Abstract:

Voice Over IP (VoIP) is a technology that could pass the voice traffic and data packet form over an IP network. Network can be used for intranet or Internet. Phone calls using VoIP has advantages in terms of cheaper cost of PSTN phone to more than half, because the cost is calculated by the cost of the global nature of the Internet. Session Initiation Protocol (SIP) is a signaling protocol at the application layer which serves to establish, modify, and terminate a multimedia session involving one or more users. This SIP signaling has SIP message in text form that is used for session management by the SIP components, such as User Agent, Registrar, Redirect Server, and Proxy Server. To build a SIP communication is required SIP Express Router (SER) to be able to receive SIP messages, for handling the basic functions of SIP messages. Problems occur when the NAT through which affects the voice communication will be blocked starting from the sound that is not sent or one side of the sound are sent (half duplex). How that could be used to penetrate NAT is to use a given mediaproxy random RTP port to penetrate NAT.

Keywords: VoIP, SIP, SIP Express Router, NAT, Mediaproxy.

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6665 Double Diffusive Convection in a Partially Porous Cavity under Suction/Injection Effects

Authors: Y. Outaleb, K. Bouhadef, O. Rahli

Abstract:

Double-diffusive steady convection in a partially porous cavity with partially permeable walls and under the combined buoyancy effects of thermal and mass diffusion was analysed numerically using finite volume method. The top wall is well insulated and impermeable while the bottom surface is partially well insulated and impermeable and partially submitted to constant temperature T1 and concentration C1. Constant equal temperature T2 and concentration C2 are imposed along the vertical surfaces of the enclosure. Mass suction/injection and injection/suction are respectively considered at the bottom of the porous centred partition and at one of the vertical walls. Heat and mass transfer characteristics as streamlines and average Nusselt numbers and Sherwood numbers were discussed for different values of buoyancy ratio, Rayleigh number, and injection/suction coefficient. It is especially noted that increasing the injection factor disadvantages the exchanges in the case of the injection while the transfer is augmented in case of suction. On the other hand, a critical value of the buoyancy ratio was highlighted for which heat and mass transfers are minimized.

Keywords: Double diffusive convection, Injection/Extraction, Partially porous cavity

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6664 The Design of a Vehicle Traffic Flow Prediction Model for a Gauteng Freeway Based on an Ensemble of Multi-Layer Perceptron

Authors: Tebogo Emma Makaba, Barnabas Ndlovu Gatsheni

Abstract:

The cities of Johannesburg and Pretoria both located in the Gauteng province are separated by a distance of 58 km. The traffic queues on the Ben Schoeman freeway which connects these two cities can stretch for almost 1.5 km. Vehicle traffic congestion impacts negatively on the business and the commuter’s quality of life. The goal of this paper is to identify variables that influence the flow of traffic and to design a vehicle traffic prediction model, which will predict the traffic flow pattern in advance. The model will unable motorist to be able to make appropriate travel decisions ahead of time. The data used was collected by Mikro’s Traffic Monitoring (MTM). Multi-Layer perceptron (MLP) was used individually to construct the model and the MLP was also combined with Bagging ensemble method to training the data. The cross—validation method was used for evaluating the models. The results obtained from the techniques were compared using predictive and prediction costs. The cost was computed using combination of the loss matrix and the confusion matrix. The predicted models designed shows that the status of the traffic flow on the freeway can be predicted using the following parameters travel time, average speed, traffic volume and day of month. The implications of this work is that commuters will be able to spend less time travelling on the route and spend time with their families. The logistics industry will save more than twice what they are currently spending.

Keywords: Bagging ensemble methods, confusion matrix, multi-layer perceptron, vehicle traffic flow.

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6663 Symbolic Model Checking of Interactions in Sequence Diagrams with Combined Fragments by SMV

Authors: Yuka Kawakami, Tomoyuki Yokogawa, Hisashi Miyazaki, Sousuke Amasaki, Yoichiro Sato, Michiyoshi Hayase

Abstract:

In this paper, we proposed a method for detecting consistency violation between state machine diagrams and a sequence diagram defined in UML 2.0 using SMV. We extended a method expressing these diagrams defined in UML 1.0 with boolean formulas so that it can express a sequence diagram with combined fragments introduced in UML 2.0. This extension made it possible to represent three types of combined fragment: alternative, option and parallel. As a result of experiment, we confirmed that the proposed method could detect consistency violation correctly with SMV.

Keywords: UML, model checking, SMV, sequence diagram.

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6662 Cash Flow Optimization on Synthetic CDOs

Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

Abstract:

Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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6661 Modeling and Optimization of Aggregate Production Planning - A Genetic Algorithm Approach

Authors: B. Fahimnia, L.H.S. Luong, R. M. Marian

Abstract:

The Aggregate Production Plan (APP) is a schedule of the organization-s overall operations over a planning horizon to satisfy demand while minimizing costs. It is the baseline for any further planning and formulating the master production scheduling, resources, capacity and raw material planning. This paper presents a methodology to model the Aggregate Production Planning problem, which is combinatorial in nature, when optimized with Genetic Algorithms. This is done considering a multitude of constraints of contradictory nature and the optimization criterion – overall cost, made up of costs with production, work force, inventory, and subcontracting. A case study of substantial size, used to develop the model, is presented, along with the genetic operators.

Keywords: Aggregate Production Planning, Costs, and Optimization.

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6660 All Types of Base Pair Substitutions Induced by γ-Rays in Haploid and Diploid Yeast Cells

Authors: Natalia Koltovaya, Nadezhda Zhuchkina, Ksenia Lyubimova

Abstract:

We study the biological effects induced by ionizing radiation in view of therapeutic exposure and the idea of space flights beyond Earth's magnetosphere. In particular, we examine the differences between base pair substitution induction by ionizing radiation in model haploid and diploid yeast Saccharomyces cerevisiae cells. Such mutations are difficult to study in higher eukaryotic systems. In our research, we have used a collection of six isogenic trp5-strains and 14 isogenic haploid and diploid cyc1-strains that are specific markers of all possible base-pair substitutions. These strains differ from each other only in single base substitutions within codon-50 of the trp5 gene or codon-22 of the cyc1 gene. Different mutation spectra for two different haploid genetic trp5- and cyc1-assays and different mutation spectra for the same genetic cyc1-system in cells with different ploidy — haploid and diploid — have been obtained. It was linear function for dose-dependence in haploid and exponential in diploid cells. We suggest that the differences between haploid yeast strains reflect the dependence on the sequence context, while the differences between haploid and diploid strains reflect the different molecular mechanisms of mutations.

Keywords: Base pair substitutions, γ-rays, haploid and diploid cells, yeast Saccharomyces cerevisiae.

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6659 A Real Time Development Study for Automated Centralized Remote Monitoring System at Royal Belum Forest

Authors: Amri Yusoff, Shahrizuan Shafiril, Ashardi Abas, Norma Che Yusoff

Abstract:

Nowadays, illegal logging has been causing many effects including flash flood, avalanche, global warming, and etc. The purpose of this study was to maintain the earth ecosystem by keeping and regulate Malaysia’s treasurable rainforest by utilizing a new technology that will assist in real-time alert and give faster response to the authority to act on these illegal activities. The methodology of this research consisted of design stages that have been conducted as well as the system model and system architecture of the prototype in addition to the proposed hardware and software that have been mainly used such as microcontroller, sensor with the implementation of GSM, and GPS integrated system. This prototype was deployed at Royal Belum forest in December 2014 for phase 1 and April 2015 for phase 2 at 21 pinpoint locations. The findings of this research were the capture of data in real-time such as temperature, humidity, gaseous, fire, and rain detection which indicate the current natural state and habitat in the forest. Besides, this device location can be detected via GPS of its current location and then transmitted by SMS via GSM system. All of its readings were sent in real-time for further analysis. The data that were compared to meteorological department showed that the precision of this device was about 95% and these findings proved that the system is acceptable and suitable to be used in the field.

Keywords: Remote monitoring system, forest data, GSM, GPS, wireless sensor.

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6658 A Prediction Model for Dynamic Responses of Building from Earthquake Based on Evolutionary Learning

Authors: Kyu Jin Kim, Byung Kwan Oh, Hyo Seon Park

Abstract:

The seismic responses-based structural health monitoring system has been performed to prevent seismic damage. Structural seismic damage of building is caused by the instantaneous stress concentration which is related with dynamic characteristic of earthquake. Meanwhile, seismic response analysis to estimate the dynamic responses of building demands significantly high computational cost. To prevent the failure of structural members from the characteristic of the earthquake and the significantly high computational cost for seismic response analysis, this paper presents an artificial neural network (ANN) based prediction model for dynamic responses of building considering specific time length. Through the measured dynamic responses, input and output node of the ANN are formed by the length of specific time, and adopted for the training. In the model, evolutionary radial basis function neural network (ERBFNN), that radial basis function network (RBFN) is integrated with evolutionary optimization algorithm to find variables in RBF, is implemented. The effectiveness of the proposed model is verified through an analytical study applying responses from dynamic analysis for multi-degree of freedom system to training data in ERBFNN.

Keywords: Structural health monitoring, dynamic response, artificial neural network, radial basis function network, genetic algorithm.

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6657 Can Physical Activity and Dietary Fat Intake Influence Body Mass Index in a Cross-sectional Correlational Design?

Authors: D.O. Omondi, L.O.A. Othuon, G.M. Mbagaya

Abstract:

The purpose of this study was to determine the influence of physical activity and dietary fat intake on Body Mass Index (BMI) of lecturers within a higher learning institutionalized setting. The study adopted a Cross-sectional Correlational Design and included 120 lecturers selected proportionately by simple random sampling techniques from a population of 600 lecturers. Data was collected using questionnaires, which had sections including physical activity checklist adopted from the international physical activity questionnaire (IPAQ), 24-hour food recall, anthropometric measurements mainly weight and height. Analysis involved the use of bivariate correlations and linear regression. A significant inverse association was registered between BMI and duration (in minutes) spent doing moderate intense physical activity per day (r=-0.322, p<0.01). Physical activity also predicted BMI (r2=0.096, F=13.616, β=-3.22, t=-3.69, n=120, P<0.01). However, the association between Body Mass Index and dietary fat was not significant (r=0.038, p>0.05). Physical activity emerged as a more powerful determinant of BMI compared to dietary fat intake.

Keywords: Physical activity, dietary fat intake, Body MassIndex, Kenya.

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6656 Effects of a Methanol Fraction of the Leaves of Leonotis leonurus on the Blood Pressure and Heart Rate of Normotensive Male Wistar Rats

Authors: K. Obikeze, P. Mugabo, I. Green, D. Dietrich, A. Burger

Abstract:

Leonotisleonurus a shrub indigenous to Southern Africa is widely used in traditional medicine to treat a variety of conditions ranging from skin diseases and cough to epileptic fits and ‘heart problems’. Studies on the aqueous extract of the leaves have indicated cycloxegenase enzyme inhibitory activity and an antihypertensive effect. Five methanol leaf extract fractions (MLEa - MLEe) of L. leonurus were tested on anaesthetized normotensive male Wistar rats (AWR) and isolated perfused working rat hearts (IWH). Fraction MLEc (0.01mg/kg – 0.05mg/kg) induced significant increases in BP and HR in AWR and positive chronotropic and inotropic effects in IWH (1.0mg/ml – 5.0mg/ml). Pre-administration of atenolol (2.0mg/kg) and prazosin (60μg/kg) significantly inhibited MLEc effect on HR and MAP respectively in vivo, while atenolol (7.0mg/ml) pre-perfusion significantly inhibited MLEc effect in vitro. The hypertensive effect of MLEc is probably via β1agonism. Results also indicate the presence of multiple cardioactive compounds in L. leonurus.

Keywords: Cardiovascular effect, in vitro, in vivo, isolated perfused working heart, Leonotis leonurus, rat.

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6655 Non-Rigid Registration of Medical Images Using an Automated Method

Authors: Panos Kotsas

Abstract:

This paper presents the application of a signal intensity independent registration criterion for non-rigid body registration of medical images. The criterion is defined as the weighted ratio image of two images. The ratio is computed on a voxel per voxel basis and weighting is performed by setting the ratios between signal and background voxels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the signal areas of the two images and it is minimized using the Chebyshev polynomial approximation. The geometric transformation model adopted is a local cubic B-splines based model.

Keywords: Medical image, non-rigid, registration.

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6654 Analyzing the Fiscal Health of Local Governments in Taiwan: Evidence from Quantile Analysis

Authors: Chiung-Ju Huang, Yuan-Hong Ho

Abstract:

This paper develops the fiscal health index of 21 local governments in Taiwan over the 1984 to 2010 period. A quantile regression analysis was used to explore the extent that economic variables, political budget cycles, and legislative checks and balances, impact different quantiles of fiscal health index for a country over a sample period of time. Our findings suggest that local governments at the lower quantile are significantly benefited from political budget cycles and the increase in central government revenues, while legislative effective checks and balances and the increase in central government expenditures have a significantly negative effect on local fiscal health. When local governments are in the upper tail of the distribution, legislative checks and balances and growth in macroeconomics have significant and adverse effects on the fiscal health of local governments. However, increases in central government revenues have significant and positive effects on the health status of local government in Taiwan.

Keywords: Fiscal health, political budget cycles, legislative checks and balances, quantile regression.

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6653 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model

Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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6652 Investigations of Free-to-Roll Motions and its Active Control under Pitch-up Maneuvers

Authors: Tanveer A. Khan, Xue Y. Deng, Yan K. Wang, Xu Si-Wen

Abstract:

Experiments have been carried out at sub-critical Reynolds number to investigate free-to-roll motions induced by forebody and/or wings complex flow on a 30° swept back nonslender wings-slender body-model for static and dynamic (pitch-up) cases. For the dynamic (pitch-up) case it has been observed that roll amplitude decreases and lag increases with increase in pitching speed. Decrease in roll amplitude with increase in pitch rate is attributed to low disturbing rolling moment due to weaker interaction between forebody and wing flow components. Asymmetric forebody vortices dominate and control the roll motion of the model in dynamic case when non-dimensional pitch rate ≥ 1x10-2. Effectiveness of the active control scheme utilizing rotating nose with artificial tip perturbation is observed to be low in the angle of attack region where the complex flow over the wings has contributions from both forebody and wings.

Keywords: Artificial Tip Perturbation, ExperimentalInvestigations, Forebody Asymmetric Vortices, Non-slender Wings-Body Model, Wing Rock

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6651 A Neuron Model of Facial Recognition and Detection of an Authorized Entity Using Machine Learning System

Authors: J. K. Adedeji, M. O. Oyekanmi

Abstract:

This paper has critically examined the use of Machine Learning procedures in curbing unauthorized access into valuable areas of an organization. The use of passwords, pin codes, user’s identification in recent times has been partially successful in curbing crimes involving identities, hence the need for the design of a system which incorporates biometric characteristics such as DNA and pattern recognition of variations in facial expressions. The facial model used is the OpenCV library which is based on the use of certain physiological features, the Raspberry Pi 3 module is used to compile the OpenCV library, which extracts and stores the detected faces into the datasets directory through the use of camera. The model is trained with 50 epoch run in the database and recognized by the Local Binary Pattern Histogram (LBPH) recognizer contained in the OpenCV. The training algorithm used by the neural network is back propagation coded using python algorithmic language with 200 epoch runs to identify specific resemblance in the exclusive OR (XOR) output neurons. The research however confirmed that physiological parameters are better effective measures to curb crimes relating to identities.

Keywords: Biometric characters, facial recognition, neural network, OpenCV.

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6650 Budget Optimization for Maintenance of Bridges in Egypt

Authors: Hesham Abd Elkhalek, Sherif M. Hafez, Yasser M. El Fahham

Abstract:

Allocating limited budget to maintain bridge networks and selecting effective maintenance strategies for each bridge represent challenging tasks for maintenance managers and decision makers. In Egypt, bridges are continuously deteriorating. In many cases, maintenance works are performed due to user complaints. The objective of this paper is to develop a practical and reliable framework to manage the maintenance, repair, and rehabilitation (MR&R) activities of Bridges network considering performance and budget limits. The model solves an optimization problem that maximizes the average condition of the entire network given the limited available budget using Genetic Algorithm (GA). The framework contains bridge inventory, condition assessment, repair cost calculation, deterioration prediction, and maintenance optimization. The developed model takes into account multiple parameters including serviceability requirements, budget allocation, element importance on structural safety and serviceability, bridge impact on network, and traffic. A questionnaire is conducted to complete the research scope. The proposed model is implemented in software, which provides a friendly user interface. The framework provides a multi-year maintenance plan for the entire network for up to five years. A case study of ten bridges is presented to validate and test the proposed model with data collected from Transportation Authorities in Egypt. Different scenarios are presented. The results are reasonable, feasible and within acceptable domain.

Keywords: Bridge Management Systems (BMS), cost optimization condition assessment, fund allocation, Markov chain.

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6649 Inadequacy of Macronutrient and Micronutrient Intake in Children Aged 12-23 Months Old: An Urban Study in Central Jakarta, Indonesia

Authors: Dewi Fatmaningrum, Ade Wiradnyani

Abstract:

Optimal feeding, including optimal micronutrient intake, becomes one of the ways to overcome the long-term consequences of undernutrition. Macronutrient and micronutrient intake were important to a rapid growth and development of young children. The study objective was to assess macro and micronutrient intake and its adequacy in children aged 12-23 months. This survey was a cross-sectional study, involving 83 caregivers with children aged 12-23 months old in Senen Sub-district, Central Jakarta selected through simple random sampling. Data on nutrient intake was obtained through interview using single 24-hour recall. Repeated 24- hour recall to sub-sample was done to estimate the proportion of nutrient inadequacy. The highest prevalence of nutrient inadequacy was iron (52.4%), followed by vitamin C (30.9%) and zinc (28.8%). Almost 12% children had inadequate energy intake. More than half of children (62.6%) were anemic (25.3% were severely anemic). Micronutrient inadequacy, especially iron, was more problematic than macronutrient inadequacy in the study area.

Keywords: Micronutrient, macronutrient, children under five, urban setting.

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