Search results for: Communication channel model; Broadband Powerlinecommunication; Branched network; OFDM; Delay Spread

Authors: Mui Joo Tang, Eang Teng Chan

Abstract:

Advertising is commonly used to foster sales and reputation of an institution. It is at first the growth of print advertising that has increased the population and number of periodicals of newspaper and its circulation. The rise of Internet and online media has somehow blurred the role of media and advertising though the intention is still to reach out to audience and to increase sales. The relationship between advertising and audience on a product purchase through persuasion has been developing from print media to online media. From the changing media environment and audience, it is the concern of this research to study the impact of online advertising to such a relationship cycle. The content of online advertisements is much of text, multimedia, photo, audio and video. The messages of such content format may indeed bring impacts to its audience and its credibility. This study is therefore reflecting the effectiveness of online advertisement and its influences on generation Y in their purchasing behavior. This study uses Media Dependency Theory to analyze the relationship between the impact of online advertisement and media usage pattern of generation Y. Hierarchy of Effectiveness Model is used as a marketing communication model to study the effectiveness of advertising and further to determine the impact of online advertisement on generation Y in their purchasing decision making. This research uses online survey to reach out the sample of generation Y. The results have shown that online advertisements do not affect much on purchase decision making even though generation Y relies much on the media content including online advertisement for its information and believing in its credibility. There are few other external factors that may interrupt the effectiveness of online advertising. The very obvious influence of purchasing behavior is actually derived from the peers.

Keywords: Generation Y, online advertising, online media, persuasion, print media, purchase decision.

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Authors: Mohd. Khairil Sailan, Rosilah Hassan, Zuhaizal Zulkifli

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Internet Protocol version 4 (IPv4) address is decreasing and a rapid transition method to the next generation IP address (IPv6) should be established. This study aims to evaluate and select the best performance of the IPv6 address network transitionmechanisms, such as IPv4/IPv6 dual stack, transport Relay Translation (TRT) and Reverse Proxy with additional features. It is also aim to prove that faster access can be done while ensuring optimal usage of available resources used during the test and actual implementation. This study used two test methods such asInternet Control Message Protocol (ICMP)ping and ApacheBenchmark (AB) methodsto evaluate the performance.Performance metrics for this study include aspects ofaverageaccessin one second,time takenfor singleaccess,thedata transfer speed and the costof additional requirements.Reverse Proxy with Caching featureis the most efficientmechanism because of it simpler configurationandthe best performerfrom the test conducted.

Keywords: IPv4, IPv6, network transition, apache benchmark andreverse proxy

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Authors: R. Sridevi, G. Jagajothi

Abstract:

Artificial Immune Systems (AIS), inspired by the human immune system, are algorithms and mechanisms which are self-adaptive and self-learning classifiers capable of recognizing and classifying by learning, long-term memory and association. Unlike other human system inspired techniques like genetic algorithms and neural networks, AIS includes a range of algorithms modeling on different immune mechanism of the body. In this paper, a mechanism of a human immune system based on apoptosis is adopted to build an Intrusion Detection System (IDS) to protect computer networks. Features are selected from network traffic using Fisher Score. Based on the selected features, the record/connection is classified as either an attack or normal traffic by the proposed methodology. Simulation results demonstrates that the proposed AIS based on apoptosis performs better than existing AIS for intrusion detection.

Keywords: Apoptosis, Artificial Immune System (AIS), Fisher Score, KDD dataset, Network intrusion detection.

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Authors: Mabrouka Algherinai, Fatma Karkouri

Abstract:

Today, Short Message Service (SMS) is an important means of communication. SMS is not only used in informal environment for communication and transaction, but it is also used in formal environments such as institutions, organizations, companies, and business world as a tool for communication and transactions. Therefore, there is a need to secure the information that is being transmitted through this medium to ensure security of information both in transit and at rest. But, encryption has been identified as a means to provide security to SMS messages in transit and at rest. Several past researches have proposed and developed several encryption algorithms for SMS and Information Security. This research aims at comparing the performance of common Asymmetric encryption algorithms on SMS security. The research employs the use of three algorithms, namely RSA, McEliece, and RABIN. Several experiments were performed on SMS of various sizes on android mobile device. The experimental results show that each of the three techniques has different key generation, encryption, and decryption times. The efficiency of an algorithm is determined by the time that it takes for encryption, decryption, and key generation. The best algorithm can be chosen based on the least time required for encryption. The obtained results show the least time when McEliece size 4096 is used. RABIN size 4096 gives most time for encryption and so it is the least effective algorithm when considering encryption. Also, the research shows that McEliece size 2048 has the least time for key generation, and hence, it is the best algorithm as relating to key generation. The result of the algorithms also shows that RSA size 1024 is the most preferable algorithm in terms of decryption as it gives the least time for decryption.

Keywords: SMS, RSA, McEliece, RABIN.

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Authors: Samad Nejatian, Vahideh Rezaie, Vahid Asadpour

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This paper presents a novel approach for the design of microwave circuits using Adaptive Network Fuzzy Inference Optimizer (ANFIO). The method takes advantage of direct synthesis of subsections of the amplifier using very fast and accurate ANFIO models based on exact simulations using ADS. A mapping from course space to fine space known as space mapping is also used. The proposed synthesis approach takes into account the noise and scattering parameters due to parasitic elements to achieve optimal results. The overall ANFIO system is capable of designing different LNAs at different noise and scattering criteria. This approach offers significantly reduced time in the design of microwave amplifiers within the validity range of the ANFIO system. The method has been proven to work efficiently for a 2.4GHz LNA example. The S21 of 10.1 dB and noise figure (NF) of 2.7 dB achieved for ANFIO while S21 of 9.05 dB and NF of 2.6 dB achieved for ANN.

Keywords: fuzzy system, low noise amplifier, microwaveamplifier, space mapping

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Authors: Y. Lu, X. S. Qin

Abstract:

Extensive rainfall disaggregation approaches have been developed and applied in climate change impact studies such as flood risk assessment and urban storm water management.In this study, five rainfall models that were capable ofdisaggregating daily rainfall data into hourly one were investigated for the rainfall record in theChangi Airport, Singapore. The objectives of this study were (i) to study the temporal characteristics of hourly rainfall in Singapore, and (ii) to evaluate the performance of variousdisaggregation models. The used models included: (i) Rectangular pulse Poisson model (RPPM), (ii) Bartlett-Lewis Rectangular pulse model (BLRPM), (iii) Bartlett-Lewis model with 2 cell types (BL2C), (iv) Bartlett-Lewis Rectangular with cell depth distribution dependent on duration (BLRD), and (v) Neyman-Scott Rectangular pulse model (NSRPM). All of these models werefitted using hourly rainfall data ranging from 1980 to 2005 (which was obtained from Changimeteorological station).The study results indicated that the weight scheme of inversely proportional variance could deliver more accurateoutputs for fitting rainfall patterns in tropical areas, and BLRPM performedrelatively better than other disaggregation models.

Keywords: Rainfall disaggregation, statistical properties, poisson processed, Bartlett-Lewis model, Neyman-Scott model.

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Authors: Yu-Sheng Lee, Qi An

Abstract:

Offset mismatch, gain mismatch, and time-skew error between time-interleaved channels limit the performance of time-interleaved analog-to-digital converters (TIADC). This paper focused on the time-skew error. A new technique for calibrating time-skew error in M-channels TIADC is described, and simulation results are also presented.

Keywords: Calibration, time-skew error, time-interleavedanalog-to-digital converters.

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Authors: Suttipong Boonphadung, Thassanant Unnanantn

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This research focused on comparing the critical thinking of the teacher students before and after using Miller’s Model learning activities and investigating their opinions. The sampling groups were (1) fourth year 33 student teachers majoring in Early Childhood Education and enrolling in semester 1 of academic year 2013 (2) third year 28 student teachers majoring in English and enrolling in semester 2 of academic year 2013 and (3) third year 22 student teachers majoring in Thai and enrolling in semester 2 of academic year 2013. The research instruments were (1) lesson plans where the learning activities were settled based on Miller’s Model (2) critical thinking assessment criteria and (3) a questionnaire on opinions towards Miller’s Model based learning activities. The statistical treatment was mean, deviation, different scores and T-test. The result unfolded that (1) the critical thinking of the students after the assigned activities was better than before and (2) the students’ opinions towards the critical thinking improvement activities based on Miller’s Model ranged from the level of high to highest.

Keywords: Critical thinking, Miller’s model, Opinions.

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Authors: Shahram Naghizadeh Raeisi, Ali Alghooneh

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Using membrane technology and modification of milk protein structural properties, a lactose free yogurt was developed. The functional, textural and structural properties of the sample were evaluated and compared with the commercial ones. Results showed that the modification of protein in high fat set yogurt resulted in 11.55%, 18%, 20.21% and 7.08% higher hardness, consistency, water holding capacity, and shininess values compared with the control one. Furthermore, these indices of modified low fat set yogurt were 21.40%, 25.41%, 28.15% & 10.58% higher than the control one, which could be related to the gel network microstructural properties in yogurt formulated with modified protein. In this way, in comparison with the control one, the index of linkage strength (A), the number of linkages (z), and time scale of linkages (λrel) of the high fat modified yogurt were 22.10%, 50.68%, 21.82% higher than the control one; whereas, the average linear distance between two adjacent crosslinks (ξ), was 16.77% lower than the control one. For low fat modified yogurt, A, z, λrel, and ξ indices were 34.30%, 61.70% and 42.60% higher and 19.20% lower than the control one, respectively. The shelf life of modified yogurt was extended to 10 weeks in the refrigerator, while, the control set yogurt had a 3 weeks shelf life. The acidity of high fat and low fat modified yogurts increased from 76 to 84 and 72 to 80 Dornic degrees during 10 weeks of storage, respectively, whereas for control high fat and low fat yogurts they increased from 82 to 122 and 77 to 112 Dornic degrees, respectively. This behavior could be due to the elimination of microorganism’s source of energy in modified yogurt. Furthermore, the calories of high fat and low fat lactose free yogurts were 25% and 40% lower than their control samples, respectively. Generally, results showed that the lactose free yogurt with modified protein, despite of 1% lower protein content than the control one, showed better functional properties, nutritional properties, network parameters, and shelf stability, which could be promising in the set yogurt industry.

Keywords: Lactose free, low calorie, network properties, protein modification.

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Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

Abstract:

This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

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Authors: U. Sakthi, R. Hemalatha, R. S. Bhuvaneswaran

Abstract:

In Virtual organization, Knowledge Discovery (KD) service contains distributed data resources and computing grid nodes. Computational grid is integrated with data grid to form Knowledge Grid, which implements Apriori algorithm for mining association rule on grid network. This paper describes development of parallel and distributed version of Apriori algorithm on Globus Toolkit using Message Passing Interface extended with Grid Services (MPICHG2). The creation of Knowledge Grid on top of data and computational grid is to support decision making in real time applications. In this paper, the case study describes design and implementation of local and global mining of frequent item sets. The experiments were conducted on different configurations of grid network and computation time was recorded for each operation. We analyzed our result with various grid configurations and it shows speedup of computation time is almost superlinear.

Keywords: Association rule, Grid computing, Knowledge grid, Mobility prediction.

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Authors: M. Haghighi, M. Zowghi, B. Zohouri

Abstract:

Quality Function Deployment (QFD) is an expounded, multi-step planning method for delivering commodity, services, and processes to customers, both external and internal to an organization. It is a way to convert between the diverse customer languages expressing demands (Voice of the Customer), and the organization-s languages expressing results that sate those demands. The policy is to establish one or more matrices that inter-relate producer and consumer reciprocal expectations. Due to its visual presence is called the “House of Quality" (HOQ). In this paper, we assumed HOQ in multi attribute decision making (MADM) pattern and through a proposed MADM method, rank technical specifications. Thereafter compute satisfaction degree of customer requirements and for it, we apply vagueness and uncertainty conditions in decision making by fuzzy set theory. This approach would propound supervised neural network (perceptron) for MADM problem solving.

Keywords: MADM, fuzzy set, QFD, supervised neural network (perceptron).

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Authors: Vladimir Simovic, Matija Varga, Predrag Oreski

Abstract:

XHTML and XBRL are the standard languages for creating a database for the purpose of displaying financial statements on web applications. Today, XBRL is one of the most popular languages for business reporting. A large number of countries in the world recognize the role of XBRL language for financial reporting and the benefits that the reporting format provides in the collection, analysis, preparation, publication and the exchange of data (information) which is the positive side of this language. Here we present all advantages and opportunities that a company may have by using the XBRL format for business reporting. Also, this paper presents XBRL and other languages that are used for creating the database, such XML, XHTML, etc. The role of the AJAX complex model and technology will be explained in detail, and during the exchange of financial data between the web client and web server. Here will be mentioned basic layers of the network for data exchange via the web.

Keywords: XHTML, XBRL, XML, JavaScript, AJAX technology, data exchange.

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Authors: Kejun Zhuang

Abstract:

With the help of coincidence degree theory, sufficient conditions for existence of periodic solutions for a food chain model with functional responses on time scales are established.

Keywords: time scales, food chain model, coincidence degree, periodic solutions.

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Authors: Nga-Viet Nguyen, Georgy Shevlyakov, Vladimir Shin

Abstract:

To solve the problem of multisensor data fusion under non-Gaussian channel noise. The advanced M-estimates are known to be robust solution while trading off some accuracy. In order to improve the estimation accuracy while still maintaining the equivalent robustness, a two-stage robust fusion algorithm is proposed using preliminary rejection of outliers then an optimal linear fusion. The numerical experiments show that the proposed algorithm is equivalent to the M-estimates in the case of uncorrelated local estimates and significantly outperforms the M-estimates when local estimates are correlated.

Keywords: Data fusion, estimation, robustness, M-estimates.

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Authors: Manasjyoti Bhuyan, Kandarpa Kumar Sarma, Hirendra Das

Abstract:

Signature represents an individual characteristic of a person which can be used for his / her validation. For such application proper modeling is essential. Here we propose an offline signature recognition and verification scheme which is based on extraction of several features including one hybrid set from the input signature and compare them with the already trained forms. Feature points are classified using statistical parameters like mean and variance. The scanned signature is normalized in slant using a very simple algorithm with an intention to make the system robust which is found to be very helpful. The slant correction is further aided by the use of an Artificial Neural Network (ANN). The suggested scheme discriminates between originals and forged signatures from simple and random forgeries. The primary objective is to reduce the two crucial parameters-False Acceptance Rate (FAR) and False Rejection Rate (FRR) with lesser training time with an intension to make the system dynamic using a cluster of ANNs forming a multiple classifier system.

Keywords: offline, algorithm, FAR, FRR, ANN.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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Authors: Adrià Arbués-Sangüesa, Coloma Ballester, Gloria Haro

Abstract:

Tracking sports players is a widely challenging scenario, specially in single-feed videos recorded in tight courts, where cluttering and occlusions cannot be avoided. This paper presents an analysis of several geometric and semantic visual features to detect and track basketball players. An ablation study is carried out and then used to remark that a robust tracker can be built with Deep Learning features, without the need of extracting contextual ones, such as proximity or color similarity, nor applying camera stabilization techniques. The presented tracker consists of: (1) a detection step, which uses a pretrained deep learning model to estimate the players pose, followed by (2) a tracking step, which leverages pose and semantic information from the output of a convolutional layer in a VGG network. Its performance is analyzed in terms of MOTA over a basketball dataset with more than 10k instances.

Keywords: Basketball, deep learning, feature extraction, single-camera, tracking.

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Authors: Mohammed A. Hajeeh

Abstract:

This paper examines the behavior of a system, which upon failure is either replaced with certain probability p or imperfectly repaired with probability q. The system is analyzed using Kolmogorov's forward equations method; the analytical expression for the steady state availability is derived as an indicator of the system’s performance. It is found that the analysis becomes more complex as the number of imperfect repairs increases. It is also observed that the availability increases as the number of states and replacement probability increases. Using such an approach in more complex configurations and in dynamic systems is cumbersome; therefore, it is advisable to resort to simulation or heuristics. In this paper, an example is provided for demonstration.

Keywords: Repairable models, imperfect, availability, exponential distribution.

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Authors: A.Gjukaj, G.Kabashi, G.Pula, N.Avdiu, B.Prebreza

Abstract:

This paper discusses aspects of re-design of loadshedding schemes with respect to actual developments in the Kosovo power system. Load-shedding is a type of emergency control that is designed to ensure system stability by reducing power system load to match the power generation supply. This paper presents a new adaptive load-shedding scheme that provides emergency protection against excess frequency decline, in cases when the Kosovo power system might be disconnected from the regional transmission network. The proposed load-shedding scheme uses the local frequency rate information to adapt the load-shedding pattern to suit the size and location of the occurring disturbance. The proposed scheme is tested in a software simulation on a large scale PSS/E model which represents nine power system areas of Southeast Europe including the Kosovo power system.

Keywords: About Load Shedding, Power System Transient, PSS/E Dynamic Simulation, Under-frequency Protection

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Authors: Kyu Han Kim, Soon Kyu Kwon, Heung Sun Yoon, Jong Tae Kim

Abstract:

In this paper, we demonstrate the adaptive least-mean-square (LMS) filter modeling using SystemC. SystemC is a modeling language that allows designer to model both hardware and software component and makes it possible to design from high level system of abstraction to low level system of abstraction. We produced five adaptive least-mean-square filter models that are classed as five abstraction levels using SystemC proceeding from the abstract model to the more concrete model.

Keywords: Adaptive Filter, Least-Mean-Square Algorithm, SystemC, Transversal Fir Filter.

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Authors: Narbada Prasad Gupta, Mithilesh Kumar

Abstract:

A compact Ultra Wide Band (UWB) antenna with coplanar waveguide feed has been designed and results are verified in this paper. The antenna has been designed on FR4 substrate with dielectric constant (εr) of 4.4 and dimensions of 32mm x 26mm x 0.8mm. The presented antenna shows return loss characteristics in the band of 3.1 to 10.6 GHz as prescribed by FCC, USA. Parametric studies have been done and results thus obtained have been presented. Simulated results have been verified on Rohde & Swartz VNA. The measured results are in good agreement with simulated results which make the presented antenna suitable to be used for wearable applications. Performance analysis of antenna has also been shown in the presence of three layered Human Arm model. Results obtained in presence of Human Arm model has been compared with that in free space.

Keywords: CPW feed, Human Arm model, UWB, wearable antenna.

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Authors: S. Srinivas, N. Ramesh Babu

Abstract:

This paper presents a model to predict the depth of penetration in polycrystalline ceramic material cut by abrasive waterjet. The proposed model considered the interaction of cylindrical jet with target material in upper region and neglected the role of threshold velocity in lower region. The results predicted with the proposed model are validated with the experimental results obtained with Silicon Carbide (SiC) blocks.

Keywords: Abrasive waterjet cutting, analytical modeling, ceramics, microcutting and intergranular cracking.

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Authors: G. Zahedi, H. Yaghoobi

Abstract:

Modeling of a heterogeneous industrial fixed bed reactor for selective dehydrogenation of heavy paraffin with Pt-Sn- Al2O3 catalyst has been the subject of current study. By applying mass balance, momentum balance for appropriate element of reactor and using pressure drop, rate and deactivation equations, a detailed model of the reactor has been obtained. Mass balance equations have been written for five different components. In order to estimate reactor production by the passage of time, the reactor model which is a set of partial differential equations, ordinary differential equations and algebraic equations has been solved numerically. Paraffins, olefins, dienes, aromatics and hydrogen mole percent as a function of time and reactor radius have been found by numerical solution of the model. Results of model have been compared with industrial reactor data at different operation times. The comparison successfully confirms validity of proposed model.

Keywords: Dehydrogenation, fixed bed reactor, modeling, linear alkyl benzene.

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Authors: Junghoon Lee, Gyung-Leen Park, Ho-Young Kwak, Cheol Min Kim

Abstract:

This paper presents the design and implements the prototype of an intelligent data processing framework in ubiquitous sensor networks. Much focus is put on how to handle the sensor data stream as well as the interoperability between the low-level sensor data and application clients. Our framework first addresses systematic middleware which mitigates the interaction between the application layer and low-level sensors, for the sake of analyzing a great volume of sensor data by filtering and integrating to create value-added context information. Then, an agent-based architecture is proposed for real-time data distribution to efficiently forward a specific event to the appropriate application registered in the directory service via the open interface. The prototype implementation demonstrates that our framework can host a sophisticated application on the ubiquitous sensor network and it can autonomously evolve to new middleware, taking advantages of promising technologies such as software agents, XML, cloud computing, and the like.

Keywords: sensor network, intelligent farm, middleware, event detection

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Authors: Maria Grazia Albanesi, Riccardo Amadeo

Abstract:

This study presents a new model of the human image quality assessment process: the aim is to highlightthe foundations of the image quality metrics proposed in literature, by identifyingthe cognitive/physiological or mathematical principles of their development and the relation with the actual human quality assessment process. The model allows to createa novel categorization of objective and subjective image quality metrics. Our work includes an overview of the most used or effectiveobjective metrics in literature, and, for each of them, we underline its main characteristics, with reference to the rationale of the proposed model and categorization. From the results of this operation, we underline a problem that affects all the presented metrics: the fact that many aspects of human biasesare not taken in account at all. We then propose a possible methodology to address this issue.

Keywords: Eye-Tracking, image quality assessment metric, MOS, quality of user experience, visual perception.

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Authors: Huei-Fu Lu

Abstract:

This paper is to develop a fuzzy net present value (FNPV) method by taking vague cash flow and imprecise required rate of return into account for evaluating the value of the Build-Operate-Transfer (BOT) sport facilities. In order to clearly manifest a more realistic capital budgeting model based on the classical net present value (NPV) method, some uncertain financial elements in NPV formula will be fuzzified as triangular fuzzy numbers. Through the conscientious manipulation of fuzzy set theory, we will find that the proposed FNPV model is a more explicit extension of classical (crisp) model and could be more practicable for the financial managers to capture the essence of capital budgeting of sport facilities than non-fuzzy model.

Keywords: Fuzzy sets; Capital budgeting, Sport facility, Net present value (NPV), Build-Operate-Transfer (BOT) scheme

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Authors: Elizabeth B. Varghese, M. Wilscy

Abstract:

A face recognition system is a computer application for automatically identifying or verifying a person from a digital image or a video frame. A lot of algorithms have been proposed for face recognition. Vector Quantization (VQ) based face recognition is a novel approach for face recognition. Here a new codebook generation for VQ based face recognition using Integrated Adaptive Fuzzy Clustering (IAFC) is proposed. IAFC is a fuzzy neural network which incorporates a fuzzy learning rule into a competitive neural network. The performance of proposed algorithm is demonstrated by using publicly available AT&T database, Yale database, Indian Face database and a small face database, DCSKU database created in our lab. In all the databases the proposed approach got a higher recognition rate than most of the existing methods. In terms of Equal Error Rate (ERR) also the proposed codebook is better than the existing methods.

Keywords: Face Recognition, Vector Quantization, Integrated Adaptive Fuzzy Clustering, Self Organization Map.

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Authors: A. Kablan

Abstract:

The prediction of financial time series is a very complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends the Adaptive Neuro Fuzzy Inference System for High Frequency Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high frequency. However, in order to eliminate unnecessary input in the training phase a new event based volatility model was proposed. Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based volatility model provides the ANFIS system with more accurate input and has increased the overall performance of the system.

Keywords: Adaptive Neuro-fuzzy Inference system, High Frequency Trading, Intraday Seasonality Observation Model.

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Authors: W. Hasan, H. Farhat

Abstract:

A hybrid quasi-steady thermal lattice Boltzmann model was used to study the combined effects of temperature and contact angle on the movement of slugs and droplets of oil in water (O/W) system flowing between two parallel plates. The model static contact angle due to the deposition of the O/W droplet on a flat surface with simulated hydrophilic characteristic at different fluid temperatures, matched very well the proposed theoretical calculation. Furthermore, the model was used to simulate the dynamic behavior of droplets and slugs deposited on the domain’s upper and lower surfaces, while subjected to parabolic flow conditions. The model accurately simulated the contact angle hysteresis for the dynamic droplets cases. It was also shown that at elevated temperatures the required power to transport the mixture diminished remarkably.

Keywords: Lattice Boltzmann method, Gunstensen model, thermal, contact angle, high viscosity ratio.

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