Search results for: Residence Time.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6559

Search results for: Residence Time.

6169 Fuzzy Time Series Forecasting Using Percentage Change as the Universe of Discourse

Authors: Meredith Stevenson, John E. Porter

Abstract:

Since the pioneering work of Zadeh, fuzzy set theory has been applied to a myriad of areas. Song and Chissom introduced the concept of fuzzy time series and applied some methods to the enrollments of the University of Alabama. In recent years, a number of techniques have been proposed for forecasting based on fuzzy set theory methods. These methods have either used enrollment numbers or differences of enrollments as the universe of discourse. We propose using the year to year percentage change as the universe of discourse. In this communication, the approach of Jilani, Burney, and Ardil is modified by using the year to year percentage change as the universe of discourse. We use enrollment figures for the University of Alabama to illustrate our proposed method. The proposed method results in better forecasting accuracy than existing models.

Keywords: Fuzzy forecasting, fuzzy time series, fuzzified enrollments, time-invariant model

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6168 Analysis of Production Loss on a Linear Walking Worker Line

Authors: Qian Wang, Sylvain Lassalle, Antony R. Mileham, Geraint W. Owen

Abstract:

This paper mathematically analyses the varying magnitude of production loss, which may occur due to idle time (inprocess waiting time and traveling time) on a linear walking worker assembly line. Within this flexible and reconfigurable assembly system, each worker travels down the line carrying out each assembly task at each station; and each worker accomplishes the assembly of a unit from start to finish and then travels back to the first station to start the assembly of a new product. This strategy of system design attempts to combine the flexibility of the U-shaped moving worker assembly cell with the efficiency of the conventional fixed worker assembly line. The paper aims to evaluate the effect of idle time that may offset the labor efficiency of each walking worker providing an insight into the mechanism of such a flexible and reconfigurable assembly system.

Keywords: Production lines, manufacturing systems, assemblysystems, walking workers.

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6167 LMI Approach to Regularization and Stabilization of Linear Singular Systems: The Discrete-time Case

Authors: Salim Ibrir

Abstract:

Sufficient linear matrix inequalities (LMI) conditions for regularization of discrete-time singular systems are given. Then a new class of regularizing stabilizing controllers is discussed. The proposed controllers are the sum of predictive and memoryless state feedbacks. The predictive controller aims to regularizing the singular system while the memoryless state feedback is designed to stabilize the resulting regularized system. A systematic procedure is given to calculate the controller gains through linear matrix inequalities.

Keywords: Singular systems, Discrete-time systems, Regularization, LMIs

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6166 Adaptive Early Packet Discarding Policy Based on Two Traffic Classes

Authors: Rawya Rizk, Rehab Abdel-Kader, Rabab Ramadan

Abstract:

Unlike the best effort service provided by the internet today, next-generation wireless networks will support real-time applications. This paper proposes an adaptive early packet discard (AEPD) policy to improve the performance of the real time TCP traffic over ATM networks and avoid the fragmentation problem. Three main aspects are incorporated in the proposed policy. First, providing quality-of-service (QoS) guaranteed for real-time applications by implementing a priority scheduling. Second, resolving the partially corrupted packets problem by differentiating the buffered cells of one packet from another. Third, adapting a threshold dynamically using Fuzzy logic based on the traffic behavior to maintain a high throughput under a variety of load conditions. The simulation is run for two priority classes of the input traffic: real time and non-real time classes. Simulation results show that the proposed AEPD policy improves throughput and fairness over that using static threshold under the same traffic conditions.

Keywords: Early packet discard, Fuzzy logic, packet dropping policies, quality-of-service (QoS), TCP over ATM

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6165 Simulation of the Finite Difference Time Domain in Two Dimension

Authors: Akram G., Jasmy Y.

Abstract:

The finite-difference time-domain (FDTD) method is one of the most widely used computational methods in electromagnetic. This paper describes the design of two-dimensional (2D) FDTD simulation software for transverse magnetic (TM) polarization using Berenger's split-field perfectly matched layer (PML) formulation. The software is developed using Matlab programming language. Numerical examples validate the software.

Keywords: Finite difference time domain (FDTD) method, perfectly matched layer (PML), split-filed formulation, transverse magnetic (TM) polarization.

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6164 Real-time ROI Acquisition for Unsupervised and Touch-less Palmprint

Authors: Yi Feng, Jingwen Li, Lei Huang, Changping Liu

Abstract:

In this paper we proposed a novel method to acquire the ROI (Region of interest) of unsupervised and touch-less palmprint captured from a web camera in real-time. We use Viola-Jones approach and skin model to get the target area in real time. Then an innovative course-to-fine approach to detect the key points on the hand is described. A new algorithm is used to find the candidate key points coarsely and quickly. In finely stage, we verify the hand key points with the shape context descriptor. To make the user much comfortable, it can process the hand image with different poses, even the hand is closed. Experiments show promising result by using the proposed method in various conditions.

Keywords: Palmprint recoginition, hand detection, touch-lesspalmprint, ROI localization.

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6163 Unsteady Aerodynamics of Multiple Airfoils in Configuration

Authors: Hossain Aziz, Rinku Mukherjee

Abstract:

A potential flow model is used to study the unsteady flow past two airfoils in configuration, each of which is suddenly set into motion. The airfoil bound vortices are modeled using lumped vortex elements and the wake behind the airfoil is modeled by discrete vortices. This consists of solving a steady state flow problem at each time-step where unsteadiness is incorporated through the “zero normal flow on a solid surface" boundary condition at every time instant. Additionally, along with the “zero normal flow on a solid surface" boundary condition Kelvin-s condition is used to compute the strength of the latest wake vortex shed from the trailing edge of the airfoil. Location of the wake vortices is updated at each time-step to get the wake shape at each time instant. Results are presented to show the effect of airfoil-airfoil interaction and airfoil-wake interaction on the aerodynamic characteristics of each airfoil.

Keywords: Aerodynamics, Airfoils, Configuration, Unsteady.

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6162 Qmulus – A Cloud Driven GPS Based Tracking System for Real-Time Traffic Routing

Authors: Niyati Parameswaran, Bharathi Muthu, Madiajagan Muthaiyan

Abstract:

This paper presents Qmulus- a Cloud Based GPS Model. Qmulus is designed to compute the best possible route which would lead the driver to the specified destination in the shortest time while taking into account real-time constraints. Intelligence incorporated to Qmulus-s design makes it capable of generating and assigning priorities to a list of optimal routes through customizable dynamic updates. The goal of this design is to minimize travel and cost overheads, maintain reliability and consistency, and implement scalability and flexibility. The model proposed focuses on reducing the bridge between a Client Application and a Cloud service so as to render seamless operations. Qmulus-s system model is closely integrated and its concept has the potential to be extended into several other integrated applications making it capable of adapting to different media and resources.

Keywords: Cloud Services, GPS, Real-Time Constraints, Shortest Path, System Management and Traffic Routing

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6161 Parallel Vector Processing Using Multi Level Orbital DATA

Authors: Nagi Mekhiel

Abstract:

Many applications use vector operations by applying single instruction to multiple data that map to different locations in conventional memory. Transferring data from memory is limited by access latency and bandwidth affecting the performance gain of vector processing. We present a memory system that makes all of its content available to processors in time so that processors need not to access the memory, we force each location to be available to all processors at a specific time. The data move in different orbits to become available to other processors in higher orbits at different time. We use this memory to apply parallel vector operations to data streams at first orbit level. Data processed in the first level move to upper orbit one data element at a time, allowing a processor in that orbit to apply another vector operation to deal with serial code limitations inherited in all parallel applications and interleaved it with lower level vector operations.

Keywords: Memory organization, parallel processors, serial code, vector processing.

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6160 Dynamic Optimization of Industrial Servomechanisms using Motion Laws Based On Bezier Curves

Authors: Giovanni Incerti

Abstract:

The motion planning procedure described in this paper has been developed in order to eliminate or reduce the residual vibrations of electromechanical positioning systems, without augmenting the motion time (usually imposed by production requirements), nor introducing overtime for vibration damping. The proposed technique is based on a suitable choice of the motion law assigned to the servomotor that drives the mechanism. The reference profile is defined by a Bezier curve, whose shape can be easily changed by modifying some numerical parameters. By means of an optimization technique these parameters can be modified without altering the continuity conditions imposed on the displacement and on its time derivatives at the initial and final time instants.

Keywords: Servomechanism, residual vibrations, motion optimization.

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6159 Optimal ECG Sampling Frequency for Multiscale Entropy-Based HRV

Authors: Manjit Singh

Abstract:

Multiscale entropy (MSE) is an extensively used index to provide a general understanding of multiple complexity of physiologic mechanism of heart rate variability (HRV) that operates on a wide range of time scales. Accurate selection of electrocardiogram (ECG) sampling frequency is an essential concern for clinically significant HRV quantification; high ECG sampling rate increase memory requirements and processing time, whereas low sampling rate degrade signal quality and results in clinically misinterpreted HRV. In this work, the impact of ECG sampling frequency on MSE based HRV have been quantified. MSE measures are found to be sensitive to ECG sampling frequency and effect of sampling frequency will be a function of time scale.

Keywords: ECG, heart rate variability, HRV, multiscale entropy, sampling frequency.

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6158 Titanium-Aluminum Oxide Coating on Aluminized Steel

Authors: Fuyan Sun, Guang Wang, Xueyuan Nie

Abstract:

In this study, a plasma electrolytic oxidation (PEO) process was used to form titanium-aluminum oxide coating on aluminized steel. The present work was mainly to study the effects of treatment time of PEO process on properties of the titanium coating. A potentiodynamic polarization corrosion test was employed to investigate the corrosion resistance of the coating. The friction coefficient and wear resistance of the coating were studied by using pin-on-disc test. The thermal transfer behaviors of uncoated and PEO-coated aluminized steels were also studied. It could be seen that treatment time of PEO process significantly influenced the properties of the titanium oxide coating. Samples with a longer treatment time had a better performance for corrosion and wear protection. This paper demonstrated different treatment time could alter the surface behavior of the coating material.

Keywords: Corrosion, plasma electrolytic oxidation, thermal property, titanium-aluminum oxide.

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6157 A New Time Discontinuous Expanded Mixed Element Method for Convection-dominated Diffusion Equation

Authors: Jinfeng Wang, Yuanhong Bi, Hong Li, Yang Liu, Meng Zhao

Abstract:

In this paper, a new time discontinuous expanded mixed finite element method is proposed and analyzed for two-order convection-dominated diffusion problem. The proofs of the stability of the proposed scheme and the uniqueness of the discrete solution are given. Moreover, the error estimates of the scalar unknown, its gradient and its flux in the L1( ¯ J,L2( )-norm are obtained.

Keywords: Convection-dominated diffusion equation, expanded mixed method, time discontinuous scheme, stability, error estimates.

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6156 Microwave Imaging by Application of Information Theory Criteria in MUSIC Algorithm

Authors: M. Pourahmadi

Abstract:

The performance of time-reversal MUSIC algorithm will be dramatically degrades in presence of strong noise and multiple scattering (i.e. when scatterers are close to each other). This is due to error in determining the number of scatterers. The present paper provides a new approach to alleviate such a problem using an information theoretic criterion referred as minimum description length (MDL). The merits of the novel approach are confirmed by the numerical examples. The results indicate the time-reversal MUSIC yields accurate estimate of the target locations with considerable noise and multiple scattering in the received signals.

Keywords: Microwave imaging, Time reversal, MUSIC algorithm, Minimum Description Length (MDL).

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6155 A Comparative Study of GTC and PSP Algorithms for Mining Sequential Patterns Embedded in Database with Time Constraints

Authors: Safa Adi

Abstract:

This paper will consider the problem of sequential mining patterns embedded in a database by handling the time constraints as defined in the GSP algorithm (level wise algorithms). We will compare two previous approaches GTC and PSP, that resumes the general principles of GSP. Furthermore this paper will discuss PG-hybrid algorithm, that using PSP and GTC. The results show that PSP and GTC are more efficient than GSP. On the other hand, the GTC algorithm performs better than PSP. The PG-hybrid algorithm use PSP algorithm for the two first passes on the database, and GTC approach for the following scans. Experiments show that the hybrid approach is very efficient for short, frequent sequences.

Keywords: Database, GTC algorithm, PSP algorithm, sequential patterns, time constraints.

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6154 The Analysis of Defects Prediction in Injection Molding

Authors: Mehdi Moayyedian, Kazem Abhary, Romeo Marian

Abstract:

This paper presents an evaluation of a plastic defect in injection molding before it occurs in the process; it is known as the short shot defect. The evaluation of different parameters which affect the possibility of short shot defect is the aim of this paper. The analysis of short shot possibility is conducted via SolidWorks Plastics and Taguchi method to determine the most significant parameters. Finite Element Method (FEM) is employed to analyze two circular flat polypropylene plates of 1 mm thickness. Filling time, part cooling time, pressure holding time, melt temperature and gate type are chosen as process and geometric parameters, respectively. A methodology is presented herein to predict the possibility of the short-shot occurrence. The analysis determined melt temperature is the most influential parameter affecting the possibility of short shot defect with a contribution of 74.25%, and filling time with a contribution of 22%, followed by gate type with a contribution of 3.69%. It was also determined the optimum level of each parameter leading to a reduction in the possibility of short shot are gate type at level 1, filling time at level 3 and melt temperature at level 3. Finally, the most significant parameters affecting the possibility of short shot were determined to be melt temperature, filling time, and gate type.

Keywords: Injection molding, plastic defects, short shot, Taguchi method.

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6153 Oscillation Criteria for Nonlinear Second-order Damped Delay Dynamic Equations on Time Scales

Authors: Da-Xue Chen, Guang-Hui Liu

Abstract:

In this paper, we establish several oscillation criteria for the nonlinear second-order damped delay dynamic equation r(t)|xΔ(t)|β-1xΔ(t)Δ + p(t)|xΔσ(t)|β-1xΔσ(t) + q(t)f(x(τ (t))) = 0 on an arbitrary time scale T, where β > 0 is a constant. Our results generalize and improve some known results in which β > 0 is a quotient of odd positive integers. Some examples are given to illustrate our main results.

Keywords: Oscillation, damped delay dynamic equation, time scale.

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6152 Unscented Grid Filtering and Smoothing for Nonlinear Time Series Analysis

Authors: Nikolay Nikolaev, Evgueni Smirnov

Abstract:

This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

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6151 Gender Based Variability Time Series Complexity Analysis

Authors: Ramesh K. Sunkaria, Puneeta Marwaha

Abstract:

Non linear methods of heart rate variability (HRV) analysis are becoming more popular. It has been observed that complexity measures quantify the regularity and uncertainty of cardiovascular RR-interval time series. In the present work, SampEn has been evaluated in healthy normal sinus rhythm (NSR) male and female subjects for different data lengths and tolerance level r. It is demonstrated that SampEn is small for higher values of tolerance r. Also SampEn value of healthy female group is higher than that of healthy male group for short data length and with increase in data length both groups overlap each other and it is difficult to distinguish them. The SampEn gives inaccurate results by assigning higher value to female group, because male subject have more complex HRV pattern than that of female subjects. Therefore, this traditional algorithm exhibits higher complexity for healthy female subjects than for healthy male subjects, which is misleading observation. This may be due to the fact that SampEn do not account for multiple time scales inherent in the physiologic time series and the hidden spatial and temporal fluctuations remains unexplored.

Keywords: Heart rate variability, normal sinus rhythm group, RR interval time series, sample entropy.

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6150 Time Comparative Simulator for Distributed Process Scheduling Algorithms

Authors: Nazleeni Samiha Haron, Anang Hudaya Muhamad Amin, Mohd Hilmi Hasan, Izzatdin Abdul Aziz, Wirdhayu Mohd Wahid

Abstract:

In any distributed systems, process scheduling plays a vital role in determining the efficiency of the system. Process scheduling algorithms are used to ensure that the components of the system would be able to maximize its utilization and able to complete all the processes assigned in a specified period of time. This paper focuses on the development of comparative simulator for distributed process scheduling algorithms. The objectives of the works that have been carried out include the development of the comparative simulator, as well as to implement a comparative study between three distributed process scheduling algorithms; senderinitiated, receiver-initiated and hybrid sender-receiver-initiated algorithms. The comparative study was done based on the Average Waiting Time (AWT) and Average Turnaround Time (ATT) of the processes involved. The simulation results show that the performance of the algorithms depends on the number of nodes in the system.

Keywords: Distributed Systems, Load Sharing, Process Scheduling, AWT and ATT

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6149 Food Package Design to Preserve Food Temperature

Authors: Sugiono, W. Ardiatna, H. Firdaus, N. Kusnandar, B. Utomo, J. A. Kadar

Abstract:

It is desirable that most human food is warm when eaten, including when food is obtained by taking it away from the point of sale in disposable food packaging. However, such packaging does not retain heat for a long time, which is necessary to ensure the food remains warm when eaten. The study looked for single-use food packaging that could retain the heat of the food for a long time. The methodology for obtaining such packaging is either by modifying available packages on the market or by making new ones with materials that are easily obtained locally, then testing by loading the local food and measuring its temperature and the length of time until it reaches the lowest acceptable temperature for hot food (56°C). Packages made of plastic boxes lined with thin aluminum foil on the inside are the best way to keep food warm for up to 44 minutes from the time it is put in the package to the time the required temperature is reached. Moreover, packaging made of local common food paper, where the food was put in a transparent plastic bag inside the package, was found to be the simplest package that could retain heat for 82.31% as long as the best packaging could, in this study. Plastic boxes with thin aluminum foil inside were the best single-use food packaging in this study that served to keep hot food warm and fit for consumption.

Keywords: Aluminum foil, hot food, local food, packaging.

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6148 Virtual Prototyping and Operational Monitoring of PLC-Based Control System

Authors: Kwan Hee Han, Jun Woo Park, Seock Kyu Yoo, Geon Lee

Abstract:

As business environments are rapidly changing, the manufacturing system must be reconfigured to adapt to various customer needs. In order to cope with this challenge, it is quintessential to test industrial control logic rapidly and easily in the design time, and monitor operational behavior in the run time of automated manufacturing system. Proposed integrated model for virtual prototyping and operational monitoring of industrial control logic is to improve limitations of current ladder programming practices and general discrete event simulation method. Each plant layout model using HMI package and object-oriented control logic model is designed independently and is executed simultaneously in integrated manner to reflect design practices of automation system in the design time. Control logic is designed and executed using UML activity diagram without considering complicated control behavior to deal with current trend of reconfigurable manufacturing. After the physical installation, layout model of virtual prototype constructed in the design time is reused for operational monitoring of system behavior during run time.

Keywords: automated manufacturing system, HMI, monitoring, object-oriented, PLC, virtual prototyping

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6147 Use of Hierarchical Temporal Memory Algorithm in Heart Attack Detection

Authors: Tesnim Charrad, Kaouther Nouira, Ahmed Ferchichi

Abstract:

In order to reduce the number of deaths due to heart problems, we propose the use of Hierarchical Temporal Memory Algorithm (HTM) which is a real time anomaly detection algorithm. HTM is a cortical learning algorithm based on neocortex used for anomaly detection. In other words, it is based on a conceptual theory of how the human brain can work. It is powerful in predicting unusual patterns, anomaly detection and classification. In this paper, HTM have been implemented and tested on ECG datasets in order to detect cardiac anomalies. Experiments showed good performance in terms of specificity, sensitivity and execution time.

Keywords: HTM, Real time anomaly detection, ECG, Cardiac Anomalies.

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6146 An Expectation of the Rate of Inflation According to Inflation-Unemployment Interaction in Croatia

Authors: Zdravka Aljinović, Snježana Pivac, Boško Šego

Abstract:

According to the interaction of inflation and unemployment, expectation of the rate of inflation in Croatia is estimated. The interaction between inflation and unemployment is shown by model based on three first-order differential i.e. difference equations: Phillips relation, adaptive expectations equation and monetary-policy equation. The resulting equation is second order differential i.e. difference equation which describes the time path of inflation. The data of the rate of inflation and the rate of unemployment are used for parameters estimation. On the basis of the estimated time paths, the stability and convergence analysis is done for the rate of inflation.

Keywords: Differencing, inflation, time path, unemployment.

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6145 Kinetic Spectrophotometric Determination of Ramipril in Commercial Dosage Forms

Authors: Nafisur Rahman, Habibur Rahman, Syed Najmul Hejaz Azmi

Abstract:

This paper presents a simple and sensitive kinetic spectrophotometric method for the determination of ramipril in commercial dosage forms. The method is based on the reaction of the drug with 1-chloro-2,4-dinitrobenzene (CDNB) in dimethylsulfoxide (DMSO) at 100 ± 1ºC. The reaction is followed spectrophotometrically by measuring the rate of change of the absorbance at 420 nm. Fixed-time (ΔA) and equilibrium methods are adopted for constructing the calibration curves. Both the calibration curves were found to be linear over the concentration ranges 20 - 220 μg/ml. The regression analysis of calibration data yielded the linear equations: Δ A = 6.30 × 10-4 + 1.54 × 10-3 C and A = 3.62 × 10-4 + 6.35 × 10-3 C for fixed time (Δ A) and equilibrium methods, respectively. The limits of detection (LOD) for fixed time and equilibrium methods are 1.47 and 1.05 μg/ml, respectively. The method has been successfully applied to the determination of ramipril in commercial dosage forms. Statistical comparison of the results shows that there is no significant difference between the proposed methods and Abdellatef-s spectrophotometric method.

Keywords: Equilibrium method, Fixed-time (ΔA) method, Ramipril, Spectrophotometry.

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6144 A Real-Time Simulation Environment for Avionics Software Development and Qualification

Authors: U. Tancredi, D. Accardo, M. Grassi, G. Fasano, A. E. Tirri, A. Vitale, N. Genito, F. Montemari, L. Garbarino

Abstract:

The development of guidance, navigation and control algorithms and avionic procedures requires the disposability of suitable analysis and verification tools, such as simulation environments, which support the design process and allow detecting potential problems prior to the flight test, in order to make new technologies available at reduced cost, time and risk. This paper presents a simulation environment for avionic software development and qualification, especially aimed at equipment for general aviation aircrafts and unmanned aerial systems. The simulation environment includes models for short and medium-range radio-navigation aids, flight assistance systems, and ground control stations. All the software modules are able to simulate the modeled systems both in fast-time and real-time tests, and were implemented following component oriented modeling techniques and requirement based approach. The paper describes the specific models features, the architectures of the implemented software systems and its validation process. Performed validation tests highlighted the capability of the simulation environment to guarantee in real-time the required functionalities and performance of the simulated avionics systems, as well as to reproduce the interaction between these systems, thus permitting a realistic and reliable simulation of a complete mission scenario.

Keywords: ADS-B, avionics, NAVAIDs, real time simulation, TCAS, UAS ground control station.

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6143 Delay-Dependent Stability Criteria for Linear Time-Delay System of Neutral Type

Authors: Myeongjin Park, Ohmin Kwon, Juhyun Park, Sangmoon Lee

Abstract:

This paper proposes improved delay-dependent stability conditions of the linear time-delay systems of neutral type. The proposed methods employ a suitable Lyapunov-Krasovskii’s functional and a new form of the augmented system. New delay-dependent stability criteria for the systems are established in terms of Linear matrix inequalities (LMIs) which can be easily solved by various effective optimization algorithms. Numerical examples showed that the proposed method is effective and can provide less conservative results.

Keywords: Neutral systems, Time-delay, Stability, Lyapunovmethod, LMI.

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6142 Real-Time Visual Simulation and Interactive Animation of Shadow Play Puppets Using OpenGL

Authors: Tan Kian Lam, Abdullah Zawawi bin Haji Talib, Mohd. Azam Osman

Abstract:

This paper describes a method of modeling to model shadow play puppet using sophisticated computer graphics techniques available in OpenGL in order to allow interactive play in real-time environment as well as producing realistic animation. This paper proposes a novel real-time method is proposed for modeling of puppet and its shadow image that allows interactive play of virtual shadow play using texture mapping and blending techniques. Special effects such as lighting and blurring effects for virtual shadow play environment are also developed. Moreover, the use of geometric transformations and hierarchical modeling facilitates interaction among the different parts of the puppet during animation. Based on the experiments and the survey that were carried out, the respondents involved are very satisfied with the outcomes of these techniques.

Keywords: Animation, blending, hierarchical modeling, interactive play, real-time, shadow play, visual simulation.

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6141 Statistical Computational of Volatility in Financial Time Series Data

Authors: S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim

Abstract:

It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.

Keywords: Fast Fourier transforms, Haar wavelet transform, Matlab (Wavelet tools), stocks market, Volatility.

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6140 Proposed a Method for Increasing the Delivery Performance in Dynamic Supply Network

Authors: M. Safaei, M. Seifert, K. D. Thoben

Abstract:

Supply network management adopts a systematic and integrative approach to managing the operations and relationships of various parties in a supply network. The objective of the manufactures in their supply network is to reduce inventory costs and increase customer satisfaction levels. One way of doing that is to synchronize delivery performance. A supply network can be described by nodes representing the companies and the links (relationships) between these nodes. Uncertainty in delivery time depends on type of network relationship between suppliers. The problem is to understand how the individual uncertainties influence the total uncertainty of the network and identify those parts of the network, which has the highest potential for improving the total delivery time uncertainty.

Keywords: Delivery time uncertainty, Distribution function, Statistical method, Supply Network.

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