Search results for: winters model.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7431

Search results for: winters model.

2991 Pruning Method of Belief Decision Trees

Authors: Salsabil Trabelsi, Zied Elouedi, Khaled Mellouli

Abstract:

The belief decision tree (BDT) approach is a decision tree in an uncertain environment where the uncertainty is represented through the Transferable Belief Model (TBM), one interpretation of the belief function theory. The uncertainty can appear either in the actual class of training objects or attribute values of objects to classify. In this paper, we develop a post-pruning method of belief decision trees in order to reduce size and improve classification accuracy on unseen cases. The pruning of decision tree has a considerable intention in the areas of machine learning.

Keywords: machine learning, uncertainty, belief function theory, belief decision tree, pruning.

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2990 Testing the Relationship between Economic Freedoms and Growth by Panel Causality Application: Case of Middle East Countries

Authors: Ahmet Ay, Hakan Acet, Ceyhun Can Özcan

Abstract:

Economic freedoms, most emphasized issue in the recent years, are considered to affect economic growth and performance via institutional structure. In this context, a model that includes Turkey and Middle East Countries, and where the effects of economic freedom on growth are examined, was formed. For the groups of countries determined, in the study carried out by using the dataset belonging the period of 2004 - 2009, between economic freedoms and growth, a negative relationship was observed as group. In the sense of individual effects, it was identified that there was a positive relationship in terms of some Middle East Countries and Turkey.

Keywords: Economic Freedoms, Economic Growth, Freedoms.

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2989 The Study of Ultimate Response Guideline of Kuosheng BWR/6 Nuclear Power Plant Using TRACE and SNAP

Authors: J. R. Wang, J. H. Yang, Y. Chiang, H. C. Chen, C. Shih, S. W. Chen, S. C. Chiang, T. Y. Yu

Abstract:

In this study of ultimate response guideline (URG), Kuosheng BWR/6 nuclear power plant (NPP) TRACE model was established. The reactor depressurization, low pressure water injection, and containment venting are the main actions of URG. This research focuses to evaluate the efficiency of URG under Fukushima-like conditions. Additionally, the sensitivity study of URG was also performed in this research. The analysis results of TRACE present that URG can keep the peak cladding temperature (PCT) below 1088.7 K (the failure criteria) under Fukushima-like conditions. It implied that Kuosheng NPP was at the safe situation.

Keywords: BWR, TRACE, safety analysis, URG.

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2988 Fuzzy Boundary Layer Solution to Nonlinear Hydraulic Position Control Problem

Authors: Mustafa Resa Becan

Abstract:

Sliding mode control with a fuzzy boundary layer is presented to hydraulic position control problem in this paper. A nonlinear hydraulic servomechanism which has an asymmetric cylinder is modeled and simulated first, then the proposed control scheme is applied to this model versus the conventional sliding mode control. Simulation results proved that the chattering free position control is achieved by tuning the fuzzy scaling factors properly.

Keywords: Hydraulic servomechanism, position control, sliding mode control, chattering, fuzzy boundary layer.

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2987 The Influence of Consumer and Brand-Oriented Capabilities on Business Performance in Young Firms: A Quantitative Causal Model Analysis

Authors: Katharina Buttenberg

Abstract:

Customer and brand-oriented capabilities have been identified as key influencing capabilities for business performance. Especially in the early years of the firm, it is crucial to develop and consciously manage these capabilities. In this paper, the results of a quantitative analysis, investigating the causal relationship between customer- and brand-oriented (marketing) capabilities and business performance will be presented. The research displays the dependencies between the constructs and will provide practical implications for young firms in the acquisition and management of these capabilities.

Keywords: Brand-oriented capabilities, customer-oriented capabilities, entrepreneurship, resource-based theory, young firms.

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2986 Analysis of the Shielding Effectiveness of Several Magnetic Shields

Authors: Diako Azizi, Hosein Heydari, Ahmad Gholami

Abstract:

Today with the rapid growth of telecommunications equipment, electronic and developing more and more networks of power, influence of electromagnetic waves on one another has become hot topic discussions. So in this article, this issue and appropriate mechanisms for EMC operations have been presented. First, a source of alternating current (50 Hz) and a clear victim in a certain distance from the source is placed. With this simple model, the effects of electromagnetic radiation from the source to the victim will be investigated and several methods to reduce these effects have been presented. Therefore passive and active shields have been used. In some steps, shielding effectiveness of proposed shields will be compared. . It should be noted that simulations have been done by the finite element method (FEM).

Keywords: Electrical field, field distribution, finite element method, shielding effectiveness

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2985 Design and Development of Architectural Model Darul Ridzuan Museum

Authors: Jafreezal Jaafar, Hasiah Mohamed, Hazida Razali

Abstract:

This paper focuses on the 3D reconstruction of the architectural design of Darul Ridzuan Museum. It has concentrated on designing exterior part of the building according to colored digital photo of the real museum. Besides viewing the architecture, walkthroughs are generated for the user to control it in an easier way. User can travel through the museum to get the feel of the environment and to explore the design of the museum as a whole; both exterior and interior. The result has shown positive result in terms of realism, navigation, collision detection, suitability, usability and user-s acceptance. In brief, the 3D virtual museum has provided an alternative to present a real museum.

Keywords: Virtual Heritage, 3D Modelling, Virtual Museum, Usability Evaluation

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2984 Development of Sleep Quality Index Using Heart Rate

Authors: Dongjoo Kim, Chang-Sik Son, Won-Seok Kang

Abstract:

Adequate sleep affects various parts of one’s overall physical and mental life. As one of the methods in determining the appropriate amount of sleep, this research presents a heart rate based sleep quality index. In order to evaluate sleep quality using the heart rate, sleep data from 280 subjects taken over one month are used. Their sleep data are categorized by a three-part heart rate range. After categorizing, some features are extracted, and the statistical significances are verified for these features. The results show that some features of this sleep quality index model have statistical significance. Thus, this heart rate based sleep quality index may be a useful discriminator of sleep.

Keywords: Sleep, sleep quality, heart rate, statistical analysis.

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2983 Real-time Detection of Space Manipulator Self-collision

Authors: Zhang Xiaodong, Tang Zixin, Liu Xin

Abstract:

In order to avoid self-collision of space manipulators during operation process, a real-time detection method is proposed in this paper. The manipulator is fitted into a cylinder-enveloping surface, and then, a kind of detection algorithm of collision between cylinders is analyzed. The collision model of space manipulator self-links can be detected by using this algorithm in real-time detection during the operation process. To ensure security of the operation, a safety threshold is designed. The simulation and experiment results verify the effectiveness of the proposed algorithm for a 7-DOF space manipulator.

Keywords: Space manipulator, Collision detection, Self-collision, the real-time collision detection.

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2982 Meshed Antenna for Ku-band Wireless Communication

Authors: Chokri Baccouch, Chayma Bahhar, Hedi Sakli, Nizar Sakli

Abstract:

In this article, we present the combination of an antenna patch structure with a photovoltaic cell in one device for telecommunication applications in isolated environments. The radiating patch element of a patch antenna was replaced by a solar cell. DC current generation is the original feature of the solar cell, but now it was additionally able to receive and transmit electromagnetic waves. A mathematical model which serves in the minimization of power losses of the cell and therefore the improvement in conversion performance was studied. Simulation results of this antenna show a resonance at a frequency of 16.55 GHz in Ku-band with a gain of 4.24 dBi.

Keywords: Electric power collected, optical and electrical losses, optimization of the grid of collection, patch antenna, photovoltaic cell.

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2981 An Interval-Based Multi-Attribute Decision Making Approach for Electric Utility Resource Planning

Authors: M. Sedighizadeh, A. Rezazadeh

Abstract:

This paper presents an interval-based multi-attribute decision making (MADM) approach in support of the decision process with imprecise information. The proposed decision methodology is based on the model of linear additive utility function but extends the problem formulation with the measure of composite utility variance. A sample study concerning with the evaluation of electric generation expansion strategies is provided showing how the imprecise data may affect the choice toward the best solution and how a set of alternatives, acceptable to the decision maker (DM), may be identified with certain confidence.

Keywords: Decision Making, Power Generation, ElectricUtilities, Resource Planning.

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2980 Predicting Protein Function using Decision Tree

Authors: Manpreet Singh, Parminder Kaur Wadhwa, Surinder Kaur

Abstract:

The drug discovery process starts with protein identification because proteins are responsible for many functions required for maintenance of life. Protein identification further needs determination of protein function. Proposed method develops a classifier for human protein function prediction. The model uses decision tree for classification process. The protein function is predicted on the basis of matched sequence derived features per each protein function. The research work includes the development of a tool which determines sequence derived features by analyzing different parameters. The other sequence derived features are determined using various web based tools.

Keywords: Sequence Derived Features, decision tree.

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2979 Modal Analysis of Power System with a Microgrid

Authors: Burak Yildirim, Muhsin Tunay Gençoğlu

Abstract:

A microgrid (MG) is a small power grid composed of localized medium or low level power generation, storage systems, and loads. In this paper, the effects of a MG on power systems voltage stability are shown. The MG model, designed to demonstrate the effects of the MG, was applied to the IEEE 14 bus power system which is widely used in power system stability studies. Eigenvalue and modal analysis methods were used in simulation studies. In the study results, it is seen that MGs affect system voltage stability positively by increasing system voltage instability limit value for buses of a power system in which MG are placed.

Keywords: Eigenvalue analysis, microgrid, modal analysis, voltage stability.

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2978 A Novel Method for Behavior Modeling in Uncertain Information Systems

Authors: Ali Haroonabadi, Mohammad Teshnehlab

Abstract:

None of the processing models in the software development has explained the software systems performance evaluation and modeling; likewise, there exist uncertainty in the information systems because of the natural essence of requirements, and this may cause other challenges in the processing of software development. By definition an extended version of UML (Fuzzy- UML), the functional requirements of the software defined uncertainly would be supported. In this study, the behavioral description of uncertain information systems by the aid of fuzzy-state diagram is crucial; moreover, the introduction of behavioral diagrams role in F-UML is investigated in software performance modeling process. To get the aim, a fuzzy sub-profile is used.

Keywords: Fuzzy System, Software Development Model, Software Performance Evaluation, UML

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2977 An Extended Eclectic Paradigm of Dunning: Impact of New International Business Processes

Authors: D. de Matías Batalla

Abstract:

This paper develops and extended eclectic paradigm to fit the firm internationalization process with the real international business world. The approach is based on Dunning´s, introducing new concepts like mode of entry, international joint venture o international mergers and acquisitions. At the same time is presented a model to describe the Spanish international mergers and acquisitions in order to determinate the most important factor that influence in this type of foreign direct investment.

Keywords: Dunning, eclectic paradigm, foreign direct investment, IJV, international business, international management, multinational firms, firm internationalization process, M&A.

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2976 Local Mechanical Analysis of Arch Foot of Space Y-Beam Arch Bridge

Authors: Cao Ziyuan, Luo Xuan

Abstract:

To study the local force characteristics of a spatial Y-arch bridge, a medium-bearing spatial Y-arch bridge is used as the object of study, and the finite element software FEA is used to establish a spatial finite element model and analyze the force conditions of the arch legs under different most unfavorable loading conditions. It is found that the forces on the arch foot under different conditions are mainly in the longitudinal direction and transverse direction, which should be considered for strengthening. The research results can provide reference for the design and construction of the same type of bridge.

Keywords: Bridge engineering, special-shaped arch bridge, mechanical properties, local analysis.

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2975 Optimal Controller Design for Linear Magnetic Levitation Rail System

Authors: Tooraj Hakim Elahi, Abdolamir Nekoubin

Abstract:

In many applications, magnetic suspension systems are required to operate over large variations in air gap. As a result, the nonlinearities inherent in most types of suspensions have a significant impact on performance. Specifically, it may be difficult to design a linear controller which gives satisfactory performance, stability, and disturbance rejection over a wide range of operating points. in this paper an optimal controller based on discontinuous mathematical model of the system for an electromagnetic suspension system which is applied in magnetic trains has been designed . Simulations show that the new controller can adapt well to the variance of suspension mass and gap, and keep its dynamic performance, thus it is superior to the classic controller.

Keywords: Magnetic Levitation, optimal controller, mass and gap

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2974 Efficient Frontier - Comparing Different Volatility Estimators

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

Abstract:

Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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2973 MHD Mixed Convection in a Vertical Porous Channel

Authors: B. Fersadou, H. Kahalerras

Abstract:

This work deals with the problem of MHD mixed convection in a completely porous and differentially heated vertical channel. The model of Darcy-Brinkman-Forchheimer with the Boussinesq approximation is adopted and the governing equations are solved by the finite volume method. The effects of magnetic field and buoyancy force intensities are given by the Hartmann and Richardson numbers respectively, as well as the Joule heating represented by Eckert number on the velocity and temperature fields, are examined. The main results show an augmentation of heat transfer rate with the decrease of Darcy number and the increase of Ri and Ha when Joule heating is neglected.

Keywords: Heat sources, magnetic field, mixed convection, porous channel.

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2972 Coalescence of Insulin and Triglyceride/High Density Lipoprotein Cholesterol Ratio for the Derivation of a Laboratory Index to Predict Metabolic Syndrome in Morbid Obese Children

Authors: Orkide Donma, Mustafa M. Donma

Abstract:

Morbid obesity is a health threatening condition particularly in children. Generally, it leads to the development of metabolic syndrome (MetS) characterized by central obesity, elevated fasting blood glucose (FBG), triglyceride (TRG), blood pressure values and suppressed high density lipoprotein cholesterol (HDL-C) levels. However, some ambiguities exist during the diagnosis of MetS in children below 10 years of age. Therefore, clinicians are in the need of some surrogate markers for the laboratory assessment of pediatric MetS. In this study, the aim is to develop an index, which will be more helpful during the evaluation of further risks detected in morbid obese (MO) children. A total of 235 children with normal body mass index (N-BMI), with varying degrees of obesity; overweight (OW), obese (OB), MO as well as MetS participated in this study. The study was approved by the Institutional Ethical Committee. Informed consent forms were obtained from the parents of the children. Obesity states of the children were classified using BMI percentiles adjusted for age and sex. For the purpose, tabulated data prepared by WHO were used. MetS criteria were defined. Systolic and diastolic blood pressure values were measured. Parameters related to glucose and lipid metabolisms were determined. FBG, insulin (INS), HDL-C, TRG concentrations were determined. Diagnostic Obesity Notation Model Assessment Laboratory (DONMALAB) Index [ln TRG/HDL-C*INS] was introduced. Commonly used insulin resistance (IR) indices such as Homeostatic Model Assessment for IR (HOMA-IR) as well as ratios such as TRG/HDL-C, TRG/HDL-C*INS, HDL-C/TRG*INS, TRG/HDL-C*INS/FBG, log, and ln versions of these ratios were calculated. Results were interpreted using statistical package program (SPSS Version 16.0) for Windows. The data were evaluated using appropriate statistical tests. The degree for statistical significance was defined as 0.05. 35 N, 20 OW, 47 OB, 97 MO children and 36 with MetS were investigated. Mean ± SD values of TRG/HDL-C were 1.27 ± 0.69, 1.86 ± 1.08, 2.15 ± 1.22, 2.48 ± 2.35 and 4.61 ± 3.92 for N, OW, OB, MO and MetS children, respectively. Corresponding values for the DONMALAB index were 2.17 ± 1.07, 3.01 ± 0.94, 3.41 ± 0.93, 3.43 ± 1.08 and 4.32 ± 1.00. TRG/HDL-C ratio significantly differed between N and MetS groups. On the other hand, DONMALAB index exhibited statistically significant differences between N and all the other groups except the OW group. This index was capable of discriminating MO children from those with MetS. Statistically significant elevations were detected in MO children with MetS (p < 0.05). Multiple parameters are commonly used during the assessment of MetS. Upon evaluation of the values obtained for N, OW, OB, MO groups and for MO children with MetS, the [ln TRG/HDL-C*INS] value was unique in discriminating children with MetS.

Keywords: Children, index, laboratory, metabolic syndrome, obesity.

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2971 The Comprehensive Study Based on Ultrasonic and X-ray Visual Technology for GIS Equipment Detection

Authors: Wei Zhang, Hong Yu, Xian-ping Zhao, Da-da Wang, Fei Xue

Abstract:

For lack of the visualization of the ultrasonic detection method of partial discharge (PD), the ultrasonic detection technology combined with the X-ray visual detection method (UXV) is proposed. The method can conduct qualitative analysis accurately and conduct reliable positioning diagnosis to the internal insulation defects of GIS, and while it could make up the blindness of the X-ray visual detection method and improve the detection rate. In this paper, an experimental model of GIS is used as the trial platform, a variety of insulation defects are set inside the GIS cavity. With the proposed method, the ultrasonic method is used to conduct the preliminary detection, and then the X-ray visual detection is used to locate and diagnose precisely. Therefore, the proposed UXV technology is feasible and practical.

Keywords: GIS, ultrasonic, visual detection, X-ray

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2970 Density Functional Calculations of 27Al, 11B,and 14N and NQR Parameters in the (6, 0) BN_AlN Nanotube Junction

Authors: Morteza Farahani, Ahmad Seif, Asadallah Boshra, Hossein Aghaie

Abstract:

Density functional theory (DFT) calculations were performed to calculate aluminum-27, boron-11, and nitrogen-14 quadrupole coupling constant (CQ) in the representative considered model of (6, 0) boron nitride-aluminum nitride nanotube junction (BN-AlNNT) for the first time. To this aim, 1.3 nm length of BNAlN consisting of 18 Al, 18 B, and 36 N atoms was selected where the end atoms capped by hydrogen atoms. The calculated CQ values for optimized BN-AlNNT system reveal different electrostatic environment in the mentioned system. The calculations were performed using the Gaussian 98 package of program.

Keywords: Nanotube Junction, Density functional, Nuclear Quadrupole Resonance.

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2969 Comparative Study of Equivalent Linear and Non-Linear Ground Response Analysis for Rapar District of Kutch, India

Authors: Kulin Dave, Kapil Mohan

Abstract:

Earthquakes are considered to be the most destructive rapid-onset disasters human beings are exposed to. The amount of loss it brings in is sufficient to take careful considerations for designing of structures and facilities. Seismic Hazard Analysis is one such tool which can be used for earthquake resistant design. Ground Response Analysis is one of the most crucial and decisive steps for seismic hazard analysis. Rapar district of Kutch, Gujarat falls in Zone 5 of earthquake zone map of India and thus has high seismicity because of which it is selected for analysis. In total 8 bore-log data were studied at different locations in and around Rapar district. Different soil engineering properties were analyzed and relevant empirical correlations were used to calculate maximum shear modulus (Gmax) and shear wave velocity (Vs) for the soil layers. The soil was modeled using Pressure-Dependent Modified Kodner Zelasko (MKZ) model and the reference curve used for fitting was Seed and Idriss (1970) for sand and Darendeli (2001) for clay. Both Equivalent linear (EL), as well as Non-linear (NL) ground response analysis, has been carried out with Masing Hysteretic Re/Unloading formulation for comparison. Commercially available DEEPSOIL v. 7.0 software is used for this analysis. In this study an attempt is made to quantify ground response regarding generated acceleration time-history at top of the soil column, Response spectra calculation at 5 % damping and Fourier amplitude spectrum calculation. Moreover, the variation of Peak Ground Acceleration (PGA), Maximum Displacement, Maximum Strain (in %), Maximum Stress Ratio, Mobilized Shear Stress with depth is also calculated. From the study, PGA values estimated in rocky strata are nearly same as bedrock motion and marginal amplification is observed in sandy silt and silty clays by both analyses. The NL analysis gives conservative results of maximum displacement as compared to EL analysis. Maximum strain predicted by both studies is very close to each other. And overall NL analysis is more efficient and realistic because it follows the actual hyperbolic stress-strain relationship, considers stiffness degradation and mobilizes stresses generated due to pore water pressure.

Keywords: DEEPSOIL v 7.0, Ground Response Analysis, Pressure-Dependent Modified KodnerZelasko (MKZ) model, Response Spectra, Shear wave velocity.

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2968 Peer-to-Peer Epidemic Algorithms for Reliable Multicasting in Ad Hoc Networks

Authors: Zülküf Genç, Öznur Özkasap

Abstract:

Characteristics of ad hoc networks and even their existence depend on the nodes forming them. Thus, services and applications designed for ad hoc networks should adapt to this dynamic and distributed environment. In particular, multicast algorithms having reliability and scalability requirements should abstain from centralized approaches. We aspire to define a reliable and scalable multicast protocol for ad hoc networks. Our target is to utilize epidemic techniques for this purpose. In this paper, we present a brief survey of epidemic algorithms for reliable multicasting in ad hoc networks, and describe formulations and analytical results for simple epidemics. Then, P2P anti-entropy algorithm for content distribution and our prototype simulation model are described together with our initial results demonstrating the behavior of the algorithm.

Keywords: Ad hoc networks, epidemic, peer-to-peer, reliablemulticast.

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2967 Analysis of Permanence and Extinction of Enterprise Cluster Based On Ecology Theory

Authors: Ping Liu, Yongkun Li

Abstract:

This paper is concerned with the permanence and extinction problem of enterprises cluster constituted by m satellite enterprises and a dominant enterprise. We present the model involving impulsive effect based on ecology theory, which effectively describe the competition and cooperation of enterprises cluster in real economic environment. Applying comparison theorem of impulsive differential equation, we establish sufficient conditions which ultimately affect the fate of enterprises: permanence, extinction, and co-existence. Finally, we present numerical examples to explain the economical significance of mathematical results.

Keywords: Enterprise cluster, permanence, extinction, impulsive, comparison theorem.

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2966 Object-Oriented Programming for Modeling and Simulation of Systems in Physiology

Authors: J. Fernandez de Canete

Abstract:

Object-oriented modeling is spreading in current simulation of physiological systems through the use of the individual components of the model and its interconnections to define the underlying dynamic equations. In this paper we describe the use of both the SIMSCAPE and MODELICA simulation environments in the object-oriented modeling of the closed loop cardiovascular system. The performance of the controlled system was analyzed by simulation in light of the existing hypothesis and validation tests previously performed with physiological data. The described approach represents a valuable tool in the teaching of physiology for graduate medical students.

Keywords: Object-Oriented Modeling, SIMSCAPE Simulation Language, MODELICA Simulation Language, Cardiovascular System.

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2965 Knowledge Management Model for Modern Retail Business: A Conceptual Framework

Authors: M. W. Yip, H. H. Ng, S. Din, N. Abu Bakar

Abstract:

This paper reviewed the relationships between the Knowledge Management (KM) activities and its perceived benefits in the knowledge based organisations. KM activities include: knowledge identification, knowledge acquisition, knowledge application, knowledge sharing, knowledge creation and knowledge preservation. And the perceived benefits of KM are fast customer responsiveness, operation excellence and high innovative intensity.  Based on the above review, a conceptual framework for KM implementation in retail business organisations has been proposed. Finally the paper forwarded some limitations of the framework and based on which, directions for future research had been suggested.

Keywords: Knowledge Management, Knowledge Management Activities, Retail Business, Knowledge Economy.

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2964 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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2963 Investigation of Mesoporous Silicon Carbonization Process

Authors: N. I. Kargin, G. K. Safaraliev, A. S. Gusev, A. O. Sultanov, N. V. Siglovaya, S. M. Ryndya, A. A. Timofeev

Abstract:

In this paper, an experimental and theoretical study of the processes of mesoporous silicon carbonization during the formation of buffer layers for the subsequent epitaxy of 3C-SiC films and related wide-band-gap semiconductors is performed. Experimental samples were obtained by the method of chemical vapor deposition and investigated by scanning electron microscopy. Analytic expressions were obtained for the effective diffusion factor and carbon atoms diffusion length in a porous system. The proposed model takes into account the processes of Knudsen diffusion, coagulation and overgrowing of pores during the formation of a silicon carbide layer.

Keywords: Silicon carbide, porous silicon, carbonization, electrochemical etching, diffusion.

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2962 Comparative Approach of Measuring Price Risk on Romanian and International Wheat Market

Authors: Larisa N. Pop, Irina M. Ban

Abstract:

This paper aims to present the main instruments used in the economic literature for measuring the price risk, pointing out on the advantages brought by the conditional variance in this respect. The theoretical approach will be exemplified by elaborating an EGARCH model for the price returns of wheat, both on Romanian and on international market. To our knowledge, no previous empirical research, either on price risk measurement for the Romanian markets or studies that use the ARIMA-EGARCH methodology, have been conducted. After estimating the corresponding models, the paper will compare the estimated conditional variance on the two markets.

Keywords: conditional variance, GARCH models, price risk, volatility

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