Search results for: Hurst parameter
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1114

Search results for: Hurst parameter

634 Study of the Sloshing Phenomenon in a Tank Filled Partially with Liquid Using CFD Simulation

Authors: Amit Kumar, Jaikumar V., Pradeep A. G., Shivakumar Bhavi

Abstract:

Reducing sloshing is one of the major challenges in industries where transporting of liquid is involved. The present study investigates the sloshing effect for different liquid levels of 50% of the tank capacity. CFD simulation for two different baffle configurations has been carried out using a time-based multiphase Volume of fluid (VOF) scheme. Baffles were introduced to examine the sloshing effect inside the tank. Results were compared against the baseline case to assess the effectiveness of baffles; maximum liquid height over the period of the simulation was considered as the parameter for measuring the sloshing effect inside the tank. It was found that the addition of baffles reduced the sloshing effect inside the tank as compared to the baseline model.

Keywords: 3D effect of sloshing, multiphase volume of fluid, CFD, baffles

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633 Mathematical Properties of the Viscous Rotating Stratified Fluid Counting with Salinity and Heat Transfer in a Layer

Authors: A. Giniatoulline

Abstract:

A model of the mathematical fluid dynamics which describes the motion of a three-dimensional viscous rotating fluid in a homogeneous gravitational field with the consideration of the salinity and heat transfer is considered in a vertical finite layer. The model is a generalization of the linearized Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density, salinity, and heat transfer. An explicit solution is constructed and the proof of the existence and uniqueness theorems is given. The localization and the structure of the spectrum of inner waves is also investigated. The results may be used, in particular, for constructing stable numerical algorithms for solutions of the considered models of fluid dynamics of the Atmosphere and the Ocean.

Keywords: Fourier transform, generalized solutions, Navier-Stokes equations, stratified fluid.

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632 Quasilinearization–Barycentric Approach for Numerical Investigation of the Boundary Value Fin Problem

Authors: Alireza Rezaei, Fatemeh Baharifard, Kourosh Parand

Abstract:

In this paper we improve the quasilinearization method by barycentric Lagrange interpolation because of its numerical stability and computation speed to achieve a stable semi analytical solution. Then we applied the improved method for solving the Fin problem which is a nonlinear equation that occurs in the heat transferring. In the quasilinearization approach the nonlinear differential equation is treated by approximating the nonlinear terms by a sequence of linear expressions. The modified QLM is iterative but not perturbative and gives stable semi analytical solutions to nonlinear problems without depending on the existence of a smallness parameter. Comparison with some numerical solutions shows that the present solution is applicable.

Keywords: Quasilinearization method, Barycentric lagrange interpolation, nonlinear ODE, fin problem, heat transfer.

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631 Study of the Effect of Inclusion of TiO2 in Active Flux on Submerged Arc Welding of Low Carbon Mild Steel Plate and Parametric Optimization of the Process by Using DEA Based Bat Algorithm

Authors: Sheetal Kumar Parwar, J. Deb Barma, A. Majumder

Abstract:

Submerged arc welding is a very complex process. It is a very efficient and high performance welding process. In this present study an attempt have been done to reduce the welding distortion by increased amount of oxide flux through TiO2 in submerged arc welding process. Care has been taken to avoid the excessiveness of the adding agent for attainment of significant results. Data Envelopment Analysis (DEA) based BAT algorithm is used for the parametric optimization purpose in which DEA is used to convert multi response parameters into a single response parameter. The present study also helps to know the effectiveness of the addition of TiO2 in active flux during submerged arc welding process.

Keywords: BAT algorithm, design of experiment, optimization, submerged arc welding.

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630 Estimating Frequency, Amplitude and Phase of Two Sinusoids with Very Close Frequencies

Authors: Jayme G. A. Barbedo, Amauri Lopes

Abstract:

This paper presents an algorithm to estimate the parameters of two closely spaced sinusoids, providing a frequency resolution that is more than 800 times greater than that obtained by using the Discrete Fourier Transform (DFT). The strategy uses a highly optimized grid search approach to accurately estimate frequency, amplitude and phase of both sinusoids, keeping at the same time the computational effort at reasonable levels. The proposed method has three main characteristics: 1) a high frequency resolution; 2) frequency, amplitude and phase are all estimated at once using one single package; 3) it does not rely on any statistical assumption or constraint. Potential applications to this strategy include the difficult task of resolving coincident partials of instruments in musical signals.

Keywords: Closely spaced sinusoids, high-resolution parameter estimation, optimized grid search.

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629 Parameter Estimation using Maximum Likelihood Method from Flight Data at High Angles of Attack

Authors: Rakesh Kumar, A. K. Ghosh

Abstract:

The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Keywords: Maximum Likelihood, nonlinear, parameters, stall.

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628 Evaluation of Chlorophyll Content and Chlorophyll Fluorescence Parameters and Relationships between Chlorophyll a, b and Chlorophyll Content Index under Water Stress in Olea europaea cv. Dezful

Authors: E. Khaleghi, K. Arzani, N. Moallemi, M. Barzegar

Abstract:

This study was conducted to determine effect of water stress on chlorophyll content and chlorophyll fluorescence parameter in young `Dezful- olive trees. Three irrigation regimes (40% ETcrop, 65% ETcrop and 100% ETcrop) were used. After irrigation treatments were applied, some of biochemical parameters including chlorophyll a, b, total chlorophyll, chlorophyll fluorescence and also chlorophyll content index (C.C.I) were measured. Results of Analysis of variance showed that irrigation treatments had significant effect on chlorophylla, total chlorophyll (chl a+b), C.C.I and Fv/Fm ratio. The amount of decreased chlorophyll a and total chlorophyll in plants were received 40% ETcrop were 51.55% and 46.86%, respectively, compared with 100% ETcrop.

Keywords: Evatarnspiration (ETcrop), Chlorophyll Content, Chlorophyll Fluorescence, Water stress, Olive

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627 Impact of the Operation and Infrastructure Parameters to the Railway Track Capacity

Authors: Martin Kendra, Jaroslav Mašek, Juraj Čamaj, Matej Babin

Abstract:

The railway transport is considered as a one of the most environmentally friendly mode of transport. With future prediction of increasing of freight transport there are lines facing problems with demanded capacity. Increase of the track capacity could be achieved by infrastructure constructive adjustments. The contribution shows how the travel time can be minimized and the track capacity increased by changing some of the basic infrastructure and operation parameters, for example, the minimal curve radius of the track, the number of tracks, or the usable track length at stations. Calculation of the necessary parameter changes is based on the fundamental physical laws applied to the train movement, and calculation of the occupation time is dependent on the changes of controlling the traffic between the stations.

Keywords: Curve radius, maximum curve speed, track mass capacity, reconstruction.

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626 Investigation of Effective Parameters on Annealing and Hot Spotting Processes for Straightening of Bent Turbine Rotors

Authors: Esmaeil Poursaeidi, Mostafa Kamalzadeh Yazdi, Mohammadreza Mohammadi Arhani1

Abstract:

The most severe damage of the turbine rotor is its distortion. The rotor straightening process must lead, at the first stage, to removal of the stresses from the material by annealing and next, to straightening of the plastic distortion without leaving any stress by hot spotting. The straightening method does not produce stress accumulations and the heating technique, developed specifically for solid forged rotors and disks, enables to avoid local overheating and structural changes in the material. This process also does not leave stresses in the shaft material. An experimental study of hot spotting is carried out on a large turbine rotor and some of the most important effective parameters that must be considered on annealing and hot spotting processes are investigated in this paper.

Keywords: Annealing, Hot Spotting, Effective Parameter, Rotor

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625 Photocatalytic Degradation of Produced Water Hydrocarbon of an Oil Field by Using Ag-Doped TiO2 Nanoparticles

Authors: Hamed Bazrafshan, Saeideh Dabirnia, Zahra Alipour Tesieh, Samaneh Alavi, Bahram Dabir

Abstract:

In this study, the removal of pollutants of a real produced water sample from an oil reservoir (a light oil reservoir), using a photocatalytic degradation process in a cylindrical glass reactor, was investigated. Using TiO2 and Ag-TiO2 in slurry form, the photocatalytic degradation was studied by measuring the Chemical Oxygen Demand (COD) parameter, qualitative analysis, and GC-MS. At first, optimization of the parameters on photocatalytic degradation of hydrocarbon pollutants in real produced water, using TiO2 nanoparticles as photocatalysts under UV light, was carried out applying response surface methodology. The results of the design of the experiment showed that the optimum conditions were at a catalyst concentration of 1.14 g/lit and pH of 2.67, and the percentage of COD removal was 72.65%.

Keywords: Photocatalyst, Ag-doped, TiO2, produced water, nanoparticles.

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624 Analyzing and Comparing the Hot-spot Thermal Models of HV/LV Prefabricated and Outdoor Oil-Immersed Power Transformers

Authors: Ali Mamizadeh, Ires Iskender

Abstract:

The most important parameter in transformers life expectancy is the hot-spot temperature level which accelerates the rate of aging of the insulation. The aim of this paper is to present thermal models for transformers loaded at prefabricated MV/LV transformer substations and outdoor situations. The hot-spot temperature of transformers is studied using their top-oil temperature rise models. The thermal models proposed for hot-spot and top-oil temperatures of different operating situations are compared. Since the thermal transfer is different for indoor and outdoor transformers considering their operating conditions, their hot-spot thermal models differ from each other. The proposed thermal models are verified by the results obtained from the experiments carried out on a typical 1600 kVA, 30 /0.4 kV, ONAN transformer for both indoor and outdoor situations.

Keywords: Hot-spot Temperature, Dynamic Thermal Model, MV/LV Prefabricated, Oil Immersed Transformers

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623 Modeling of Catalyst Deactivation in Catalytic Wet Air Oxidation of Phenol in Fixed Bed Three-Phase Reactor

Authors: Akram Golestani, Mohammad Kazemeini, Farhad Khorasheh, Moslem Fattahi

Abstract:

Modeling and simulation of fixed bed three-phase catalytic reactors are considered for wet air catalytic oxidation of phenol to perform a comparative numerical analysis between tricklebed and packed-bubble column reactors. The modeling involves material balances both for the catalyst particle as well as for different fluid phases. Catalyst deactivation is also considered in a transient reactor model to investigate the effects of various parameters including reactor temperature on catalyst deactivation. The simulation results indicated that packed-bubble columns were slightly superior in performance than trickle beds. It was also found that reaction temperature was the most effective parameter in catalyst deactivation.

Keywords: Catalyst deactivation, Catalytic wet air oxidation, Trickle-bed, Wastewater.

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622 Dimensioning of Subsynchronous Cascade for Speed Regulation of Two-Motors 6kv Conveyer Drives

Authors: M. Kasumović, A. Hodžić, M. Tešanović

Abstract:

One way for optimum loading of overdimensioning conveyers is speed (capacity) decrement, with attention for production capabilities and demands. At conveyers which drives with three phase slip-ring induction motor, technically reasonable solution for conveyer (driving motors) speed regulation is using constant torque subsynchronous cascade with static semiconductor converter and transformer for energy reversion to the power network. In the paper is described mathematical model for parameter calculation of two-motors 6 kV subsynchronous cascade. It is also demonstrated that applying of this cascade gave several good properties, foremost in electrical energy saving, also in improving of other energy indexes, and finally that results in cost reduction of complete electrical motor drive.

Keywords: Conveyer with rubber belt, electrical motor drive, sub synchronous cascade

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621 Testing the Validity of Feldstein-Horioka Puzzle in BRICS Countries

Authors: Teboho J. Mosikari, Johannes T. Tsoku, Diteboho L. Xaba

Abstract:

The increase of capital mobility across emerging economies has become an interesting topic for many economic policy makers. The current study tests the validity of Feldstein–Horioka puzzle for 5 BRICS countries. The sample period of the study runs from 2001 to 2014. The study uses the following parameter estimates well known as the Fully Modified OLS (FMOLS), and Dynamic OLS (DOLS). The results of the study show that investment and savings are cointegrated in the long run. The parameters estimated using FMOLS and DOLS are 0.85 and 0.74, respectively. These results imply that policy makers within BRICS countries have to consider flexible monetary and fiscal policy instruments to influence the mobility of capital with the bloc.

Keywords: Feldstein and Horioka puzzle, saving and investment, panel models, BRICS countries.

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620 On SNR Estimation by the Likelihood of near Pitch for Speech Detection

Authors: Young-Hwan Song, Doo-Heon Kyun, Jong-Kuk Kim, Myung-Jin Bae

Abstract:

People have the habitual pitch level which is used when people say something generally. However this pitch should be changed irregularly in the presence of noise. So it is useful to estimate SNR of speech signal by pitch. In this paper, we obtain the energy of input speech signal and then we detect a stationary region on voiced speech. And we get the pitch period by NAMDF for the stationary region that is not varied pitch rapidly. After getting pitch, each frame is divided by pitch period and the likelihood of closed pitch is estimated. In this paper, we proposed new parameter, NLF, to estimate the SNR of received speech signal. The NLF is derived from the correlation of near pitch periods. The NLF is obtained for each stationary region in voiced speech. Finally we confirmed good performance of the estimation of the SNR of received input speech in the presence of noise.

Keywords: Likelihood, pitch, SNR, speech.

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619 Understanding and Measuring Trust Evolution Effectiveness in Peer-to-Peer Computing Systems

Authors: Farag Azzedin, Ali Rizvi

Abstract:

In any trust model, the two information sources that a peer relies on to predict trustworthiness of another peer are direct experience as well as reputation. These two vital components evolve over time. Trust evolution is an important issue, where the objective is to observe a sequence of past values of a trust parameter and determine the future estimates. Unfortunately, trust evolution algorithms received little attention and the proposed algorithms in the literature do not comply with the conditions and the nature of trust. This paper contributes to this important problem in the following ways: (a) presents an algorithm that manages and models trust evolution in a P2P environment, (b) devises new mechanisms for effectively maintaining trust values based on the conditions that influence trust evolution , and (c) introduces a new methodology for incorporating trust-nurture incentives into the trust evolution algorithm. Simulation experiments are carried out to evaluate our trust evolution algorithm.

Keywords: P2P, Trust, Reputation, Incentives.

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618 A Survey of Access Control Schemes in Wireless Sensor Networks

Authors: Youssou Faye, Ibrahima Niang, Thomas Noel

Abstract:

Access control is a critical security service in Wire- less Sensor Networks (WSNs). To prevent malicious nodes from joining the sensor network, access control is required. On one hand, WSN must be able to authorize and grant users the right to access to the network. On the other hand, WSN must organize data collected by sensors in such a way that an unauthorized entity (the adversary) cannot make arbitrary queries. This restricts the network access only to eligible users and sensor nodes, while queries from outsiders will not be answered or forwarded by nodes. In this paper we presentee different access control schemes so as to ?nd out their objectives, provision, communication complexity, limits, etc. Using the node density parameter, we also provide a comparison of these proposed access control algorithms based on the network topology which can be flat or hierarchical.

Keywords: Access Control, Authentication, Key Management, Wireless Sensor Networks.

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617 Effect of Synthetic Queen Mandibular Pheromone on Pollination of Cotton by Honey Bees, Apis mellifera

Authors: M. Keshlaf, R. Mensah, O. Nicetic, R. Spooner-Hart

Abstract:

The effectiveness of a commercial bee attractant, synthetic honey bee queen mandibular pheromone (Fruit Boost®) for enhancing pollination of Gossypium hirsutum was evaluated in a transgenic (Bt) cotton crop. The study assessed the number of bee visitations to blossoms of plants treated with Fruit Boost® as well, as effects on fruit set, yield, and lint quality. Bee activity on plots sprayed with pheromone concentrations of 50 and 500 queen equivalents (QEQ) /ha did not differ significantly from water-only control, on the day of application or the subsequent day. Application of the pheromone did not increase fruit set, yield, or lint quality. Two consecutive pheromone applications, applied two days apart, were not significantly different from a single application for any parameter.

Keywords: Apis mellifera, cotton, pollination, QMP pheromone

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616 Modeling and Design of MPPT Controller Using Stepped P&O Algorithm in Solar Photovoltaic System

Authors: R. Prakash, B. Meenakshipriya, R. Kumaravelan

Abstract:

This paper presents modeling and simulation of Grid Connected Photovoltaic (PV) system by using improved mathematical model. The model is used to study different parameter variations and effects on the PV array including operating temperature and solar irradiation level. In this paper stepped P&O algorithm is proposed for MPPT control. This algorithm will identify the suitable duty ratio in which the DC-DC converter should be operated to maximize the power output. Photo voltaic array with proposed stepped P&O-MPPT controller can operate in the maximum power point for the whole range of solar data (irradiance and temperature).

Keywords: Photovoltaic (PV), Maximum Power Point Tracking (MPPT), Boost converter, Stepped Perturb & Observe method (Stepped P&O).

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615 Color Image Segmentation using Adaptive Spatial Gaussian Mixture Model

Authors: M.Sujaritha, S. Annadurai

Abstract:

An adaptive spatial Gaussian mixture model is proposed for clustering based color image segmentation. A new clustering objective function which incorporates the spatial information is introduced in the Bayesian framework. The weighting parameter for controlling the importance of spatial information is made adaptive to the image content to augment the smoothness towards piecewisehomogeneous region and diminish the edge-blurring effect and hence the name adaptive spatial finite mixture model. The proposed approach is compared with the spatially variant finite mixture model for pixel labeling. The experimental results with synthetic and Berkeley dataset demonstrate that the proposed method is effective in improving the segmentation and it can be employed in different practical image content understanding applications.

Keywords: Adaptive; Spatial, Mixture model, Segmentation, Color.

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614 Characteristics Analysis of Thermal Resistance of Cryogenic Pipeline in Vacuum Environment

Authors: Wang Zijuan, Ding Wenjing, Liu Ran

Abstract:

If an unsteady heat transfer or heat impulse happens in part of the cryogenic pipeline system of large space environment simulation equipment while running in vacuum environment, it will lead to abnormal flow of the cryogenic fluid in the pipeline. When the situation gets worse, the cryogenic fluid in the pipeline will have phase change and a gas block which results in the malfunction of the cryogenic pipeline system. Referring to the structural parameter of a typical cryogenic pipeline system and the basic equation, an analytical model and a calculation model for cryogenic pipeline system can be built. The various factors which influence the thermal resistance of a cryogenic pipeline system can be analyzed and calculated by using the qualitative analysis relation deduced for thermal resistance of pipeline. The research conclusion could provide theoretical support for the design and operation of a cryogenic pipeline system

Keywords: pipeline, vacuum, vapor quality

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613 Effect of Climate Change on Runoff in the Upper Mun River Basin, Thailand

Authors: Preeyaphorn Kosa, Thanutch Sukwimolseree

Abstract:

The climate change is a main parameter which affects the element of hydrological cycle especially runoff. Then, the purpose of this study is to determine the impact of the climate change on surface runoff using land use map on 2008 and daily weather data during January 1, 1979 to September 30, 2010 for SWAT model. SWAT continuously simulate time model and operates on a daily time step at basin scale. The results present that the effect of temperature change cannot be clearly presented on the change of runoff while the rainfall, relative humidity and evaporation are the parameters for the considering of runoff change. If there are the increasing of rainfall and relative humidity, there is also the increasing of runoff. On the other hand, if there is the increasing of evaporation, there is the decreasing of runoff.

Keywords: Climate, Runoff, SWAT, Upper Mun River Basin

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612 Synthesis and Characterization of Gallosilicate Sodalite Containing NO2- Ions

Authors: Ashok V. Borhade, Sanjay G. Wakchaure

Abstract:

Pure phase gallosilicate nitrite sodalite has been synthesized in a single step by low temperature (373 oK) hydrothermal technique. The product obtained was characterized using a combination of techniques including X-ray powder diffraction, IR, Raman spectroscopy, SEM, MAS NMR spectroscopy as well as thermogravimetry. Sodalite with an ideal composition was obtained after synthesis at 3730K and seven days duration using alkaline medium. The structural features of the Na8[GaSiO4]6(NO2)2 sodalite were investigated by IR, MAS NMR spectroscopy of 29Si and 23Na nuclei and by Reitveld refinement of X-ray powder diffraction data. The crystal structure of this sodalite has been refined in the space group P 4 3n; with a cell parameter 8.98386Å, V= 726.9 Å, (Rwp= 0.077 and Rp=0.0537) and Si-O-Ga angle is found to be 132.920 . MAS NMR study confirms complete ordering of Si and Ga in the gallosilicate framework. The surface area of single entity with stoichiometry Na8[GaSiO4]6(NO2)2 was found to be 8.083 x10-15 cm2/g.

Keywords: Gallosilicate, hydrothermal, nitrite, Reitveldrefinement.

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611 HRV Analysis Based Arrhythmic Beat Detection Using kNN Classifier

Authors: Onder Yakut, Oguzhan Timus, Emine Dogru Bolat

Abstract:

Health diseases have a vital significance affecting human being's life and life quality. Sudden death events can be prevented owing to early diagnosis and treatment methods. Electrical signals, taken from the human being's body using non-invasive methods and showing the heart activity is called Electrocardiogram (ECG). The ECG signal is used for following daily activity of the heart by clinicians. Heart Rate Variability (HRV) is a physiological parameter giving the variation between the heart beats. ECG data taken from MITBIH Arrhythmia Database is used in the model employed in this study. The detection of arrhythmic heart beats is aimed utilizing the features extracted from the HRV time domain parameters. The developed model provides a satisfactory performance with ~89% accuracy, 91.7 % sensitivity and 85% specificity rates for the detection of arrhythmic beats.

Keywords: Arrhythmic beat detection, ECG, HRV, kNN classifier.

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610 Evaluating the Logistic Performance Capability of Regeneration Processes

Authors: Thorben Kuprat, Julian Becker, Jonas Mayer, Peter Nyhuis

Abstract:

For years now, it has been recognized that logistic performance capability contributes enormously to a production enterprise’s competitiveness and as such is a critical control lever. In doing so, the orientation on customer wishes (e.g. delivery dates) represents a key parameter not only in the value-adding production but also in product regeneration. Since production and regeneration processes have different characteristics, production planning and control measures cannot be directly transferred to regeneration processes. As part of a special research project, the Institute of Production Systems and Logistics Hannover is focused on increasing the logistic performance capability of regeneration processes for complex capital goods. The aim is to ensure logistic targets are met by implementing a model specifically designed to align the capacities and load in regeneration processes.

Keywords: Capacity planning, complex capital goods, logistic performance, regeneration process.

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609 Coding Considerations for Standalone Molecular Dynamics Simulations of Atomistic Structures

Authors: R. O. Ocaya, J. J. Terblans

Abstract:

The laws of Newtonian mechanics allow ab-initio molecular dynamics to model and simulate particle trajectories in material science by defining a differentiable potential function. This paper discusses some considerations for the coding of ab-initio programs for simulation on a standalone computer and illustrates the approach by C language codes in the context of embedded metallic atoms in the face-centred cubic structure. The algorithms use velocity-time integration to determine particle parameter evolution for up to several thousands of particles in a thermodynamical ensemble. Such functions are reusable and can be placed in a redistributable header library file. While there are both commercial and free packages available, their heuristic nature prevents dissection. In addition, developing own codes has the obvious advantage of teaching techniques applicable to new problems.

Keywords: C-language, molecular dynamics, simulation, embedded atom method.

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608 Lithium-Ion Battery State of Charge Estimation Using One State Hysteresis Model with Nonlinear Estimation Strategies

Authors: Mohammed Farag, Mina Attari, S. Andrew Gadsden, Saeid R. Habibi

Abstract:

Battery state of charge (SOC) estimation is an important parameter as it measures the total amount of electrical energy stored at a current time. The SOC percentage acts as a fuel gauge if it is compared with a conventional vehicle. Estimating the SOC is, therefore, essential for monitoring the amount of useful life remaining in the battery system. This paper looks at the implementation of three nonlinear estimation strategies for Li-Ion battery SOC estimation. One of the most common behavioral battery models is the one state hysteresis (OSH) model. The extended Kalman filter (EKF), the smooth variable structure filter (SVSF), and the time-varying smoothing boundary layer SVSF are applied on this model, and the results are compared.

Keywords: State of charge estimation, battery modeling, one-state hysteresis, filtering and estimation.

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607 Normalizing Logarithms of Realized Volatility in an ARFIMA Model

Authors: G. L. C. Yap

Abstract:

Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.

Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.

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606 Analysis of Image Segmentation Techniques for Diagnosis of Dental Caries in X-ray Images

Authors: V. Geetha, K. S. Aprameya

Abstract:

Early diagnosis of dental caries is essential for maintaining dental health. In this paper, method for diagnosis of dental caries is proposed using Laplacian filter, adaptive thresholding, texture analysis and Support Vector Machine (SVM) classifier. Analysis of the proposed method is compared with Otsu thresholding, watershed segmentation and active contouring method. Adaptive thresholding has comparatively better performance with 96.9% accuracy and 96.1% precision. The results are validated using statistical method, two-way ANOVA, at significant level of 5%, that shows the interaction of proposed method on performance parameter measures are significant. Hence the proposed technique could be used for detection of dental caries in automated computer assisted diagnosis system.

Keywords: Computer assisted diagnosis, dental caries, dental radiography, image segmentation.

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605 Development of Risk Assessment and Occupational Safety Management Model for Building Construction Projects

Authors: Preeda Sansakorn, Min An

Abstract:

In order to be capable of dealing with uncertainties, subjectivities, including vagueness arising in building construction projects, the application of fuzzy reasoning technique based on fuzzy set theory is proposed. This study contributes significantly to the development of a fuzzy reasoning safety risk assessment model for building construction projects that could be employed to assess the risk magnitude of each hazardous event identified during construction, and a third parameter of probability of consequence is incorporated in the model. By using the proposed safety risk analysis methodology, more reliable and less ambiguities, which provide the safety risk management project team for decision-making purposes.

Keywords: Safety risks assessment, building construction safety, fuzzy reasoning, construction risk assessment model, building construction projects.

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