Search results for: Cross correlation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1789

Search results for: Cross correlation.

1219 Risk Management Analysis: An Empirical Study Using Bivariate GARCH

Authors: Chin Wen Cheong

Abstract:

This study employs a bivariate asymmetric GARCH model to reveal the hidden dynamics price changes and volatility among the emerging markets of Thailand and Malaysian after the Asian financial crisis from January 2001 to December 2008. Our results indicated that the equity markets are sharing the common information (shock) that transmitted among each others. These empirical findings are used to demonstrate the importance of shock and volatility dynamic transmissions in the cross-market hedging and market risk.

Keywords: multivariate ARCH, structural change, value at risk.

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1218 Synthesis of Polystyrene Grafting Filler Nanoparticles: Effect of Grafting on Mechanical Reinforcement

Authors: M. Khlifa, A. Youssef, A. F. Zaed, A. Kraft, V. Arrighi

Abstract:

A series of polystyrene (PS) nanoparticles were prepared by grafting polystyrene from both aggregated silica and colloidally dispersed silica nanoparticles using atom-transfer radical polymerisation (ATRP). Cross-linking and macroscopic gelation were minimised by using a miniemulsion system. The thermal and mechanical behaviour of the nanocomposites have been examined by differential scanning calorimetry (DSC) and dynamic mechanical thermal analysis (DMTA).

Keywords: ATRP, nanocomposites, polystyrene, reinforcement.

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1217 A Transfer Function Representation of Thermo-Acoustic Dynamics for Combustors

Authors: Myunggon Yoon, Jung-Ho Moon

Abstract:

In this paper, we present a transfer function representation of a general one-dimensional combustor. The input of the transfer function is a heat rate perturbation of a burner and the output is a flow velocity perturbation at the burner. This paper considers a general combustor model composed of multiple cans with different cross sectional areas, along with a non-zero flow rate.

Keywords: Thermoacoustics, dynamics, combustor, transfer function.

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1216 Calibration Method for an Augmented Reality System

Authors: S. Malek, N. Zenati-Henda, M. Belhocine, S. Benbelkacem

Abstract:

In geometrical camera calibration, the objective is to determine a set of camera parameters that describe the mapping between 3D references coordinates and 2D image coordinates. In this paper, a technique of calibration and tracking based on both a least squares method is presented and a correlation technique developed as part of an augmented reality system. This approach is fast and it can be used for a real time system

Keywords: Camera calibration, pinhole model, least squares method, augmented reality, strong calibration.

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1215 The Role of Knowledge Management in Innovation: Spanish Evidence

Authors: María Jesús Luengo-Valderrey, Mónica Moso-Díez

Abstract:

In the knowledge-based economy, innovation is considered essential in order to achieve survival and growth in organizations. On the other hand, knowledge management is currently understood as one of the keys to innovation process. Both factors are generally admitted as generators of competitive advantage in organizations. Specifically, activities on R&D&I and those that generate internal knowledge have a positive influence in innovation results. This paper examines this effect and if it is similar or not is what we aimed to quantify in this paper. We focus on the impact that proportion of knowledge workers, the R&D&I investment, the amounts destined for ICTs and training for innovation have on the variation of tangible and intangibles returns for the sector of high and medium technology in Spain. To do this, we have performed an empirical analysis on the results of questionnaires about innovation in enterprises in Spain, collected by the National Statistics Institute. First, using clusters methodology, the behavior of these enterprises regarding knowledge management is identified. Then, using SEM methodology, we performed, for each cluster, the study about cause-effect relationships among constructs defined through variables, setting its type and quantification. The cluster analysis results in four groups in which cluster number 1 and 3 presents the best performance in innovation with differentiating nuances among them, while clusters 2 and 4 obtained divergent results to a similar innovative effort. However, the results of SEM analysis for each cluster show that, in all cases, knowledge workers are those that affect innovation performance most, regardless of the level of investment, and that there is a strong correlation between knowledge workers and investment in knowledge generation. The main findings reached is that Spanish high and medium technology companies improve their innovation performance investing in internal knowledge generation measures, specially, in terms of R&D activities, and underinvest in external ones. This, and the strong correlation between knowledge workers and the set of activities that promote the knowledge generation, should be taken into account by managers of companies, when making decisions about their investments for innovation, since they are key for improving their opportunities in the global market.

Keywords: High and medium technology sector, innovation, knowledge management, Spanish companies.

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1214 Research and Development of Net-Centric Information Sharing Platform

Authors: Xiaoqing Wang, Fang Youyuan, Zheng Yanxing, Gu Tianyang, Zong Jianjian, Tong Jinrong

Abstract:

Compared with traditional distributed environment, the net-centric environment brings on more demanding challenges for information sharing with the characteristics of ultra-large scale and strong distribution, dynamic, autonomy, heterogeneity, redundancy. This paper realizes an information sharing model and a series of core services, through which provides an open, flexible and scalable information sharing platform.

Keywords: Net-centric environment, Information sharing, Metadata registry and catalog, Cross-domain data access control.

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1213 e/b-Learning Activities and High School Pedagogy

Authors: Rui Antunes

Abstract:

This article presents the implementation of several different e/b-Learning collaborative activities, used to improve the students learning process in an high school Polytechnic Institution. A new learning model arises, based on a combination between face-toface and distance leaning. Learning is now becoming centered with the development of collaborative activities, and its actors (teachers and students) have to be re-socialized to a new e/b-Learning paradigm. Measuring approaches are proposed for this model and results are presented, showing prospective correlation between students learning success and the use of online collaborative activities.

Keywords: e/b-Learning, Collaborative Learning, TeachingCommunities, Web-based Courseware

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1212 The Need to Enhance Online Consumer Protection in KSA

Authors: Abdulrahman Aloufi

Abstract:

E-commerce has evolved to become a functional and mainstream tool of global trading, including in the Kingdom of Saudi Arabia. Consequently, online consumers need protection just as much as consumers in the offline world. In 2019, the Ministry of Commerce in Saudi Arabia established a so-called ‘e-commerce law’; however, this law does not cover the court enforcement of contracts entered into by international vendors, so it is not applicable in cross-border situations. The purpose of this paper is to identify the gaps present in this new e-commerce law in Saudi Arabia.

Keywords: Consumer protection, e-commerce law, Saudi consumer, international vendor.

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1211 The Effect of Leadership Styles on Continuous Improvement Teams

Authors: Paul W. Murray

Abstract:

This research explorers the relationship between leadership style and continuous improvement (CI) teams. CI teams have several features that are not always found in other types of teams, including multi-functional members, short time period for performance, positive and actionable results, and exposure to senior leadership. There is no one best style of leadership for these teams. Instead, it is important to select the best leadership style for the situation. The leader must have the flexibility to change styles and the skill to use the chosen style effectively in order to ensure the team’s success.

Keywords: Leadership style, Lean Manufacturing, Teams, Cross-functional.

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1210 The Leaves of a Tree

Authors: Zhu Jiaming, Yu Mengna

Abstract:

In this article, models based on quantitative analysis, physical geometry and regression analysis are established, by using analytic hierarchy process analysis, fuzzy cluster analysis, fuzzy photographic and data fitting. The reasons of various leaf shapes among different species and the differences between the leaf shapes on same tree have been solved by using software, such as Eviews, VB and Matlab. We also successfully estimate the leaf mass of a tree and the correlation with the tree profile.

Keywords: Leaf shape; Mass; Fuzzy cluster; Regression analysis; Eviews; Matlab

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1209 Design of Synchronous Torque Couplers

Authors: M. H. Nagrial, J. Rizk, A. Hellany

Abstract:

This paper presents the design, analysis and development of permanent magnet (PM) torque couplers. These couplers employ rare-earth magnets. Based on finite element analysis and earlier analytical works both concentric and face-type synchronous type couplers have been designed and fabricated. The experimental performance has good correlation with finite element calculations.

Keywords: Finite Element Analysis, Synchronous TorqueCouplers, Permanent Magnet Torque Couplers

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1208 Biodiesel Production over nano-MgO Supported on Titania

Authors: Liberty L Mguni, Reinout Meijboom, Kalala Jalama

Abstract:

Nano-MgO was successfully deposited on titania using deposition-precipitation method. The catalyst produced was characterised using FTIR, XRD, BET and XRF and its activity was tested on the transesterification reaction of soybean oil to biodiesel. The catalyst activity improved when the reaction temperature was increasedfrom 150 and 225 OC. It was also observed that increasing the reaction time above 1h had no significant benefit on conversion. The stability fixed MgO on TiO2 was investigated using XRF and ICP-OES. It was observed that MgO loss during the reaction was between 0.5-2.3 percent and that there was no correlation between the reaction temperature and the MgO loss.

Keywords: Nano-MgO, TiO2, transesterification

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1207 Fusion Filters Weighted by Scalars and Matrices for Linear Systems

Authors: Seok Hyoung Lee, Vladimir Shin

Abstract:

An optimal mean-square fusion formulas with scalar and matrix weights are presented. The relationship between them is established. The fusion formulas are compared on the continuous-time filtering problem. The basic differential equation for cross-covariance of the local errors being the key quantity for distributed fusion is derived. It is shown that the fusion filters are effective for multi-sensor systems containing different types of sensors. An example demonstrating the reasonable good accuracy of the proposed filters is given.

Keywords: Kalman filtering, fusion formula, multi-sensor, mean-square error.

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1206 Deoiling Hydrocyclones Flow Field-A Comparison between k-Epsilon and LES

Authors: Maysam Saidi, Reza Maddahian, Bijan Farhanieh

Abstract:

In this research a comparison between k-epsilon and LES model for a deoiling hydrocyclone is conducted. Flow field of hydrocyclone is obtained by three-dimensional simulations with OpenFOAM code. Potential of prediction for both methods of this complex swirl flow is discussed. Large eddy simulation method results have more similarity to experiment and its results are presented in figures from different hydrocyclone cross sections.

Keywords: Deoiling hydrocyclones, k-epsilon model, Largeeddy simulation, OpenFOAM

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1205 A Novel FFT-Based Frequency Offset Estimator for OFDM Systems

Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam

Abstract:

This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.

Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.

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1204 New Product Development Process on High-Tech Innovation Life Cycle

Authors: Gonçalo G. Aleixo, Alexandra B. Tenera

Abstract:

This work will provide a new perspective of exploring innovation thematic. It will reveal that radical and incremental innovations are complementary during the innovation life cycle and accomplished through distinct ways of developing new products. Each new product development process will be constructed according to the nature of each innovation and the state of the product development. This paper proposes the inclusion of the organizational function areas that influence new product's development on the new product development process.

Keywords: Cross-functional, Incremental Innovation, New Product development Process, Radical Innovation

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1203 Development of Low-Profile Antenna for Mini UAV with Reconnaissance Mission

Authors: Chien-Chun Hung, Yao-Jen Teng, Yung-Sheng Tien, Yu-Tsung Tsai

Abstract:

Microstrip antennas are conformable to planar and nonplanar surfaces, simple and inexpensive to fabricate using modern printed-circuit technology. Circular polarization of low-profile microstrip patch with high bandwidth is achieved in this research through the use of a three-cross-arms branch-line coupler with sequential rotated arrays, another low-profile antenna of hollow cylinder is also proposed and the function of reconnaissance with microstrip antenna on Mini UAV (unmanned aerial vehicle) are evaluated in practical flight test.

Keywords: low-profile antenna, Mini UAV, reconnaissance

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1202 High Resolution Methods Based On Rank Revealing Triangular Factorizations

Authors: M. Bouri, S. Bourennane

Abstract:

In this paper, we propose a novel method for subspace estimation used high resolution method without eigendecomposition where the sample Cross-Spectral Matrix (CSM) is replaced by upper triangular matrix obtained from LU factorization. This novel method decreases the computational complexity. The method relies on a recently published result on Rank-Revealing LU (RRLU) factorization. Simulation results demonstrates that the new algorithm outperform the Householder rank-revealing QR (RRQR) factorization method and the MUSIC in the low Signal to Noise Ratio (SNR) scenarios.

Keywords: Factorization, Localization, Matrix, Signalsubspace.

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1201 Using Business Intelligence Capabilities to Improve the Quality of Decision-Making: A Case Study of Mellat Bank

Authors: Jalal Haghighat Monfared, Zahra Akbari

Abstract:

Today, business executives need to have useful information to make better decisions. Banks have also been using information tools so that they can direct the decision-making process in order to achieve their desired goals by rapidly extracting information from sources with the help of business intelligence. The research seeks to investigate whether there is a relationship between the quality of decision making and the business intelligence capabilities of Mellat Bank. Each of the factors studied is divided into several components, and these and their relationships are measured by a questionnaire. The statistical population of this study consists of all managers and experts of Mellat Bank's General Departments (including 190 people) who use commercial intelligence reports. The sample size of this study was 123 randomly determined by statistical method. In this research, relevant statistical inference has been used for data analysis and hypothesis testing. In the first stage, using the Kolmogorov-Smirnov test, the normalization of the data was investigated and in the next stage, the construct validity of both variables and their resulting indexes were verified using confirmatory factor analysis. Finally, using the structural equation modeling and Pearson's correlation coefficient, the research hypotheses were tested. The results confirmed the existence of a positive relationship between decision quality and business intelligence capabilities in Mellat Bank. Among the various capabilities, including data quality, correlation with other systems, user access, flexibility and risk management support, the flexibility of the business intelligence system was the most correlated with the dependent variable of the present research. This shows that it is necessary for Mellat Bank to pay more attention to choose the required business intelligence systems with high flexibility in terms of the ability to submit custom formatted reports. Subsequently, the quality of data on business intelligence systems showed the strongest relationship with quality of decision making. Therefore, improving the quality of data, including the source of data internally or externally, the type of data in quantitative or qualitative terms, the credibility of the data and perceptions of who uses the business intelligence system, improves the quality of decision making in Mellat Bank.

Keywords: Business intelligence, business intelligence capability, decision making, decision quality.

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1200 Semi-Blind Two-Dimensional Code Acquisition in CDMA Communications

Authors: Rui Wu, Tapani Ristaniemi

Abstract:

In this paper, we propose a new algorithm for joint time-delay and direction-of-arrival (DOA) estimation, here called two-dimensional code acquisition, in an asynchronous directsequence code-division multiple-access (DS-CDMA) array system. This algorithm depends on eigenvector-eigenvalue decomposition of sample correlation matrix, and requires to know desired user-s training sequence. The performance of the algorithm is analyzed both analytically and numerically in uncorrelated and coherent multipath environment. Numerical examples show that the algorithm is robust with unknown number of coherent signals.

Keywords: Two-Dimensional Code Acquisition, EV-t, DSCDMA

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1199 Dissociation of CDS from CVA Valuation under Notation Changes

Authors: R. Henry, J-B. Paulin, St. Fauchille, Ph. Delord, K. Benkirane, A. Brunel

Abstract:

In this paper the CVA computation of interest rate swap is presented based on its rating. Rating and probability default given by Moody’s Investors Service are used to calculate our CVA for a specific swap with different maturities. With this computation the influence of rating variation can be shown on CVA. Application is made to the analysis of Greek CDS variation during the period of Greek crisis between 2008 and 2011. The main point is the determination of correlation between the fluctuation of Greek CDS cumulative value and the variation of swap CVA due to change of rating.

Keywords: CDS, Computation, CVA, Greek Crisis, Interest Rate Swap, Maturity, Rating, Swap.

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1198 The Impact of Social Stratification to the Phenomenon of “Terrorism“

Authors: Rustamov Nasim, Roostamov Yunusbek

Abstract:

In this work social stratification is considered as one of significant factor which generate the phenomena “terrorism” and it puts the accent on correlation connection between them, with the object of creation info-logical model generation of phenomena of “terrorism” based on stratification process.

Keywords: Social stratification, stratification process, generation of phenomena “terrorism”, conceptions – “terror”, “terrorize” and “terrorism”, info-logical model of phenomena of “terrorism”.

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1197 The Invariant Properties of Two-Port Circuits

Authors: Alexandr A. Penin

Abstract:

Application of projective geometry to the theory of two-ports and cascade circuits with a load change is considered. The equations linking the input and output of a two-port are interpreted as projective transformations which have the invariant as a cross-ratio of four points. This invariant has place for all regime parameters in all parts of a cascade circuit. This approach allows justifying the definition of a regime and its change, to calculate a circuit without explicitly finding the aparameters, to transmit accurately an analogue signal through the unstable two-port.

Keywords: Circuit regime, geometric circuit theory, projective geometry, two-port.

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1196 A proposed High-Resolution Time-Frequency Distribution for the Analysis of Multicomponent and Speech Signals

Authors: D. Boutana, B. Barkat , F. Marir

Abstract:

In this paper, we propose a novel time-frequency distribution (TFD) for the analysis of multi-component signals. In particular, we use synthetic as well as real-life speech signals to prove the superiority of the proposed TFD in comparison to some existing ones. In the comparison, we consider the cross-terms suppression and the high energy concentration of the signal around its instantaneous frequency (IF).

Keywords: Cohen's Class, Multicomponent signal, SeparableKernel, Speech signal, Time- frequency resolution.

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1195 Design of a DCT-based Image Compression with Efficient Enhancement Filter

Authors: Yen-Yu Chen, Pao-Ching Chu, Ya-Ling Tsai

Abstract:

The algorithm represents the DCT coefficients to concentrate signal energy and proposes combination and dictator to eliminate the correlation in the same level subband for encoding the DCT-based images. This work adopts DCT and modifies the SPIHT algorithm to encode DCT coefficients. The proposed algorithm also provides the enhancement function in low bit rate in order to improve the perceptual quality. Experimental results indicate that the proposed technique improves the quality of the reconstructed image in terms of both PSNR and the perceptual results close to JPEG2000 at the same bit rate.

Keywords: JPEG 2000, enhancement filter

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1194 Numerical Simulation for Self-Loosening Phenomenon Analysis of Bolt Joint under Vibration

Authors: Long Kim Vu, Ban Dang Nguyen

Abstract:

In this paper, the finite element method (FEM) is utilized to simulate the comprehensive process including tightening, releasing and self-loosening of a bolt joint under transverse vibration. Following to the accurate geometry of helical threads, an absolutely hexahedral meshing is implemented. The accuracy of simulation process is verified and validated by comparison with the experimental results on clamping force-vibration relationship, which shows the sufficient correlation. Further analysis with different amplitude and frequency of transverse vibration is done to determine the dominant factor inducing the failure.

Keywords: Bolt self-loosening, contact state, FEM, transverse vibration.

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1193 Correlation of Structure and Antiviral Activity of Alkaloids of Polygonum L. Plants Growing in Kazakhstan

Authors: Dmitriy Yu. Korulkin, Raissa A. Muzychkina

Abstract:

The article represents the results of isolation and component chromatographic analysis of essential oils of Polygonym L. plants growing in Kazakhstan in commercial reserves at the territory of Kazakhstan. The results of research of antiviral activity of isolated substances to flu virus have been represented in this article. The main pharmacophore groups in the structure of alkaloids have been identified.

Keywords: Alkaloids, antiviral, bioactive substances, isolation, pharmacophore groups, Polygonum L.

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1192 The Influence of Social Network Websites on Level of user Satisfaction

Authors: Pedram Behyar, Maryam Heidari, Zahra Bayat

Abstract:

the purpose of this research is to identify and clarify factors which have positive effect among user satisfaction and their social networking through websites. The examined factors in this research are; innovation, ease of use, trustworthy and customer support which are defined as satisfaction factors. To obtain reliable research approaches and to have better result in this research four hypothesizes used to test. This hypothesis testing has been done by correlation, regression and test of normality by using “SPSS16" also the data which was analyzed by this software. this data was gathered from prepaid questionnaire.

Keywords: Customer Satisfaction, Social Network Website

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1191 Study on Optimal Control Strategy of PM2.5 in Wuhan, China

Authors: Qiuling Xie, Shanliang Zhu, Zongdi Sun

Abstract:

In this paper, we analyzed the correlation relationship among PM2.5 from other five Air Quality Indices (AQIs) based on the grey relational degree, and built a multivariate nonlinear regression equation model of PM2.5 and the five monitoring indexes. For the optimal control problem of PM2.5, we took the partial large Cauchy distribution of membership equation as satisfaction function. We established a nonlinear programming model with the goal of maximum performance to price ratio. And the optimal control scheme is given.

Keywords: Grey relational degree, multiple linear regression, membership function, nonlinear programming.

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1190 An Incomplete Factorization Preconditioner for LMS Adaptive Filter

Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

In this paper an efficient incomplete factorization preconditioner is proposed for the Least Mean Squares (LMS) adaptive filter. The proposed preconditioner is approximated from a priori knowledge of the factors of input correlation matrix with an incomplete strategy, motivated by the sparsity patter of the upper triangular factor in the QRD-RLS algorithm. The convergence properties of IPLMS algorithm are comparable with those of transform domain LMS(TDLMS) algorithm. Simulation results show efficiency and robustness of the proposed algorithm with reduced computational complexity.

Keywords: Autocorrelation matrix, Cholesky's factor, eigenvalue spread, Markov input.

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