Search results for: Portfolio selection

Authors: G. Revathi, P. Saikrishnan

Abstract:

In the present analysis an unsteady laminar forced convection water boundary layer flow is considered. The fluid properties such as viscosity and Prandtl number are taken as variables such that those are inversely proportional to temperature. By using quasi-linearization technique the nonlinear coupled partial differential equations are linearized and the numerical solutions are obtained by using implicit finite difference scheme with the appropriate selection of step sizes. Non-similar solutions have been obtained from the starting point of the stream-wise coordinate to the point where skin friction value vanishes. The effect non-uniform mass transfer along the surface of the cylinder through slot is studied on the skin friction and heat transfer coefficients.

Keywords: Boundary layer, heat transfer, non-similar solution, non-uniform mass, unsteady flow.

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Authors: Ali Dorostkar

Abstract:

In this paper, a basic schematic of fractional dimensional optimization problem is presented. As will be shown, a method is performed based on a relation between roots and tangent lines of function in fractional dimensions for an arbitrary initial point. It is shown that for each polynomial function with order N at least N tangent lines must be existed in fractional dimensions of 0 < α < N+1 which pass exactly through the all roots of the proposed function. Geometrical analysis of tangent lines in fractional dimensions is also presented to clarify more intuitively the proposed method. Results show that with an appropriate selection of fractional dimensions, we can directly find the roots. Method is presented for giving a different direction of optimization problems by the use of fractional dimensions.

Keywords: Tangent line, fractional dimension, root, optimization problem.

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Authors: S. W. Nawawi, M. N. Ahmad, J. H. S. Osman

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The research on two-wheeled inverted pendulum (TWIP) mobile robots or commonly known as balancing robots have gained momentum over the last decade in a number of robotic laboratories around the world. This paper describes the hardware design of such a robot. The objective of the design is to develop a TWIP mobile robot as well as MATLAB interfacing configuration to be used as flexible platform comprises of embedded unstable linear plant intended for research and teaching purposes. Issues such as selection of actuators and sensors, signal processing units, MATLAB Real Time Workshop coding, modeling and control scheme will be addressed and discussed. The system is then tested using a wellknown state feedback controller to verify its functionality.

Keywords: Embedded System, Two-wheeled Inverted Pendulum Mobile Robot.

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Authors: Hrabe Thomas, Beck Florian, Nickell Stephan

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Cryo-electron microscopy (CEM) in combination with single particle analysis (SPA) is a widely used technique for elucidating structural details of macromolecular assemblies at closeto- atomic resolutions. However, development of automated software for SPA processing is still vital since thousands to millions of individual particle images need to be processed. Here, we present our workflow for automated particle picking. Our approach integrates peak shape analysis to the classical correlation and an iterative approach to separate macromolecules and background by classification. This particle selection workflow furthermore provides a robust means for SPA with little user interaction. Processing simulated and experimental data assesses performance of the presented tools.

Keywords: Cryo-electron Microscopy, Single Particle Analysis, Image Processing.

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Authors: Piotr Podlipniak

Abstract:

This paper proposes that in the course of evolution pitch structure became a human specific tool of communication the function of which is to induce emotional states such as uncertainty and cohesion. By the means of eliciting these emotions during collective music performance people are able to unconsciously give cues concerning social acceptance. This is probably one of the reasons why in all cultures people collectively perform tonal music. It is also suggested that tonal pitch structure had been invented socially before it became an evolutionary innovation of hominines. It means that a predisposition to tonally organize pitches evolved by the means of ‘Baldwin effect’ – a process in which natural selection transforms the learned response of an organism into the instinctive response. In the proposed, hypothetical evolutionary scenario of the emergence of tonal pitch structure social forces such as a need for closer cooperation play the crucial role.

Keywords: Emotion, evolution, tonality, social consolidation.

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Authors: Samsiah Abdul Razak, Daud Mohamad

Abstract:

Molodstov-s soft sets theory was originally proposed as general mathematical tool for dealing with uncertainty problems. The matrix form has been introduced in soft set and some of its properties have been discussed. However, the formulation of soft matrix in group decision making problem only with equal importance weights of criteria, which does not show the true opinion of decision maker on each criteria. The aim of this paper is to propose a method for solving group decision making problem incorporating the importance of criteria by using soft matrices in a more objective manner. The weight of each criterion is calculated by using the Analytic Hierarchy Process (AHP) method. An example of house selection process is given to illustrate the effectiveness of the proposed method.

Keywords: Soft set, Soft Matrix, Soft max-min decision making (SMmDM), Analytic hierarchy process (AHP)

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Authors: Xu Huang, Jing Fan, Maonian Wu, Yonggen Gu

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This paper discusses the design of an indoor mobile robot positioning system. The problem of indoor positioning is solved through Wi-Fi fingerprint positioning to implement a low cost deployment. A wireless fingerprint matching algorithm based on the similarity of unequal length sequences is presented. Candidate sequences selection is defined as a set of mappings, and detection errors caused by wireless hotspot stability and the change of interior pattern can be corrected by transforming the unequal length sequences into equal length sequences. The presented scheme was verified experimentally to achieve the accuracy requirements for an indoor positioning system with low deployment cost.

Keywords: Fingerprint match, indoor positioning, mobile robot positioning system, Wi-Fi, wireless fingerprint.

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Authors: Mohamed EL Boujnouni, Mohamed Jedra, Noureddine Zahid

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Support Vector Domain Description (SVDD) is one of the best-known one-class support vector learning methods, in which one tries the strategy of using balls defined on the feature space in order to distinguish a set of normal data from all other possible abnormal objects. As all kernel-based learning algorithms its performance depends heavily on the proper choice of the kernel parameter. This paper proposes a new approach to select kernel's parameter based on maximizing the distance between both gravity centers of normal and abnormal classes, and at the same time minimizing the variance within each class. The performance of the proposed algorithm is evaluated on several benchmarks. The experimental results demonstrate the feasibility and the effectiveness of the presented method.

Keywords: Gravity centers, Kernel’s parameter, Support Vector Domain Description, Variance.

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Authors: Xu LiYun, Briand Florent, Fan GuoLiang

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The loop-layout design problem (LLDP) aims at optimizing the sequence of positioning of the machines around the cyclic production line. Traffic congestion is the usual criteria to minimize in this type of problem, i.e. the number of additional cycles spent by each part in the network until the completion of its required routing sequence of machines. This paper aims at applying several improvements mechanisms such as a positioned-based crossover operator for the Genetic Algorithm (GA) called a Two Points Crossover (TPC) and an offspring selection process. The performance of the improved GA is measured using well-known examples from literature and compared to other evolutionary algorithms. Good results show that GA can still be competitive for this type of problem against more recent evolutionary algorithms.

Keywords: Crossover, genetic algorithm, layout design problem, loop-layout, manufacturing optimization.

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Authors: Shouzhen Zeng

Abstract:

We present a new intuitionistic fuzzy aggregation operator called the intuitionistic fuzzy ordered weighted averaging-weighted average (IFOWAWA) operator. The main advantage of the IFOWAWA operator is that it unifies the OWA operator with the WA in the same formulation considering the degree of importance that each concept has in the aggregation. Moreover, it is able to deal with an uncertain environment that can be assessed with intuitionistic fuzzy numbers. We study some of its main properties and we see that it has a lot of particular cases such as the intuitionistic fuzzy weighted average (IFWA) and the intuitionistic fuzzy OWA (IFOWA) operator. Finally, we study the applicability of the new approach on a financial decision making problem concerning the selection of financial strategies.

Keywords: Intuitionistic fuzzy numbers, Weighted average, OWA operator, Financial decision making

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Authors: Ghulam Ahmad

Abstract:

In this paper comparison of Reflector Antenna analyzing techniques based on wave and ray nature of optics is presented for an offset reflector antenna using GRASP (General Reflector antenna Analysis Software Package) software. The results obtained using PO (Physical Optics), PTD (Physical theory of Diffraction), and GTD (Geometrical Theory of Diffraction) are compared. The validity of PO and GTD techniques in regions around the antenna, caustic behavior of GTD in main beam, and deviation of GTD in case of near-in sidelobes of radiation pattern are discussed. The comparison for far-out sidelobes predicted by PO, PO + PTD and GTD is described. The effect of Direct Radiations from feed which results in feed selection for the system is addressed.

Keywords: Geometrical optics & geometrical theory of diffraction, offset reflector antenna, physical optics & physical theory of diffraction, PO & GO comaprison.

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Authors: Wendong Yang, Changhai Wang, Valeria Arrighi

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Low ink sintering temperature is desired for flexible electronics, as it would widen the application of the ink on temperature-sensitive substrates where the selection of silver precursor is very critical. In this paper, four types of organic silver precursors, silver carbonate, silver oxalate, silver tartrate and silver itaconate, were synthesized using an ion exchange method, firstly. Various characterization methods were employed to investigate their physical phase, chemical composition, morphologies and thermal decomposition behavior. It was found that silver oxalate had the ideal thermal property and showed the lowest decomposition temperature. An ink was then formulated by complexing the as-prepared silver oxalate with ethylenediamine in organic solvents. Results show that a favorable conductive film with a uniform surface structure consisting of silver nanoparticles and few voids could be produced from the ink at a sintering temperature of 150 °C.

Keywords: Conductive ink, electrical property, film, organic silver.

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Authors: Elif Alaybeyoğlu, Y. Esra Albayrak

Abstract:

Marketing establishes a communication network between producers and consumers. Nowadays, marketing approach is customer-focused and products are directly oriented to meet customer needs. Marketing, which is a long process, needs organization and management. Therefore strategic marketing planning becomes more and more important in today’s competitive conditions. Main focus of this paper is to evaluate pricing strategies and select the best pricing strategy solution while considering internal and external factors influencing the company’s pricing decisions associated with new product development. To reflect the decision maker’s subjective preference information and to determine the weight vector of factors (attributes), the fuzzy linear programming technique for multidimensional analysis of preference (LINMAP) under intuitionistic fuzzy (IF) environments is used.

Keywords: IF Sets, LINMAP, MAGDM, Marketing.

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Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

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The frequency contents of the non-stationary signals vary with time. For proper characterization of such signals, a smart time-frequency representation is necessary. Classically, the STFT (short-time Fourier transform) is employed for this purpose. Its limitation is the fixed timefrequency resolution. To overcome this drawback an enhanced STFT version is devised. It is based on the signal driven sampling scheme, which is named as the cross-level sampling. It can adapt the sampling frequency and the window function (length plus shape) by following the input signal local variations. This adaptation results into the proposed technique appealing features, which are the adaptive time-frequency resolution and the computational efficiency.

Keywords: Level Crossing Sampling, Activity Selection, Adaptive Resolution Analysis, Computational Complexity.

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Authors: Ponsy R.K. Sathia Bhama, Thamarai Selvi Soma Sundaram, R. Sivakama Sundari, R. Bakiyalakshmi, K. Thamizharasi

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Grid scheduling is the process of mapping grid jobs to resources over multiple administrative domains. Traditionally, application-level schedulers have been tightly integrated with the application itself and were not easily applied to other applications. This design is generic that decouples the scheduler core (the search procedure) from the application-specific (e.g. application performance models) and platform-specific (e.g. collection of resource information) components used by the search procedure. In this decoupled approach the application details are not revealed completely to broker, but customer will give the application to resource provider for execution. In a decoupled approach, apart from scheduling, the resource selection can be performed independently in order to achieve scalability.

Keywords: Meta, grid scheduling, application-level scheduler, decouple, scheduler core and performance model.

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Authors: Inchae Park, Byungun Yoon

Abstract:

As open innovation has received increasingly attention in the management of innovation, the importance of identifying potential partnership is increasing. This paper suggests a methodology to identify the interested parties as one of Innovation intermediaries to enable open innovation with patent network. To implement the methodology, multi-stage patent citation analysis such as bibliographic coupling and information visualization method such as keyword vector mapping are utilized. This paper has contribution in that it can present meaningful collaboration keywords to identified potential partners in network since not only citation information but also patent textual information is used.

Keywords: Open innovation, partner selection, bibliographic coupling, Keyword vector mapping, patent network.

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Authors: Jaroslav Polec, Petra Heribanová, Tomáš Hirner

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In this paper we proposed a method for finding video frames representing one sign in the finger alphabet. The method is based on determining hands location, segmentation and the use of standard video quality evaluation metrics. Metric calculation is performed only in regions of interest. Sliding mechanism for finding local extrema and adaptive threshold based on local averaging is used for key frames selection. The success rate is evaluated by recall, precision and F1 measure. The method effectiveness is compared with metrics applied to all frames. Proposed method is fast, effective and relatively easy to realize by simple input video preprocessing and subsequent use of tools designed for video quality measuring.

Keywords: Key frame, video, quality, metric, MSE, MSAD, SSIM, VQM, sign language, finger alphabet.

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Authors: Bharti B. Parmar, Vivek J. Pandya

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The issue of unintentional islanding detection of grid connected synchronous distributed generation (SDG) remains the most challenging task faced by the distributed generation (DG) industry as SDG is highly capable of prolonging an island. This paper gives an insight of anti-islanding detection techniques mainly applied for SDG. Different techniques conclude that it is challenging to point out a generic method for a distinct purpose as the application of particular practice depends on nature of the end use and system dependent elements. Also, the setup and operational cost affect the selection of anti-islanding technique to achieve minimal compromising between cost and system quality. A test bench is created in the MATLAB/Simulink^® to demonstrate the results of a 33 kV system. The results are highly satisfactory and they are according to the current practices.

Keywords: Synchronous distributed generation, islanding, point of common coupling, loss of grid.

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Authors: Jiratta Phuboon-ob, Raweewan Auepanwiriyakul

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A data warehouse (DW) is a system which has value and role for decision-making by querying. Queries to DW are critical regarding to their complexity and length. They often access millions of tuples, and involve joins between relations and aggregations. Materialized views are able to provide the better performance for DW queries. However, these views have maintenance cost, so materialization of all views is not possible. An important challenge of DW environment is materialized view selection because we have to realize the trade-off between performance and view maintenance. Therefore, in this paper, we introduce a new approach aimed to solve this challenge based on Two-Phase Optimization (2PO), which is a combination of Simulated Annealing (SA) and Iterative Improvement (II), with the use of Multiple View Processing Plan (MVPP). Our experiments show that 2PO outperform the original algorithms in terms of query processing cost and view maintenance cost.

Keywords: Data warehouse, materialized views, view selectionproblem, two-phase optimization.

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Authors: Z.A. Jaffery, Vinay Kumar Chandna, Sunil Kumar Chaudhary

Abstract:

This paper present a MATLAB-SIMULINK model of a single phase 2.5 KVA, 240V RMS controlled PV VSI (Photovoltaic Voltage Source Inverter) inverter using IGBTs (Insulated Gate Bipolar Transistor). The behavior of output voltage, output current, and the total harmonic distortion (THD), with the variation in input dc blocking capacitor (Cdc), for linear and non-linear load has been analyzed. The values of Cdc as suggested by the other authors in their papers are not clearly defined and it poses difficulty in selecting the proper value. As the dc power stored in Cdc, (generally placed parallel with battery) is used as input to the VSI inverter. The simulation results shows the variation in the output voltage and current with different values of Cdc for linear and non-linear load connected at the output side of PV VSI inverter and suggest the selection of suitable value of Cdc.

Keywords: DC Blocking capacitor, IGBTs, PV VSI, THD.

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Authors: Shwe Wut Hmon Aye, Kay Thi Lwin, Waing Waing Kay Khine Oo

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As the material used for fuselage structure must possess low density, high strength to weight ratio, the selection of appropriate materials for fuselage structure is one of the most important tasks. Aluminum metal itself is soft and low in strength. It can be made stronger by giving proper combination of suitable alloy addition, mechanical treatment and thermal treatment. The usual thermal treatment given to aluminum alloys is called age-hardening or precipitation hardening. In this paper, the studies are carried out on 7075 aluminum alloy which is how to improve strength level for fuselage structure. The marked effect of the strength on the ternary alloy is clearly demonstrated at several ageing times and temperatures. It is concluded that aluminum-zinc-magnesium alloy can get the highest strength level in natural ageing.

Keywords: Aluminum alloy, ageing, heat treatment, strength.

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Authors: Nahid Ghasemi, Mohammad Goodarzi, Morteza Khosravi

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Simultaneous determination of multicomponents of phenol, resorcinol and catechol with a chemometric technique a PCranking artificial neural network (PCranking-ANN) algorithm is reported in this study. Based on the data correlation coefficient method, 3 representative PCs are selected from the scores of original UV spectral data (35 PCs) as the original input patterns for ANN to build a neural network model. The results obtained by iterating 8000 .The RMSEP for phenol, resorcinol and catechol with PCranking- ANN were 0.6680, 0.0766 and 0.1033, respectively. Calibration matrices were 0.50-21.0, 0.50-15.1 and 0.50-20.0 μg ml-1 for phenol, resorcinol and catechol, respectively. The proposed method was successfully applied for the determination of phenol, resorcinol and catechol in synthetic and water samples.

Keywords: Phenol, Resorcinol, Catechol, Principal componentrankingArtificial Neural Network, Chemometrics.

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Authors: Zhang Yan, Yu Bin

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Principle component analysis is often combined with the state-of-art classification algorithms to recognize human faces. However, principle component analysis can only capture these features contributing to the global characteristics of data because it is a global feature selection algorithm. It misses those features contributing to the local characteristics of data because each principal component only contains some levels of global characteristics of data. In this study, we present a novel face recognition approach using non-negative principal component analysis which is added with the constraint of non-negative to improve data locality and contribute to elucidating latent data structures. Experiments are performed on the Cambridge ORL face database. We demonstrate the strong performances of the algorithm in recognizing human faces in comparison with PCA and NREMF approaches.

Keywords: classification, face recognition, non-negativeprinciple component analysis (NPCA)

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Authors: S. Souli, Z. Lachiri

Abstract:

In this paper we propose a robust environmental sound classification approach, based on spectrograms features driven from log-Gabor filters. This approach includes two methods. In the first methods, the spectrograms are passed through an appropriate log-Gabor filter banks and the outputs are averaged and underwent an optimal feature selection procedure based on a mutual information criteria. The second method uses the same steps but applied only to three patches extracted from each spectrogram.

To investigate the accuracy of the proposed methods, we conduct experiments using a large database containing 10 environmental sound classes. The classification results based on Multiclass Support Vector Machines show that the second method is the most efficient with an average classification accuracy of 89.62 %.

Keywords: Environmental sounds, Log-Gabor filters, Spectrogram, SVM Multiclass, Visual features.

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Authors: M. M. Karkhanehchi, A. Ammani

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A simple analytical model has been developed to optimize biasing conditions for obtaining maximum linearity among lattice-matched, pseudomorphic and metamorphic HEMT types as well as enhancement and depletion HEMT modes. A nonlinear current-voltage model has been simulated based on extracted data to study and select the most appropriate type and mode of HEMT in terms of a given gate-source biasing voltage within the device so as to employ the circuit for the highest possible output current or voltage linear swing. Simulation results can be used as a basis for the selection of optimum gate-source biasing voltage for a given type and mode of HEMT with regard to a circuit design. The consequences can also be a criterion for choosing the optimum type or mode of HEMT for a predetermined biasing condition.

Keywords: Biasing, characteristic, linearity, simulation.

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Authors: Tatjana Eitrich, Bruno Lang

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This work deals with aspects of support vector learning for large-scale data mining tasks. Based on a decomposition algorithm that can be run in serial and parallel mode we introduce a data transformation that allows for the usage of an expensive generalized kernel without additional costs. In order to speed up the decomposition algorithm we analyze the problem of working set selection for large data sets and analyze the influence of the working set sizes onto the scalability of the parallel decomposition scheme. Our modifications and settings lead to improvement of support vector learning performance and thus allow using extensive parameter search methods to optimize classification accuracy.

Keywords: Support Vector Machines, Shared Memory Parallel Computing, Large Data

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Authors: Farjana Mumu, Jia Guozho

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Throughout the world, the Islamic way of banking and financing is increasing. The same trend is also visible in Pakistan, where the Islamic banking sector is increasing in size and volume each year. The question immediately arises as why the Pakistanis patronize the Islamic banking system? This study was carried out to find whether following the Islamic rules in finance is the main factor for such selection or whether other factors such as customer service, location, banking hour, physical facilities of the bank etc also have importance. The study was carried by distributing questionnaire and 200 responses were collected from the clients of Islamic banks. The result showed that the service quality and other factors are as important as following the Islamic rules for finance to retain old ustomers and catch new customers. The result is important and Islamic banks can take actions accordingly to look after both the factors

Keywords: Customers' perception, customer satisfaction, customer service, Islamic banking

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Authors: A. Sopharak, B. Uyyanonvara, S. Barman

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Microaneurysm is a key indicator of diabetic retinopathy that can potentially cause damage to retina. Early detection and automatic quantification are the keys to prevent further damage. In this paper, which focuses on automatic microaneurysm detection in images acquired through non-dilated pupils, we present a series of experiments on feature selection and automatic microaneurysm pixel classification. We found that the best feature set is a combination of 10 features: the pixel-s intensity of shade corrected image, the pixel hue, the standard deviation of shade corrected image, DoG4, the area of the candidate MA, the perimeter of the candidate MA, the eccentricity of the candidate MA, the circularity of the candidate MA, the mean intensity of the candidate MA on shade corrected image and the ratio of the major axis length and minor length of the candidate MA. The overall sensitivity, specificity, precision, and accuracy are 84.82%, 99.99%, 89.01%, and 99.99%, respectively.

Keywords: Diabetic retinopathy, microaneurysm, naive Bayes classifier

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Authors: Tomohiro Ando, Satoshi Yamashita

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The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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Authors: Alexandros Leontitsis, Archana P. Sangole

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This article presents a short discussion on optimum neighborhood size selection in a spherical selforganizing feature map (SOFM). A majority of the literature on the SOFMs have addressed the issue of selecting optimal learning parameters in the case of Cartesian topology SOFMs. However, the use of a Spherical SOFM suggested that the learning aspects of Cartesian topology SOFM are not directly translated. This article presents an approach on how to estimate the neighborhood size of a spherical SOFM based on the data. It adopts the L-curve criterion, previously suggested for choosing the regularization parameter on problems of linear equations where their right-hand-side is contaminated with noise. Simulation results are presented on two artificial 4D data sets of the coupled Hénon-Ikeda map.

Keywords: Parameter estimation, self-organizing feature maps, spherical topology.

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