Search results for: communication process

Authors: Nisarg A. Patel, Hiren B. Patel

Abstract:

Quantum cryptography is described as a point-to-point secure key generation technology that has emerged in recent times in providing absolute security. Researchers have started studying new innovative approaches to exploit the security of Quantum Key Distribution (QKD) for a large-scale communication system. A number of approaches and models for utilization of QKD for secure communication have been developed. The uncertainty principle in quantum mechanics created a new paradigm for QKD. One of the approaches for use of QKD involved network fashioned security. The main goal was point-to-point Quantum network that exploited QKD technology for end-to-end network security via high speed QKD. Other approaches and models equipped with QKD in network fashion are introduced in the literature as. A different approach that this paper deals with is using QKD in existing protocols, which are widely used on the Internet to enhance security with main objective of unconditional security. Our work is towards the analysis of the QKD in Mobile ad-hoc network (MANET).

Keywords: QKD, cryptography, quantum cryptography, network performance.

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Authors: Claudiu Brandas

Abstract:

Several recent studies have shown that the transparency of financial reporting have a significant influence on investor-s decisions. Thus, regulation authorities and professional organizations (IFAC) have emphasized the role of XBRL (eXtensible Business Reporting Language) and interactive data as a means of promoting transparency and monitoring corporate reporting. In this context, this paper has as objective the analysis of interactive reporting through XBRL and its use as a support in the process of taking decisions in corporate governance, namely the potential of interactive reports in XBRL to increase the transparency and monitoring process of corporate governance.

Keywords: Corporate Governance, decision, financial reporting, transparency, XBRL.

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Authors: Shogo Kato, Daisuke Okamoto, Satoko Tsuru, Yoshinori Iizuka, Ryoko Shimono

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Healthcare safety has been perceived important. It is essential to prevent troubles in healthcare processes for healthcare safety. Trouble prevention is based on trouble prediction using accumulated knowledge on processes, troubles, and countermeasures. However, information on troubles has not been accumulated in hospitals in the appropriate structure, and it has not been utilized effectively to prevent troubles. In the previous study, however a detailed knowledge acquisition process for trouble prediction was proposed, the knowledgebase for countermeasures was not involved. In this paper, we aim to propose the structure of the knowledgebase for countermeasures, in the knowledge acquisition process for trouble prediction in healthcare process. We first design the structure of countermeasures and propose the knowledge representation form on countermeasures. Then, we evaluate the validity of the proposal, by applying it into an actual hospital.

Keywords: Trouble prevention, knowledge structure, structured knowledge, reusable knowledge.

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Authors: Mohammad Hasan Raouf, Ahmad Rouhani, Mohammad Abedini, Ebrahim Rasooli Anarmarzi

Abstract:

In this paper the application of a hierarchical fuzzy system (HFS) based on MPSS and SVC in multi-machine environment is studied. Also the effect of communication lines active power variance signal between two ΔP_Tie-line regions, as one of the inputs of hierarchical fuzzy multi-input PSS and SVC (HFMPSS & SVC), on the increase of low frequency oscillation damping is examined. In the MPSS, to have better efficiency an auxiliary signal of reactive power deviation (ΔQ) is added with ΔP+ Δω input type PSS. The number of rules grows exponentially with the number of variables in a classic fuzzy system. To reduce the number of rules the HFS consists of a number of low-dimensional fuzzy systems in a hierarchical structure. Phasor model of SVC is described and used in this paper. The performances of MPSS and ΔP_Tie-line based HFMPSS and also the proposed method in damping inter-area mode of oscillation are examined in response to disturbances. The efficiency of the proposed model is examined by simulating a four-machine power system. Results show that the proposed method is performing satisfactorily within the whole range of disturbances and reduces the cost of system.

Keywords: Communication lines active power variance signal, Hierarchical fuzzy system (HFS), Multi-input power system stabilizer (MPSS), Static VAR compensator (SVC).

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Authors: Petra Heribanová, Jaroslav Polec, Michal Martinovič

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In this paper we propose a new content-weighted method for full reference (FR) video quality control using a region of interest (ROI) and wherein two-component weighted metrics for Deaf People Video Communication. In our approach, an image is partitioned into region of interest and into region "dry-as-dust", then region of interest is partitioned into two parts: edges and background (smooth regions), while the another methods (metrics) combined and weighted three or more parts as edges, edges errors, texture, smooth regions, blur, block distance etc. as we proposed. Using another idea that different image regions from deaf people video communication have different perceptual significance relative to quality. Intensity edges certainly contain considerable image information and are perceptually significant.

Keywords: Video quality assessment, weighted MSE.

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Authors: K. Indra Gandhi

Abstract:

Wireless Sensor Networks (WSNs) have always been characterized for application-specific sensing, relaying and collection of information for further analysis. However, software development was not considered as a separate entity in this process of data collection which has posed severe limitations on the software development for WSN. Software development for WSN is a complex process since the components involved are data-driven, network-driven and application-driven in nature. This implies that there is a tremendous need for the separation of concern from the software development perspective. A layered approach for developing data acquisition design based on Model Driven Development (MDD) has been proposed as the sensed data collection process itself varies depending upon the application taken into consideration. This work focuses on the layered view of the data acquisition process so as to ease the software point of development. A metamodel has been proposed that enables reusability and realization of the software development as an adaptable component for WSN systems. Further, observing users perception indicates that proposed model helps in improving the programmer's productivity by realizing the collaborative system involved.

Keywords: Model-driven development, wireless sensor networks, data acquisition, separation of concern, layered design.

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Authors: Rute Abreu, Fátima David, Liliane Cristina Segura

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The Deposit Guarantee Fund (DGF) and its communication with the Society, in general, and with the deposit client of Financial Institutions, in particular, is discussed through the challenges of the accounting and financial report. The Bank of Portugal promotes the Portuguese Deposit Guarantee Fund (PDGF) as a financial institution that enhanced the market confidence and stability on the deposit-insurance system. Due to the nature of their functions, it must be subject to regulation and supervision that provides a first line of defense against adversely affect confidence on the Portuguese financial market. First, this research provides evidence of the effectiveness of the protection mechanisms on the deposit insurance system, which provides high and equal protection to all stakeholders. Second, it emphasizes the need of requirements of rigorous accounting process and effective financial report to reduce the moral hazard implications. Third, this research focuses on the need of total disclosure of the financial information which gives higher transparency and protection to deposit client of financial institutions.

Keywords: Deposit Guarantee Fund, Portugal, Accounting, Financial Report.

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Authors: Jian-hua Yeh, Shi-yi Kuo

Abstract:

This paper discusses the classification process for medical data. In this paper, we use the data from ACM KDDCup 2008 to demonstrate our classification process based on latent topic discovery. In this data set, the target set and outliers are quite different in their nature: target set is only 0.6% size in total, while the outliers consist of 99.4% of the data set. We use this data set as an example to show how we dealt with this extremely biased data set with latent topic discovery and noise reduction techniques. Our experiment faces two major challenge: (1) extremely distributed outliers, and (2) positive samples are far smaller than negative ones. We try to propose a suitable process flow to deal with these issues and get a best AUC result of 0.98.

Keywords: classification, latent topics, outlier adjustment, feature scaling

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Authors: Parviz Alinezhad, Ali Sanati, Koorosh Naser Momtahen

Abstract:

Square pipes (pipes with square cross sections) are being used for various industrial objectives, such as machine structure components and housing/building elements. The utilization of them is extending rapidly and widely. Hence, the out-put of those pipes is increasing and new application fields are continually developing. Due to various demands in recent time, the products have to satisfy difficult specifications with high accuracy in dimensions. The reshaping process design of pipes with square cross sections; however, is performed by trial and error and based on expert-s experience. In this paper, a computer-aided simulation is developed based on the 2-D elastic-plastic method with consideration of the shear deformation to analyze the reshaping process. Effect of various parameters such as diameter of the circular pipe and mechanical properties of metal on product dimension and quality can be evaluated by using this simulation. Moreover, design of reshaping process include determination of shrinkage of cross section, necessary number of stands, radius of rolls and height of pipe at each stand, are investigated. Further, it is shown that there are good agreements between the results of the design method and the experimental results.

Keywords: Circular Pipes, Square Pipes, Shear Deformation, Reshaping Process, Numerical Simulation.

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Authors: G. Petruzzelli, F. Pedron, M. Grifoni, F. Gorini, I. Rosellini, B. Pezzarossa

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Composting is a controlled technology to enhance the natural aerobic process of organic wastes degradation. The resulting product is a humified material that is principally recyclable for agricultural purpose. The composting process is one of the most important tools for waste management, by the European Community legislation. In recent years composting has been increasingly used as a remediation technology to remove biodegradable contaminants from soil, and to modulate heavy metals bioavailability in phytoremediation strategies. An optimization in the recovery of resources from wastes through composting could enhance soil fertility and promote its use in the remediation biotechnologies of contaminated soils.

Keywords: Agriculture, biopile, compost, soil clean-up, waste recycling.

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Authors: Jeng-Shin Sheu, Jenn-Kaie Lain, Tai-Kuo Woo, Jyh-Horng Wen

Abstract:

The least mean square (LMS) algorithmis one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possible to exploit the past information in the updating process. Moreover, since the transition matrix has a smaller variance than that of the weight itself by the central limit theorem, the weight transition matrix converges faster than the weight itself. Accordingly, the proposed Markov-chain based booster thus has the ability to track variations in signal characteristics, and meanwhile, it can accelerate the rate of convergence for LMS algorithms. Simulation results show that the LMS algorithm can effectively increase the convergence rate and meantime further approach the Wiener solution, if the Markov-chain based booster is applied. The mean square error is also remarkably reduced, while the convergence rate is improved.

Keywords: LMS, Markov chain, convergence rate, accelerator.

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Authors: Youngji Yoo, Cheong-Sool Park, Jun Seok Kim, Young-Hak Lee, Sung-Shick Kim, Jun-Geol Baek

Abstract:

In the semiconductor manufacturing process, large amounts of data are collected from various sensors of multiple facilities. The collected data from sensors have several different characteristics due to variables such as types of products, former processes and recipes. In general, Statistical Quality Control (SQC) methods assume the normality of the data to detect out-of-control states of processes. Although the collected data have different characteristics, using the data as inputs of SQC will increase variations of data, require wide control limits, and decrease performance to detect outof- control. Therefore, it is necessary to separate similar data groups from mixed data for more accurate process control. In the paper, we propose a regression tree using split algorithm based on Pearson distribution to handle non-normal distribution in parametric method. The regression tree finds similar properties of data from different variables. The experiments using real semiconductor manufacturing process data show improved performance in fault detecting ability.

Keywords: Semiconductor, non-normal mixed process data, clustering, Statistical Quality Control (SQC), regression tree, Pearson distribution system.

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Authors: Mark Watson, J.-F. Bousquet, Adam Forget

Abstract:

A magnetic induction based underwater communication link is evaluated using an analytical model and a custom Finite-Difference Time-Domain (FDTD) simulation tool. The analytical model is based on the Sommerfeld integral, and a full-wave simulation tool evaluates Maxwell’s equations using the FDTD method in cylindrical coordinates. The analytical model and FDTD simulation tool are then compared and used to predict the system performance for various transmitter depths and optimum frequencies of operation. To this end, the system bandwidth, signal to noise ratio, and the magnitude of the induced voltage are used to estimate the expected channel capacity. The models show that in seawater, a relatively low-power and small coils may be capable of obtaining a throughput of 40 to 300 kbps, for the case where a transmitter is at depths of 1 to 3 m and a receiver is at a height of 1 m.

Keywords: Magnetic Induction, FDTD, Underwater Communication, Sommerfeld.

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Authors: Namchul Do, Gyeongseok Chae

Abstract:

This paper proposes a framework for product development including hardware and software components. It provides separation of hardware dependent software, modifications of current product development process, and integration of software modules with existing product configuration models and assembly product structures. In order to decide the dependent software, the framework considers product configuration modules and engineering changes of associated software and hardware components. In order to support efficient integration of the two different hardware and software development, a modified product development process is proposed. The process integrates the dependent software development into product development through the interchanges of specific product information. By using existing product data models in Product Data Management (PDM), the framework represents software as modules for product configurations and software parts for product structure. The framework is applied to development of a robot system in order to show its effectiveness.

Keywords: HW and SW Development Integration, ProductDevelopment with Software.

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Authors: Shilpesh R. Rajpurohit, Harshit K. Dave

Abstract:

Additive manufacturing gains the popularity in recent times, due to its capability to create prototype as well functional as end use product directly from CAD data without any specific requirement of tooling. Fused deposition modeling (FDM) is one of the widely used additive manufacturing techniques that are used to create functional end use part of polymer that is comparable with the injection-molded parts. FDM printed part has an application in various fields such as automobile, aerospace, medical, electronic, etc. However, application of FDM part is greatly affected by poor mechanical properties. Proper selection of the process parameter could enhance the mechanical performance of the printed part. In the present study, experimental investigation has been carried out to study the behavior of the mechanical performance of the printed part with respect to process variables. Three process variables viz. raster angle, raster width and layer height have been varied to understand its effect on tensile strength. Further, effect of process variables on fractured surface has been also investigated.

Keywords: 3D printing, fused deposition modeling, layer height, raster angle, raster width, tensile strength.

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Authors: Sky Chou, Joseph C. Chen

Abstract:

This paper focuses on using six sigma methodologies to reach the desired shrinkage of a manufactured high-density polyurethane (HDPE) part produced by the injection molding machine. It presents a case study where the correct shrinkage is required to reduce or eliminate defects and to improve the process capability index Cp and Cpk for an injection molding process. To improve this process and keep the product within specifications, the six sigma methodology, design, measure, analyze, improve, and control (DMAIC) approach, was implemented in this study. The six sigma approach was paired with the Taguchi methodology to identify the optimized processing parameters that keep the shrinkage rate within the specifications by our customer. An L9 orthogonal array was applied in the Taguchi experimental design, with four controllable factors and one non-controllable/noise factor. The four controllable factors identified consist of the cooling time, melt temperature, holding time, and metering stroke. The noise factor is the difference between material brand 1 and material brand 2. After the confirmation run was completed, measurements verify that the new parameter settings are optimal. With the new settings, the process capability index has improved dramatically. The purpose of this study is to show that the six sigma and Taguchi methodology can be efficiently used to determine important factors that will improve the process capability index of the injection molding process.

Keywords: Injection molding, shrinkage, six sigma, Taguchi parameter design.

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Authors: Vladimir Simovic, Matija Varga, Tonco Marusic

Abstract:

This research paper shows matrix technology models and examples of information systems in education (in the Republic of Croatia and in the Germany) in support of business, education (when learning and teaching) and e-learning. Here we researched and described the aims and objectives of the main process in education and technology, with main matrix classes of data. In this paper, we have example of matrix technology with detailed description of processes related to specific data classes in the processes of education and an example module that is support for the process: ‘Filling in the directory and the diary of work’ and ‘evaluation’. Also, on the lower level of the processes, we researched and described all activities which take place within the lower process in education. We researched and described the characteristics and functioning of modules: ‘Fill the directory and the diary of work’ and ‘evaluation’. For the analysis of the affinity between the aforementioned processes and/or sub-process we used our application model created in Visual Basic, which was based on the algorithm for analyzing the affinity between the observed processes and/or sub-processes.

Keywords: Designing, education management, information systems, matrix technology, process affinity.

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Authors: Yu-Shuai Chen , Chien-Ching Chiu , Chung-Hsin Huang, Chien-Hung Chen

Abstract:

The bit error rate (BER) performance for ultra-wide band (UWB) indoor communication with impact of metallic furniture is investigated. The impulse responses of different indoor environments for any transmitter and receiver location are computed by shooting and bouncing ray/image and inverse Fourier transform techniques. By using the impulse responses of these multipath channels, the BER performance for binary pulse amplitude modulation (BPAM) impulse radio UWB communication system are calculated. Numerical results have shown that the multi-path effect by the metallic cabinets is an important factor for BER performance. Also the outage probability for the UWB multipath environment with metallic cabinets is more serious (about 18%) than with wooden cabinets. Finally, it is worth noting that in these cases the present work provides not only comparative information but also quantitative information on the performance reduction.

Keywords: UWB, multipath, outage probability.

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Authors: Wanatchapong Kongkaew

Abstract:

This paper proposes an application of probabilistic technique, namely Gaussian process regression, for estimating an optimal sequence of the single machine with total weighted tardiness (SMTWT) scheduling problem. In this work, the Gaussian process regression (GPR) model is utilized to predict an optimal sequence of the SMTWT problem, and its solution is improved by using an iterated local search based on simulated annealing scheme, called GPRISA algorithm. The results show that the proposed GPRISA method achieves a very good performance and a reasonable trade-off between solution quality and time consumption. Moreover, in the comparison of deviation from the best-known solution, the proposed mechanism noticeably outperforms the recently existing approaches.

 

Keywords: Gaussian process regression, iterated local search, simulated annealing, single machine total weighted tardiness.

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Authors: S. Phanyaem

Abstract:

Exponentially weighted moving average control chart (EWMA) is a popular chart used for detecting shift in the mean of parameter of distributions in quality control. The objective of this paper is to compare the efficiency of control chart to detect an increases in the mean of a process. In particular, we compared the Maximum Exponentially Weighted Moving Average (MaxEWMA) and Maximum Generally Weighted Moving Average (MaxGWMA) control charts when the observations are Exponential distribution. The criteria for evaluate the performance of control chart is called, the Average Run Length (ARL). The result of comparison show that in the case of process is small sample size, the MaxEWMA control chart is more efficiency to detect shift in the process mean than MaxGWMA control chart. For the case of large sample size, the MaxEWMA control chart is more sensitive to detect small shift in the process mean than MaxGWMA control chart, and when the process is a large shift in mean, the MaxGWMA control chart is more sensitive to detect mean shift than MaxEWMA control chart.

Keywords: Maximum Exponentially Weighted Moving Average, Maximum General Weighted Moving Average, Average Run Length.

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Authors: Kittisak Kerdprasop, Nittaya Kerdprasop

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Frequent pattern discovery over data stream is a hard problem because a continuously generated nature of stream does not allow a revisit on each data element. Furthermore, pattern discovery process must be fast to produce timely results. Based on these requirements, we propose an approximate approach to tackle the problem of discovering frequent patterns over continuous stream. Our approximation algorithm is intended to be applied to process a stream prior to the pattern discovery process. The results of approximate frequent pattern discovery have been reported in the paper.

Keywords: Frequent pattern discovery, Approximate algorithm, Data stream analysis.

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Authors: Jae Keun Park, Sung Je Hong, Kyong Hoon Kim, Tae Heum Kang, Wan Yeon Lee

Abstract:

In this paper, we propose a routing scheme that guarantees the residual lifetime of wireless sensor networks where each sensor node operates with a limited budget of battery energy. The scheme maximizes the communications QoS while sustaining the residual battery lifetime of the network for a specified duration. Communication paths of wireless nodes are translated into a directed acyclic graph(DAG) and the maximum-flow algorithm is applied to the graph. The found maximum flow are assigned to sender nodes, so as to maximize their communication QoS. Based on assigned flows, the scheme determines the routing path and the transmission rate of data packet so that any sensor node on the path would not exhaust its battery energy before a specified duration.

Keywords: Sensor network, battery, residual lifetime, routingscheme, QoS

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Authors: Emre Alptekin, Damla Yalçınyiğit, Gülfem Alptekin

Abstract:

In highly competitive environments, a growing number of companies must regularly launch new products speedily and successfully. A company-s success is based on the systematic, conscious product designing method which meets the market requirements and takes risks as well as resources into consideration. Research has found that developing and launching new products are inherently risky endeavors. Hence in this research, we aim at introducing a risk evaluation framework for the new product innovation process. Our framework is based on the fuzzy analytical hierarchy process (FAHP) methodology. We have applied all the stages of the framework on the risk evaluation process of a pharmaceuticals company.

Keywords: Evaluation, risks, product innovation.

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Authors: Farhan Hussain, M.S.Islam

Abstract:

Analytically the effect of polarization dependent loss on a high speed fiber optic communication link has been investigated. PDL and the signal's incoming state of polarization (SOP) have a significant co-relation between them and their various combinations produces different effects on the system behavior which has been inspected. Pauli's spin operator and PDL parameters are combined together to observe the attenuation effect induced by PDL in a link containing multiple PDL elements. It is found that in the presence of PDL the Q-factor and BER at the receiver undergoes fluctuation causing the system to be unstable and results show that it is mainly due to optical-signal-to-parallel-noise ratio (OSNItpar) that these parameters fluctuate. Generally the Q-factor, BER deteriorates as the value of average PDL in the link increases except for depolarized light for which the system parameters improves when PDL increases.

Keywords: Bit Error Rate (BER), Optical-signal-to-noise ratio (OSNR), Polarization-dependent loss (PDL), State of polarization (SOP).

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Authors: Jin Myoung Kim, Tae Ho Cho

Abstract:

Wireless Sensor networks have a wide spectrum of civil and military applications that call for secure communication such as the terrorist tracking, target surveillance in hostile environments. For the secure communication in these application areas, we propose a method for generating a hierarchical key structure for the efficient group key management. In this paper, we apply A* algorithm in generating a hierarchical key structure by considering the history data of the ratio of addition and eviction of sensor nodes in a location where sensor nodes are deployed. Thus generated key tree structure provides an efficient way of managing the group key in terms of energy consumption when addition and eviction event occurs. A* algorithm tries to minimize the number of messages needed for group key management by the history data. The experimentation with the tree shows efficiency of the proposed method.

Keywords: Heuristic search, key management, security, sensor network.

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Authors: Wipada Chiawchan

Abstract:

This study found that most corporate personnel are using social media to communicate with colleagues to make the process of working more efficient. Complete satisfaction occurred on the use of security within the University’s computer network. The social network usage for communication, collaboration, entertainment and demonstrating concerns accounted for fifty percent of variance to predict interpersonal relationships of corporate personnel. This evaluation on the effectiveness of social networking involved 213 corporate personnel’s. The data was collected by questionnaires. This data was analyzed by using percentage, mean, and standard deviation. The results from the analysis and the effectiveness of using online social networks were derived from the attitude of private users and safety data within the security system. The results showed that the effectiveness on the use of an online social network for corporate personnel of Suan Sunandha Rajabhat University was specifically at a good level, and the overall effects of each aspect was (Ẋ=3.11).

Keywords: Behaviors, Social Media, Social Network.

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Authors: S. N. Hussain, H. M. A. Asghar, E. P. L. Roberts, N. W. Brown

Abstract:

Arvia®, a spin-out company of University of Manchester, UK is commercialising a water treatment technology for the removal of low concentrations of organics from water. This technology is based on the adsorption of organics onto graphite based adsorbents coupled with their electrochemical regeneration in a simple electrochemical cell. In this paper, the potential of the process to adsorb microorganisms and electrochemically disinfect them present in water has been demonstrated. Bench scale experiments have indicated that the process of adsorption using graphite adsorbents with electrochemical regeneration can be used for water disinfection effectively. The most likely mechanisms of disinfection of water through this process include direct electrochemical oxidation and electrochemical chlorination.

Keywords: Arvia, Adsorption, Electrochemical Regeneration, Nyex

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Authors: P. P. S. Sifolo, M. J. Maimela M. P. Tladi

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This article investigates technology used by Tshwane residents intended for tourism purposes. The aim is to contribute information for planning and management concerning technology within the tourism sector in the city of Tshwane, South Africa. This study identified the types of tourist related technologies used by the Tshwane residents, be it for business purposes or personal use. The study connected the exploitation of technology for tourism purposes through unpacking the tourism sector as it utilizes technology. Quantitative research methodology was used whereby self-completed questionnaires were chosen as research instruments. The research study carried out a search for knowledge on technology for tourism and the Tshwane residents; however the study revealed that technology has certainly imprinted tourism massively because of its effectiveness and efficiency. Technology has assisted tourism businesses stay abreast of competition with integrated communication technology (ICT) and because of that, SA is on the map as one of the economically performing countries in Africa. Moreover, technology and tourism make a meaningful impact on job creation and Gross Domestic Product (GDP).

Keywords: Information and Communication Technology, Technology for tourism, Tshwane residents.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: G. M. Mir, N. A. Shah, Moinuddin

Abstract:

Efficient handoff algorithms are a cost-effective way of enhancing the capacity and QoS of cellular system. The higher value of hysteresis effectively prevents unnecessary handoffs but causes undesired cell dragging. This undesired cell dragging causes interference or could lead to dropped calls in microcellular environment. The problems are further exacerbated by the corner effect phenomenon which causes the signal level to drop by 20-30 dB in 10-20 meters. Thus, in order to maintain reliable communication in a microcellular system new and better handoff algorithms must be developed. A fuzzy based handoff algorithm is proposed in this paper as a solution to this problem. Handoff on the basis of ratio of slopes of normal signal loss to the actual signal loss is presented. The fuzzy based solution is supported by comparing its results with the results obtained in analytical solution.

Keywords: Slope ratio, handoff, corner effect, fuzzy logic.

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