Search results for: time-volatility of regression coefficients

Authors: Abdessamad Essaouabi, Ibnelhaj Elhassane

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Efficient storage, transmission and use of video information are key requirements in many multimedia applications currently being addressed by MPEG-4. To fulfill these requirements, a new approach for representing video information which relies on an object-based representation, has been adopted. Therefore, objectbased watermarking schemes are needed for copyright protection. This paper proposes a novel blind object watermarking scheme for images and video using the in place lifting shape adaptive-discrete wavelet transform (SA-DWT). In order to make the watermark robust and transparent, the watermark is embedded in the average of wavelet blocks using the visual model based on the human visual system. Wavelet coefficients n least significant bits (LSBs) are adjusted in concert with the average. Simulation results shows that the proposed watermarking scheme is perceptually invisible and robust against many attacks such as lossy image/video compression (e.g. JPEG, JPEG2000 and MPEG-4), scaling, adding noise, filtering, etc.

Keywords: Watermark, visual model, robustness, in place lifting shape adaptive-discrete wavelet transform.

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Authors: Henrik L. Funke, Lars Ulke-Winter, Sandra Gelbrich, Lothar Kroll

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This work reports about an approach for an automatic adaptation of concrete formulations based on genetic algorithms (GA) to optimize a wide range of different fit-functions. In order to achieve the goal, a method was developed which provides a numerical description of a fibre reinforced concrete (FRC) mixture regarding the production technology and the property spectrum of the concrete. In a first step, the FRC mixture with seven fixed components was characterized by varying amounts of the components. For that purpose, ten concrete mixtures were prepared and tested. The testing procedure comprised flow spread, compressive and bending tensile strength. The analysis and approximation of the determined data was carried out by GAs. The aim was to obtain a closed mathematical expression which best describes the given seven-point cloud of FRC by applying a Gene Expression Programming with Free Coefficients (GEP-FC) strategy. The seven-parametric FRC-mixtures model which is generated according to this method correlated well with the measured data. The developed procedure can be used for concrete mixtures finding closed mathematical expressions, which are based on the measured data.

Keywords: Concrete design, fibre reinforced concrete, genetic algorithms, GEP-FC.

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Authors: Say Wei Foo, Qi Dong

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Digital watermarking is one of the techniques for copyright protection. In this paper, a normalization-based robust image watermarking scheme which encompasses singular value decomposition (SVD) and discrete cosine transform (DCT) techniques is proposed. For the proposed scheme, the host image is first normalized to a standard form and divided into non-overlapping image blocks. SVD is applied to each block. By concatenating the first singular values (SV) of adjacent blocks of the normalized image, a SV block is obtained. DCT is then carried out on the SV blocks to produce SVD-DCT blocks. A watermark bit is embedded in the highfrequency band of a SVD-DCT block by imposing a particular relationship between two pseudo-randomly selected DCT coefficients. An adaptive frequency mask is used to adjust local watermark embedding strength. Watermark extraction involves mainly the inverse process. The watermark extracting method is blind and efficient. Experimental results show that the quality degradation of watermarked image caused by the embedded watermark is visually transparent. Results also show that the proposed scheme is robust against various image processing operations and geometric attacks.

Keywords: Image watermarking, Image normalization, Singularvalue decomposition, Discrete cosine transform, Robustness.

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Authors: Adil Loya, Kamran Maqsood, Muhammad Duraid

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Aerodynamic stability coefficients are necessary to be known before any unmanned aircraft flight is performed. This requires expertise on aerodynamics and stability control of the aircraft. To enable efficacious performance of aircraft requires that a well-defined flight path and aerodynamics should be defined beforehand. This paper presents a study on the aerodynamics of an unmanned aero vehicle (UAV) during flight conditions. Current research holds comparative studies of different parameters for flight aerodynamic, measured using two different open source analytical software programs. These software packages are DATCOM and XLRF5, which help in depicting the flight aerodynamic variables. Computational fluid dynamics (CFD) was also used to perform aerodynamic analysis for which Star CCM+ was used. Output trends of the study demonstrate high accuracies between the two software programs with that of CFD. It can be seen that the Coefficient of Lift (CL) obtained from DATCOM and XFLR is similar to CL of CFD simulation. In the similar manner, other potential aerodynamic stability parameters obtained from analytical software are in good agreement with CFD.

Keywords: XFLR5, DATCOM, computational fluid dynamic, unmanned aero vehicle.

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Authors: Ching-Yi Lee, Dyi-Cheng Chen, Bo-Yan Lai, Chin-Pin Chen

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Creative design requires new approaches to assessment in vocational and technological education. To date, there has been little discussion on instruments used to evaluate dies produced by students in vocational and technological education. Developing a generic instrument has been very difficult due to the diversity of creative domains, the specificity of content, and the subjectivity involved in judgment. This paper presents an instrument for measuring the creativity in the design of products by expanding the Consensual Assessment Technique (CAT). The content-based scale was evaluated for content validity by 5 experts. The scale comprises 5 criteria: originality; practicability; precision; aesthetics; and exchangeability. Nine experts were invited to evaluate the dies produced by 38 college students who enrolled in a Product Design and Development course. To further explore the degree of rater agreement, inter-rater reliability was calculated for each dimension using Kendall's coefficient of concordance test. The inter-judge reliability scores achieved significance, with coefficients ranging from 0.53 to 0.71.

Keywords: Design education, die creative product, vocational and technological education, Consensual Assessment Technique (CAT).

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Authors: Jun Seok Kim, Cheong-Sool Park, Jun-Geol Baek, Sung-Shick Kim

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Control chart pattern recognition is one of the most important tools to identify the process state in statistical process control. The abnormal process state could be classified by the recognition of unnatural patterns that arise from assignable causes. In this study, a wavelet based neural network approach is proposed for the recognition of control chart patterns that have various characteristics. The procedure of proposed control chart pattern recognizer comprises three stages. First, multi-resolution wavelet analysis is used to generate time-shape and time-frequency coefficients that have detail information about the patterns. Second, distance based features are extracted by a bi-directional Kohonen network to make reduced and robust information. Third, a back-propagation network classifier is trained by these features. The accuracy of the proposed method is shown by the performance evaluation with numerical results.

Keywords: Control chart pattern recognition, Multi-resolution wavelet analysis, Bi-directional Kohonen network, Back-propagation network, Feature extraction.

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Authors: Muhammad Imran Ahmad, Ruzelita Ngadiran, Mohd Nazrin Md Isa, Nor Ashidi Mat Isa, Mohd Zaizu Ilyas, Raja Abdullah Raja Ahmad, Said Amirul Anwar Ab Hamid, Muzammil Jusoh

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This paper presents two techniques, local feature extraction using image spectrum and low frequency spectrum modelling using GMM to capture the underlying statistical information to improve the performance of face recognition system. Local spectrum features are extracted using overlap sub block window that are mapped on the face image. For each of this block, spatial domain is transformed to frequency domain using DFT. A low frequency coefficient is preserved by discarding high frequency coefficients by applying rectangular mask on the spectrum of the facial image. Low frequency information is non- Gaussian in the feature space and by using combination of several Gaussian functions that has different statistical properties, the best feature representation can be modelled using probability density function. The recognition process is performed using maximum likelihood value computed using pre-calculated GMM components. The method is tested using FERET datasets and is able to achieved 92% recognition rates.

Keywords: Local features modelling, face recognition system, Gaussian mixture models.

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Authors: Pisit Boonsrimuang, Arjin Numsomran, Tawil Paungma, Hideo Kobayashi

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One of the disadvantages of using OFDM is the larger peak to averaged power ratio (PAPR) in its time domain signal. The larger PAPR signal would course the fatal degradation of bit error rate performance (BER) due to the inter-modulation noise in the nonlinear channel. This paper proposes an improved DSI (Dummy Sequence Insertion) method, which can achieve the better PAPR and BER performances. The feature of proposed method is to optimize the phase of each dummy sub-carrier so as to reduce the PAPR performance by changing all predetermined phase coefficients in the time domain signal, which is calculated for data sub-carriers and dummy sub-carriers separately. To achieve the better PAPR performance, this paper also proposes to employ the time-frequency domain swapping algorithm for fine adjustment of phase coefficient of the dummy subcarriers, which can achieve the less complexity of processing and achieves the better PAPR and BER performances than those for the conventional DSI method. This paper presents various computer simulation results to verify the effectiveness of proposed method as comparing with the conventional methods in the non-linear channel.

Keywords: OFDM, PAPR, dummy sub-carriers, non-linear

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Authors: Tong Liu, Xuan Xu, Xiaodi Wang

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Computational techniques derived from digital image processing are playing a significant role in the security and digital copyrights of multimedia and visual arts. This technology has the effect within the domain of computers. This research presents discrete M-band wavelet transform (MWT) and cosine transform (DCT) based watermarking algorithm by incorporating the principal component analysis (PCA). The proposed algorithm is expected to achieve higher perceptual transparency. Specifically, the developed watermarking scheme can successfully resist common signal processing, such as geometric distortions, and Gaussian noise. In addition, the proposed algorithm can be parameterized, thus resulting in more security. To meet these requirements, the image is transformed by a combination of MWT & DCT. In order to improve the security further, we randomize the watermark image to create three code books. During the watermark embedding, PCA is applied to the coefficients in approximation sub-band. Finally, first few component bands represent an excellent domain for inserting the watermark.

Keywords: discrete M-band wavelet transform , discrete M-band wavelet transform, randomized watermark, principal component analysis

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Authors: S. H. Oudjana, A. Hellal, I. Hadj Mahammed

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Photovoltaic power generation forecasting is an important task in renewable energy power system planning and operating. This paper explores the application of neural networks (NN) to study the design of photovoltaic power generation forecasting systems for one week ahead using weather databases include the global irradiance, and temperature of Ghardaia city (south of Algeria) using a data acquisition system. Simulations were run and the results are discussed showing that neural networks Technique is capable to decrease the photovoltaic power generation forecasting error.

Keywords: Photovoltaic Power Forecasting, Regression, Neural Networks.

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Authors: Nader Ghareeb, R¨udiger Schmidt

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Minimizing the weight in flexible structures means reducing material and costs as well. However, these structures could become prone to vibrations. Attenuating these vibrations has become a pivotal engineering problem that shifted the focus of many research endeavors. One technique to do that is to design and implement an active control system. This system is mainly composed of a vibrating structure, a sensor to perceive the vibrations, an actuator to counteract the influence of disturbances, and finally a controller to generate the appropriate control signals. In this work, two different techniques are explored to create two different mathematical models of an active control system. The first model is a finite element model with a reduced number of nodes and it is called a super-element. The second model is in the form of state-space representation, i.e. a set of partial differential equations. The damping coefficients are calculated and incorporated into both models. The effectiveness of these models is demonstrated when the system is excited by its first natural frequency and an active control strategy is developed and implemented to attenuate the resulting vibrations. Results from both modeling techniques are presented and compared.

Keywords: Finite element analysis, super-element, state-space model.

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Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

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Due to many applications and problems in the fields of plasma physics, geophysics, and other many topics, the interaction between the strain field and the magnetic field has to be considered. Adomian introduced the decomposition method for solving linear and nonlinear functional equations. This method leads to accurate, computable, approximately convergent solutions of linear and nonlinear partial and ordinary differential equations even the equations with variable coefficients. This paper is dealing with a mathematical model of generalized thermoelasticity of a half-space conducting medium. A magnetic field with constant intensity acts normal to the bounding plane has been assumed. Adomian’s decomposition method has been used to solve the model when the bounding plane is taken to be traction free and thermally loaded by harmonic heating. The numerical results for the temperature increment, the stress, the strain, the displacement, the induced magnetic, and the electric fields have been represented in figures. The magnetic field, the relaxation time, and the angular thermal load have significant effects on all the studied fields.

Keywords: Adomian’s Decomposition Method, magneto-thermoelasticity, finite conductivity, iteration method, thermal load.

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Authors: Pedram Behyar, Maryam Heidari, Zahra Bayat

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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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Authors: Ali Mirmohammadi, Arash Taheri, Meysam Mohammadi-Amin

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One of the major parts of a jet engine is air intake, which provides proper and required amount of air for the engine to operate. There are several aerodynamic parameters which should be considered in design, such as distortion, pressure recovery, etc. In this research, the effects of lip ice accretion on pitot intake performance are investigated. For ice accretion phenomenon, two supervised multilayer neural networks (ANN) are designed, one for ice shape prediction and another one for ice roughness estimation based on experimental data. The Fourier coefficients of transformed ice shape and parameters include velocity, liquid water content (LWC), median volumetric diameter (MVD), spray time and temperature are used in neural network training. Then, the subsonic intake flow field is simulated numerically using 2D Navier-Stokes equations and Finite Volume approach with Hybrid mesh includes structured and unstructured meshes. The results are obtained in different angles of attack and the variations of intake aerodynamic parameters due to icing phenomenon are discussed. The results show noticeable effects of ice accretion phenomenon on intake behavior.

Keywords: Artificial Neural Network, Ice Accretion, IntakeAerodynamics, Design Parameters, Finite Volume Method.

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Authors: Rajinder Singh, Ram Valluru

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Chain Ladder (CL) method, Expected Loss Ratio (ELR) method and Bornhuetter-Ferguson (BF) method, in addition to more complex transition-rate modeling, are commonly used actuarial reserving methods in general insurance. There is limited published research about their relative performance in the context of Mortgage Insurance (MI). In our experience, these traditional techniques pose unique challenges and do not provide stable claim estimates for medium to longer term liabilities. The relative strengths and weaknesses among various alternative approaches revolve around: stability in the recent loss development pattern, sufficiency and reliability of loss development data, and agreement/disagreement between reported losses to date and ultimate loss estimate. CL method results in volatile reserve estimates, especially for accident periods with little development experience. The ELR method breaks down especially when ultimate loss ratios are not stable and predictable. While the BF method provides a good tradeoff between the loss development approach (CL) and ELR, the approach generates claim development and ultimate reserves that are disconnected from the ever-to-date (ETD) development experience for some accident years that have more development experience. Further, BF is based on subjective a priori assumption. The fundamental shortcoming of these methods is their inability to model exogenous factors, like the economy, which impact various cohorts at the same chronological time but at staggered points along their life-time development. This paper proposes an alternative approach of parametrizing the loss development curve and using logistic regression to generate the ultimate loss estimate for each homogeneous group (accident year or delinquency period). The methodology was tested on an actual MI claim development dataset where various cohorts followed a sigmoidal trend, but levels varied substantially depending upon the economic and operational conditions during the development period spanning over many years. The proposed approach provides the ability to indirectly incorporate such exogenous factors and produce more stable loss forecasts for reserving purposes as compared to the traditional CL and BF methods.

Keywords: Actuarial loss reserving techniques, logistic regression, parametric function, volatility.

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Authors: Ahmed G. Mahgoub, Dahlia H. Hafez, Mostafa A. Abu Kiefa

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The Cone Penetration Test (CPT) is a common in-situ test which generally investigates a much greater volume of soil more quickly than possible from sampling and laboratory tests. Therefore, it has the potential to realize both cost savings and assessment of soil properties rapidly and continuously. The principle objective of this paper is to demonstrate the feasibility and efficiency of using artificial neural networks (ANNs) to predict the soil angle of internal friction (Φ) and the soil modulus of elasticity (E) from CPT results considering the uncertainties and non-linearities of the soil. In addition, ANNs are used to study the influence of different parameters and recommend which parameters should be included as input parameters to improve the prediction. Neural networks discover relationships in the input data sets through the iterative presentation of the data and intrinsic mapping characteristics of neural topologies. General Regression Neural Network (GRNN) is one of the powerful neural network architectures which is utilized in this study. A large amount of field and experimental data including CPT results, plate load tests, direct shear box, grain size distribution and calculated data of overburden pressure was obtained from a large project in the United Arab Emirates. This data was used for the training and the validation of the neural network. A comparison was made between the obtained results from the ANN's approach, and some common traditional correlations that predict Φ and E from CPT results with respect to the actual results of the collected data. The results show that the ANN is a very powerful tool. Very good agreement was obtained between estimated results from ANN and actual measured results with comparison to other correlations available in the literature. The study recommends some easily available parameters that should be included in the estimation of the soil properties to improve the prediction models. It is shown that the use of friction ration in the estimation of Φ and the use of fines content in the estimation of E considerable improve the prediction models.

Keywords: Angle of internal friction, Cone penetrating test, General regression neural network, Soil modulus of elasticity.

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Authors: G.–A. Constantin, G. Voicu, E.–M. Stefan, P. Tudor, G. Paraschiv, M.–G. Munteanu

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In the activity of handling and transport of food products, the products may be subjected to mechanical stresses that may lead to their deterioration by deformation, breaking, or crushing. This is the case for biscuits, regardless of their type (gluten-free or sugary), the addition of ingredients or flour from which they are made. However, gluten-free biscuits have a higher mechanical resistance to breakage or crushing compared to easily shattered sugar biscuits (especially those for children). The paper presents the results of the experimental evaluation of the texture for four varieties of commercial biscuits, using the penetrometer equipped with needle cone at five different additional weights on the cone-rod. The assortments of biscuits tested in the laboratory were Petit Beurre, Picnic, and Maia (all three manufactured by RoStar, Romania) and Sultani diet biscuits, manufactured by Eti Burcak Sultani (Turkey, in packs of 138 g). For the four varieties of biscuits and the five additional weights (50, 77, 100, 150 and 177 g), the experimental data obtained were subjected to regression analysis in the MS Office Excel program, using Velon's relationship (h = a∙ln(t) + b). The regression curves were analysed comparatively in order to identify possible differences and to highlight the variation of the penetration depth h, in relation to the time t. Based on the penetration depth between two-time intervals (every 5 seconds), the curves of variation of the penetration speed in relation to time were then drawn. It was found that Velon's law verifies the experimental data for all assortments of biscuits and for all five additional weights. The correlation coefficient R2 had in most of the analysed cases values over 0.850. The values recorded for the penetration depth were framed, in general, within 45-55 p.u. (penetrometric units) at an additional mass of 50 g, respectively between 155-168 p.u., at an additional mass of 177 g, at Petit Beurre biscuits. For Sultani diet biscuits, the values of the penetration depth were within the limits of 32-35 p.u., at an additional weight of 50 g and between 80-114 p.u., at an additional weight of 177g. The data presented in the paper can be used by both operators on the manufacturing technology flow, as well as by the traders of these food products, in order to establish the most efficient parametric of the working regimes (when packaging and handling).

Keywords: Biscuits resistance/texture, penetration depth, penetration velocity, sharp pin penetrometer.

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Authors: Ahmed Kamil Hasan Al-Ali, Bouchra Senadji, Ganesh Naik

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We propose a system to real environmental noise and channel mismatch for forensic speaker verification systems. This method is based on suppressing various types of real environmental noise by using independent component analysis (ICA) algorithm. The enhanced speech signal is applied to mel frequency cepstral coefficients (MFCC) or MFCC feature warping to extract the essential characteristics of the speech signal. Channel effects are reduced using an intermediate vector (i-vector) and probabilistic linear discriminant analysis (PLDA) approach for classification. The proposed algorithm is evaluated by using an Australian forensic voice comparison database, combined with car, street and home noises from QUT-NOISE at a signal to noise ratio (SNR) ranging from -10 dB to 10 dB. Experimental results indicate that the MFCC feature warping-ICA achieves a reduction in equal error rate about (48.22%, 44.66%, and 50.07%) over using MFCC feature warping when the test speech signals are corrupted with random sessions of street, car, and home noises at -10 dB SNR.

Keywords: Noisy forensic speaker verification, ICA algorithm, MFCC, MFCC feature warping.

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Authors: Imene Atek, Abed M. Affoune, Hubert Girault, Pekka Peljo

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Due to the need for a rigorous mathematical model that can help to estimate kinetic properties for soluble-insoluble systems, through voltammetric experiments, a Nicholson Semi Analytical Approach was used in this work for modeling and prediction of theoretical linear sweep voltammetry responses for reversible, quasi reversible or irreversible electron transfer reactions. The redox system of interest is a one-step metal electrodeposition process. A rigorous analysis of simulated linear scan voltammetric responses following variation of dimensionless factors, the rate constant and charge transfer coefficients in a broad range was studied and presented in the form of the so called kinetic zones diagrams. These kinetic diagrams were divided into three kinetics zones. Interpreting these zones leads to empirical mathematical models which can allow the experimenter to determine electrodeposition reactions kinetics whatever the degree of reversibility. The validity of the obtained results was tested and an excellent experiment–theory agreement has been showed.

Keywords: Electrodeposition, kinetics diagrams, modeling, voltammetry.

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Authors: Abbul B. Khan, Neeraj Dohare, Rajan Patel

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The mixed micellization of adiphenine hydrochloride (ADP) with 1-decyl-3-methylimidazolium chloride (C10mim.Cl), was investigated at different mole fractions and temperatures by surface tension measurements. The synergistic behavior (i.e., non-ideal behavior) for binary mixtures was explained by the deviation of critical micelle concentration (cmc) from ideal critical micelle concentration (cmc*), micellar mole fraction (Xim) from ideal micellar mole fraction (Xiideal), the values of interaction parameter (β) and activity coefficients (fi) (for both mixed micelles and mixed monolayer). The excess free energy (ΔGex) for the ADP- C10mim.Cl binary mixtures explain the stability of mixed micelles in comparison to micelles of pure ADP and C10mim.Cl. Interfacial parameters, i.e., Gibbs surface excess (Гmax), minimum head group area at air/ water interface (Amin), and free energy of micellization (ΔG0m) were also evaluated for the systems.

Keywords: Adiphenine hydrochloride, Critical micelle concentration, Interaction parameter, Activity coefficient.

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Authors: Abdallah S. Abdallah, A. Lynn Abbott, Mohamad Abou El-Nasr

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This paper presents a new technique for detection of human faces within color images. The approach relies on image segmentation based on skin color, features extracted from the two-dimensional discrete cosine transform (DCT), and self-organizing maps (SOM). After candidate skin regions are extracted, feature vectors are constructed using DCT coefficients computed from those regions. A supervised SOM training session is used to cluster feature vectors into groups, and to assign “face" or “non-face" labels to those clusters. Evaluation was performed using a new image database of 286 images, containing 1027 faces. After training, our detection technique achieved a detection rate of 77.94% during subsequent tests, with a false positive rate of 5.14%. To our knowledge, the proposed technique is the first to combine DCT-based feature extraction with a SOM for detecting human faces within color images. It is also one of a few attempts to combine a feature-invariant approach, such as color-based skin segmentation, together with appearance-based face detection. The main advantage of the new technique is its low computational requirements, in terms of both processing speed and memory utilization.

Keywords: Face detection, skin color segmentation, self-organizingmap.

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Authors: Teerada Apibunyopas, Nithinant Thammakoranonta

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Many organizations bring e-Learning to use as a tool in their training and human development department. It is getting more popular because it is easy to access to get knowledge all the time and also it provides a rich content, which can develop the employees’ skill efficiently. This study is focused on the factors that affect using e-Learning efficiently, so it will make job satisfaction increasing. The questionnaires were sent to employees in large commercial banks, which use e-Learning located in Bangkok, the results from multiple linear regression analysis showed that employee’s characteristics, characteristics of e-Learning, learning and growth have influence on job satisfaction.

Keywords: e-Learning, Job Satisfaction, Learning and growth.

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Authors: Raghad Jawad Ahmed

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Segmentation of a color image composed of different kinds of regions can be a hard problem, namely to compute for an exact texture fields. The decision of the optimum number of segmentation areas in an image when it contains similar and/or un stationary texture fields. A novel neighborhood-based segmentation approach is proposed. A genetic algorithm is used in the proposed segment-pass optimization process. In this pass, an energy function, which is defined based on Markov Random Fields, is minimized. In this paper we use an adaptive threshold estimation method for image thresholding in the wavelet domain based on the generalized Gaussian distribution (GGD) modeling of sub band coefficients. This method called Normal Shrink is computationally more efficient and adaptive because the parameters required for estimating the threshold depend on sub band data energy that used in the pre-stage of segmentation. A quad tree is employed to implement the multi resolution framework, which enables the use of different strategies at different resolution levels, and hence, the computation can be accelerated. The experimental results using the proposed segmentation approach are very encouraging.

Keywords: Color image segmentation, Genetic algorithm, Markov random field, Scale space filter.

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Authors: B. K. Yeoh, Z. Arsad, C. W. Hooy

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This paper tests the level of market integration between Malaysia and Singapore stock markets with the world market. Kalman Filter (KF) methodology is used on the International Capital Asset Pricing Model (ICAPM) and the pricing errors estimated within the framework of ICAPM are used as a measure of market integration or segmentation. The advantage of the KF technique is that it allows for time-varying coefficients in estimating ICAPM and hence able to capture the varying degree of market integration. Empirical results show clear evidence of varying degree of market integration for both case of Malaysia and Singapore. Furthermore, the results show that the changes in the level of market integration are found to coincide with certain economic events that have taken placed. The findings certainly provide evidence on the practicability of the KF technique to estimate stock markets integration. In the comparison between Malaysia and Singapore stock market, the result shows that the trends of the market integration indices for Malaysia and Singapore look similar through time but the magnitude is notably different with the Malaysia stock market showing greater degree of market integration. Finally, significant evidence of varying degree of market integration shows the inappropriate use of OLS in estimating the level of market integration.

Keywords: ICAPM, Kalman filter, stock market integration.

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Authors: A. A. Hekmatzadeh, A. Karimi-Jashani, N. Talebbeydokhti

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The rate of nitrate adsorption by a nitrate selective ion exchange resin was investigated in a well-stirred batch experiments. The kinetic experimental data were simulated with diffusion models including external mass transfer, particle diffusion and chemical adsorption. Particle pore volume diffusion and particle surface diffusion were taken into consideration separately and simultaneously in the modeling. The model equations were solved numerically using the Crank-Nicholson scheme. An optimization technique was employed to optimize the model parameters. All nitrate concentration decay data were well described with the all diffusion models. The results indicated that the kinetic process is initially controlled by external mass transfer and then by particle diffusion. The external mass transfer coefficient and the coefficients of pore volume diffusion and surface diffusion in all experiments were close to each other with the average value of 8.3×10-3 cm/S for external mass transfer coefficient. In addition, the models are more sensitive to the mass transfer coefficient in comparison with particle diffusion. Moreover, it seems that surface diffusion is the dominant particle diffusion in comparison with pore volume diffusion.

Keywords: External mass transfer, pore volume diffusion, surface diffusion, mass action law isotherm.

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Authors: Latha Parameswaran, K. Anbumani

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Multimedia security is an incredibly significant area of concern. The paper aims to discuss a robust image watermarking scheme, which can withstand geometric attacks. The source image is initially moment normalized in order to make it withstand geometric attacks. The moment normalized image is wavelet transformed. The first level wavelet transformed image is segmented into blocks if size 8x8. The product of mean and standard and standard deviation of each block is computed. The second level wavelet transformed image is divided into 8x8 blocks. The product of block mean and the standard deviation are computed. The difference between products in the two levels forms the watermark. The watermark is inserted by modulating the coefficients of the mid frequencies. The modulated image is inverse wavelet transformed and inverse moment normalized to generate the watermarked image. The watermarked image is now ready for transmission. The proposed scheme can be used to validate identification cards and financial instruments. The performance of this scheme has been evaluated using a set of parameters. Experimental results show the effectiveness of this scheme.

Keywords: Image moments, wavelets, content-based watermarking, moment normalization, geometric attacks.

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Authors: Jong Han Joo, Jeong Hun Lee, Young Sun Kim, Jae Young Kang, Seung Ho Choi

Abstract:

In this study, we propose a novel technique for acoustic echo suppression (AES) during speech recognition under barge-in conditions. Conventional AES methods based on spectral subtraction apply fixed weights to the estimated echo path transfer function (EPTF) at the current signal segment and to the EPTF estimated until the previous time interval. However, the effects of echo path changes should be considered for eliminating the undesired echoes. We describe a new approach that adaptively updates weight parameters in response to abrupt changes in the acoustic environment due to background noises or double-talk. Furthermore, we devised a voice activity detector and an initial time-delay estimator for barge-in speech recognition in communication networks. The initial time delay is estimated using log-spectral distance measure, as well as cross-correlation coefficients. The experimental results show that the developed techniques can be successfully applied in barge-in speech recognition systems.

Keywords: Acoustic echo suppression, barge-in, speech recognition, echo path transfer function, initial delay estimator, voice activity detector.

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Authors: Zeliha Küçükyumuk, Cenk Küçükyumuk, İbrahim Erdal, Figen Eraslan

Abstract:

This study was aimed to determine seasonal variations of leaf nutrient concentrations to define nutrient needs related to growing period and to compare irrigation programs in terms of nutrient uptake. In this study,'Starkrimson Delicious' variety grafted onto seedling rootstock was used during 2009-2010 growing seasons. The study was conducted at E─ƒirdir Fruit Growing Research Station. Leaf samples were taken in five different sample seasons (May, June, July, August and September). Four different pan coefficients (0.50, 0.75, 1.0, 1.25) were applied during drip irrigation treatments in 7 days irrigation interval. Leaf K, Mg, Ca, P, Fe, Zn, Mn and Cu concentrations were determined. The results showed that among the seasonal changes, the highest concentrations of K, Mg, P and Mn in leaves were recorded in May, followed by a decrease in the other months, while in contrast Ca and Fe showed the lowest concentration in May. Results of the study demonstrate that among irrigation programs K and Cu concentration in plants was significantly influenced. Cu concentrations decreased with seasonal variations and different irrigation programs. Thus, nutrient needs of 'Starkrimson Delicious'apple trees at different growth stages should be taken into consideration before making effective fertilization program.

Keywords: Apple orchard, irrigation programs, seasonal variations, nutrient concentrations.

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Authors: A. Pérard Lecomte, G. Fokoua, A. Mehel, A. Tanière

Abstract:

Automotive experimental measurements in wind tunnel are often conducted on reduced scale. Depending on the study, different similitude parameters are used by researchers to best reproduce the flow at full scale. In this paper, two parameters are investigated, which are Reynolds number and upstream velocity when dealing with airflow of typical urban speed range, below 15 m.s-1. Their impact on flow structures and aerodynamic drag in the wake of a heavy truck model are explored. To achieve this, Computational Fluid Dynamics (CFD) simulations have been conducted with the aim of modeling the wake airflow of full- and reduced-scaled heavy trucks (1/4 and 1/28). The Reynolds Average Navier-Stokes (RANS) approach combined to the Reynolds Stress Model (RSM) as the turbulence model closure was used. Both drag coefficients and upstream velocity profiles (flow topology) were found to be close one another for the three investigated scales, when the dynamical similitude Reynolds is achieved. Moreover, the difference is weak for the simulations based on the same inlet air velocity. Hence, for the relative low velocity range investigated here, the impact of the scale factor is limited.

Keywords: Aerodynamics, CFD, heavy truck, recirculation area, scale effects, similitude parameters.

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Authors: I. Rodionov, A. Semenov, E. Gosteva, O. Sokolova

Abstract:

The venture capital becomes more and more advanced and effective source of the innovation project financing, connected with a high-risk level. In the developed countries, it plays a key role in transforming innovation projects into successful businesses and creating the prosperity of the modern economy. In Russia, there are many necessary preconditions for creation of the effective venture investment system: the network of the public institutes for innovation financing operates; there is a significant number of the small and medium-sized enterprises, capable to sell production with good market potential. However, the current system does not confirm the necessary level of efficiency in practice that can be substantially explained by the absence of the accurate plan of action to form the national venture model and by the lack of experience of successful venture deals with profitable exits in Russian economy. This paper studies the influence of various factors on the venture industry development by the example of the IT-sector in Russia. The choice of the sector is based on the fact, that this segment is the main driver of the venture capital market growth in Russia, and the necessary set of data exists. The size of investment of the second round is used as the dependent variable. To analyse the influence of the previous round, such determinant as the volume of the previous (first) round investments is used. There is also used a dummy variable in regression to examine that the participation of an investor with high reputation and experience in the previous round can influence the size of the next investment round. The regression analysis of short-term interrelations between studied variables reveals prevailing influence of the volume of the first round investments on the venture investments volume of the second round. The most important determinant of the value of the second-round investment is the value of first–round investment, so it means that the most competitive on the Russian market are the start-up teams that can attract more money on the start, and the target market growth is not the factor of crucial importance. This supports the point of view that VC in Russia is driven by endogenous factors and not by exogenous ones that are based on global market growth.

Keywords: Venture industry, venture investment, determinants of the venture sector development, IT-sector.

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