Search results for: gate diffusion input
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1837

Search results for: gate diffusion input

1087 Cladding of Al and Cu by Differential Speed Rolling

Authors: Tae Yun Chung, Jungho Moon, Tae Kwon Ha

Abstract:

Al/Cu clad sheet has been fabricated by using differential speed rolling (DSR) process, which caused severe shear deformation between Al and Cu plate to easily bond to each other. Rolling was carried out at 100 and 150oC with speed ratios from 1.4 to 2.2, in which the total thickness reduction was in the range between 14 and 46%. Interfacial microstructure and mechanical properties of Al/Cu clad were investigated by scanning electron microscope equipped with energy dispersive X-ray detector, and tension tests. The DSR process was very effective to provide a good interface for atoms diffusion during subsequent annealing. The strength of bonding was higher with the increasing speed ratio. Post heat treatment enhanced the mechanical properties of clad sheet by forming intermetallic compounds in the interface area. 

Keywords: Aluminum/Copper clad sheet, Differential speed rolling, Interface microstructure, Annealing, Tensile test.

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1086 TFRank: An Evaluation of Users Importance with Fractal Views in Social Networks

Authors: Fei Hao, Hai Wang

Abstract:

One of research issues in social network analysis is to evaluate the position/importance of users in social networks. As the information diffusion in social network is evolving, it seems difficult to evaluate the importance of users using traditional approaches. In this paper, we propose an evaluation approach for user importance with fractal view in social networks. In this approach, the global importance (Fractal Importance) and the local importance (Topological Importance) of nodes are considered. The basic idea is that the bigger the product of fractal importance and topological importance of a node is, the more important of the node is. We devise the algorithm called TFRank corresponding to the proposed approach. Finally, we evaluate TFRank by experiments. Experimental results demonstrate our TFRank has the high correlations with PageRank algorithm and potential ranking algorithm, and it shows the effectiveness and advantages of our approach.

Keywords: TFRank, Fractal Importance, Topological Importance, Social Network

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1085 A New Implementation of PCA for Fast Face Detection

Authors: Hazem M. El-Bakry

Abstract:

Principal Component Analysis (PCA) has many different important applications especially in pattern detection such as face detection / recognition. Therefore, for real time applications, the response time is required to be as small as possible. In this paper, new implementation of PCA for fast face detection is presented. Such new implementation is designed based on cross correlation in the frequency domain between the input image and eigenvectors (weights). Simulation results show that the proposed implementation of PCA is faster than conventional one.

Keywords: Fast Face Detection, PCA, Cross Correlation, Frequency Domain

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1084 Convergence Analysis of a Prediction based Adaptive Equalizer for IIR Channels

Authors: Miloje S. Radenkovic, Tamal Bose

Abstract:

This paper presents the convergence analysis of a prediction based blind equalizer for IIR channels. Predictor parameters are estimated by using the recursive least squares algorithm. It is shown that the prediction error converges almost surely (a.s.) toward a scalar multiple of the unknown input symbol sequence. It is also proved that the convergence rate of the parameter estimation error is of the same order as that in the iterated logarithm law.

Keywords: Adaptive blind equalizer, Recursive leastsquares, Adaptive Filtering, Convergence analysis.

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1083 A Review on the Comparison of EU Countries Based on Research and Development Efficiencies

Authors: Yeliz Ekinci, Raife Merve Ön

Abstract:

Nowadays, technological progress is one of the most important components of economic growth and the efficiency of R&D activities is particularly essential for countries. This study is an attempt to analyze the R&D efficiencies of EU countries. The indicators related to R&D efficiencies should be determined in advance in order to use DEA. For this reason a list of input and output indicators are derived from the literature review. Considering the data availability, a final list is given for the numerical analysis for future research.

Keywords: Data envelopment analysis, economic growth, EU Countries, R&D efficiency.

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1082 Modeling, Analysis and Simulation of 4-Phase Boost Converter

Authors: Nagulapati Kiran, V. Rangavalli, B. Vanajakshi

Abstract:

This paper designs the four-phase Boost Converter which overcomes the problem of high input ripple current and output ripple voltage. Digital control is more convenient for such a topology on basis of synchronization, phase shift operation, etc. Simulation results are presented for open-loop and closed-loop for four phase boost converter. This control scheme is applicable for PFC rectifiers as well. Thus a comparative analysis based on the obtained results is performed.

Keywords: Boost Converter, Bode plot, PI Controller, Four phase.

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1081 Preserving Melon by Osmotic Dehydration in a Ternary System

Authors: R. Aminzadeh, M. Abarzani, J. Sargolzaei

Abstract:

In this study, the kinetics of osmotic dehydration of melons (Tille variety) in a ternary system followed by air-drying for preserving melons in the summer to be used in the winter were investigated. The effect of different osmotic solution concentrations 30, 40 and 50% (w/w) of sucrose with 10% NaCl salt and fruit to solution ratios 1:4, 1:5 and 1:6 on the mass transfer kinetics during osmotic dehydration of melon in ternary solution namely sucrosesalt- water followed by air-drying were studied. The diffusivity of water during air-drying was enhanced after the fruit samples were immersed in the osmotic solution after 60 min. Samples non-treated and pre-treated during one hour in osmotic solutions with 60% (w/w) of sucrose with 10% NaCl salt and fruit to solution ratio of 1:4 were dried in a hot air-dryer at 60oC (2 m/s) until equilibrium was achieved.

Keywords: Air drying, Effective diffusion coefficient, Mass transfer kinetic, Melon, Osmotic dehydration.

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1080 Management Challenges and Product Quality of Fish Farms in Greece

Authors: S. Anastasiou, C. Nathanailides, P. Logothetis, G. Kanlis

Abstract:

The purpose of the present work is to review some data for the management challenges that the aquaculture industry in Greece is currently facing. The results indicate that Greek aquaculture fish farms apply Human Resources Management (HRM) practices which can increase motivation, commitment and job satisfaction of their personnel. In turn, these practices can increase the productivity of the business. The Greek fish farms appear to invest in research and technological innovation with a good record in research activities and the generation of patents. Interestingly, the results of the present work were carried out during the period of the recent economic crisis in Greece. Several sectors of the Greek economy were severely affected by the financial problems of the Greek government and the Greek banks. Under the adverse economical conditions created by the Greek economic crisis, even the Greek aquaculture industry, which historically is considered as a thriving national exporting business sector, experienced harsh economic and market conditions. As a result of the global, European and national economic crisis, consumption of fish dropped while companies had to hold most of their stocked fish in order to regulated the flow to the market and the price. This occurred at a time where Banks in Greece had their own financial crisis – banking crisis - which resulted in limited access to lending for the all business sectors of the national economy including the Greek aquaculture industry. In spite of these economic conditions, the Greek aquaculture industry, after a series of mergers and acquisitions, has now stabilized production and exhibits very good prospects for future growth. Evidently, the firms had to cut salaries and on some occasions even pay their staff in arrears. Nevertheless, the results presented in this paper indicate that during the economic crisis, the surveyed fish farms maintained their HRM practices, investing in their human capital and technological input. In fact, human capital and technological input are the ticket for future success of companies in any business sector.

Keywords: Aquaculture, Human Resources Management.

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1079 Linear Stability of Convection in a Viscoelastic Nanofluid Layer

Authors: Long Jye Sheu

Abstract:

This paper presents a linear stability analysis of natural convection in a horizontal layer of a viscoelastic nanofluid. The Oldroyd B model was utilized to describe the rheological behavior of a viscoelastic nanofluid. The model used for the nanofluid incorporated the effects of Brownian motion and thermophoresis. The onset criterion for stationary and oscillatory convection was derived analytically. The effects of the Deborah number, retardation parameters, concentration Rayleigh number, Prandtl number, and Lewis number on the stability of the system were investigated. Results indicated that there was competition among the processes of thermophoresis, Brownian diffusion, and viscoelasticity which caused oscillatory rather than stationary convection to occur. Oscillatory instability is possible with both bottom- and top-heavy nanoparticle distributions. Regimes of stationary and oscillatory convection for various parameters were derived and are discussed in detail.

Keywords: instability, viscoelastic, nanofluids, oscillatory, Brownian, thermophoresis

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1078 Robot Cell Planning

Authors: Allan Tubaileh, Ibrahim Hammad, Loay Al Kafafi

Abstract:

A new approach to determine the machine layout in flexible manufacturing cell, and to find the feasible robot configuration of the robot to achieve minimum cycle time is presented in this paper. The location of the input/output location and the optimal robot configuration is obtained for all sequences of work tasks of the robot within a specified period of time. A more realistic approach has been presented to model the problem using the robot joint space. The problem is formulated as a nonlinear optimization problem and solved using Sequential Quadratic Programming algorithm.

Keywords: Robotics, Layout.

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1077 Design of a Novel Fractal Multiband Planar Antenna with a CPW-Feed

Authors: T. Benyetho, L. El Abdellaoui, J. Terhzaz, H. Bennis, N. Ababssi, A. Tajmouati, A. Tribak, M. Latrach

Abstract:

This work presents a new planar multiband antenna based on fractal geometry. This structure is optimized and validated into simulation by using CST-MW Studio. To feed this antenna we have used a CPW line which makes it easy to be incorporated with integrated circuits. The simulation results presents a good matching input impedance and radiation pattern in the GSM band at 900 MHz and ISM band at 2.4 GHz. The final structure is a dual band fractal antenna with 70 x 70 mm² as a total area by using an FR4 substrate.

Keywords: Antenna, CPW, Fractal, GSM, Multiband.

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1076 Antibacterial Activity of Ethanol Extract from Some Thai Medicinal Plants against Campylobacter Jejuni

Authors: Achara Dholvitayakhun, Nathanon Trachoo

Abstract:

In this study, the forty Thai medicinal plants were used to screen the antibacterial activity against Campylobacter jejuni. Crude 95% ethanolic extracts of each plant were prepared. Antibacterial activity was investigated by the disc diffusion assay, and MICs and MBCs were determined by broth microdilution. The results of antibacterial screening showed that five plants have activity against C.jejuni including Adenanthera pavonina L., Moringa oleifera Lam., Annona squamosa L., Hibiscus sabdariffa L. and Eupotorium odortum L. The extraction of A. pavonina L. and A. squamosa L. produced an outstanding against C. jejuni, inhibiting growth at 62.5-125 and 250-500 μg/mL, respectively. The MBCs of two extracts were just 4-fold higher than MICs against C. jejuni, suggesting the extracts are bactericidal against this species. These results indicate that A. pavonina and A. squamosa could potentially be used in modern applications aimed at treatment or prevention of foodborne disease from C. jejuni.

Keywords: Antibacterial activity, Thai medicinal plants, Campylobacter jejuni

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1075 Perturbations of the EM-field Meters Reading Caused by Flat Roof Security Wall

Authors: Alfonso Bahillo, Juan Blas, Santiago Mazuelas, Patricia Fernanadez, Ruben Mateo Lorenzo, Evaristo Jose Abril

Abstract:

The wide increase and diffusion on telecommunication technologies have caused a huge spread of electromagnetic sources in most European Countries. Since the public is continuously being exposed to electromagnetic radiation the possible health effects have become the focus of population concerns. As a result, electromagnetic field monitoring stations which control field strength in commercial frequency bands are being placed on the flat roof of many buildings. However there is no guidance on where to place them. This paper presents an analysis of frequency, polarization and angles of incidence of a plane wave which impinges on a flat roof security wall and its dependence on electromagnetic field strength meters placement.

Keywords: EM field exposition, EM field strength meter, FDTD method, flat roof security wall, plane wave propagation.

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1074 Monte Carlo Simulation of Copolymer Heterogeneity in Atom Transfer Radical Copolymerization of Styrene and N-Butyl Acrylate

Authors: Mohammad Najafi, Hossein Roghani-Mamaqani, Mehdi Salami-Kalajahi, Vahid Haddadi-Asl

Abstract:

A high-performance Monte Carlo simulation, which simultaneously takes diffusion-controlled and chain-length-dependent bimolecular termination reactions into account, is developed to simulate atom transfer radical copolymerization of styrene and nbutyl acrylate. As expected, increasing initial feed fraction of styrene raises the fraction of styrene-styrene dyads (fAA) and reduces that of n-butyl acrylate dyads (fBB). The trend of variation in randomness parameter (fAB) during the copolymerization also varies significantly. Also, there is a drift in copolymer heterogeneity and the highest drift occurs in the initial feeds containing lower percentages of styrene, i.e. 20% and 5%.

Keywords: Atom Transfer Radical Copolymerization, MonteCarlo Simulation, Copolymer Heterogeneity, Styrene n-ButylAcrylate

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1073 Heat Transfer, Fluid Flow, and Metallurgical Transformations in Arc Welding: Application to 16MND5 Steel

Authors: F. Roger, A. Traidia, B. Reynier

Abstract:

Arc welding creates a weld pool to realize continuity between pieces of assembly. The thermal history of the weld is dependent on heat transfer and fluid flow in the weld pool. The metallurgical transformation during welding and cooling are modeled in the literature only at solid state neglecting the fluid flow. In the present paper we associate a heat transfer – fluid flow and metallurgical model for the 16MnD5 steel. The metallurgical transformation model is based on Leblond model for the diffusion kinetics and on the Koistinen-Marburger equation for Marteniste transformation. The predicted thermal history and metallurgical transformations are compared to a simulation without fluid phase. This comparison shows the great importance of the fluid flow modeling.

Keywords: Arc welding, Weld pool, Fluid flow, Metallurgical transformations.

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1072 Gas Turbine Optimal PID Tuning by Genetic Algorithm using MSE

Authors: R. Oonsivilai, A. Oonsivilai

Abstract:

Realistic systems generally are systems with various inputs and outputs also known as Multiple Input Multiple Output (MIMO). Such systems usually prove to be complex and difficult to model and control purposes. Therefore, decomposition was used to separate individual inputs and outputs. A PID is assigned to each individual pair to regulate desired settling time. Suitable parameters of PIDs obtained from Genetic Algorithm (GA), using Mean of Squared Error (MSE) objective function.

Keywords: Gas Turbine, PID, Genetic Algorithm, Transfer function.Mean of Squared Error

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1071 A New True RMS-to-DC Converter in CMOS Technology

Authors: H. Asiaban, E. Farshidi

Abstract:

This paper presents a new true RMS-to-DC converter circuit based on a square-root-domain squarer/divider. The circuit is designed by employing up-down translinear loop and using of MOSFET transistors that operate in strong inversion saturation region. The converter offer advantages of two-quadrant input current, low circuit complexity, low supply voltage (1.2V) and immunity from the body effect. The circuit has been simulated by HSPICE. The simulation results are seen to conform to the theoretical analysis and shows benefits of the proposed circuit.

Keywords: Current-mode, squarer/divider, low-pass filter, converter, translinear loop, RMS-to-DC.

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1070 Study on Carbonation Process of Several Types of Advanced Lime-Based Plasters

Authors: Z. Pavlík, H. Benešová, P. Matiašovský, M. Pavlíková

Abstract:

In this paper, study on carbonation process of several types of advanced plasters on lime basis is presented. The movement of carbonation head was measured by colorimetric method using phenolphtalein. The rate of carbonation was accessed also by gravimetric method. Samples of studied materials were placed into the climatic chamber for simulation of environment with high concentration of CO2. The particular samples were on all lateral sides and on the bottom side provided by epoxy resin in order to arrange 1-D transport of CO2 into the studied samples. The carbonation rates of particular materials pointed to the time dependence of diffusion process of CO2 for all the studied plasters. From the quantitative point of view, the carbonation of advanced modified plasters was much faster than for the reference lime plaster, what is beneficial for the practical application of the tested newly developed materials.

Keywords: Carbonation, colorimetric method, gravimetric method, lime-based plasters, pozzolana admixtures.

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1069 Hydrolysis Characteristics of Polycrystalline Lithium Hydride Powders and Sintered Bulk

Authors: M. B. Shuai, S. Xiao, Q. S. Li, M. F. Chu, X. F. Yang

Abstract:

Ambient hydrolysis products in moist air and hydrolysis kinetics in argon with humidity of RH1.5% for polycrystalline LiH powders and sintered bulks were investigated by X-ray diffraction, Raman spectroscopy and gravimetry. The results showed that the hydrolysis products made up a layered structure of LiOH•H2O/LiOH/Li2O from surface of the sample to inside. In low humid argon atmosphere, the primary hydrolysis product was Li2O rather than LiOH. The hydrolysis kinetic curves of LiH bulks present a paralinear shape, which could be explained by the “Layer Diffusion Control" model. While a three-stage hydrolysis kinetic profile was observed for LiH powders under the same experimental conditions. The first two sections were similar to that of the bulk samples, and the third section also presents a linear reaction kinetics but with a smaller reaction rate compared to the second section because of a larger exothermic effect for the hydrolysis reaction of LiH powder.

Keywords: Hydrolysis, lithium compound, polycrystallinelithium hydride

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1068 Numerical Modelling of Effective Diffusivity in Bone Tissue Engineering

Authors: Ayesha Sohail, Khadija Maqbool, Anila Asif, Haroon Ahmad

Abstract:

These days, the field of tissue engineering is getting serious attention due to its usefulness. Bone tissue engineering helps to address and sort-out the critical sized and non-healing orthopedic problems by the creation of manmade bone tissue. We will design and validate an efficient numerical model, which will simulate the effective diffusivity in bone tissue engineering. Our numerical model will be based on the finite element analysis of the diffusion-reaction equations. It will have the ability to optimize the diffusivity, even at multi-scale, with the variation of time. It will also have a special feature “parametric sweep”, with which we will be able to predict the oxygen, glucose and cell density dynamics, more accurately. We will fix these problems by modifying the governing equations, by selecting appropriate spatio-temporal finite element schemes and by transient analysis.

Keywords: Bone tissue engineering, Transient Analysis, Scaffolds, fabrication techniques.

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1067 Leaching Behaviour of a Low-grade South African Nickel Laterite

Authors: Catherine K. Thubakgale, Richard K.K. Mbaya, Kaby Kabongo

Abstract:

The morphology, mineralogical and chemical composition of a low-grade nickel ore from Mpumalanga, South Africa, were studied by scanning electron microscope (SEM), X-ray diffraction (XRD) and X-ray fluorescence (XRF), respectively. The ore was subjected to atmospheric agitation leaching using sulphuric acid to investigate the effects of acid concentration, leaching temperature, leaching time and particle size on extraction of nickel and cobalt. Analyses results indicated the ore to be a saprolitic nickel laterite belonging to the serpentine group of minerals. Sulphuric acid was found to be able to extract nickel from the ore. Increased acid concentration and temperature only produced low amounts of nickel but improved cobalt extraction. As high as 77.44% Ni was achieved when leaching a -106+75μm fraction with 4.0M acid concentration at 25oC. The kinetics of nickel leaching from the saprolitic ore were studied and the activation energy was determined to be 18.16kJ/mol. This indicated that nickel leaching reaction was diffusion controlled.

Keywords: Laterite, sulphuric acid, atmospheric leaching, nickel.

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1066 Fatigue Properties of Steel Sheets Treated by Nitrooxidation

Authors: M. Maronek, J. Barta, P. Palcek, K. Ulrich

Abstract:

Low carbon deep drawing steel DC 01 according to EN 10130-91 was nitrooxidized in dissociated ammonia at 580°C/45 min and consequently oxidised at 380°C/5 min in vapour of distilled water. Material after nitrooxidation had 54 % increase of yield point, 34 % increase of strength and 10-times increased resistance to atmospheric corrosion in comparison to the material before nitrooxidation. The microstructure of treated material consisted of thin ε-phase layer connected to layer containing precipitated massive needle shaped Fe4N - γ' nitrides. This layer passed to a diffusion layer consisting of fine irregular shaped Fe16N2 - α'' nitrides regularly dispersed in ferritic matrix. Fatigue properties were examined under bending load with frequency of 20 kHz and sinusoidal symmetric cycle. The results confirmed positive influence of nitrooxidation on fatigue properties as fatigue limit of treated material was double in comparison to untreated material.

Keywords: steel sheet, fatigue, nitrooxidation, S-N diagram

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1065 Study of Heat Transfer in the Absorber Plates of a Flat-Plate Solar Collector Using Dual-Phase-Lag Model

Authors: Yu-Ching Yang, Haw-Long Lee, Win-Jin Chang

Abstract:

The present work numerically analyzes the transient heat transfer in the absorber plates of a flat-plate solar collector based on the dual-phase-lag (DPL) heat conduction model. An efficient numerical scheme involving the hybrid application of the Laplace transform and control volume methods is used to solve the linear hyperbolic heat conduction equation. This work also examines the effect of different medium parameters on the behavior of heat transfer. Results show that, while the heat-flux phase lag induces thermal waves in the medium, the temperature-gradient phase lag smoothens the thermal waves by promoting non-Fourier diffusion-like conduction into the medium.

Keywords: Absorber plates, dual-phase-lag, non-Fourier, solar collector.

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1064 Dissolution Leaching Kinetics of Ulexite in Sodium Dihydrogen Phosphate Solutions

Authors: Emine Teke, Soner Kuşlu, Sabri Çolak, Turan Çalban

Abstract:

The aim of the present study was to investigate the dissolution kinetics of ulexite in sodium dihydrogen phosphate in a mechanical agitation system and also to declare an alternative reactant to produce the boric acid. Reaction temperature, concentration of sodium dihydrogen phosphate, stirring speed, solid-liquid ratio, and ulexite particle size were selected as parameters. The experimental results were successfully correlated by using linear regression and a statistical program. Dissolution curves were evaluated in order to test the shrinking core models for solid-fluid systems. It was observed that increase in the reaction temperature and decrease in the solid/liquid ratio causes an increase in the dissolution rate of ulexite. The activation energy was found to be 36.4 kJ/mol. The leaching of ulexite was controlled by diffusion through the ash (or product) layer.

Keywords: Sodium dihydrogen phosphate, leaching kinetics, ulexite.

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1063 Better Perception of Low Resolution Images Using Wavelet Interpolation Techniques

Authors: Tarun Gulati, Kapil Gupta, Dushyant Gupta

Abstract:

High resolution images are always desired as they contain the more information and they can better represent the original data. So, to convert the low resolution image into high resolution interpolation is done. The quality of such high resolution image depends on the interpolation function and is assessed in terms of sharpness of image. This paper focuses on Wavelet based Interpolation Techniques in which an input image is divided into subbands. Each subband is processed separately and finally combined the processed subbandsto get the super resolution image. 

Keywords: SWT, DWTSR, DWTSWT, DWCWT.

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1062 Maxwell-Cattaneo Regularization of Heat Equation

Authors: F. Ekoue, A. Fouache d'Halloy, D. Gigon, G Plantamp, E. Zajdman

Abstract:

This work focuses on analysis of classical heat transfer equation regularized with Maxwell-Cattaneo transfer law. Computer simulations are performed in MATLAB environment. Numerical experiments are first developed on classical Fourier equation, then Maxwell-Cattaneo law is considered. Corresponding equation is regularized with a balancing diffusion term to stabilize discretizing scheme with adjusted time and space numerical steps. Several cases including a convective term in model equations are discussed, and results are given. It is shown that limiting conditions on regularizing parameters have to be satisfied in convective case for Maxwell-Cattaneo regularization to give physically acceptable solutions. In all valid cases, uniform convergence to solution of initial heat equation with Fourier law is observed, even in nonlinear case.

Keywords: Maxwell-Cattaneo heat transfers equations, fourierlaw, heat conduction, numerical solution.

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1061 Impact Behavior of Cryogenically Treated En 52 and 21-4N Valve Steels

Authors: M. Arockia Jaswin, D. Mohan Lal

Abstract:

Cryogenic treatment is the process of cooling a material to extremely low temperatures to generate enhanced mechanical and physical properties. The purpose of this study is to examine the effect of cryogenic treatment on the impact behavior of En 52 and 21-4N valve steels. The valve steels are subjected to shallow (193 K) and deep cryogenic treatment (85 K), and the impact behavior is compared with the valve steel materials subjected to conventional heat treatment. The impact test is carried out in accordance with the ASTM E 23-02a standard. The results show an improvement of 23 % in the impact energy for the En 52 deep cryo-treated samples when compared to that of the conventionally heat treated samples. It is revealed that during cryogenic treatment fine platelets of martensite are formed from the retained austenite, and these platelets promote the precipitation of fine carbides by a diffusion mechanism during tempering.

Keywords: Cryogenic treatment, valve steel, Fractograph, carbides, impact strength.

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1060 Tool for Fast Detection of Java Code Snippets

Authors: Tomáš Bublík, Miroslav Virius

Abstract:

This paper presents general results on the Java source code snippet detection problem. We propose the tool which uses graph and subgraph isomorphism detection. A number of solutions for all of these tasks have been proposed in the literature. However, although that all these solutions are really fast, they compare just the constant static trees. Our solution offers to enter an input sample dynamically with the Scripthon language while preserving an acceptable speed. We used several optimizations to achieve very low number of comparisons during the matching algorithm.

Keywords: AST, Java, tree matching, Scripthon, source code recognition

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1059 Analysing and Classifying VLF Transients

Authors: Ernst D. Schmitter

Abstract:

Monitoring lightning electromagnetic pulses (sferics) and other terrestrial as well as extraterrestrial transient radiation signals is of considerable interest for practical and theoretical purposes in astro- and geophysics as well as meteorology. Managing a continuous flow of data, automation of the analysis and classification process is important. Features based on a combination of wavelet and statistical methods proved efficient for this task and serve as input into a radial basis function network that is trained to discriminate transient shapes from pulse like to wave like. We concentrate on signals in the Very Low Frequency (VLF, 3 -30 kHz) range in this paper, but the developed methods are independent of this specific choice.

Keywords: Transient signals, statistics, wavelets, neural networks

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1058 Using Exponential Lévy Models to Study Implied Volatility patterns for Electricity Options

Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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