Search results for: quadratic form.

Authors: Ashraf M. Elsaid, Magd M. Badr, Mohamed S. Selim

Abstract:

Water borne polyurethane (PU) based on newly prepared hyperbranched poly (amine-ester) (HBPAE) was applied and evaluated as organic coating material. HBPAE was prepared through one-pot synthesis between trimethylol propane as a core and AB2 branched monomer which was obtained via Michal addition of methyl methacrylate (MMA) and diethanol amine (DEA). PU was prepared from HBPAE using different ratios of toluene diisocyanate (TDI) to form cured coating film. The prepared HBPAE was characterized using; GPC, FT-IR and 1H-NMR. The mechanical properties (impact, hardness, adhesion, and flexibility), thermal properties (DSC and TGA) and chemical resistance of the applied film were estimated. The results indicated 50% of TDI is the selected ratio. This formulation represents a promising candidate to be used as coating material.

Keywords: Curing, Hyperbranched polymer, Polyurethane, Urethane-acrylates, water borne Coatings.

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Authors: Yiqin Lin, Liang Bao, Yimin Wei

Abstract:

In this paper we study numerical methods for solving Sylvester matrix equations of the form AX +XBT +CDT = 0. A new projection method is proposed. The union of Krylov subspaces in A and its inverse and the union of Krylov subspaces in B and its inverse are used as the right and left projection subspaces, respectively. The Arnoldi-like process for constructing the orthonormal basis of the projection subspaces is outlined. We show that the approximate solution is an exact solution of a perturbed Sylvester matrix equation. Moreover, exact expression for the norm of residual is derived and results on finite termination and convergence are presented. Some numerical examples are presented to illustrate the effectiveness of the proposed method.

Keywords: Arnoldi process, Krylov subspace, Iterative method, Sylvester equation, Dissipative matrix.

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Authors: H. El-Kamchouchi, Heba Gaber, Fatma Ahmed, Dalia H. El-Kamchouchi

Abstract:

A digital signature is an electronic signature form used by an original signer to sign a specific document. When the original signer is not in his office or when he/she travels outside, he/she delegates his signing capability to a proxy signer and then the proxy signer generates a signing message on behalf of the original signer. The two parties must be able to authenticate one another and agree on a secret encryption key, in order to communicate securely over an unreliable public network. Authenticated key agreement protocols have an important role in building a secure communications network between the two parties. In this paper, we present a secure proxy signature scheme over an efficient and secure authenticated key agreement protocol based on factoring and discrete logarithm problem.

Keywords: Discrete logarithm, factoring, proxy signature, key agreement.

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Authors: Salam Khalifa, Naveed Ahmed

Abstract:

We present a new method to reconstruct a temporally coherent 3D animation from single or multi-view RGB-D video data using unbiased feature point sampling. Given RGB-D video data, in form of a 3D point cloud sequence, our method first extracts feature points using both color and depth information. In the subsequent steps, these feature points are used to match two 3D point clouds in consecutive frames independent of their resolution. Our new motion vectors based dynamic alignement method then fully reconstruct a spatio-temporally coherent 3D animation. We perform extensive quantitative validation using novel error functions to analyze the results. We show that despite the limiting factors of temporal and spatial noise associated to RGB-D data, it is possible to extract temporal coherence to faithfully reconstruct a temporally coherent 3D animation from RGB-D video data.

Keywords: 3D video, 3D animation, RGB-D video, Temporally Coherent 3D Animation.

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Authors: Fahim A., Mutahira N. Naseem

Abstract:

Spam is any unwanted electronic message or material in any form posted too many people. As the world is growing as global world, social networking sites play an important role in making world global providing people from different parts of the world a platform to meet and express their views. Among different social networking sites Facebook become the leading one. With increase in usage different users start abusive use of Facebook by posting or creating ways to post spam. This paper highlights the potential spam types nowadays Facebook users’ faces. This paper also provide the reason how user become victim to spam attack. A methodology is proposed in the end discusses how to handle different types of spam.

Keywords: Artificial neural networks, Facebook spam, social networking sites, spam filter.

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Authors: Yuan L. Lai, Jian H. Chen, Jui P. Hung

Abstract:

Owning to the high-speed feed rate and ultra spindle speed have been used in modern machine tools, the tool-path generation plays a key role in the successful application of a High-Speed Machining (HSM) system. Because of its importance in both high-speed machining and tool-path generation, approximating a contour by NURBS format is a potential function in CAD/CAM/CNC systems. It is much more convenient to represent an ellipse by parametric form than to connect points laboriously determined in a CNC system. A new approximating method based on optimum processes and NURBS curves of any degree to the ellipses is presented in this study. Such operations can be the foundation of tool-radius compensation interpolator of NURBS curves in CNC system. All operating processes for a CAD tool is presented and demonstrated by practical models.

Keywords: Ellipse, Approximation, NURBS, Optimum.

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Authors: M. Behbahani-Nejad, Y. Shekari

Abstract:

A reduced order modeling approach for natural gas transient flow in pipelines is presented. The Euler equations are considered as the governing equations and solved numerically using the implicit Steger-Warming flux vector splitting method. Next, the linearized form of the equations is derived and the corresponding eigensystem is obtained. Then, a few dominant flow eigenmodes are used to construct an efficient reduced-order model. A well-known test case is presented to demonstrate the accuracy and the computational efficiency of the proposed method. The results obtained are in good agreement with those of the direct numerical method and field data. Moreover, it is shown that the present reduced-order model is more efficient than the conventional numerical techniques for transient flow analysis of natural gas in pipelines.

Keywords: Eigenmode, Natural Gas, Reduced Order Modeling, Transient Flow.

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Authors: V. Salajka, J. Kala, P. Hradil

Abstract:

The presented article deals with the description of a numerical model of a corridor at a Central Interim Spent Fuel Storage Facility (hereinafter CISFSF). The model takes into account the effect of air flows on the temperature of stored waste. The computational model was implemented in the ANSYS/CFX programming environment in the form of a CFD task solution, which was compared with an approximate analytical calculation. The article includes a categorization of the individual alternatives for the ventilation of such underground systems. The aim was to evaluate a ventilation system for a CISFSF with regard to its stability and capacity to provide sufficient ventilation for the removal of heat produced by stored casks with spent nuclear fuel.

Keywords: Temperature fields, Spent Fuel, Interim storage facility, CFD.

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Authors: Narottam Chand

Abstract:

Wireless sensor networks (WSNs) have gained tremendous attention in recent years due to their numerous applications. Due to the limited energy resource, energy efficient operation of sensor nodes is a key issue in wireless sensor networks. Cooperative caching which ensures sharing of data among various nodes reduces the number of communications over the wireless channels and thus enhances the overall lifetime of a wireless sensor network. In this paper, we propose a cooperative caching scheme called ZCS (Zone Cooperation at Sensors) for wireless sensor networks. In ZCS scheme, one-hop neighbors of a sensor node form a cooperative cache zone and share the cached data with each other. Simulation experiments show that the ZCS caching scheme achieves significant improvements in byte hit ratio and average query latency in comparison with other caching strategies.

Keywords: Admission control, cache replacement, cooperative caching, WSN, zone cooperation

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Authors: B. Montero, M. Rico, A. Ares, R. Bouza

Abstract:

The development of competences and practical capacities of students is getting an important incidence into the guidelines of the European Higher Education Area (EHEA). The methodology applied in this work is based on the education through directed resolution of practical cases. All cases are related to professional tasks that the students will have to develop in their future career. The method is intended to form the necessary competences of students of the Marine Engineering and Maritime Transport Degree in the matter of “Physics". The experience was applied in the course of 2011/2012. Students were grouped, and a practical task was assigned to them, that should be developed and solved within the team. The aim was to realize students learning by three ways: their own knowledge, the contribution of their teammates and the teacher's direction. The results of the evaluation were compared with those obtained previously by the traditional teaching method.

Keywords: Cooperation, Marine Engineering, Self-learning skills.

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Authors: Reza Abazari, Rasool Abazari

Abstract:

In this paper, the two-dimension differential transformation method (DTM) is employed to obtain the closed form solutions of the three famous coupled partial differential equation with physical interest namely, the coupled Korteweg-de Vries(KdV) equations, the coupled Burgers equations and coupled nonlinear Schrödinger equation. We begin by showing that how the differential transformation method applies to a linear and non-linear part of any PDEs and apply on these coupled PDEs to illustrate the sufficiency of the method for this kind of nonlinear differential equations. The results obtained are in good agreement with the exact solution. These results show that the technique introduced here is accurate and easy to apply.

Keywords: Coupled Korteweg-de Vries(KdV) equation, Coupled Burgers equation, Coupled Schrödinger equation, differential transformation method.

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Authors: T. Thitiapichart, P. Praserthdama

Abstract:

The effect of additional magnesium oxide (MgO) was investigated by using the tungsten oxide supported on silica catalyst (WOx/SiO2) physically mixed with MgO in a weight ratio 1:1. The both fresh and spent catalysts were characterized by FT-Raman spectrometer, UV-Vis spectrometer, X-Ray diffraction (XRD) and temperature programmed oxidation (TPO). The results indicated that the additional MgO could enhance the conversion of trans-2-butene due to isomerization reaction. However, adding MgO would increase the amount of coke deposit on the WOx/SiO2 catalyst. The TPO profile presented two peaks when the WOx/SiO2 catalyst was physically mixed with MgO. The further peak was suggested that came from coke precursor could be produced by isomerization reaction of undesired product. Then, the occurred coke precursor could deposit and form coke on the acid catalyst.

Keywords: Coke formation, metathesis, magnesium oxide, physically mix.

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Authors: Z. Jovanovic, Z. Masonicic, S. Dragutinovic, Z. Sakota

Abstract:

In this paper, a methodology for noise reduction of motor vehicles in use is presented. The methodology relies on synergic model of noise generation as a function of time. The arbitrary number of motor vehicle noise sources act in concert yielding the generation of the overall noise level of motor vehicle thereafter. The number of noise sources participating in the overall noise level of motor vehicle is subjected to the constraint of the calculation of the acoustic potential of each noise source under consideration. It is the prerequisite condition for the calculation of the acoustic potential of the whole vehicle. The recast form of pertinent set of equations describing the synergic model is laid down and solved by dint of Gauss method. The bunch of results emerged and some of them i.e. those ensuing from model application to MDD FAP Priboj motor vehicle in use are particularly elucidated.

Keywords: Noise abatement, MV noise sources, noise source identification, muffler.

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Authors: Duan Huanyun, Xu Rui, Li Jianchang, Yuan Yage, Wang Qiuxia, Nomana Intekhab Hadi

Abstract:

BioEnergy is an archetypal appropriate technology and alternate source of energy in rural areas of China, and can meet the basic need for cooking fuel in rural areas. The paper introduces with an alternate mean of research that can accelerate the biogas energy production. Tithonia diversifolia or the Tree marigold can be hailed as mesophillic anaerobic digestion to increase the production of more Bioenergy. Tithonia diversifolia is very native to Mexico and Central America, which can be served as ornamental plants- green manure and can prevent soil erosion. Tithonia diversifolia is widely grown and known to Asia, Africa, America and Australia as well. Nowadays, Considering China’s geographical condition it is found that Tithonia diversifolia is widely growing plant in the many tropical and subtropical regions of southern Yunnan- which can have great usage in accelerating and increasing the Bioenergy production technology. The paper discussed aiming at proving possibility that Tithonia diversifolia can be applied in biogas fermentation and its biogas production potential, the research carried experiment on Tithonia diversifolia biogas fermentation under the mesophilic condition (35 Celsius Degree). The result revealed that Tithonia diversifolia can be used as biogas fermentative material, and 6% concentration can get the best biogas production, with the TS biogas production rate 656mL/g and VS biogas production rate 801mL/g. It is well addressed that Tithonia diversifolia grows wildly in 53 Counties and 9 cities of Yunnan Province, which mainly grows in form of the road side plants, the edge of the field, countryside, forest edge, open space; of which demersum-natures can form dense monospecific beds -causing serious harm to agricultural production landforms threatening the ecological system as a potentially harmful exotic plant. There are also found the three types of invasive daisy alien plants -Eupatorium adenophorum, Eupatorium Odorata and Tithonia diversifolia in Yunnan Province of China-among them the Tithonia diversifolia is responsible for causing serious harm to agricultural production. In this paper we have designed the experimental explanation of Biogas energy production that requires anaerobic environment and some microbes; Tithonia diversifolia plant has been taken into consideration while carrying experiments and with successful resulting of generating more BioEnergy emphasizing on the practical applications of Tithonia diversifolia. This paper aims at- to find a new mechanism to provide a more scientific basis for the development of this plant herbicides in Biogas energy and to improve the utilization throughout the world as well.

Keywords: Biogas Energy Production, Tithonia diversifolia, Energy Development, Ecological Agriculture, Eupatorium adenophorum, Eupatorium odorata, Anaerobic Fermentation, Biogas Production Potential, Mesopilic Fermentation.

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Authors: M. Hosseinnejad, K. Gharanjig

Abstract:

In the present study, metal free organic dyes were prepared and used as photo-sensitizers in dye-sensitized solar cells. Double rhodanine was utilized as the fundamental electron acceptor group to which electron donor aldehyde with varying substituents was attached to produce new organic dye. This dye was first purified and then characterized by analytical techniques. Spectrophotometric evaluations of the prepared dye in solution and on a nano anatase TiO₂ substrate were carried out in order to assess possible changes in the status of the dyes in different environments. The results show that the dye form j-type aggregates on the nano TiO₂. Additionally, oxidation potential measurements were also carried out. Finally, dye sensitized solar cell based on synthesized dye was fabricated in order to determine the photovoltaic behavior and conversion efficiency of individual dye.

Keywords: Conversion efficiency, dye-sensitized solar cell, photovoltaic behavior, sensitizer.

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Authors: Fu Jiayan, Wang Zhu, Sun Jiaojiao

Abstract:

Mixed-use development is one of the most important trends in new island house transformation along southeast coastal area in China. Unique island geographical environment and profound fishing village culture coexist for a long time in this. With artistic creation for the purpose of the "live-work" houses are in a large number of emergence, however, still lack of systematic strategy. Based on space effect from marine resources to regional human settlements, this article teases out the evolution regularity of island settlement context and architectural form, then, puts forward the formation mechanism and construction model of art island houses. Thereby, to further explore space design method and site creation strategy of mixed-use development.

Keywords: Mixed-use, Island House, Art Creation, Southeast Coastal Area of Chinese.

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Authors: K. Prasertwong, N. Mithulananthan

Abstract:

This paper investigates and compares performance of various conventional and fuzzy logic based controllers at generator locations for oscillation damping. Performance of combination of conventional and fuzzy logic based controllers also studied by comparing overshoot on the active power deviation response for a small disturbance and damping ratio of the critical mode. Fuzzy logic based controllers can not be modeled in the state space form to get the eigenvalues and corresponding damping ratios of various modes of generators and controllers. Hence, a new method based on tracing envelop of time domain waveform is also presented and used in the paper for comparing performance of controllers. The paper also shows that if the fuzzy based controllers designed separately combining them could not lead to a better performance.

Keywords: Automatic voltage regulator, damping ratio, fuzzylogic controller, power system stabilizer.

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Authors: M. Tahar Bouzaher

Abstract:

This numerical study aims to develop a coupled, passive and active control strategy of the flow around a cylinder of diameter D, and Re=4000. The strategy consists to put a cylindrical rod in front of a deforming cylinder. The quasi- elliptical deformation of cylinder follow a sinusoidal law in order to reduce the drag force. To analyze the evolution of unsteady vortices, the Large Eddy Simulation approach is used in this 2D simulation, carried out using ANSYS – Fluent. The movement of deformation is reproduced using an internal subroutine, introduced in the form of a User Defined Function UDF. Two diameters of the rod were tested for a rod placed at a distance L = 3 ×d, with an amplitudes of deformation A = 5%, A = 25% and A = 50% of the cylinder diameter, the frequency of deformation take the values fd = 1fn, 5fn and 8fn, which fn represents the naturel vortex shedding frequency. The results show substantial changes in the flow behavior and for a rod of 6mm (1% D) with amplitude A = 25%, and with a 2fn frequency, drag reduction of 60% was recorded.

Keywords: CFD, Flow separation, control, Boundary layer, rod, Cylinder.

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Authors: F. Stake

Abstract:

This work is a parametric study combining simple and well known optical theories. These simple theories are arranged to form part of one answer to the question: “Can a semi-transparent Thermo-Photo-Voltaic (TPV) emitter have an optical extinction spectrum so much greater than its optical absorption spectrum that it becomes its own band-pass pre-filter, and if so, how well might it be expected to suppress light of undesired wavelengths?” In the report, hypothetical materials and operating temperatures will be used for comparative analyses only. Thermal emission properties of these hypothetical materials were created using two openly available FORTRAN programs. Results indicate that if using highly transparent materials it may be possible to create a thermal emitter that is its own band-pass pre-filter.

Keywords: Christensen effect, DISORT, index of refraction, scattering.

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Authors: A. Seddiki, M. Djebbouri, D. Guerchi

Abstract:

Medical imaging produces human body pictures in digital form. Since these imaging techniques produce prohibitive amounts of data, compression is necessary for storage and communication purposes. Many current compression schemes provide a very high compression rate but with considerable loss of quality. On the other hand, in some areas in medicine, it may be sufficient to maintain high image quality only in region of interest (ROI). This paper discusses a contribution to the lossless compression in the region of interest of Scintigraphic images based on SPIHT algorithm and global transform thresholding using Huffman coding.

Keywords: Global Thresholding Transform, Huffman Coding, Region of Interest, SPIHT Coding, Scintigraphic images.

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Authors: V. Ramnarain-Seetohul, J. Abdool Karim, A. Amir

Abstract:

Almost all universities include some form of assignment in their courses. The assignments are either carried out in either in groups or individually. To effectively manage these submitted assignments, a well-designed assignment submission system is needed, hence the need for an online assignment submission system to facilitate the distribution, and collection of assignments on due dates. The objective of such system is to facilitate interaction of lecturers and students for assessment and grading purposes. The aim of this study was to create a web based online assignment submission system for University of Mauritius. The system was created to eliminate the traditional process of giving an assignment and collecting the answers for the assignment. Lecturers can also create automated assessment to assess the students online. Moreover, the online submission system consists of an automatic mailing system which acts as a reminder for students about the deadlines of the posted assignments. System was tested to measure its acceptance rate among both student and lecturers.

Keywords: Assignment, assessment, online, submission

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Authors: M. Nassereddine, J. Rizk, G. Nasserddine

Abstract:

High Voltage (HV) transmission lines are widely spread around residential places. They take all forms of shapes: concrete, steel, and timber poles. Earth grid always form part of the HV transmission structure, whereat soil resistivity value is one of the main inputs when it comes to determining the earth grid requirements. In this paper, the soil structure and its implication on the electrode resistance of HV transmission poles will be explored. In Addition, this paper will present simulation for various soil structures using IEEE and Australian standards to verify the computation with CDEGS software. Furthermore, the split factor behavior under different soil resistivity structure will be presented using CDEGS simulations.

Keywords: Earth Grid, EPR, High Voltage, Soil Resistivity Structure, Split Factor, Step Voltage, Touch Voltage.

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Authors: Dariush Jafari, Seyed Ali Jafari

Abstract:

The recommended limit for cadmium concentration in potable water is less than 0.005 mg/L. A continuous biosorption process using indigenous red seaweed, Gracilaria corticata, was performed to remove cadmium from the potable water. The process was conducted under fixed conditions and the breakthrough curves were achieved for three consecutive sorption-desorption cycles. A modeling based on Artificial Neural Network (ANN) was employed to fit the experimental breakthrough data. In addition, a simplified semi empirical model, Thomas, was employed for this purpose. It was found that ANN well described the experimental data (R2>0.99) while the Thomas prediction were a bit less successful with R2>0.97. The adjusted design parameters using the nonlinear form of Thomas model was in a good agreement with the experimentally obtained ones. The results approve the capability of ANN to predict the cadmium concentration in potable water.

Keywords: ANN, biosorption, cadmium, packed-bed, potable water.

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Authors: Francisco Guimarães, Mauro Figueiredo, José Rodrigues

Abstract:

Cities are spaces of memory with several zones (parts of cities) with their own history and cultural events. Today, cities are also marked by a form of intangible cultural heritage like street art, which creates a visual culture based on the process of reflection about the city and the world. To link these realities and create a personal user interaction with this cultural heritage it is important to capture the story and aesthetics, and find alternatives to immerse the user in these spaces of memory. To that end, this article presents a project which combines Augmented Reality technologies and concepts of Transmedia Storytelling applied to Lisbon City, using Street Art artifacts as markers in a framework of digital media-art.

Keywords: Cultural heritage, urban art, street art, augmented reality, transmedia storytelling, digital media-art, socio-museology.

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Authors: Anjana Goen, D. C. Tiwari

Abstract:

Electromyography (EMG) is the study of muscles function through analysis of electrical activity produced from muscles. This electrical activity which is displayed in the form of signal is the result of neuromuscular activation associated with muscle contraction. The most common techniques of EMG signal recording are by using surface and needle/wire electrode where the latter is usually used for interest in deep muscle. This paper will focus on surface electromyogram (SEMG) signal. During SEMG recording, several problems had to been countered such as noise, motion artifact and signal instability. Thus, various signal processing techniques had been implemented to produce a reliable signal for analysis. SEMG signal finds broad application particularly in biomedical field. It had been analyzed and studied for various interests such as neuromuscular disease, enhancement of muscular function and human-computer interface.

Keywords: Evolvable hardware (EHW), Functional Electrical Simulation (FES), Hidden Markov Model (HMM), Hjorth Time Domain (HTD).

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Authors: Hechmi Saidi, Noureddine Hamdi

Abstract:

The performance of Decode and Forward (DF) multihop Free Space Optical ( FSO) scheme deploying Multiple Input Multiple Output (MIMO) configuration under Gamma-Gamma (GG) statistical distribution, that adopts M-ary Pulse Position Modulation (MPPM) coding, is investigated. We have extracted exact and estimated values of Symbol-Error Rates (SERs) respectively. A closed form formula related to the Probability Density Function (PDF) is expressed for our designed system. Thanks to the use of DF multihop MIMO FSO configuration and MPPM signaling, atmospheric turbulence is combatted; hence the transmitted signal quality is improved.

Keywords: FSO, MIMO, MIMO, multihop, DF, SER, GG channel.

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Authors: B. Selma, S. Chouraqui

Abstract:

The pancreas is an elongated organ that extends across the abdomen, below the stomach. In addition, it secretes certain enzymes that aid in food digestion. The pancreas also manufactures hormones responsible for regulating blood glucose levels. In the present paper, we propose a mathematical model to study the homeostasis of glucose and insulin in healthy human, and a simulation of this model, which depicts the physiological events after a meal, will be represented in ordinary humans. The aim of this paper is to design an algorithm which regulates the level of glucose in the blood. The algorithm applied the concept of expert system for performing an algorithm control in the form of an "active" used to prescribe the rate of insulin infusion. By decomposing the system into subsystems, we have developed parametric models of each subsystem by using a forcing function strategy. The results showed a performance of the control system.

Keywords: Modeling, algorithm, regulation, glucose-insulin, blood, control system.

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Authors: Say Wei Foo, Qi Dong

Abstract:

Digital watermarking has become an important technique for copyright protection but its robustness against attacks remains a major problem. In this paper, we propose a normalizationbased robust image watermarking scheme. In the proposed scheme, original host image is first normalized to a standard form. Zernike transform is then applied to the normalized image to calculate Zernike moments. Dither modulation is adopted to quantize the magnitudes of Zernike moments according to the watermark bit stream. The watermark extracting method is a blind method. Security analysis and false alarm analysis are then performed. The quality degradation of watermarked image caused by the embedded watermark is visually transparent. Experimental results show that the proposed scheme has very high robustness against various image processing operations and geometric attacks.

Keywords: Image watermarking, Image normalization, Zernike moments, Robustness.

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Authors: M. A. Hajeeh

Abstract:

Pumping systems are an integral part of water desalination plants, their effective functioning is vital for the operation of a plant. In this research work, the reliability and availability of pressurized pumps in a reverse osmosis desalination plant are studied with the objective of finding configurations that provides optimal performance. Six configurations of a series system with different number of warm and cold standby components were examined. Closed form expressions for the mean time to failure (MTTF) and the long run availability are derived and compared under the assumption that the time between failures and repair times of the primary and standby components are exponentially distributed. Moreover, a cost/ benefit analysis is conducted in order to identify a configuration with the best performance and least cost. It is concluded that configurations with cold standby components are preferable especially when the pumps are of the size.

Keywords: Availability, Cost/ benefit, Mean time to failure, Pumps.

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Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

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

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

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