Search results for: Channel Characteristic

Authors: Kumar Manoj, Ramesh Kumar, Kumari Arti

Abstract:

A wireless Ad-hoc network consists of wireless nodes communicating without the need for a centralized administration, in which all nodes potentially contribute to the routing process.In this paper, we report the simulation results of four different scenarios for wireless ad hoc networks having thirty nodes. The performances of proposed networks are evaluated in terms of number of hops per route, delay and throughput with the help of OPNET simulator. Channel speed 1 Mbps and simulation time 600 sim-seconds were taken for all scenarios. For the above analysis DSR routing protocols has been used. The throughput obtained from the above analysis (four scenario) are compared as shown in Figure 3. The average media access delay at node_20 for two routes and at node_20 for four different scenario are compared as shown in Figures 4 and 5. It is observed that the throughput will degrade when it will follow different hops for same source to destination (i.e. it has dropped from 1.55 Mbps to 1.43 Mbps which is around 9.7%, and then dropped to 0.48Mbps which is around 35%).

Keywords: Throughput, Delay, DSR, OPNET, MANET, DSSS

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Authors: J. García-Pérez

Abstract:

An approach to compute optimum seismic design parameters is presented. It is based on the optimization of the expected present value of the total cost, which includes the initial cost of structures as well as the cost due to earthquakes. Different types of seismicity models are considered, including one for characteristic earthquakes. Uncertainties are included in some variables to observe the influence on optimum values. Optimum seismic design coefficients are computed for three different structural types representing high, medium and low rise buildings, located near and far from the seismic sources. Ordinary and important structures are considered in the analysis. The results of optimum values show an important influence of seismicity models as well as of uncertainties on the variables.

Keywords: Importance factors, optimum parameters, seismic losses, seismic risk, total cost.

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Authors: Raisa Kh. Bolotnova, Marat N. Galimzianov, Andrey S. Topolnikov, Uliana O. Agisheva, Valeria A. Buzina

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The paper presents the results of theoretical and numerical modeling of propagation of shock waves in bubbly liquids related to nonlinear effects (realistic equation of state, chemical reactions, two-dimensional effects). On the basis on the Rankine- Hugoniot equations the problem of determination of parameters of passing and reflected shock waves in gas-liquid medium for isothermal, adiabatic and shock compression of the gas component is solved by using the wide-range equation of state of water in the analitic form. The phenomenon of shock wave intensification is investigated in the channel of variable cross section for the propagation of a shock wave in the liquid filled with bubbles containing chemically active gases. The results of modeling of the wave impulse impact on the solid wall covered with bubble layer are presented.

Keywords: bubbly liquid, cavitation, equation of state, shock wave

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Authors: Rike Brecht, Heidi Krömker, Adrian Kühlewind

Abstract:

This paper presents a digital engineering library – the Digital Mechanism and Gear Library, DMG-Lib – providing a multimedia collection of e-books, pictures, videos and animations in the domain of mechanisms and machines. The specific characteristic about DMG-Lib is the enrichment and cross-linking of the different sources. DMG-Lib e-books not only present pages as pixel images but also selected figures augmented with interactive animations. The presentation of animations in e-books increases the clearness of the information. To present the multimedia e-books and make them available in the DMG-Lib internet portal a special e-book reader called StreamBook was developed for optimal presentation of digitized books and to enable reading the e-books as well as working efficiently and individually with the enriched information. The objective is to support different user tasks ranging from information retrieval to development and design of mechanisms.

Keywords: E-books, digital library, multimedia, enrichment and cross-linking

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Authors: Sepehr M.H.Jamarani, M.H.Moradi, H.Behnam, G.A.Rezai Rad

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This paper presents an approach for early breast cancer diagnostic by employing combination of artificial neural networks (ANN) and multiwaveletpacket based subband image decomposition. The microcalcifications correspond to high-frequency components of the image spectrum, detection of microcalcifications is achieved by decomposing the mammograms into different frequency subbands,, reconstructing the mammograms from the subbands containing only high frequencies. For this approach we employed different types of multiwaveletpacket. We used the result as an input of neural network for classification. The proposed methodology is tested using the Nijmegen and the Mammographic Image Analysis Society (MIAS) mammographic databases and images collected from local hospitals. Results are presented as the receiver operating characteristic (ROC) performance and are quantified by the area under the ROC curve.

Keywords: Breast cancer, neural networks, diagnosis, multiwavelet packet, microcalcification.

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Authors: Anil Kumar Pandey

Abstract:

Power plane noise is the most significant source of signal integrity (SI) issues in a high-speed digital design. In this paper, power integrity (PI) analysis of multiple power planes in a power delivery system of a 12-layer high-speed FPGA board is presented. All 10 power planes of HSD board are analyzed separately by using 3D Electromagnetic based PI solver, then the transient simulation is performed on combined PI data of all planes along with voltage regulator modules (VRMs) and 70 current drawing chips to get the board level power noise coupling on different high-speed signals. De-coupling capacitors are placed between power planes and ground to reduce power noise coupling with signals.

Keywords: Channel simulation, electromagnetic simulation, power-aware signal integrity analysis, power integrity, PIPro.

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Authors: Václav Dvořák, Petra Dančová

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The article deals with pneumatic and hot wire anemometry measurement on subsonic axi-symmetric air ejector. Performances of the ejector with and without pulsations of primary flow are compared, measuring of characteristic pressures and mass flow rates are performed and ejector efficiency is evaluated. The pulsations of primary flow are produced by a synthetic jet generator, which is placed in the supply line of the primary flow just in front of the primary nozzle. The aim of the pulsation is to intensify the mixing process. In the article we present: Pressure measuring of pulsation on the mixing chamber wall, behind the mixing chamber and behind the diffuser measured by fast pressure transducers and results of hot wire anemometry measurement. It was found out that using of primary flow pulsations yields higher back pressure behind the ejector and higher efficiency. The processes in this ejector and influences of primary flow pulsations on the mixing processes are described.

Keywords: Air ejector, pulsation flow

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Authors: J. S. Nah, A. Y. Jeon, J. H. Ro, G. R. Jeon

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ECG analysis method was developed using ROC analysis of PVC detecting algorithm. ECG signal of MIT-BIH arrhythmia database was analyzed by MATLAB. First of all, the baseline was removed by median filter to preprocess the ECG signal. R peaks were detected for ECG analysis method, and normal VCG was extracted for VCG analysis method. Four PVC detecting algorithm was analyzed by ROC curve, which parameters are maximum amplitude of QRS complex, width of QRS complex, r-r interval and geometric mean of VCG. To set cut-off value of parameters, ROC curve was estimated by true-positive rate (sensitivity) and false-positive rate. sensitivity and false negative rate (specificity) of ROC curve calculated, and ECG was analyzed using cut-off value which was estimated from ROC curve. As a result, PVC detecting algorithm of VCG geometric mean have high availability, and PVC could be detected more accurately with amplitude and width of QRS complex.

Keywords: Vectorcardiogram (VCG), Premature Ventricular contraction (PVC), ROC (receiver operating characteristic) curve, ECG

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Authors: Juyoung Kim, Taegeun Park

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In this paper, we propose a fully-utilized, block-based 2D DWT (discrete wavelet transform) architecture, which consists of four 1D DWT filters with two-channel QMF lattice structure. The proposed architecture requires about 2MN-3N registers to save the intermediate results for higher level decomposition, where M and N stand for the filter length and the row width of the image respectively. Furthermore, the proposed 2D DWT processes in horizontal and vertical directions simultaneously without an idle period, so that it computes the DWT for an N×N image in a period of N2(1-2-2J)/3. Compared to the existing approaches, the proposed architecture shows 100% of hardware utilization and high throughput rates. To mitigate the long critical path delay due to the cascaded lattices, we can apply the pipeline technique with four stages, while retaining 100% of hardware utilization. The proposed architecture can be applied in real-time video signal processing.

Keywords: discrete wavelet transform, VLSI architecture, QMF lattice filter, pipelining.

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Authors: Vitalice K. Oduol, C. Ardil

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The paper presents frame and burst acquisition in a satellite communication network based on time division multiple access (TDMA) in which the transmissions may be carried on different transponders. A unique word pattern is used for the acquisition process. The search for the frame is aided by soft-decision of QPSK modulated signals in an additive white Gaussian channel. Results show that when the false alarm rate is low the probability of detection is also low, and the acquisition time is long. Conversely when the false alarm rate is high, the probability of detection is also high and the acquisition time is short. Thus the system operators can trade high false alarm rates for high detection probabilities and shorter acquisition times.

Keywords: burst acquisition, burst time plan, frame acquisition, satellite access, satellite TDMA, unique word detection

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Authors: Hamza Nejib, Okba Taouali

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This paper presents two of the most knowing kernel adaptive filtering (KAF) approaches, the kernel least mean squares and the kernel recursive least squares, in order to predict a new output of nonlinear signal processing. Both of these methods implement a nonlinear transfer function using kernel methods in a particular space named reproducing kernel Hilbert space (RKHS) where the model is a linear combination of kernel functions applied to transform the observed data from the input space to a high dimensional feature space of vectors, this idea known as the kernel trick. Then KAF is the developing filters in RKHS. We use two nonlinear signal processing problems, Mackey Glass chaotic time series prediction and nonlinear channel equalization to figure the performance of the approaches presented and finally to result which of them is the adapted one.

Keywords: KLMS, online prediction, KAF, signal processing, RKHS, Kernel methods, KRLS, KLMS.

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Authors: Elham Zamiri

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In this research, we have focused on numeral simulation of a fuel rod in order to examine distribution of heat temperature in components of fuel rod by Fluent software by providing steady state, single phase fluid flow, frequency heat flux in a fuel rod in nuclear reactor to numeral simulation. Results of examining different layers of a fuel rod consist of fuel layer, gap, pod, and fluid cooling flow, also examining thermal properties and fluids such as heat transition rate and pressure drop. The obtained results through analytical method and results of other sources have been compared and have appropriate correspondence. Results show that using heavy water as cooling fluid along with few layers of gas and pod have the ability of reducing the temperature from above 300 ^◦C to 70 ^◦C. This investigation is developable for any geometry and material used in the nuclear reactor.

Keywords: Nuclear fuel fission, numberal simulation, fuel rod, reactor, fluent software.

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Authors: Kanyapat U. Tapao

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The purpose of this study is to analyze the operation strategy strategies and public relations trend for public relations strategies development in public television station in Thailand. This study is a qualitative approach by indent interview from the 6 key informants that are managers of Voice TV and Thairath TV Channel. The results showed that both TV stations have to do research before making a release on the operation strategy policy such as a slogan, segmentation, integrated marketing communication and PR activity and also in term of Public Relations trend are including online media, online content and online training before opening the station and start promoting. By the way, we found the PR strategy for both TV station should be including application on mobile, online content, CRM activity, online banner, special event, and brand ambassador in order to bring a very reliable way.

Keywords: Operation strategy, public relations trend, public relations strategies development, online banner.

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Authors: Ubonwan Chaiyo, Savitri Garivait, Kobsak Wanthongchai

Abstract:

The study site was located in Ratchaburi Province, Thailand. Four experimental plots in dry dipterocarp forest (DDF) and four plots in mixed deciduous forest (MDF) were set up to estimate the above-ground biomass of tree, sapling and bamboo. The allometry equations were used to investigate above-ground biomass of these vegetation. Seedling and other understory were determined using direct harvesting method. Carbon storage in above-ground biomass was calculated based on IPCC 2006. The results showed that the above-ground biomass of DDF at 20-40% slope, <20% slope and MDF at <20% slope were 91.96, 30.95 and 59.44 ton/ha, respectively. Bamboo covers about half of total aboveground biomass in MDF, which is a specific characteristic of this area. The carbon sequestration potential in above-ground biomass of plot slope range 20-40% DDF, <20% DDF and <20% MDF are 43.22, 14.55 and 27.94 ton C/ha, respectively.

Keywords: Carbon storage, aboveground biomass, tropical deciduous forest, dry dipterocarp forest, mixed deciduous forest.

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Authors: Moushira Zaki, Wafaa Ezzat, Yasser Elhosary, Omnia Saleh

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Nonalcoholic fatty liver disease (NAFLD) has increased in conjunction with obesity. The accuracy of risk factors for detecting NAFLD in obese adolescents has not undergone a formal evaluation. The aim of this study was to evaluate predictors of NAFLD among Egyptian female obese adolescents. The study included 162 obese female adolescents. All were subjected to anthropometry, biochemical analysis and abdominal ultrasongraphic assessment. Metabolic syndrome (MS) was diagnosed according to the IDF criteria. Significant association between presence of MS and NAFLD was observed. Obese adolescents with NAFLD had significantly higher levels of ALT, triglycerides, fasting glucose, insulin, blood pressure and HOMA-IR, whereas decreased HDL-C levels as compared with obese cases without NAFLD. Receiver– operating characteristic (ROC) curve analysis shows that ALT is a sensitive predictor for NAFLD, confirming that ALT can be used as a marker of NAFLD.

Keywords: Adolescents, Egyptians, obesity.

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Authors: Meng-Hao Tsai, Tsuei-Chiang Huang

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Interior brick-infill partitions are usually considered as non-structural components and only their weight is accounted for in practical structural design. In this study, their effect on the progressive collapse resistance of an RC building subjected to sudden column loss is investigated. Three notional column loss conditions with four different brick-infill locations are considered. Column-loss response analyses of the RC building with and without brick infills are carried out. Analysis results indicate that the collapse resistance is only slightly influenced by the brick infills due to their brittle failure characteristic. Even so, they may help to reduce the inelastic displacement response under column loss. For practical engineering, it is reasonably conservative to only consider the weight of brick-infill partitions in the structural analysis.

Keywords: Progressive collapse, column loss, brick-infill partition, compression strut.

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Authors: C. Benjbara, A. Habbani

Abstract:

Wireless networks are getting more and more used in every new technology or feature, especially those without infrastructure (Ad hoc mode) which provide a low cost alternative to the infrastructure mode wireless networks and a great flexibility for application domains such as environmental monitoring, smart cities, precision agriculture, and so on. These application domains present a common characteristic which is the need of coexistence and intercommunication between modules belonging to different types of ad hoc networks like wireless sensor networks, mesh networks, mobile ad hoc networks, vehicular ad hoc networks, etc. This vision to bring to life such heterogeneous networks will make humanity duties easier but its development path is full of challenges. One of these challenges is the communication complexity between its components due to the lack of common or compatible protocols standard. This article proposes a new patented routing protocol based on the OLSR standard in order to resolve the heterogeneous ad hoc networks communication issue. This new protocol is applied on a specific network architecture composed of MANET, VANET, and FANET.

Keywords: Ad hoc, heterogeneous, ID-Node, OLSR.

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Authors: R.Goudarzizadeh, N.Hedayat, S.H.Mousavi Jahromi

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Channel junctions can be analyzed in two ways of division (lateral intake) and combined flows (confluence). The present paper investigates 3D flow pattern at lateral intake using Navier-Stokes equation and κ -ε (RNG) turbulent model. The equations are solved by Finite-Volume Method (FVM) and results are compared with the experimental data of (Barkdoll, B.D., 1997) to test the validity of the findings. Comparison of the results with the experimental data indicated a close proximity between the two sets of data which suggest a very close simulation. Results further indicated an inverse relation between the effects of discharge ratio ( r Q ) on the length and width of the separation zone. In other words, as the discharge ration increases, the length and width of separation zone decreases.

Keywords: 900 junction, flow division, turbulent flow, numerical modeling, flow separation zone.

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Authors: S. Raissi, R- Eslami Farsani

Abstract:

In recent years, response surface methodology (RSM) has brought many attentions of many quality engineers in different industries. Most of the published literature on robust design methodology is basically concerned with optimization of a single response or quality characteristic which is often most critical to consumers. For most products, however, quality is multidimensional, so it is common to observe multiple responses in an experimental situation. Through this paper interested person will be familiarize with this methodology via surveying of the most cited technical papers. It is believed that the proposed procedure in this study can resolve a complex parameter design problem with more than two responses. It can be applied to those areas where there are large data sets and a number of responses are to be optimized simultaneously. In addition, the proposed procedure is relatively simple and can be implemented easily by using ready-made standard statistical packages.

Keywords: Multi-Response Surface Methodology (MRSM), Design of Experiments (DOE), Process modeling, Quality improvement; Robust Design.

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Authors: Bahi brahim, El hassane Ibn Elhaj, Driss Aboutajdine

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In this paper we propose a Multiple Description Image Coding(MDIC) scheme to generate two compressed and balanced rates descriptions in the wavelet domain (Daubechies biorthogonal (9, 7) wavelet) using pairwise correlating transform optimal and application method for Generalized Multiple Description Coding (GMDC) to image coding in the wavelet domain. The GMDC produces statistically correlated streams such that lost streams can be estimated from the received data. Our performance test shown that the proposed method gives more improvement and good quality of the reconstructed image when the wavelet coefficients are normalized by Gaussian Scale Mixture (GSM) model then the Gaussian one ,.

Keywords: Multiple description coding (MDC), gaussian scale mixture (GSM) model, joint source-channel coding, pairwise correlating transform, GMDCT.

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Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

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This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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Authors: Mingaleva Zhanna, Gayfutdinova Oksana, Podgornova Evgenia

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The regional innovative competitiveness is an integrating characteristic of the innovative sphere of the region. It depends on a big variety of different parameters connected with all kinds of economic entities- activities. But management parameters shouldn't be irregular, so in order to avoid it, an institutional system should be formed. This system should carry out strategic management of factors having the greatest influence on the region's innovative development. This article is devoted to different aspects of organization of the region's development institutional mechanism, which is based on management of regional innovative competitiveness parameters. The base of the analysis is innovatively-active Russian regions which were compared according to the level of the innovative competitiveness. After that the most important parameters of successful innovative development of the region were revealed with the help of the correlation-regression analysis. The results of the research could be used for investigation of the region's innovative policy.

Keywords: Regional innovative competitiveness, institutional mechanism, innovative region development, correlation-regression analysis.

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Authors: N. Thongjub, B. Puangkird, V. Ngamaramvaranggul

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The numerical simulation of the slip effect via vicoelastic fluid for 4:1 contraction problem is investigated with regard to kinematic behaviors of streamlines and stress tensor by models of the Navier-Stokes and Oldroyd-B equations. Twodimensional spatial reference system of incompressible creeping flow with and without slip velocity is determined and the finite element method of a semi-implicit Taylor-Galerkin pressure-correction is applied to compute the problem of this Cartesian coordinate system including the schemes of velocity gradient recovery method and the streamline-Upwind / Petrov-Galerkin procedure. The slip effect at channel wall is added to calculate after each time step in order to intend the alteration of flow path. The result of stress values and the vortices are reduced by the optimum slip coefficient of 0.1 with near the outcome of analytical solution.

Keywords: Slip effect, Oldroyd-B fluid, slip coefficient, time stepping method.

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Authors: Somkiat Lerkvaranyu, Yoshikazu Miyanaga

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In this paper, a new technique of signal detection has been proposed for detecting the orthogonal frequency-division multiplexing (OFDM) signal in the presence of nonlinear distortion.There are several advantages of OFDM communications system.However, one of the existing problems is remain considered as the nonlinear distortion generated by high-power-amplifier at the transmitter end due to the large dynamic range of an OFDM signal. The proposed method is the maximum likelihood detection with the symbol estimation. When the training data are available, the neural network has been used to learn the characteristic of received signal and to estimate the new positions of the transmitted symbol which are provided to the maximum likelihood detector. Resulting in the system performance, the nonlinear distortions of a traveling wave tube amplifier with OFDM signal are considered in this paper.Simulation results of the bit-error-rate performance are obtained with 16-QAM OFDM systems.

Keywords: OFDM, TWTA, nonlinear distortion, detection.

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Authors: Md. Mahmudul Hasan

Abstract:

Wavelet analysis has some strong advantages over Fourier analysis, as it allows a time-frequency domain analysis, allowing optimal resolution and flexibility. As a result, they have been satisfactorily applied in almost all the fields of communication systems including OFDM which is a strong candidate for next generation of wireless technology. In this paper, the performances of wavelet based Multiuser Multiple Input and Multiple Output Orthogonal Frequency Division Multiplexing (MU-MIMO OFDM) systems are analyzed in terms of BER. It has been shown that the wavelet based systems outperform the classical FFT based systems. This analysis also unfolds an interesting result, where wavelet based OFDM system will have a constant error performance using Regularized Channel Inversion (RCI) beamforming for any number of users, and outperforms in all possible scenario in a multiuser environment. An extensive computer simulations show that a PAPR reduction of up to 6.8dB can be obtained with M=64.

Keywords: Wavelet Based OFDM, Optimal Beam-forming, Multiuser MIMO OFDM, Signal to Leakage Ratio.

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Authors: Q. Niu, X. H. Zhou, W. Liu

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The cooling channels of injection mould play a crucial role in determining the productivity of moulding process and the product quality. It’s not a simple task to design high quality cooling channels. In this paper, an intelligent cooling channels design system including automatic layout of cooling channels, interference checking and assembly of accessories is studied. Automatic layout of cooling channels using genetic algorithm is analyzed. Through integrating experience criteria of designing cooling channels, considering the factors such as the mould temperature and interference checking, the automatic layout of cooling channels is implemented. The method of checking interference based on distance constraint algorithm and the function of automatic and continuous assembly of accessories are developed and integrated into the system. Case studies demonstrate the feasibility and practicality of the intelligent design system.

Keywords: Injection mould, cooling channel, automatic layout, interference checking.

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Authors: L. Labéjof, I. Mororó, P. Galle, G. Barbosa, M.I. Severo, A.H. de Oliveira

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Ultrastructure of duodenum mucosa of irradiated rat was studied versus dose rate of irradiation following exposure to gamma rays from 60-Cobalt source. The animals were whole body irradiated at two dose rates (1 Gy.mn-1 and 1 Gy.h-1) and three total doses (1, 2 or 4 Gy) for each dose rate. 24 or 48 h after irradiation, their small intestine was removed and samples of duodenum were processed for observations under a transmission electron microscopy. Samples of duodenum mucosa of control rats were processed in the same way. For the lower dose rate of 1 Gy.h-1, main lesions characteristic of apoptosis were detected within irradiated enterocytes at a total dose of 2 Gy and 24 h after exposure. Necrosis was noted in the samples, 48 h after exposition. For the higher dose rate of 1 Gy.mn-1, fewer changes were detected at all total doses 24 or 48 h irradiation. Thus, it was shown that the appearance of radiationinduced alterations varies not only with increasing total dose and post-irradiation time but especially with decreasing dose rate.

Keywords: Dose rate, Radiation Inury, Apoptosis, SmallBowel

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Authors: Mark Rousell, Di Catherwood, Graham Edgar

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The main issue of interest here is whether individuals who differ in arithmetical reasoning ability and levels of imagery ability display different brain activity during the conduct of mental arithmetical reasoning tasks. This was a case study of four participants who represented four extreme combinations of Maths –Imagery abilities: ie., low-low, high-high, high-low, low-high respectively. As the Ps performed a series of 60 arithmetical reasoning tasks, 128-channel EEG recordings were taken and the pre-response interval subsequently analysed using EGI GeosourceTM software. The P who was high in both imagery and maths ability showed peak activity prior to response in BA7 (superior parietal cortex) but other Ps did not show peak activity in this region. The results are considered in terms of the diverse routes that may be employed by individuals during the conduct of arithmetical reasoning tasks and the possible implications of this for mathematics education.

Keywords: Arithmetic, imagery, EEG, education.

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Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL₀). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL₁) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL₀) and (ARL₁) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL₁).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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Authors: Ying-Hsiu Chen, Pao-Peng Hsu, Mou-Yuan Liao, Shu-Min Hsieh

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This paper employs a the variable returns to scale DEA model to take account of risky assets and estimate the operating efficiencies for the 21 domestic listed securities firms during the period 2005-2009. Evidence is found that on average the brokerage securities firms- operating efficiencies are better than integrated securities firms. Evidence is also found that the technical inefficiency from inappropriate management constitutes the main source of the operating inefficiency for both types of securities firms. Moreover, the scale economies prevail in brokerage and integrated securities firms, in other words, which exhibit the characteristic of increasing returns to scale.

Keywords: Data Envelopment Analysis, Risky Assets, PureTechnical Efficiency, Scale Efficiency, Scale Economies.

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