Search results for: financial time series.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7590

Search results for: financial time series.

6810 Spike Sorting Method Using Exponential Autoregressive Modeling of Action Potentials

Authors: Sajjad Farashi

Abstract:

Neurons in the nervous system communicate with each other by producing electrical signals called spikes. To investigate the physiological function of nervous system it is essential to study the activity of neurons by detecting and sorting spikes in the recorded signal. In this paper a method is proposed for considering the spike sorting problem which is based on the nonlinear modeling of spikes using exponential autoregressive model. The genetic algorithm is utilized for model parameter estimation. In this regard some selected model coefficients are used as features for sorting purposes. For optimal selection of model coefficients, self-organizing feature map is used. The results show that modeling of spikes with nonlinear autoregressive model outperforms its linear counterpart. Also the extracted features based on the coefficients of exponential autoregressive model are better than wavelet based extracted features and get more compact and well-separated clusters. In the case of spikes different in small-scale structures where principal component analysis fails to get separated clouds in the feature space, the proposed method can obtain well-separated cluster which removes the necessity of applying complex classifiers.

Keywords: Exponential autoregressive model, Neural data, spike sorting, time series modeling.

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6809 Graphene Oxide Fiber with Different Exfoliation Time and Activated Carbon Particle

Authors: Nuray Uçar, Mervin Ölmez, Özge Alptoğa, Nilgün K. Yavuz, Ayşen Önen

Abstract:

In recent years, research on continuous graphene oxide fibers has been intensified. Therefore, many factors of production stages are being studied. In this study, the effect of exfoliation time and presence of activated carbon particle (ACP) on graphene oxide fiber’s properties has been analyzed. It has been seen that cross-sectional appearance of sample with ACP is harsh and porous because of ACP. The addition of ACP did not change the electrical conductivity. However, ACP results in an enormous decrease of mechanical properties. Longer exfoliation time results to higher crystallinity degree, C/O ratio and less d space between layers. The breaking strength and electrical conductivity of sample with less exfoliation time is some higher than sample with high exfoliation time.

Keywords: Activated carbon, coagulation by wet spinning, exfoliation, graphene oxide fiber.

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6808 Identification of Industrial Health Using ANN

Authors: Deepak Goswami, Padma Lochan Hazarika, Kandarpa Kumar Sarma

Abstract:

The customary practice of identifying industrial sickness is a set traditional techniques which rely upon a range of manual monitoring and compilation of financial records. It makes the process tedious, time consuming and often are susceptible to manipulation. Therefore, certain readily available tools are required which can deal with such uncertain situations arising out of industrial sickness. It is more significant for a country like India where the fruits of development are rarely equally distributed. In this paper, we propose an approach based on Artificial Neural Network (ANN) to deal with industrial sickness with specific focus on a few such units taken from a less developed north-east (NE) Indian state like Assam. The proposed system provides decision regarding industrial sickness using eight different parameters which are directly related to the stages of sickness of such units. The mechanism primarily uses certain signals and symptoms of industrial health to decide upon the state of a unit. Specifically, we formulate an ANN based block with data obtained from a few selected units of Assam so that required decisions related to industrial health could be taken. The system thus formulated could become an important part of planning and development. It can also contribute towards computerization of decision support systems related to industrial health and help in better management.

Keywords: Industrial, Health, Classification, ANN, MLP, MSE.

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6807 Research on Weakly Hard Real-Time Constraints and Their Boolean Combination to Support Adaptive QoS

Authors: Xiangbin Zhu

Abstract:

Advances in computing applications in recent years have prompted the demand for more flexible scheduling models for QoS demand. Moreover, in practical applications, partly violated temporal constraints can be tolerated if the violation meets certain distribution. So we need extend the traditional Liu and Lanland model to adapt to these circumstances. There are two extensions, which are the (m, k)-firm model and Window-Constrained model. This paper researches on weakly hard real-time constraints and their combination to support QoS. The fact that a practical application can tolerate some violations of temporal constraint under certain distribution is employed to support adaptive QoS on the open real-time system. The experiment results show these approaches are effective compared to traditional scheduling algorithms.

Keywords: Weakly Hard Real-Time, Real-Time, Scheduling, Quality of Service.

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6806 Systems Engineering and Project Management Process Modeling in the Aeronautics Context: Case Study of SMEs

Authors: S. Lemoussu, J. C. Chaudemar, R. A. Vingerhoeds

Abstract:

The aeronautics sector is currently living an unprecedented growth largely due to innovative projects. In several cases, such innovative developments are being carried out by Small and Medium sized-Enterprises (SMEs). For instance, in Europe, a handful of SMEs are leading projects like airships, large civil drones, or flying cars. These SMEs have all limited resources, must make strategic decisions, take considerable financial risks and in the same time must take into account the constraints of safety, cost, time and performance as any commercial organization in this industry. Moreover, today, no international regulations fully exist for the development and certification of this kind of projects. The absence of such a precise and sufficiently detailed regulatory framework requires a very close contact with regulatory instances. But, SMEs do not always have sufficient resources and internal knowledge to handle this complexity and to discuss these issues. This poses additional challenges for those SMEs that have system integration responsibilities and that must provide all the necessary means of compliance to demonstrate their ability to design, produce, and operate airships with the expected level of safety and reliability. The final objective of our research is thus to provide a methodological framework supporting SMEs in their development taking into account recent innovation and institutional rules of the sector. We aim to provide a contribution to the problematic by developing a specific Model-Based Systems Engineering (MBSE) approach. Airspace regulation, aeronautics standards and international norms on systems engineering are taken on board to be formalized in a set of models. This paper presents the on-going research project combining Systems Engineering and Project Management process modeling and taking into account the metamodeling problematic.

Keywords: Aeronautics, certification, process modeling, project management, SME, systems engineering.

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6805 Existence and Stability Analysis of Discrete-time Fuzzy BAM Neural Networks with Delays and Impulses

Authors: Chao Wang, Yongkun Li

Abstract:

In this paper, the discrete-time fuzzy BAM neural network with delays and impulses is studied. Sufficient conditions are obtained for the existence and global stability of a unique equilibrium of this class of fuzzy BAM neural networks with Lipschitzian activation functions without assuming their boundedness, monotonicity or differentiability and subjected to impulsive state displacements at fixed instants of time. Some numerical examples are given to demonstrate the effectiveness of the obtained results.

Keywords: Discrete-time fuzzy BAM neural networks, ımpulses, global exponential stability, global asymptotical stability, equilibrium point.

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6804 Towards a Suitable and Systematic Approach for Component Based Software Development

Authors: Kuljit Kaur, Parminder Kaur, Jaspreet Bedi, Hardeep Singh

Abstract:

Software crisis refers to the situation in which the developers are not able to complete the projects within time and budget constraints and moreover these overscheduled and over budget projects are of low quality as well. Several methodologies have been adopted form time to time to overcome this situation and now in the focus is component based software engineering. In this approach, emphasis is on reuse of already existing software artifacts. But the results can not be achieved just by preaching the principles; they need to be practiced as well. This paper highlights some of the very basic elements of this approach, which has to be in place to get the desired goals of high quality, low cost with shorter time-to-market software products.

Keywords: Component Model, Software Components, SoftwareRepository, Process Models.

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6803 Impact of ISO 9000 on Time-based Performance: An Event Study

Authors: Chris K. Y. Lo, Andy C. L. Yeung, T. C. Edwin Cheng

Abstract:

ISO 9000 is the most popular and widely adopted meta-standard for quality and operational improvements. However, only limited empirical research has been conducted to examine the impact of ISO 9000 on operational performance based on objective and longitudinal data. To reveal any causal relationship between the adoption of ISO 9000 and operational performance, we examined the timing and magnitude of change in time-based performance as a result of ISO 9000 adoption. We analyzed the changes in operating cycle, inventory days, and account receivable days prior and after the implementation of ISO 9000 in 695 publicly listed manufacturing firms. We found that ISO 9000 certified firms shortened their operating cycle time by 5.28 days one year after the implementation of ISO 9000. In the long-run (3 years after certification), certified firms showed continuous improvement in time-based efficiency, and experienced a shorter operating cycle time of 11 days than that of non-certified firms. There was an average of 6.5% improvement in operating cycle time for ISO 9000 certified firms. Both inventory days and account receivable days showed similar significant improvements after the implementation of ISO 9000, too.

Keywords: ISO 9000, Operating Cycle, Time-based efficiency.

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6802 Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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6801 LiDAR Based Real Time Multiple Vehicle Detection and Tracking

Authors: Zhongzhen Luo, Saeid Habibi, Martin v. Mohrenschildt

Abstract:

Self-driving vehicle require a high level of situational awareness in order to maneuver safely when driving in real world condition. This paper presents a LiDAR based real time perception system that is able to process sensor raw data for multiple target detection and tracking in dynamic environment. The proposed algorithm is nonparametric and deterministic that is no assumptions and priori knowledge are needed from the input data and no initializations are required. Additionally, the proposed method is working on the three-dimensional data directly generated by LiDAR while not scarifying the rich information contained in the domain of 3D. Moreover, a fast and efficient for real time clustering algorithm is applied based on a radially bounded nearest neighbor (RBNN). Hungarian algorithm procedure and adaptive Kalman filtering are used for data association and tracking algorithm. The proposed algorithm is able to run in real time with average run time of 70ms per frame.

Keywords: LiDAR, real-time system, clustering, tracking, data association.

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6800 A Semi- One Time Pad Using Blind Source Separation for Speech Encryption

Authors: Long Jye Sheu, Horng-Shing Chiou, Wei Ching Chen

Abstract:

We propose a new perspective on speech communication using blind source separation. The original speech is mixed with key signals which consist of the mixing matrix, chaotic signals and a random noise. However, parts of the keys (the mixing matrix and the random noise) are not necessary in decryption. In practice implement, one can encrypt the speech by changing the noise signal every time. Hence, the present scheme obtains the advantages of a One Time Pad encryption while avoiding its drawbacks in key exchange. It is demonstrated that the proposed scheme is immune against traditional attacks.

Keywords: one time pad, blind source separation, independentcomponent analysis, speech encryption.

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6799 Investigation of Compliance of the Prevailing Import Murabah'a to Sharia

Authors: Aqeel Akhtar

Abstract:

One of prevailing modes of finance in emerging Islamic banking system is Murabah’a. It means a financial dealing or transaction in which seller tells cost of the goods to be sold to buyer. Otherwise, the transaction would become invalid. In this mainstream, import Murabah’a transaction is divergent in such a way that the cost is not recognized and identified due to execution of import transaction in foreign currency i.e. US Dollar and the next transaction of Murabaha’a with the client is executed in local currency. Since this transaction is executed in dual currency i.e. bank pays supplier in foreign currency and executes Murabah’a with its client in local currency and it is not allowed in according to Islamic Injunctions as mentioned in hadith narrated by Hazrat Ibn-e-Umar (May Allah be pleased with them) used to sell his camels with Dirhams and take dinars instead and vice versa. Upon revealing before the Prophet (Peace be upon him), he was advised that it must not be contingent in the agreement and the ready rate would be applied and possession of one of the consideration is compulsory. The solution in this regard is that the import Murabah’a transaction should be in single currency However, other currency can be paid in payment at the time of payment in a very indispensable situation provided that ready rate would be applied. Moreover, some of other solutions have also been given in this regard.

Keywords: Shariah compliance, import murabaha, islamic banking, product development.

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6798 Manipulator Development for Telediagnostics

Authors: Adam Kurnicki, Bartłomiej Stanczyk, Bartosz Kania

Abstract:

This paper presents development of the light-weight manipulator with series elastic actuation for medical telediagnostics (USG examination). General structure of realized impedance control algorithm was shown. It was described how to perform force measurements based mainly on elasticity of manipulator links.

Keywords: Telediagnostics, elastic manipulator, impedance control, force measurement.

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6797 Real-time Detection of Space Manipulator Self-collision

Authors: Zhang Xiaodong, Tang Zixin, Liu Xin

Abstract:

In order to avoid self-collision of space manipulators during operation process, a real-time detection method is proposed in this paper. The manipulator is fitted into a cylinder-enveloping surface, and then, a kind of detection algorithm of collision between cylinders is analyzed. The collision model of space manipulator self-links can be detected by using this algorithm in real-time detection during the operation process. To ensure security of the operation, a safety threshold is designed. The simulation and experiment results verify the effectiveness of the proposed algorithm for a 7-DOF space manipulator.

Keywords: Space manipulator, Collision detection, Self-collision, the real-time collision detection.

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6796 Analysis of Event-related Response in Human Visual Cortex with fMRI

Authors: Ayesha Zaman, Tanvir Atahary, Shahida Rafiq

Abstract:

Functional Magnetic Resonance Imaging(fMRI) is a noninvasive imaging technique that measures the hemodynamic response related to neural activity in the human brain. Event-related functional magnetic resonance imaging (efMRI) is a form of functional Magnetic Resonance Imaging (fMRI) in which a series of fMRI images are time-locked to a stimulus presentation and averaged together over many trials. Again an event related potential (ERP) is a measured brain response that is directly the result of a thought or perception. Here the neuronal response of human visual cortex in normal healthy patients have been studied. The patients were asked to perform a visual three choice reaction task; from the relative response of each patient corresponding neuronal activity in visual cortex was imaged. The average number of neurons in the adult human primary visual cortex, in each hemisphere has been estimated at around 140 million. Statistical analysis of this experiment was done with SPM5(Statistical Parametric Mapping version 5) software. The result shows a robust design of imaging the neuronal activity of human visual cortex.

Keywords: Echo Planner Imaging, Event related Response, General Linear Model, Visual Neuronal Response.

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6795 Matching Facial Images using Age Related Morphing Changes

Authors: Udeni Jayasinghe, Anuja Dharmaratne

Abstract:

Each year many people are reported missing in most of the countries in the world owing to various reasons. Arrangements have to be made to find these people after some time. So the investigating agencies are compelled to make out these people by using manpower. But in many cases, the investigations carried out to find out an absconding for a long time may not be successful. At a time like that it may be difficult to identify these people by examining their old photographs, because their facial appearance might have changed mainly due to the natural aging process. On some occasions in forensic medicine if a dead body is found, investigations should be held to make sure that this corpse belongs to the same person disappeared some time ago. With the passage of time the face of the person might have changed and there should be a mechanism to reveal the person-s identity. In order to make this process easy, we must guess and decide as to how he will look like by now. To address this problem this paper presents a way of synthesizing a facial image with the aging effects.

Keywords: Cranio-facial growth model, eigenfaces, eigenvectors, Face Anthropometry.

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6794 Selecting an Advanced Creep Model or a Sophisticated Time-Integration? A New Approach by Means of Sensitivity Analysis

Authors: Holger Keitel

Abstract:

The prediction of long-term deformations of concrete and reinforced concrete structures has been a field of extensive research and several different creep models have been developed so far. Most of the models were developed for constant concrete stresses, thus, in case of varying stresses a specific superposition principle or time-integration, respectively, is necessary. Nowadays, when modeling concrete creep the engineering focus is rather on the application of sophisticated time-integration methods than choosing the more appropriate creep model. For this reason, this paper presents a method to quantify the uncertainties of creep prediction originating from the selection of creep models or from the time-integration methods. By adapting variance based global sensitivity analysis, a methodology is developed to quantify the influence of creep model selection or choice of time-integration method. Applying the developed method, general recommendations how to model creep behavior for varying stresses are given.

Keywords: Concrete creep models, time-integration methods, sensitivity analysis, prediction uncertainty.

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6793 Mechanical Properties of Ordinary Portland Cement Modified Cold Bitumen Emulsion Mixture

Authors: Hayder Kamil Shanbara, Felicite Ruddock, William Atherton, Nassier A. Nassir

Abstract:

Cold bitumen emulsion mixture (CBEM) offers a series benefits as compared with hot mix asphalt (HMA); these include environmental factors, energy saving, the resolution of logistical challenges that can characterise hot mix, and the potential to reserve funds. However, this mixture has some problems similar to any bituminous mixtures as it has low early strength, long curing time that needed to obtain the maximum performance, high air voids and considered inferior to HMA. Thus, CBEM has been used in limited applications such as lightly trafficked roads, footways and reinstatements. This laboratory study describes the development of CBEM using ordinary Portland cement (OPC) instead of the traditional mineral filler. Stiffness modulus, moisture damage and temperature sensitivity tests were used to evaluate the mechanical properties of the produced mixtures. The study concluded that there is a substantial improvement in the mechanical properties and moisture damage resistance of CBEMs containing OPC. Also, the produced cement modified CBEM shows a considerable lower thermal sensitivity than the conventional CBEM.

Keywords: Cold bitumen emulsion mixture, moisture damage, OPC, stiffness modulus, temperature sensitivity.

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6792 Capacity Optimization in Cooperative Cognitive Radio Networks

Authors: Mahdi Pirmoradian, Olayinka Adigun, Christos Politis

Abstract:

Cooperative spectrum sensing is a crucial challenge in cognitive radio networks. Cooperative sensing can increase the reliability of spectrum hole detection, optimize sensing time and reduce delay in cooperative networks. In this paper, an efficient central capacity optimization algorithm is proposed to minimize cooperative sensing time in a homogenous sensor network using OR decision rule subject to the detection and false alarm probabilities constraints. The evaluation results reveal significant improvement in the sensing time and normalized capacity of the cognitive sensors.

Keywords: Cooperative networks, normalized capacity, sensing time.

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6791 Forecasting the Sea Level Change in Strait of Hormuz

Authors: Hamid Goharnejad, Amir Hossein Eghbali

Abstract:

Recent investigations have demonstrated the global sea level rise due to climate change impacts. In this study, climate changes study the effects of increasing water level in the strait of Hormuz. The probable changes of sea level rise should be investigated to employ the adaption strategies. The climatic output data of a GCM (General Circulation Model) named CGCM3 under climate change scenario of A1b and A2 were used. Among different variables simulated by this model, those of maximum correlation with sea level changes in the study region and least redundancy among themselves were selected for sea level rise prediction by using stepwise regression. One of models (Discrete Wavelet artificial Neural Network) was developed to explore the relationship between climatic variables and sea level changes. In these models, wavelet was used to disaggregate the time series of input and output data into different components and then ANN was used to relate the disaggregated components of predictors and input parameters to each other. The results showed in the Shahid Rajae Station for scenario A1B sea level rise is among 64 to 75 cm and for the A2 Scenario sea level rise is among 90 t0 105 cm. Furthermore, the result showed a significant increase of sea level at the study region under climate change impacts, which should be incorporated in coastal areas management.

Keywords: Climate change scenarios, sea-level rise, strait of Hormuz, artificial neural network, fuzzy logic.

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6790 Mirror Neuron System Study on Elderly Using Dynamic Causal Modeling fMRI Analysis

Authors: R. Keerativittatayut, B. Kaewkamnerdpong, J. Laothamatas, W. Sungkarat

Abstract:

Dynamic Causal Modeling (DCM) functional Magnetic Resonance Imaging (fMRI) is a promising technique to study the connectivity among brain regions and effects of stimuli through modeling neuronal interactions from time-series neuroimaging. The aim of this study is to study characteristics of a mirror neuron system (MNS) in elderly group (age: 60-70 years old). Twenty volunteers were MRI scanned with visual stimuli to study a functional brain network. DCM was employed to determine the mechanism of mirror neuron effects. The results revealed major activated areas including precentral gyrus, inferior parietal lobule, inferior occipital gyrus, and supplementary motor area. When visual stimuli were presented, the feed-forward connectivity from visual area to conjunction area was increased and forwarded to motor area. Moreover, the connectivity from the conjunction areas to premotor area was also increased. Such findings can be useful for future diagnostic process for elderly with diseases such as Parkinson-s and Alzheimer-s.

Keywords: Mirror Neuron System (MNS), Dynamic Causal Modeling (DCM), Functional Magnetic Resonance Imaging (fMRI)

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6789 NonStationary CMA for Decision Feedback Equalization of Markovian Time Varying Channels

Authors: S. Cherif, M. Turki-Hadj Alouane

Abstract:

In this paper, we propose a modified version of the Constant Modulus Algorithm (CMA) tailored for blind Decision Feedback Equalizer (DFE) of first order Markovian time varying channels. The proposed NonStationary CMA (NSCMA) is designed so that it explicitly takes into account the Markovian structure of the channel nonstationarity. Hence, unlike the classical CMA, the NSCMA is not blind with respect to the channel time variations. This greatly helps the equalizer in the case of realistic channels, and avoids frequent transmissions of training sequences. This paper develops a theoretical analysis of the steady state performance of the CMA and the NSCMA for DFEs within a time varying context. Therefore, approximate expressions of the mean square errors are derived. We prove that in the steady state, the NSCMA exhibits better performance than the classical CMA. These new results are confirmed by simulation. Through an experimental study, we demonstrate that the Bit Error Rate (BER) is reduced by the NSCMA-DFE, and the improvement of the BER achieved by the NSCMA-DFE is as significant as the channel time variations are severe.

Keywords: Time varying channel, Markov model, Blind DFE, CMA, NSCMA.

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6788 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-time Stochastic Systems

Authors: Tomoaki Hashimoto

Abstract:

Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the effectiveness of the obtained stability condition.

Keywords: Computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems.

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6787 Improving Patients Discharge Process in Hospitals by using Six Sigma Approach

Authors: Mahmoud A. El-Banna

Abstract:

The need to increase the efficiency of health care systems is becoming an obligation, and one of area of improvement is the discharge process. The objective of this work is to minimize the patients discharge time (for insured patients) to be less than 50 minutes by using six sigma approach, this improvement will also: lead to an increase in customer satisfaction, increase the number of admissions and turnover on the rooms, increase hospital profitability.Three different departments were considered in this study: Female, Male, and Paediatrics. Six Sigma approach coupled with simulation has been applied to reduce the patients discharge time for pediatrics, female, and male departments at hospital. Upon applying these recommendations at hospital: 60%, 80%, and 22% of insured female, male, and pediatrics patients respectively will have discharge time less than the upper specification time i.e. 50 min.

Keywords: Discharge Time, Healthcare, Hospitals, Patients, Process Improvement, Six Sigma, Simulation

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6786 Periodic Solutions for a Delayed Population Model on Time Scales

Authors: Kejun Zhuang, Zhaohui Wen

Abstract:

This paper deals with a delayed single population model on time scales. With the assistance of coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained. Furthermore, the better estimations for bounds of periodic solutions are established.

Keywords: Coincidence degree, continuation theorem, periodic solutions, time scales

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6785 Growing Zeolite Y on FeCrAlloy Metal

Authors: Rana Th. A. Al-Rubaye, Burcin Atilgan, Richard J. Holmes, Arthur A. Garforth

Abstract:

Structured catalysts formed from the growth of zeolites on substrates is an area of increasing interest due to the increased efficiency of the catalytic process, and the ability to provide superior heat transfer and thermal conductivity for both exothermic and endothermic processes. However, the generation of structured catalysts represents a significant challenge when balancing the relationship variables between materials properties and catalytic performance, with the Na2O, H2O and Al2O3 gel composition paying a significant role in this dynamic, thereby affecting the both the type and range of application. The structured catalyst films generated as part of this investigation have been characterised using a range of techniques, including X-ray diffraction (XRD), Electron microscopy (SEM), Energy Dispersive X-ray analysis (EDX) and Thermogravimetric Analysis (TGA), with the transition from oxide-on-alloy wires to hydrothermally synthesised uniformly zeolite coated surfaces being demonstrated using both SEM and XRD. The robustness of the coatings has been ascertained by subjecting these to thermal cycling (ambient to 550oC), with the results indicating that the synthesis time and gel compositions have a crucial effect on the quality of zeolite growth on the FeCrAlloy wires. Finally, the activity of the structured catalyst was verified by a series of comparison experiments with standard zeolite Y catalysts in powdered pelleted forms.

Keywords: FeCrAlloy, Structured catalyst, and Zeolite Y.

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6784 On Thermal Instabilities in a Viscoelastic Fluid Subject to Internal Heat Generation

Authors: Donna M. G. Comissiong, Tyrone D. Dass, Harold Ramkissoon, Alana R. Sankar

Abstract:

The B'enard-Marangoni thermal instability problem for a viscoelastic Jeffreys- fluid layer with internal heat generation is investigated. The fluid layer is bounded above by a realistic free deformable surface and by a plane surface below. Our analysis shows that while the internal heat generation and the relaxation time both destabilize the fluid layer, its stability may be enhanced by an increased retardation time.

Keywords: Viscoelastic fluid, Jeffreys' model, Maxwell model, internal heat generation, retardation time, relaxation time.

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6783 Effect of Time Delay on the Transmission of Dengue Fever

Authors: K. Patanarapelert, I.M. Tang

Abstract:

The effect of a time delay on the transmission on dengue fever is studied. The time delay is due to the presence of an incubation period for the dengue virus to develop in the mosquito before the mosquito becomes infectious. The conditions for the existence of a Hopf bifurcation to limit cycle behavior are established. The conditions are different from the usual one and they are based on whether a particular third degree polynomial has positive real roots. A theorem for determining whether for a given set of parameter values, a critical delay time exist is given. It is found that for a set of realistic values of the parameters in the model, a Hopf bifurcation can not occur. For a set of unrealistic values of some of the parameters, it is shown that a Hopf bifurcation can occur. Numerical solutions using this last set show the trajectory of two of the variables making a transition from a spiraling orbit to a limit cycle orbit.

Keywords: Dengue fever transmission, time delay, Hopfbifurcation, limit cycle behavior

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6782 Time-Domain Analysis of Pulse Parameters Effects on Crosstalk (In High Speed Circuits)

Authors: L. Tani, N. El Ouzzani

Abstract:

Crosstalk among interconnects and printed-circuit board (PCB) traces is a major limiting factor of signal quality in highspeed digital and communication equipments especially when fast data buses are involved. Such a bus is considered as a planar multiconductor transmission line. This paper will demonstrate how the finite difference time domain (FDTD) method provides an exact solution of the transmission-line equations to analyze the near end and the far end crosstalk. In addition, this study makes it possible to analyze the rise time effect on the near and far end voltages of the victim conductor. The paper also discusses a statistical analysis, based upon a set of several simulations. Such analysis leads to a better understanding of the phenomenon and yields useful information.

Keywords: Multiconductor transmission line, Crosstalk, Finite difference time domain (FDTD), printed-circuit board (PCB), Rise time, Statistical analysis.

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6781 Measuring Enterprise Growth: Pitfalls and Implications

Authors: N. Šarlija, S. Pfeifer, M. Jeger, A. Bilandžić

Abstract:

Enterprise growth is generally considered as a key driver of competitiveness, employment, economic development and social inclusion. As such, it is perceived to be a highly desirable outcome of entrepreneurship for scholars and decision makers. The huge academic debate resulted in the multitude of theoretical frameworks focused on explaining growth stages, determinants and future prospects. It has been widely accepted that enterprise growth is most likely nonlinear, temporal and related to the variety of factors which reflect the individual, firm, organizational, industry or environmental determinants of growth. However, factors that affect growth are not easily captured, instruments to measure those factors are often arbitrary, causality between variables and growth is elusive, indicating that growth is not easily modeled. Furthermore, in line with heterogeneous nature of the growth phenomenon, there is a vast number of measurement constructs assessing growth which are used interchangeably. Differences among various growth measures, at conceptual as well as at operationalization level, can hinder theory development which emphasizes the need for more empirically robust studies. In line with these highlights, the main purpose of this paper is twofold. Firstly, to compare structure and performance of three growth prediction models based on the main growth measures: Revenues, employment and assets growth. Secondly, to explore the prospects of financial indicators, set as exact, visible, standardized and accessible variables, to serve as determinants of enterprise growth. Finally, to contribute to the understanding of the implications on research results and recommendations for growth caused by different growth measures. The models include a range of financial indicators as lag determinants of the enterprises’ performances during the 2008-2013, extracted from the national register of the financial statements of SMEs in Croatia. The design and testing stage of the modeling used the logistic regression procedures. Findings confirm that growth prediction models based on different measures of growth have different set of predictors. Moreover, the relationship between particular predictors and growth measure is inconsistent, namely the same predictor positively related to one growth measure may exert negative effect on a different growth measure. Overall, financial indicators alone can serve as good proxy of growth and yield adequate predictive power of the models. The paper sheds light on both methodology and conceptual framework of enterprise growth by using a range of variables which serve as a proxy for the multitude of internal and external determinants, but are unlike them, accessible, available, exact and free of perceptual nuances in building up the model. Selection of the growth measure seems to have significant impact on the implications and recommendations related to growth. Furthermore, the paper points out to potential pitfalls of measuring and predicting growth. Overall, the results and the implications of the study are relevant for advancing academic debates on growth-related methodology, and can contribute to evidence-based decisions of policy makers.

Keywords: Growth measurement constructs, logistic regression, prediction of growth potential, small and medium-sized enterprises.

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