Search results for: Standardized Precipitation Index.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1304

Search results for: Standardized Precipitation Index.

494 Governance and Economic Growth: Evidence of Ten Asian Countries

Authors: Chiung-Ju Huang

Abstract:

This study utilizes a frequency domain approach over the period of 1996 to 2013 to examine the causal relationship between governance and economic growth in ten Asian countries, which have different levels of democracy; classified as “Free”, “Partly Free”, and “Not Free” countries. The empirical results show that there is no Granger causality running from governance to economic growth in “Not Free” countries and “Partly Free” countries with the exception of Singapore. As for “Free” countries such as South Korea and Taiwan, there is a one-way causality running from governance to economic growth. The findings of this study indicate that policy makers in South Korea, Taiwan, and Singapore could use governance index to improve their predictions of the future economic growth.

Keywords: Economic growth, frequency domain, governance, Granger causality.

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493 Loss Reduction and Reliability Improvement of Industrial Distribution System through Network Reconfiguration

Authors: Ei Ei Phyu, Kyaw Myo Lin, Thin Thin Moe

Abstract:

The paper presents an approach to improve the reliability and reduce line losses of practical distribution system applying network reconfiguration. The change of the topology redirects the power flow within the distribution network to obtain better performance of the system. Practical distribution network (Pyigyitagon Industrial Zone (I)) is used as the case study network. The detailed calculations of the reliability indices are done by using analytical method and power flow calculation is performed by Newton-Rephason solver. The comparison of various network reconfiguration techniques are described with respect to power loss and reliability index levels. Finally, the optimal reconfigured network is selected among difference cases based on the two factors: the most reliable network and the least loss minimization.

Keywords: Distribution system reliability, loss reduction, network reconfiguration, reliability enhancement, reliability indices.

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492 Effects of the Intermittent Exercise Programs on Lipid Profile and Anthropometric Characteristics at Obese Young Subjects

Authors: Vasilescu M., Rusu L, Balseanu TA., Cosma G., Dragomir M.

Abstract:

The aim of our research was to evaluate the effects of physical exercise on lipid profile and anthropometric characteristics in young subjects, diagnosed with metabolic syndrome (MS). The study has been developed during 28 weeks on 20 young obese patients which have undertaken an intermittent submaximal exercise program. After 28 weeks of physical activity, the results show significant effects on anthropometric characteristics and serum lipid profile of research subjects. Additionally, the results of this study confirms the major correlation between the variations of intraabdominal adiposity, determined ultrasonographycally, and the changes of serum lipid concentrations, a better correlation than it is used abdominal circumference or body weight index.

Keywords: lipid metabolism, adiposity, physical exercise

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491 Project Portfolio Management Phases: A Technique for Strategy Alignment

Authors: Amaral, António, Araújo, Madalena

Abstract:

This paper seeks to give a general idea of the universe of project portfolio management, from its multidisciplinary nature, to the many challenges it raises, passing through the different techniques, models and tools used to solve the multiple problems known. It is intended to contribute to the clarification, with great depth, of the impacts and relationships involved in managing the projects- portfolio. It aims at proposing a technique for the project alignment with the organisational strategy, in order to select projects that later on will be considered in the analysis and selection of the portfolio. We consider the development of a methodology for assessing the project alignment index very relevant in the global market scenario. It can help organisations to gain a greater awareness of market dynamics, speed up the decision process and increase its consistency, thus enabling the strategic alignment and the improvement of the organisational performance.

Keywords: Project Portfolio Management Cycle, Project Portfolio Selection, Resource Assignment, Strategy Alignment technique

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490 Spatial Variability in Human Development Patterns in Assiut, Egypt

Authors: Abdel-Samad M. Ali

Abstract:

Given the motivation of maps impact in enhancing the perception of the quality of life in a region, this work examines the use of spatial analytical techniques in exploring the role of space in shaping human development patterns in Assiut governorate. Variations of human development index (HDI) of the governorate-s villages, districts and cities are mapped using geographic information systems (GIS). Global and local spatial autocorrelation measures are employed to assess the levels of spatial dependency in the data and to map clusters of human development. Results show prominent disparities in HDI between regions of Assiut. Strong patterns of spatial association were found proving the presence of clusters on the distribution of HDI. Finally, the study indicates several "hot-spots" in the governorate to be area of more investigations to explore the attributes of such levels of human development. This is very important for accomplishing the development plan of poorest regions currently adopted in Egypt.

Keywords: Human development, Egypt, GIS, Spatial analysis.

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489 A New Approach to Polynomial Neural Networks based on Genetic Algorithm

Authors: S. Farzi

Abstract:

Recently, a lot of attention has been devoted to advanced techniques of system modeling. PNN(polynomial neural network) is a GMDH-type algorithm (Group Method of Data Handling) which is one of the useful method for modeling nonlinear systems but PNN performance depends strongly on the number of input variables and the order of polynomial which are determined by trial and error. In this paper, we introduce GPNN (genetic polynomial neural network) to improve the performance of PNN. GPNN determines the number of input variables and the order of all neurons with GA (genetic algorithm). We use GA to search between all possible values for the number of input variables and the order of polynomial. GPNN performance is obtained by two nonlinear systems. the quadratic equation and the time series Dow Jones stock index are two case studies for obtaining the GPNN performance.

Keywords: GMDH, GPNN, GA, PNN.

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488 Neuropalliative Care in Patients with Progressive Neurological Disease in Czech Republic: Study Protocol

Authors: R. Bužgová, R. Kozáková, M. Škutová, M. Bar, P. Ressner, P. Bártová

Abstract:

Introduction: Currently, there has been an increasing concern about the provision of palliative care in non-oncological patients in both professional literature and clinical practice. However, there is not much scientific information on how to provide neurological and palliative care together. The main objective of the project is to create and to verify a concept of neuro-palliative and rehabilitative care for patients with selected neurological diseases in an advanced stage of the disease and also to evaluate bio-psychosocial and spiritual needs of these patients and their caregivers related to the quality of life using created standardized tools. Methodology: Triangulation of research methods (qualitative and quantitative) will be used. A concept of care and assessment tools will be developed by analyzing interviews and focus groups. Qualitative data will be analyzed using grounded theory. The concept of care will be tested in the context of the intervention study. Using quantitative analysis, we will assess the effect of an intervention provided on the saturation of needs, quality of life, and quality of care. A research sample will be made up of the patients with selected neurological diseases (Parkinson´s syndrome, motor neuron disease, multiple sclerosis, Huntington’s disease), together with patients´ family members. Based on the results, educational materials and a certified course for health care professionals will be created. Findings: Based on qualitative data analysis, we will propose the concept of integrated care model combining neurological, rehabilitative and specialist palliative care for patients with selected neurological diseases in different settings of care and services. Patients´ needs related to quality of life will be described by newly created and validated measuring tools before the start of intervention (application of neuro-palliative and palliative approach) and then in the time interval. Conclusion: Based on the results, educational materials and a certified course for doctors and health care professionals will be created.

Keywords: Multidisciplinary approach, neuropalliative care, research, quality of life.

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487 Thermal Buckling of Rectangular FGM Plate with Variation Thickness

Authors: Mostafa Raki, Mahdi Hamzehei

Abstract:

Equilibrium and stability equations of a thin rectangular plate with length a, width b, and thickness h(x)=C1x+C2, made of functionally graded materials under thermal loads are derived based on the first order shear deformation theory. It is assumed that the material properties vary as a power form of thickness coordinate variable z. The derived equilibrium and buckling equations are then solved analytically for a plate with simply supported boundary conditions. One type of thermal loading, uniform temperature rise and gradient through the thickness are considered, and the buckling temperatures are derived. The influences of the plate aspect ratio, the relative thickness, the gradient index and the transverse shear on buckling temperature difference are all discussed.

Keywords: Stability of plate, thermal buckling, rectangularplate, functionally graded material, first order shear deformationtheory.

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486 Resources-Based Ontology Matching to Access Learning Resources

Authors: A. Elbyed

Abstract:

Nowadays, ontologies are used for achieving a common understanding within a user community and for sharing domain knowledge. However, the de-centralized nature of the web makes indeed inevitable that small communities will use their own ontologies to describe their data and to index their own resources. Certainly, accessing to resources from various ontologies created independently is an important challenge for answering end user queries. Ontology mapping is thus required for combining ontologies. However, mapping complete ontologies at run time is a computationally expensive task. This paper proposes a system in which mappings between concepts may be generated dynamically as the concepts are encountered during user queries. In this way, the interaction itself defines the context in which small and relevant portions of ontologies are mapped. We illustrate application of the proposed system in the context of Technology Enhanced Learning (TEL) where learners need to access to learning resources covering specific concepts.

Keywords: Resources query, ontologies, ontology mapping, similarity measures, semantic web, e-learning.

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485 Technological Value of Selected Spring Wheat Cultivars Depending on the Sowing Date

Authors: Marta Wyzińska, Jerzy Grabiński, Alicja Sułek

Abstract:

The grain quality is a decisive factor in its use. In Poland, spring wheat is characterized by more favorable quality parameters in relation to the winter form of this species. In the present study, the effects of three different sowing dates (autumn, delayed autumn, and spring) and cultivar (Tybalt, Cytra, Bombona, Monsun, and Parabola) on the selected technological value parameters of spring wheat over three years were studied. The field trials were carried out in two locations (Bezek, Czesławice) in the Lubelskie Vivodeship, Poland. It was found that the falling number of spring wheat grains from autumn sowing dates was at a similar level to wheat sown in spring. The amount of wet gluten in the grain was variable in years, and its quality was better in wheat sown in spring. Sedimentation index was dependent upon on the cultivar.

Keywords: Sowing term, spring wheat, technological value, quality.

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484 What is the Key Element for the Territory's State of Development?

Authors: J. Lonska, V. Boronenko

Abstract:

The result of process of territory-s development is the territory-s state of development (TSoD), which is pointed towards the provision and improvement of people-s life conditions. The authors offer to measure the TSoD according to their own developed model. Using the available statistical data regarding the values of model-s elements, the authors empirically show which element mainly determines the TSoD. The findings of the research showed that the key elements of the TSoD are the “Material welfare of people" and “People-s health". Performing a deeper statistical analysis of correlation between these elements, it turned out that it is not so necessary for a country to be bent on trying to increase the material growth of a territory, because a relatively high index of life expectancy at birth could be ensured also by much more modest material resources. On the other hand, the economical feedback of longer lifespan within countries with lower material performance is also relatively low.

Keywords: Development indices, health, territory's state of development, wealth.

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483 Corporate Governance and Share Prices: Firm Level Review in Turkey

Authors: Raif Parlakkaya, Ahmet Diken, Erkan Kara

Abstract:

This paper examines the relationship between corporate governance rating and stock prices of 26 Turkish firms listed in Turkish stock exchange (Borsa Istanbul) by using panel data analysis over five-year period. The paper also investigates the stock performance of firms with governance rating with regards to the market portfolio (i.e. BIST 100 Index) both prior and after governance scoring began. The empirical results show that there is no relation between corporate governance rating and stock prices when using panel data for annual variation in both rating score and stock prices. Further analysis indicates surprising results that while the selected firms outperform the market significantly prior to rating, the same performance does not continue afterwards.

Keywords: Corporate governance, stock price, performance, panel data analysis.

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482 Valuing Patents on Market Reaction to Patent Infringement Litigations

Authors: Yu J. Chiu, Chia H. Yeh

Abstract:

Innovation is more important in any companies. However, it is not easy to measure the innovation performance correctly. Patent is one of measuring index nowadays. This paper wants to purpose an approach for valuing patents based on market reaction to patent infringement litigations. The interesting phenomenon is found from collection of patent infringement litigation events. That is if any patent litigation event occurs the stock value will follow changing. The plaintiffs- stock value raises some percentage. According to this interesting phenomenon, the relationship between patent litigation and stock value is tested and verified. And then, the stock value variation is used to deduce the infringed patents- value. The purpose of this study is providing another concept model to evaluate the infringed patents. This study can provide a decision assist system to help drafting patent litigation strategy and determine the technology value

Keywords: Patent valuation, infringement litigations, stock value, artificial neural networks.

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481 Development of Road Maintenance Management System Based on WebGIS

Authors: Feng Xiao, Zhou Hongyu, YuCaixia

Abstract:

Based on an analysis of the current research and application of Road maintenance, geographic information system (WebGIS) and ArcGIS Server, the platform overhead construction for Road maintenance development is studied and the key issues are presented, including the organization and design of spatial data on the basis of the geodatabase technology, middleware technology, tiles cache index technology and dynamic segmentation of WebGIS. Road maintenance geographic information platform is put forward through the researching ideas of analysis of the system design. The design and application of WebGIS system are discussed on the basis of a case study of BaNan district of Chongqing highway maintenance management .The feasibility of the theories and methods are validated through the system.

Keywords: WebGIS, Tile, Road maintenance, dynamic segmentation

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480 Modeling Decentralized Source-Separation Systems for Urban Waste Management

Authors: Bernard J.H. Ng, Apostolos Giannis, Victor Chang, Rainer Stegmann, Jing-Yuan Wang

Abstract:

Decentralized eco-sanitation system is a promising and sustainable mode comparing to the century-old centralized conventional sanitation system. The decentralized concept relies on an environmentally and economically sound management of water, nutrient and energy fluxes. Source-separation systems for urban waste management collect different solid waste and wastewater streams separately to facilitate the recovery of valuable resources from wastewater (energy, nutrients). A resource recovery centre constituted for 20,000 people will act as the functional unit for the treatment of urban waste of a high-density population community, like Singapore. The decentralized system includes urine treatment, faeces and food waste co-digestion, and horticultural waste and organic fraction of municipal solid waste treatment in composting plants. A design model is developed to estimate the input and output in terms of materials and energy. The inputs of urine (yellow water, YW) and faeces (brown water, BW) are calculated by considering the daily mean production of urine and faeces by humans and the water consumption of no-mix vacuum toilet (0.2 and 1 L flushing water for urine and faeces, respectively). The food waste (FW) production is estimated to be 150 g wet weight/person/day. The YW is collected and discharged by gravity into tank. It was found that two days are required for urine hydrolysis and struvite precipitation. The maximum nitrogen (N) and phosphorus (P) recovery are 150-266 kg/day and 20-70 kg/day, respectively. In contrast, BW and FW are mixed for co-digestion in a thermophilic acidification tank and later a decentralized/centralized methanogenic reactor is used for biogas production. It is determined that 6.16-15.67 m3/h methane is produced which is equivalent to 0.07-0.19 kWh/ca/day. The digestion residues are treated with horticultural waste and organic fraction of municipal waste in co-composting plants.

Keywords: Decentralization, ecological sanitation, material flow analysis, source-separation

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479 The Framework of Termination Mechanism in Modern Emergency Management

Authors: Yannan Wu, An Chen, Yan Zhao

Abstract:

Termination Mechanism is an indispensible part of the emergency management mechanism. Despite of its importance in both theory and practice, it is almost a brand new field for researching. The concept of termination mechanism is proposed firstly in this paper, and the design and implementation which are helpful to guarantee the effect and integrity of emergency management are discussed secondly. Starting with introduction of the problems caused by absent termination and incorrect termination, the essence of termination mechanism is analyzed, a model based on Optimal Stopping Theory is constructed and the termination index is given. The model could be applied to find the best termination time point.. Termination decision should not only be concerned in termination stage, but also in the whole emergency management process, which makes it a dynamic decision making process. Besides, the main subjects and the procedure of termination are illustrated after the termination time point is given. Some future works are discussed lastly.

Keywords: Emergency management, Termination Mechanism, Optimal Termination Model, Decision Making, Optimal StoppingTheory.

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478 Fractal Analysis on Human Colonic Pressure Activities based on the Box-counting Method

Authors: Rongguo Yan, Guozheng Yan, Banghua Yang

Abstract:

The colonic tissue is a complicated dynamic system and the colonic activities it generates are composed of irregular segmental waves, which are referred to as erratic fluctuations or spikes. They are also highly irregular with subunit fractal structure. The traditional time-frequency domain statistics like the averaged amplitude, the motility index and the power spectrum, etc. are insufficient to describe such fluctuations. Thus the fractal box-counting dimension is proposed and the fractal scaling behaviors of the human colonic pressure activities under the physiological conditions are studied. It is shown that the dimension of the resting activity is smaller than that of the normal one, whereas the clipped version, which corresponds to the activity of the constipation patient, shows with higher fractal dimension. It may indicate a practical application to assess the colonic motility, which is often indicated by the colonic pressure activity.

Keywords: Colonic pressure activity, erratic fluctuations, fractal dimension and spikes.

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477 Effect of Pond Ash and RBI Grade 81 on Properties of Subgrade Soil and Base Course of Flexible Pavement

Authors: B. M. Patil, K. A. Patil

Abstract:

This paper deals with use of pond ash and RBI Grade 81 for improvement in CBR values of clayey soil and grade-III materials used for base course of flexible pavement. The pond ash is a thermal power plant waste and RBI Grade 81 is chemical soil stabilizer. The geotechnical properties like Maximum Dry Density (MDD), Optimum Moisture Content (OMC), Unconfined Compressive Strength (UCS), CBR value and Differential Free Swell (DFS) index of soil are tested in the laboratory for different mixes of soil, pond ash and RBI Grade 81 for different proportions. The mixes of grade-III material, pond ash and RBI Grade 81 tested for CBR test. From the study it is found that the geotechnical properties of clayey soil are improved significantly, if pond ash added with RBI Grade 81. The optimum mix recommended for subgrade is soil: pond ash: RBI Grade 81 in proportions of 76:20:4. The CBR value of grade-III base course treated with 20% pond ash and 4% RBI Grade 81 is increased by 125.93% as compared to untreated grade-III base course.

Keywords: Clayey soil, Geotechnical properties, Pond ash, RBI Grade 81™.

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476 A Study on the Quality of Hexapod Machine Tool's Workspace

Authors: D. Karimi, M.J. Nategh

Abstract:

One of the main concerns about parallel mechanisms is the presence of singular points within their workspaces. In singular positions the mechanism gains or loses one or several degrees of freedom. It is impossible to control the mechanism in singular positions. Therefore, these positions have to be avoided. This is a vital need especially in computer controlled machine tools designed and manufactured on the basis of parallel mechanisms. This need has to be taken into consideration when selecting design parameters. A prerequisite to this is a thorough knowledge about the effect of design parameters and constraints on singularity. In this paper, quality condition index was introduced as a criterion for evaluating singularities of different configurations of a hexapod mechanism obtainable by different design parameters. It was illustrated that this method can effectively be employed to obtain the optimum configuration of hexapod mechanism with the aim of avoiding singularity within the workspace. This method was then employed to design the hexapod table of a CNC milling machine.

Keywords: Hexapod, Machine Tool, Singularity, Workspace.

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475 A Design of the Infrastructure and Computer Network for Distance Education, Online Learning via New Media, E-Learning and Blended Learning

Authors: Sumitra Nuanmeesri

Abstract:

The research focus on study, analyze and design the model of the infrastructure and computer networks for distance education, online learning via new media, e-learning and blended learning. The collected information from study and analyze process that information was evaluated by the index of item objective congruence (IOC) by 9 specialists to design model. The results of evaluate the model with the mean and standard deviation by the sample of 9 specialists value is 3.85. The results showed that the infrastructure and computer networks are designed to be appropriate to a great extent appropriate to a great extent.

Keywords: Blended Learning, New Media, Infrastructure and Computer Network, Tele-Education, Online Learning.

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474 Development of the Academic Model to Predict Student Success at VUT-FSASEC Using Decision Trees

Authors: Langa Hendrick Musawenkosi, Twala Bhekisipho

Abstract:

The success or failure of students is a concern for every academic institution, college, university, governments and students themselves. Several approaches have been researched to address this concern. In this paper, a view is held that when a student enters a university or college or an academic institution, he or she enters an academic environment. The academic environment is unique concept used to develop the solution for making predictions effectively. This paper presents a model to determine the propensity of a student to succeed or fail in the French South African Schneider Electric Education Center (FSASEC) at the Vaal University of Technology (VUT). The Decision Tree algorithm is used to implement the model at FSASEC.

Keywords: Academic environment model, decision trees, FSASEC, K-nearest neighbor, machine learning, popularity index, support vector machine.

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473 M-ary Chaotic Sequence Based SLM-OFDM System for PAPR Reduction without Side-Information

Authors: A.Goel, M. Agrawal, P. Gupta Poddar

Abstract:

Selected Mapping (SLM) is a PAPR reduction technique, which converts the OFDM signal into several independent signals by multiplication with the phase sequence set and transmits one of the signals with lowest PAPR. But it requires the index of the selected signal i.e. side information (SI) to be transmitted with each OFDM symbol. The PAPR reduction capability of the SLM scheme depends on the selection of phase sequence set. In this paper, we have proposed a new phase sequence set generation scheme based on M-ary chaotic sequence and a mapping scheme to map quaternary data to concentric circle constellation (CCC) is used. It is shown that this method does not require SI and provides better SER performance with good PAPR reduction capability as compared to existing SLMOFDM methods.

Keywords: Orthogonal frequency division multiplexing (OFDM), Peak-to-average power ratio (PAPR), Selected mapping (SLM), Side information (SI)

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472 Stakeholder Background and Knowledge Regarding Green Home Rating in Malaysia

Authors: Muhammad Azzam Ismail, Fahanim Abdul Rashid, Deo Prasad

Abstract:

Green home rating has emerged as an important agenda to practice the principles of sustainability. In Malaysia, the establishment of the 'Green Building Index ' Residential New Construction- (GBI-RNC) has brought this agenda closer to the stakeholders of the local green building industry. GBI-RNC focuses on the evaluation of the environmental impacts posed by houses rather than assessing the Triple-Bottom-Line (TBL) of Sustainability which also include socio-economic factors. Therefore, as part of a wider study, a survey was conducted to gather the backgrounds of green building stakeholders in Malaysia and their responses to a number of exploratory questions regarding the setting up of a framework to rate green homes against the TBL. This paper reports the findings from Section A and B from this survey and discusses them accordingly with a conclusion that forms part of the basis for a new generation green home rating framework specifically for use in Malaysia.

Keywords: Green home rating, Malaysia, stakeholder surveyanalysis

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471 Comparative study of the Genetic Algorithms and Hessians Method for Minimization of the Electric Power Production Cost

Authors: L. Abdelmalek, M. Zerikat, M. Rahli

Abstract:

In this paper, we present a comparative study of the genetic algorithms and Hessian-s methods for optimal research of the active powers in an electric network of power. The objective function which is the performance index of production of electrical energy is minimized by satisfying the constraints of the equality type and inequality type initially by the Hessian-s methods and in the second time by the genetic Algorithms. The results found by the application of AG for the minimization of the electric production costs of power are very encouraging. The algorithms seem to be an effective technique to solve a great number of problems and which are in constant evolution. Nevertheless it should be specified that the traditional binary representation used for the genetic algorithms creates problems of optimization of management of the large-sized networks with high numerical precision.

Keywords: Genetic algorithm, Flow of optimum loadimpedances, Hessians method, Optimal distribution.

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470 State Programs Analysis and Social Crisis Management in the Republic of Kazakhstan: A Descriptive Study

Authors: Madina Kenzhegaranova, Aibol Mukhsiynov, Houman Sanandaji

Abstract:

The article is about government programs and projects and their description which are aimed at improving the socioeconomic situation in the Republic of Kazakhstan. A brief historical overview, as well as information about current socio-economic, political and transitional contexts of the country are provided. Two theories were described in the article to inform this descriptive study. According to the United Nation's Development Reports for 2005 and 2011, the country's human development index (HDI) rose by several points despite the socio-economic and political imbalances taking place in the republic since it gained its independence in 1991. It is stated in the article that government support programs are one of the crucial factors that increase the population welfare which in its turn may lead to reduction of social crisis processes in the country.

Keywords: human capital, social crisis, state programs, unemployment

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469 In vivo Introduced Extracellular Ubiquitin Regulates Intracellular Processes

Authors: Rusudan Sujashvili, Ekaterine Bakuradze, Irina Modebadze, Davit Dekanoidze

Abstract:

Extracellular ubiquitin in vivo effect on regenerative liver cells and liver histoarchitectonics has been studied. Experiments were performed on mature female white rats. Partial hepatectomy was made using the modified method of Higgins and Anderson. Standard histopathological assessment of liver tissue was used. Proliferative activity of hepatocytes was analyzed by colchicine mitotic index and immunohistochemical staining on ki67. We have found that regardless of number of injections and dose of extracellular ubiquitin liver histology has not been changed, so at tissue level no effect was observed. In vivo double injection of ubiquitin significantly decreases the mitotic activity at 32 hour point after partial hepatectomy. Thus, we can conclude that in vivo injected extracellular ubiquitin inhibits proliferative activity of hepatocytes in partially hepatectomyzed rats.

Keywords: Liver, regeneration, proliferation, ubiquitin.

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468 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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467 Numerical Study of Fiber Bragg Grating Sensor: Longitudinal and Transverse Detection of Temperature and Strain

Authors: K. Khelil, H. Ammar, K. Saouchi

Abstract:

Fiber Bragg Grating (FBG) structure is an periodically modulated optical fiber. It acts as a selective filter of wavelength whose reflected peak is called Bragg wavelength and it depends on the period of the fiber and the refractive index. The simulation of FBG is based on solving the Coupled Mode Theory equation by using the Transfer Matrix Method which is carried out using MATLAB. It is found that spectral reflectivity is shifted when the change of temperature and strain is uniform. Under non-uniform temperature or strain perturbation, the spectrum is both shifted and destroyed. In case of transverse loading, reflectivity spectrum is split into two peaks, the first is specific to X axis, and the second belongs to Y axis. FBGs are used in civil engineering to detect perturbations applied to buildings.

Keywords: Bragg wavelength, coupled mode theory, optical fiber, temperature measurement.

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466 The Survey and the Comparison of Maximum Likelihood, Mahalanobis Distance and Minimum Distance Methods in Preparing Landuse Map in the Western Part of Isfahan Province

Authors: Ali Gholami, M.Esfadiari, M.H.Masihabadi

Abstract:

In this research three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed in the Western part of Isfahan province in the Iran country. For this purpose, the IRS satellite images and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. In these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods to separate land uses due to spread of the land uses, it-s suggested the visual interpretation of the map, to preparing the land use map in this region. The map prepared by visual interpretation is in high accuracy if it will be accompany with the visit of the region.

Keywords: Aghche Region, land use map, MaximumLikelihood, Mahalanobis Distance and Minimum Distance.

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465 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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