Search results for: empirical best linear unbiased predictor (EBLUP)

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

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A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

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Authors: Nisa Özge Önal, Kamil Karaçuha, Göksu Hazar Erdinç, Banu Bahar Karaçuha, Ertuğrul Karaçuha

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The study aims to use a mathematical approach with the fractional calculus which is developed to have the ability to continuously analyze the factors related to the children’s height development. Until now, tracking the development of the child is getting more important and meaningful. Knowing and determining the factors related to the physical development of the child any desired time would provide better, reliable and accurate results for childcare. In this frame, 7 groups for height percentile curve (3th, 10th, 25th, 50th, 75th, 90th, and 97th) of Turkey are used. By using discrete height data of 0-18 years old children and the least squares method, a continuous curve is developed valid for any time interval. By doing so, in any desired instant, it is possible to find the percentage and location of the child in Percentage Chart. Here, with the help of the fractional calculus theory, a mathematical model is developed. The outcomes of the proposed approach are quite promising compared to the linear and the polynomial method. The approach also yields to predict the expected values of children in the sense of height.

Keywords: Children growth percentile, children physical development, fractional calculus, linear and polynomial model.

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Authors: M. Satya Sai Ram, P. Siddaiah, M. Madhavi Latha

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Vector quantization is a powerful tool for speech coding applications. This paper deals with LPC Coding of speech signals which uses a new technique called Multi Switched Split Vector Quantization, This is a hybrid of two product code vector quantization techniques namely the Multi stage vector quantization technique, and Switched split vector quantization technique,. Multi Switched Split Vector Quantization technique quantizes the linear predictive coefficients in terms of line spectral frequencies. From results it is proved that Multi Switched Split Vector Quantization provides better trade off between bitrate and spectral distortion performance, computational complexity and memory requirements when compared to Switched Split Vector Quantization, Multi stage vector quantization, and Split Vector Quantization techniques. By employing the switching technique at each stage of the vector quantizer the spectral distortion, computational complexity and memory requirements were greatly reduced. Spectral distortion was measured in dB, Computational complexity was measured in floating point operations (flops), and memory requirements was measured in (floats).

Keywords: Unconstrained vector quantization, Linear predictiveCoding, Split vector quantization, Multi stage vector quantization, Switched Split vector quantization, Line Spectral Frequencies.

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Authors: Mariyam Arif, Ye Liu, Israr Ul Haq, Ahsan Ashfaq

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High cost of fossil fuels and intensifying installations of alternate energy generation sources are intimidating main challenges in power systems. Making accurate load forecasting an important and challenging task for optimal energy planning and management at both distribution and generation side. There are many techniques to forecast load but each technique comes with its own limitation and requires data to accurately predict the forecast load. Artificial Neural Network (ANN) is one such technique to efficiently forecast the load. Comparison between two different ranges of input datasets has been applied to dynamic ANN technique using MATLAB Neural Network Toolbox. It has been observed that selection of input data on training of a network has significant effects on forecasted results. Day-wise input data forecasted the load accurately as compared to year-wise input data. The forecasted load is then distributed among the six generators by using the linear programming to get the optimal point of generation. The algorithm is then verified by comparing the results of each generator with their respective generation limits.

Keywords: Artificial neural networks, demand-side management, economic dispatch, linear programming, power generation dispatch.

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Authors: Joanna Błach, Anna Doś, Maria Gorczyńska, Monika Wieczorek-Kosmala

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Financial innovations can be regarded as the cause and the effect of the evolution of the financial system. Most of financial innovations are created by various financial institutions for their own purposes and needs. However, due to their diversity, financial innovations can be also applied by various business entities (other than financial institutions). This paper focuses on the potential application of financial innovations by non-financial companies. It is assumed that financial innovations may be effectively applied in all fields of corporate financial decisions integrating financial management with the risk management process. Appropriate application of financial innovations may enhance the development of the company and increase its value by improving its financial situation and reducing the level of risk. On the other hand, misused financial innovations may become the source of extra risk for the company threatening its further operation. The main objective of the paper is to identify the major types of financial innovations offered to non-financial companies by the banking system in Poland. It also aims at identifying the main factors determining the creation of financial innovations in the banking system in Poland and indicating future directions of their development. This paper consists of conceptual and empirical part. Conceptual part based on theoretical study is focused on the determinants of the process of financial innovations and their application by the nonfinancial companies. Theoretical study is followed by the empirical research based on the analysis of the actual offer of the 20 biggest banks operating in Poland with regard to financial innovations offered to SMEs and large corporations. These innovations are classified according to the main functions of the integrated financial management, such as financing, investment, working capital management and risk management. Empirical study has proved that the biggest banks operating in the Polish market offer to their business customers many types and classes of financial innovations. This offer appears vast and adequate to the needs and purposes of the Polish non-financial companies. It was observed that financial innovations pertained to financing decisions dominate in the banks’ offer. However, due to high diversification of the offered financial innovations, business customers may effectively apply them in all fields and areas of integrated financial management. It should be underlined, that the banks’ offer is highly dispersed, which may limit the implementation of financial innovations in the corporate finance. It would be also recommended for the banks operating in the Polish market to intensify the education campaign aiming at increasing knowledge about financial innovations among business customers.

Keywords: Banking products and services, banking sector in Poland, corporate financial management, financial innovations, theory of innovation.

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Authors: Ji–Wook Mauk, Yu–Suk Kim, Hyung–Joon Kim

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This study carried out comparative seismic performance of reinforced concrete frames infilled by masonry walls with different heights. Partial and fully infilled reinforced concrete frames were modeled for the research objectives and the analysis model for a bare reinforced concrete frame was also established for comparison. Non–linear static analyses for the studied frames were performed to investigate their structural behavior under extreme seismic loads and to find out their collapse mechanism. It was observed from analysis results that the strengths of the partial infilled reinforced concrete frames are increased and their ductilities are reduced, as infilled masonry walls are higher. Especially, reinforced concrete frames with higher partial infilled masonry walls would experience shear failures. Non–linear dynamic analyses using 10 earthquake records show that the bare and fully infilled reinforced concrete frame present stable collapse mechanism while the reinforced concrete frames with partially infilled masonry walls collapse in more brittle manner due to short-column effects.

Keywords: Fully infilled RC frame, partially infilled RC frame, masonry wall, short–column effects.

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Authors: Edlira Donefski, Lorenc Ekonomi, Tina Donefski

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Edgeworth approximation is one of the most important statistical methods that has a considered contribution in the reduction of the sum of standard deviation of the independent variables’ coefficients in a Quantile Regression Model. This model estimates the conditional median or other quantiles. In this paper, we have applied approximating statistical methods in an economical problem. We have created and generated a quantile regression model to see how the profit gained is connected with the realized sales of the cosmetic products in a real data, taken from a local business. The Linear Regression of the generated profit and the realized sales was not free of autocorrelation and heteroscedasticity, so this is the reason that we have used this model instead of Linear Regression. Our aim is to analyze in more details the relation between the variables taken into study: the profit and the finalized sales and how to minimize the standard errors of the independent variable involved in this study, the level of realized sales. The statistical methods that we have applied in our work are Edgeworth Approximation for Independent and Identical distributed (IID) cases, Bootstrap version of the Model and the Edgeworth approximation for Bootstrap Quantile Regression Model. The graphics and the results that we have presented here identify the best approximating model of our study.

Keywords: Bootstrap, Edgeworth approximation, independent and Identical distributed, quantile.

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Authors: Cheng Zhang, James Marco, Walid Allafi, Truong Q. Dinh, W. D. Widanage

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Equivalent circuit models (ECMs) are widely used in battery management systems in electric vehicles and other battery energy storage systems. The battery dynamics and the model parameters vary under different working conditions, such as different temperature and state of charge (SOC) levels, and therefore online parameter identification can improve the modelling accuracy. This paper presents a way of online ECM parameter identification using a continuous time (CT) estimation method. The CT estimation method has several advantages over discrete time (DT) estimation methods for ECM parameter identification due to the widely separated battery dynamic modes and fast sampling. The presented method can be used for online SOC estimation. Test data are collected using a lithium ion cell, and the experimental results show that the presented CT method achieves better modelling accuracy compared with the conventional DT recursive least square method. The effectiveness of the presented method for online SOC estimation is also verified on test data.

Keywords: Equivalent circuit model, continuous time domain estimation, linear integral filter method, parameter and SOC estimation, recursive least square.

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Authors: Marina Velikova, Hennie Daniels, Ad Feelders

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In many data mining applications, it is a priori known that the target function should satisfy certain constraints imposed by, for example, economic theory or a human-decision maker. In this paper we consider partially monotone prediction problems, where the target variable depends monotonically on some of the input variables but not on all. We propose a novel method to construct prediction models, where monotone dependences with respect to some of the input variables are preserved by virtue of construction. Our method belongs to the class of mixture models. The basic idea is to convolute monotone neural networks with weight (kernel) functions to make predictions. By using simulation and real case studies, we demonstrate the application of our method. To obtain sound assessment for the performance of our approach, we use standard neural networks with weight decay and partially monotone linear models as benchmark methods for comparison. The results show that our approach outperforms partially monotone linear models in terms of accuracy. Furthermore, the incorporation of partial monotonicity constraints not only leads to models that are in accordance with the decision maker's expertise, but also reduces considerably the model variance in comparison to standard neural networks with weight decay.

Keywords: mixture models, monotone neural networks, partially monotone models, partially monotone problems.

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Authors: A. I. A. Rahman, Sh-Hussain Salleh, K. Ahmad, K. Anuar

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Analysis of vocal fold vibration is essential for understanding the mechanism of voice production and for improving clinical assessment of voice disorders. This paper presents a Dynamic Time Warping (DTW) based approach to analyze and objectively classify vocal fold vibration patterns. The proposed technique was designed and implemented on a Glottal Area Waveform (GAW) extracted from high-speed laryngeal images by delineating the glottal edges for each image frame. Feature extraction from the GAW was performed using Linear Predictive Coding (LPC). Several types of voice reference templates from simulations of clear, breathy, fry, pressed and hyperfunctional voice productions were used. The patterns of the reference templates were first verified using the analytical signal generated through Hilbert transformation of the GAW. Samples from normal speakers’ voice recordings were then used to evaluate and test the effectiveness of this approach. The classification of the voice patterns using the technique of LPC and DTW gave the accuracy of 81%.

Keywords: Dynamic Time Warping, Glottal Area Waveform, Linear Predictive Coding, High-Speed Laryngeal Images, Hilbert Transform.

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Authors: V. Tawiwat, T. Amornthep, P. Pnop

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Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper considers the indirect minimum Jerk method for higher order differential equation in dynamics optimization proposes a simple yet very interesting indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This case considers the linear equation of a simple system, for instance, mass, spring and damping. The simple system uses two mass connected together by springs. The boundary initial is defined the fix end time and end point. The higher differential order is solved by Galerkin-s methods weight residual. As the result, the 6th higher differential order shows the faster solving time.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: Muhibul Haque Bhuyan, Quazi D. M. Khosru

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Carriers scattering in the inversion channel of n- MOSFET dominates the drain current. This paper presents an effective electron mobility model for the pocket implanted nano scale n-MOSFET. The model is developed by using two linear pocket profiles at the source and drain edges. The channel is divided into three regions at source, drain and central part of the channel region. The total number of inversion layer charges is found for these three regions by numerical integration from source to drain ends and the number of depletion layer charges is found by using the effective doping concentration including pocket doping effects. These two charges are then used to find the effective normal electric field, which is used to find the effective mobility model incorporating the three scattering mechanisms, such as, Coulomb, phonon and surface roughness scatterings as well as the ballistic phenomena for the pocket implanted nano-scale n-MOSFET. The simulation results show that the derived mobility model produces the same results as found in the literatures.

Keywords: Linear Pocket Profile, Pocket Implanted n-MOSFET, Effective Electric Field and Effective Mobility Model.

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Authors: C. N. Vanitha, M. Usha

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In a real world scenario, the viability of the sensor networks has been proved by standardizing the technologies. Wireless sensor networks are vulnerable to both electronic and physical security breaches because of their deployment in remote, distributed, and inaccessible locations. The compromised sensor nodes send malicious data to the base station, and thus, the total network effectiveness will possibly be compromised. To detect and seclude the Route modifiers, a neural network based Pattern Learning predictor (PLP) is presented. This algorithm senses data at any node on present and previous patterns obtained from the en-route nodes. The eminence of any node is upgraded by their predicted and reported patterns. This paper propounds a solution not only to detect the route modifiers, but also to seclude the malevolent nodes from the network. The simulation result proves the effective performance of the network by the presented methodology in terms of energy level, routing and various network conditions.

Keywords: Neural networks, pattern learning, security, wireless sensor networks.

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Authors: M. Pala Prasad Reddy, Jeevamma Jacob

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Accurate dynamic modeling and analysis of flexible link manipulator (FLM) with non linear dynamics is very difficult due to distributed link flexibility and few studies have been conducted based on assumed modes method (AMM) and finite element models. In this paper a nonlinear dynamic model with first two elastic modes is derived using combined Euler/Lagrange and AMM approaches. Significant dynamics associated with the system such as hub inertia, payload, structural damping, friction at joints, combined link and joint flexibility are incorporated to obtain the complete and accurate dynamic model. The response of the FLM to the applied bang-bang torque input is compared against the models derived from LS-DYNA finite element discretization approach and linear finite element models. Dynamic analysis is conducted using LS-DYNA finite element model which uses the explicit time integration scheme to simulate the system. Parametric study is conducted to show the impact payload mass. A numerical result shows that the LS-DYNA model gives the smooth hub-angle profile.

 

Keywords: Flexible link manipulator, AMM, FEM, LS-DYNA, Bang-bang torque input.

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Authors: Weiwen Li, Hao Huang, Chengmao You, Jianji Liao, Lei Wang, Lina An

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Zooplankton are a central issue in the ecology which makes a great contribution to maintaining the balance of an ecosystem. It is critical in promoting the material cycle and energy flow within the ecosystems. A generalized additive model (GAM) was applied to analyze the relationships between the density (individuals per m³) of zooplankton and other variables in West Daya Bay. All data used in this analysis (the survey month, survey station (longitude and latitude), the depth of the water column, the superficial concentration of chlorophyll a, the benthonic concentration of chlorophyll a, the number of zooplankton species and the number of zooplankton species) were collected through monthly scientific surveys during January to December 2016. GLM model (generalized linear model) was used to choose the significant variables’ impact on the density of zooplankton, and the GAM was employed to analyze the relationship between the density of zooplankton and the significant variables. The results showed that the density of zooplankton increased with an increase of the benthonic concentration of chlorophyll a, but decreased with a decrease in the depth of the water column. Both high numbers of zooplankton species and the overall total number of zooplankton individuals led to a higher density of zooplankton.

Keywords: Density, generalized linear model, generalized additive model, the West Daya Bay, zooplankton.

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Authors: Ahmed Barakat, Nourhan A. Saad, Mahmoud Hammad

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Tracking and monitoring agricultural products, cold chain activities, and transportation in real-time can effectively ensure both the quality and safety of agricultural products, as well as reduce overall logistics costs. Effective supply chain practices are one of the main requirements for enhancing agricultural business in Egypt. Cold chain is among the best practices for the storage and transportation of perishable goods and has potential within the agricultural sector in Egypt. This practice has the scope of reducing the wastage of food and increasing the profitability with a reduction in costs. Even though it has several implementation challenges for the farmers, traders, and people involved in the entire supply chain, it has highlighted better benefits for all and for the export of goods for the economic progression for Egypt. The aim of this paper is to explore cold supply chain practices for the agriculture sector in Egypt, to enhance the export performance of fresh goods. In this context, this study attempts to explore those aspects of the performance of cold supply chain practices that can enhance the functioning of the agriculture sector in Egypt from the perspective of export companies (traders) and farmers. Based on the empirical results obtained by data collection from the farmers and traders, the study argues that there is a significant association between cold supply chain practices and enhancement of the agriculture value chain. The paper thus highlights the contribution of the study with final conclusions and limitations with scope for future research.

Keywords: Agriculture sector, cold chain management, export companies, non-traded goods, supply chain management.

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Authors: Chih-Ling Huang, Wen-Yi Lin, Kuo-Mo Hsiao

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A method based on the power series solution is proposed to solve the natural frequency of flapping vibration for the rotating inclined Euler beam with constant angular velocity. The vibration of the rotating beam is measured from the position of the corresponding steady state axial deformation. In this paper the governing equations for linear vibration of a rotating Euler beam are derived by the d'Alembert principle, the virtual work principle and the consistent linearization of the fully geometrically nonlinear beam theory in a rotating coordinate system. The governing equation for flapping vibration of the rotating inclined Euler beam is linear ordinary differential equation with variable coefficients and is solved by a power series with four independent coefficients. Substituting the power series solution into the corresponding boundary conditions at two end nodes of the rotating beam, a set of homogeneous equations can be obtained. The natural frequencies may be determined by solving the homogeneous equations using the bisection method. Numerical examples are studied to investigate the effect of inclination angle on the natural frequency of flapping vibration for rotating inclined Euler beams with different angular velocity and slenderness ratio.

Keywords: Flapping vibration, Inclination angle, Natural frequency, Rotating beam.

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Authors: R. Bhargava, Sonam Singh

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In the present study, a numerical analysis is carried out to investigate unsteady MHD (magneto-hydrodynamic) flow and heat transfer of a non-Newtonian second grade viscoelastic fluid over an oscillatory stretching sheet. The flow is induced due to an infinite elastic sheet which is stretched oscillatory (back and forth) in its own plane. Effect of viscous dissipation and joule heating are taken into account. The non-linear differential equations governing the problem are transformed into system of non-dimensional differential equations using similarity transformations. A newly developed meshfree numerical technique Element free Galerkin method (EFGM) is employed to solve the coupled non linear differential equations. The results illustrating the effect of various parameters like viscoelastic parameter, Hartman number, relative frequency amplitude of the oscillatory sheet to the stretching rate and Eckert number on velocity and temperature field are reported in terms of graphs and tables. The present model finds its application in polymer extrusion, drawing of plastic films and wires, glass, fiber and paper production etc.

Keywords: EFGM, MHD, Oscillatory stretching sheet, Unsteady, Viscoelastic

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Authors: Muhammad Nizam, Azah Mohamed, Majid Al-Dabbagh, Aini Hussain

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This paper presents dynamic voltage collapse prediction on an actual power system using support vector machines. Dynamic voltage collapse prediction is first determined based on the PTSI calculated from information in dynamic simulation output. Simulations were carried out on a practical 87 bus test system by considering load increase as the contingency. The data collected from the time domain simulation is then used as input to the SVM in which support vector regression is used as a predictor to determine the dynamic voltage collapse indices of the power system. To reduce training time and improve accuracy of the SVM, the Kernel function type and Kernel parameter are considered. To verify the effectiveness of the proposed SVM method, its performance is compared with the multi layer perceptron neural network (MLPNN). Studies show that the SVM gives faster and more accurate results for dynamic voltage collapse prediction compared with the MLPNN.

Keywords: Dynamic voltage collapse, prediction, artificial neural network, support vector machines

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Authors: Tayyab Hassan, Talha Rehman, Qasim Abdul Aziz, Ahmad Salman

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The constant monitoring of blood glucose level is necessary for maintaining health of patients and to alert medical specialists to take preemptive measures before the onset of any complication as a result of diabetes. The current clinical monitoring of blood glucose uses invasive methods repeatedly which are uncomfortable and may result in infections in diabetic patients. Several attempts have been made to develop non-invasive techniques for blood glucose measurement. In this regard, the existing methods are not reliable and are less accurate. Other approaches claiming high accuracy have not been tested on extended dataset, and thus, results are not statistically significant. It is a well-known fact that acetone concentration in breath has a direct relation with blood glucose level. In this paper, we have developed the first of its kind, reliable and high accuracy breath analyzer for non-invasive blood glucose measurement. The acetone concentration in breath was measured using MQ 138 sensor in the samples collected from local hospitals in Pakistan involving one hundred patients. The blood glucose levels of these patients are determined using conventional invasive clinical method. We propose a linear regression classifier that is trained to map breath acetone level to the collected blood glucose level achieving high accuracy.

Keywords: Blood glucose level, breath acetone concentration, diabetes, linear regression.

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Authors: Antonio Vitale, Nicola Genito, Giovanni Cuciniello, Ferdinando Montemari

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The introduction of tilt-rotor aircraft into the existing civilian air transportation system will provide beneficial effects due to tilt-rotor capability to combine the characteristics of a helicopter and a fixed-wing aircraft into one vehicle. The disposability of reliable tilt-rotor simulation models supports the development of such vehicle. Indeed, simulation models are required to design automatic control systems that increase safety, reduce pilot's workload and stress, and ensure the optimal aircraft configuration with respect to flight envelope limits, especially during the most critical flight phases such as conversion from helicopter to aircraft mode and vice versa. This article presents a process to build a simplified tilt-rotor simulation model, derived from the analysis of flight data. The model aims to reproduce the complex dynamics of tilt-rotor during the in-flight conversion phase. It uses a set of scheduled linear transfer functions to relate the autopilot reference inputs to the most relevant rigid body state variables. The model also computes information about the rotor flapping dynamics, which are useful to evaluate the aircraft control margin in terms of rotor collective and cyclic commands. The rotor flapping model is derived through a mixed theoretical-empirical approach, which includes physical analytical equations (applicable to helicopter configuration) and parametric corrective functions. The latter are introduced to best fit the actual rotor behavior and balance the differences existing between helicopter and tilt-rotor during flight. Time-domain system identification from flight data is exploited to optimize the model structure and to estimate the model parameters. The presented model-building process was applied to simulated flight data of the ERICA Tilt-Rotor, generated by using a high fidelity simulation model implemented in FlightLab environment. The validation of the obtained model was very satisfying, confirming the validity of the proposed approach.

Keywords: Flapping Dynamics, Flight Dynamics, System Identification, Tilt-Rotor Modeling and Simulation.

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Authors: Om Prakash Verma, Rajesh Singla, Rajesh Kumar

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Conventional controller’s usually required a prior knowledge of mathematical modelling of the process. The inaccuracy of mathematical modelling degrades the performance of the process, especially for non-linear and complex control problem. The process used is Water-Bath system, which is most widely used and nonlinear to some extent. For Water-Bath system, it is necessary to attain desired temperature within a specified period of time to avoid the overshoot and absolute error, with better temperature tracking capability, else the process is disturbed.

To overcome above difficulties intelligent controllers, Fuzzy Logic (FL) and Adaptive Neuro-Fuzzy Inference System (ANFIS), are proposed in this paper. The Fuzzy controller is designed to work with knowledge in the form of linguistic control rules. But the translation of these linguistic rules into the framework of fuzzy set theory depends on the choice of certain parameters, for which no formal method is known. To design ANFIS, Fuzzy-Inference-System is combined with learning capability of Neural-Network.

It is analyzed that ANFIS is best suitable for adaptive temperature control of above system. As compared to PID and FLC, ANFIS produces a stable control signal. It has much better temperature tracking capability with almost zero overshoot and minimum absolute error.

Keywords: PID Controller, FLC, ANFIS, Non-Linear Control System, Water-Bath System, MATLAB-7.

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Authors: Samson T. Obafemi, Seraphin D. Eyono Obono

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Information and Communication Technologies (ICTs) are pervasive nowadays, including in education where they are expected to improve the performance of learners. However, the hope placed in ICTs to find viable solutions to the problem of poor academic performance in schools in the developing world has not yet yielded the expected benefits. This problem serves as a motivation to this study whose aim is to examine the perceptions of educators on the advantages and disadvantages of e-learning. This aim will be subdivided into two types of research objectives. Objectives on the identification and design of theories and models will be achieved using content analysis and literature review. However, the objective on the empirical testing of such theories and models will be achieved through the survey of educators from different schools in the Pinetown District of the South African Kwazulu-Natal province. SPSS is used to quantitatively analyse the data collected by the questionnaire of this survey using descriptive statistics and Pearson correlations after assessing the validity and the reliability of the data. The main hypothesis driving this study is that there is a relationship between the demographics of educators’ and their adherence to learning theories on one side, and their perceptions on the advantages and disadvantages of e-learning on the other side, as argued by existing research; but this research views these learning theories under three perspectives: educators’ adherence to self-regulated learning, to constructivism, and to progressivism. This hypothesis was fully confirmed by the empirical study except for the demographic factor where teachers’ level of education was found to be the only demographic factor affecting the perceptions of educators on the advantages and disadvantages of e-learning.

Keywords: Academic performance, e-learning, Learning theories, Teaching and Learning.

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Authors: S. J. Matlan, M. Mukhlisin, M. R. Taha

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Characterization of the engineering behavior of unsaturated soil is dependent on the soil-water characteristic curve (SWCC), a graphical representation of the relationship between water content or degree of saturation and soil suction. A reasonable description of the SWCC is thus important for the accurate prediction of unsaturated soil parameters. The measurement procedures for determining the SWCC, however, are difficult, expensive, and timeconsuming. During the past few decades, researchers have laid a major focus on developing empirical equations for predicting the SWCC, with a large number of empirical models suggested. One of the most crucial questions is how precisely existing equations can represent the SWCC. As different models have different ranges of capability, it is essential to evaluate the precision of the SWCC models used for each particular soil type for better SWCC estimation. It is expected that better estimation of SWCC would be achieved via a thorough statistical analysis of its distribution within a particular soil class. With this in view, a statistical analysis was conducted in order to evaluate the reliability of the SWCC prediction models against laboratory measurement. Optimization techniques were used to obtain the best-fit of the model parameters in four forms of SWCC equation, using laboratory data for relatively coarse-textured (i.e., sandy) soil. The four most prominent SWCCs were evaluated and computed for each sample. The result shows that the Brooks and Corey model is the most consistent in describing the SWCC for sand soil type. The Brooks and Corey model prediction also exhibit compatibility with samples ranging from low to high soil water content in which subjected to the samples that evaluated in this study.

Keywords: Soil-water characteristic curve (SWCC), statistical analysis, unsaturated soil.

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Authors: Matthias Dehmer, Frank Emmert Streib, Alexander Mehler, Jürgen Kilian, Max Mühlhauser

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Due to the tremendous amount of information provided by the World Wide Web (WWW) developing methods for mining the structure of web-based documents is of considerable interest. In this paper we present a similarity measure for graphs representing web-based hypertext structures. Our similarity measure is mainly based on a novel representation of a graph as linear integer strings, whose components represent structural properties of the graph. The similarity of two graphs is then defined as the optimal alignment of the underlying property strings. In this paper we apply the well known technique of sequence alignments for solving a novel and challenging problem: Measuring the structural similarity of generalized trees. In other words: We first transform our graphs considered as high dimensional objects in linear structures. Then we derive similarity values from the alignments of the property strings in order to measure the structural similarity of generalized trees. Hence, we transform a graph similarity problem to a string similarity problem for developing a efficient graph similarity measure. We demonstrate that our similarity measure captures important structural information by applying it to two different test sets consisting of graphs representing web-based document structures.

Keywords: Graph similarity, hierarchical and directed graphs, hypertext, generalized trees, web structure mining.

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Authors: Mahtab Davari, Charles Edward Okon, Somayeh Aghanavesi

Abstract:

Every institute of learning is usually interested in the performance of enrolled students. The level of these performances determines the approach an institute of study may adopt in rendering academic services. The focus of this paper is to evaluate students' academic performance in given courses of study using machine learning methods. This study evaluated various supervised machine learning classification algorithms such as Logistic Regression (LR), Support Vector Machine (SVM), Random Forest, Decision Tree, K-Nearest Neighbors, Linear Discriminant Analysis (LDA), and Quadratic Discriminant Analysis, using selected features to predict study performance. The accuracy, precision, recall, and F1 score obtained from a 5-Fold Cross-Validation were used to determine the best classification algorithm to predict students’ performances. SVM (using a linear kernel), LDA, and LR were identified as the best-performing machine learning methods. Also, using the LR model, this study identified students' educational habits such as reading and paying attention in class as strong determinants for a student to have an above-average performance. Other important features include the academic history of the student and work. Demographic factors such as age, gender, high school graduation, etc., had no significant effect on a student's performance.

Keywords: Student performance, supervised machine learning, prediction, classification, cross-validation.

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Authors: D. A. K. S. Gunaratna, N. D. Kodikara, H. L. Premaratne

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Automatic currency note recognition invariably depends on the currency note characteristics of a particular country and the extraction of features directly affects the recognition ability. Sri Lanka has not been involved in any kind of research or implementation of this kind. The proposed system “SLCRec" comes up with a solution focusing on minimizing false rejection of notes. Sri Lankan currency notes undergo severe changes in image quality in usage. Hence a special linear transformation function is adapted to wipe out noise patterns from backgrounds without affecting the notes- characteristic images and re-appear images of interest. The transformation maps the original gray scale range into a smaller range of 0 to 125. Applying Edge detection after the transformation provided better robustness for noise and fair representation of edges for new and old damaged notes. A three layer back propagation neural network is presented with the number of edges detected in row order of the notes and classification is accepted in four classes of interest which are 100, 500, 1000 and 2000 rupee notes. The experiments showed good classification results and proved that the proposed methodology has the capability of separating classes properly in varying image conditions.

Keywords: Artificial intelligence, linear transformation and pattern recognition.

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Authors: Ivan C. Mustakerov, Daniela I. Borissova

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The increasing competitiveness in manufacturing industry is forcing manufacturers to seek effective processing schedules. The paper presents an optimization manufacture scheduling approach for dependent details processing with given processing sequences and times on multiple machines. By defining decision variables as start and end moments of details processing it is possible to use straightforward variables restrictions to satisfy different technological requirements and to formulate easy to understand and solve optimization tasks for multiple numbers of details and machines. A case study example is solved for seven base moldings for CNC metalworking machines processed on five different machines with given processing order among details and machines and known processing time-s duration. As a result of linear optimization task solution the optimal manufacturing schedule minimizing the overall processing time is obtained. The manufacturing schedule defines the moments of moldings delivery thus minimizing storage costs and provides mounting due-time satisfaction. The proposed optimization approach is based on real manufacturing plant problem. Different processing schedules variants for different technological restrictions were defined and implemented in the practice of Bulgarian company RAIS Ltd. The proposed approach could be generalized for other job shop scheduling problems for different applications.

Keywords: Optimal manufacturing scheduling, linear programming, metalworking machines production, dependant details processing.

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Authors: M. R. Nematollahi

Abstract:

Vibration characteristics of subcooled flow boiling on thin and long structures such as a heating rod were recently investigated by the author. The results show that the intensity of the subcooled boiling-induced vibration (SBIV) was influenced strongly by the conditions of the subcooling temperature, linear power density and flow velocity. Implosive bubble formation and collapse are the main nature of subcooled boiling, and their behaviors are the only sources to originate from SBIV. Therefore, in order to explain the phenomenon of SBIV, it is essential to obtain reliable information about bubble behavior in subcooled boiling conditions. This was investigated at different conditions of coolant subcooling temperatures of 25 to 75°C, coolant flow velocities of 0.16 to 0.53m/s, and linear power densities of 100 to 600 W/cm. High speed photography at 13,500 frames per second was performed at these conditions. The results show that even at the highest subcooling condition, the absolute majority of bubbles collapse very close to the surface after detaching from the heating surface. Based on these observations, a simple model of surface tension and momentum change is introduced to offer a rough quantitative estimate of the force exerted on the heating surface during the bubble ebullition. The formation of a typical bubble in subcooled boiling is predicted to exert an excitation force in the order of 10-4 N.

Keywords: Subcooled boiling, vibration mechanism, bubble behavior.

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Authors: Partha P. Gopmandal, S. Bhattacharyya

Abstract:

We have studied the migration of a charged permeable aggregate in electrolyte under the influence of an axial electric field and pressure gradient. The migration of the positively charged aggregate leads to a deformation of the anionic cloud around it. The hydrodynamics of the aggregate is governed by the interaction of electroosmotic flow in and around the particle, hydrodynamic friction and electric force experienced by the aggregate. We have computed the non-linear Nernest-Planck equations coupled with the Dracy- Brinkman extended Navier-Stokes equations and Poisson equation for electric field through a finite volume method. The permeability of the aggregate enable the counterion penetration. The penetration of counterions depends on the volume charge density of the aggregate and ionic concentration of electrolytes at a fixed field strength. The retardation effect due to the double layer polarization increases the drag force compared to an uncharged aggregate. Increase in migration sped from the electrophretic velocity of the aggregate produces further asymmetry in charge cloud and reduces the electric body force exerted on the particle. The permeability of the particle have relatively little influence on the electric body force when Double layer is relatively thin. The impact of the key parameters of electrokinetics on the hydrodynamics of the aggregate is analyzed.

Keywords: Electrophoresis, Advective flow, Polarization effect, Numerical solution.

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