Search results for: loss probability.

Authors: Violeta Damjanovic-Behrendt

Abstract:

This paper presents an approach for optimal cyber security decisions to protect instances of a federated Internet of Things (IoT) platform in the cloud. The presented solution implements the repeated Stackelberg Security Game (SSG) and a model called Stochastic Human behaviour model with AttRactiveness and Probability weighting (SHARP). SHARP employs the Subjective Utility Quantal Response (SUQR) for formulating a subjective utility function, which is based on the evaluations of alternative solutions during decision-making. We augment the repeated SSG (including SHARP and SUQR) with a reinforced learning algorithm called Naïve Q-Learning. Naïve Q-Learning belongs to the category of active and model-free Machine Learning (ML) techniques in which the agent (either the defender or the attacker) attempts to find an optimal security solution. In this way, we combine GT and ML algorithms for discovering optimal cyber security policies. The proposed security optimization components will be validated in a collaborative cloud platform that is based on the Industrial Internet Reference Architecture (IIRA) and its recently published security model.

Keywords: Security, internet of things, cloud computing, Stackelberg security game, machine learning, Naïve Q-learning.

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Authors: Maryam Khalili, Fateme Ghanei

Abstract:

As one of the most significant phenomena of industrialized societies, tourism plays a key role in encouraging regional developments and enhancing higher standards of living for local communities in particular. Traveling is a formative experience endowed with lessons on various aspects of life. It allows us learning how to enhance the social position as well as the social relationships. However, people forget the need to travel and gain first-hand experiences as they have to cope with the ever-increasing rate of stress created by the disorders and routines of the urban dwelling style. In this paper, various spaces of such experiences were explored through a virtual tour with two underlying aims: 1) encouraging, informing, and educating the community in terms of tourism development, and 2) introducing a temporary release from the routines. This study enjoyed a practical-qualitative research methodology, and the required data were collected through observation and using a multiple-response questionnaire. The participants (19-48 years old) included 41 citizens of both genders (63.4% male and 36.6% female) from two regions in Tehran, selected by cluster-probability sampling. The results led to development of a spatial design for a virtual tour experience in Tehran where different areas are explored to both raise people’s awareness and educate them on their cultural heritage.

Keywords: Ecotourism, education, gamification, social interaction, urban design, virtual tour.

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Authors: Thomas O. Olwal, Michael A. van Wyk, Barend J. van Wyk

Abstract:

In this paper we present a soft timing phase estimation (STPE) method for wireless mobile receivers operating in low signal to noise ratios (SNRs). Discrete Polyphase Matched (DPM) filters, a Log-maximum a posterior probability (MAP) and/or a Soft-output Viterbi algorithm (SOVA) are combined to derive a new timing recovery (TR) scheme. We apply this scheme to wireless cellular communication system model that comprises of a raised cosine filter (RCF), a bit-interleaved turbo-coded multi-level modulation (BITMM) scheme and the channel is assumed to be memory-less. Furthermore, no clock signals are transmitted to the receiver contrary to the classical data aided (DA) models. This new model ensures that both the bandwidth and power of the communication system is conserved. However, the computational complexity of ideal turbo synchronization is increased by 50%. Several simulation tests on bit error rate (BER) and block error rate (BLER) versus low SNR reveal that the proposed iterative soft timing recovery (ISTR) scheme outperforms the conventional schemes.

Keywords: discrete polyphase matched filters, maximum likelihood estimators, soft timing phase estimation, wireless mobile systems.

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Authors: Elena Ezhova, Vadim Mottl, Olga Krasotkina

Abstract:

The problem of estimating time-varying regression is inevitably concerned with the necessity to choose the appropriate level of model volatility - ranging from the full stationarity of instant regression models to their absolute independence of each other. In the stationary case the number of regression coefficients to be estimated equals that of regressors, whereas the absence of any smoothness assumptions augments the dimension of the unknown vector by the factor of the time-series length. The Akaike Information Criterion is a commonly adopted means of adjusting a model to the given data set within a succession of nested parametric model classes, but its crucial restriction is that the classes are rigidly defined by the growing integer-valued dimension of the unknown vector. To make the Kullback information maximization principle underlying the classical AIC applicable to the problem of time-varying regression estimation, we extend it onto a wider class of data models in which the dimension of the parameter is fixed, but the freedom of its values is softly constrained by a family of continuously nested a priori probability distributions.

Keywords: Time varying regression, time-volatility of regression coefficients, Akaike Information Criterion (AIC), Kullback information maximization principle.

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Authors: Guojian Cheng, Tianshi Liu, Jiaxin Han, Zheng Wang

Abstract:

The competitive learning is an adaptive process in which the neurons in a neural network gradually become sensitive to different input pattern clusters. The basic idea behind the Kohonen-s Self-Organizing Feature Maps (SOFM) is competitive learning. SOFM can generate mappings from high-dimensional signal spaces to lower dimensional topological structures. The main features of this kind of mappings are topology preserving, feature mappings and probability distribution approximation of input patterns. To overcome some limitations of SOFM, e.g., a fixed number of neural units and a topology of fixed dimensionality, Growing Self-Organizing Neural Network (GSONN) can be used. GSONN can change its topological structure during learning. It grows by learning and shrinks by forgetting. To speed up the training and convergence, a new variant of GSONN, twin growing cell structures (TGCS) is presented here. This paper first gives an introduction to competitive learning, SOFM and its variants. Then, we discuss some GSONN with fixed dimensionality, which include growing cell structures, its variants and the author-s model: TGCS. It is ended with some testing results comparison and conclusions.

Keywords: Artificial neural networks, Competitive learning, Growing cell structures, Self-organizing feature maps.

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Authors: Abbas Teimouri, Alireza Najafi Chermahini, Leila Ghorbanian

Abstract:

An efficient and green protocol for the synthesis of α- aminonitriles derivatives by one-pot reaction of different aldehydes with amines and trimethylsilyl cyanides has been developed using natural alumina, alumina sulfuric acid (ASA), nano-γ-alumina, nanoalumina sulfuric acid (nano-ASA) under microwave irradiation and solvent-free conditions. The advantages of methods are short reaction times, high yields, milder conditions and easy work up. The catalysts can be recovered for the subsequent reactions and reused without any appreciable loss of efficiency.

Keywords: Nano-γ-alumina, nano-alumina sulfuric acid, green synthesis, microwave irradiation, α-aminonitriles derivatives.

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Authors: Toshinori Okura, Naoya Yoshida

Abstract:

The leaching behavior and structure of Li2O-CeO2- Fe2O3-P2O5 glasses incorporated with simulated high level nuclear wastes (HLW) were studied. The leach rates of gross and each constituent element were determined from the total weight loss of the specimen and the leachate analyses by inductively coupled argon plasma spectroscopy (ICP). The gross leach rate of the 4.5Li2O- 9.7CeO2-34.7Fe2O3-51.5P2O5 glass waste form containing 45 mass% simulated HLW is of the order of 10

Keywords: FT-IR spectra, Leach rates, Li2O-CeO2-Fe2O3-P2O5 glasses, Nuclear waste immobilization, Thermal properties

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Authors: Basharat Yousuf, Abhaya K. Srivastava

Abstract:

Psyllium gum alone and in combination with sunflower oil was investigated as a possible alternative edible coating for improvement of quality and shelf life of fresh-cut papaya. Different concentrations including 0.5, 1 and 1.5 percent of psyllium gum were used for coating of fresh-cut papaya. In some samples, refined sunflower oil was used as a lipid component to increase the effectiveness of coating in terms of water barrier properties. Soya lecithin was used as an emulsifier in coatings containing oil. Pretreatment with 1% calcium chloride was given to maintain the firmness of fresh-cut papaya cubes. 1% psyllium gum coating was found to yield better results. Further, addition of oil helped to maintain the quality and acted as a barrier to water vapour, therefore, minimizing the weight loss.

Keywords: Coating, fresh-cut, gum, papaya, psylllium.

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Authors: A. A. Shafie, M. H. Ali

Abstract:

Continuously variable transmission (CVT) is a type of automatic transmission that can change the gear ratio to any arbitrary setting within the limits. The most common type of CVT operates on a pulley system that allows an infinite variability between highest and lowest gears with no discrete steps. However, the current CVT system with hydraulic actuation method suffers from the power loss. It needs continuous force for the pulley to clamp the belt and hold the torque resulting in large amount of energy consumption. This study focused on the development of an electromechanical actuated control CVT to eliminate the problem that faced by the existing CVT. It is conducted with several steps; computing and selecting the appropriate sizing for stroke length, lead screw system and etc. From the visual observation it was found that the CVT system of this research is satisfactory.

Keywords: CVT, Hydraulic Actuator, Discrete shifts, Electromechanical system, Lead screws.

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Authors: C. Sathiyakumar, K. Duraiswamy

Abstract:

In MANET, mobile nodes communicate with each other using the wireless channel where transmission takes place with significant interference. The wireless medium used in MANET is a shared resource used by all the nodes available in MANET. Packet reserving is one important resource management scheme which controls the allocation of bandwidth among multiple flows through node cooperation in MANET. This paper proposes packet reserving and clogging control via Routing Aware Packet Reserving (RAPR) framework in MANET. It mainly focuses the end-to-end routing condition with maximal throughput. RAPR is complimentary system where the packet reserving utilizes local routing information available in each node. Path setup in RAPR estimates the security level of the system, and symbolizes the end-to-end routing by controlling the clogging. RAPR reaches the packet to the destination with high probability ratio and minimal delay count. The standard performance measures such as network security level, communication overhead, end-to-end throughput, resource utilization efficiency and delay measure are considered in this work. The results reveals that the proposed packet reservation and clogging control via Routing Aware Packet Reserving (RAPR) framework performs well for the above said performance measures compare to the existing methods.

Keywords: Packet reserving, Clogging control, Packet reservation in MANET, RAPR.

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Authors: Adarsh Venkataraman Ganesan, Sundaram Swaminathan, Rama Jayaraj

Abstract:

Human middle-ear is the key component of the auditory system. Its function is to transfer the sound waves through the ear canal to provide sufficient stimulus to the fluids of the inner ear. Degradation of the ossicles that transmit these sound waves from the eardrum to the inner ear leads to hearing loss. This problem can be overcome by replacing one or more of these ossicles by middleear prosthesis. Designing such prosthesis requires a comprehensive knowledge of the biomechanics of the middle-ear. There are many finite element modeling approaches developed to understand the biomechanics of the middle ear. The available models in the literature, involve high computation time. In this paper, we propose a simplified model which provides a reasonably accurate result with much less computational time. Simulation results indicate a maximum sound pressure gain of 10 dB at 5500 Hz.

Keywords: Ear, Ossicles, COMSOL, Stapes.

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Authors: Susmita Das, Kala Praveen Bagadi

Abstract:

SDMA (Space-Division Multiple Access) is a MIMO (Multiple-Input and Multiple-Output) based wireless communication network architecture which has the potential to significantly increase the spectral efficiency and the system performance. The maximum likelihood (ML) detection provides the optimal performance, but its complexity increases exponentially with the constellation size of modulation and number of users. The QR decomposition (QRD) MUD can be a substitute to ML detection due its low complexity and near optimal performance. The minimum mean-squared-error (MMSE) multiuser detection (MUD) minimises the mean square error (MSE), which may not give guarantee that the BER of the system is also minimum. But the minimum bit error rate (MBER) MUD performs better than the classic MMSE MUD in term of minimum probability of error by directly minimising the BER cost function. Also the MBER MUD is able to support more users than the number of receiving antennas, whereas the rest of MUDs fail in this scenario. In this paper the performance of various MUD techniques is verified for the correlated MIMO channel models based on IEEE 802.16n standard.

Keywords: Multiple input multiple output, multiuser detection, orthogonal frequency division multiplexing, space division multiple access, Bit error rate

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Authors: A. Aboufayed

Abstract:

The soil moisture content is an important property of the soil. The results of mean weekly gravimetric soil moisture content, measured for the three soil layers within the A horizon, showed that it was higher for the top 5 cm over the whole period of monitoring (15/7/2004 up to 10/11/05) with the variation becoming greater during winter time. This reflects the pattern of rainfall in Ireland which is spread over the whole year and shows that light rainfall events during summer time were compensated by loss through evapotranspiration, but only in the top 5 cm of soil. This layer had the highest porosity and highest moisture holding capacity due to the high content of organic matter. The gravimetric soil moisture contents of the top 5 cm and the underlying 5-15 and 15-25 cm layers show that bottom site of the Hill Field had higher soil moisture content than the middle and top sites during the whole period of monitoring.

Keywords: Soil, Soil moisture, Gravimetric soil moisture content.

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Authors: Young-Seok Choi

Abstract:

This work proposes a data-driven multiscale based quantitative measures to reveal the underlying complexity of electroencephalogram (EEG), applying to a rodent model of hypoxic-ischemic brain injury and recovery. Motivated by that real EEG recording is nonlinear and non-stationary over different frequencies or scales, there is a need of more suitable approach over the conventional single scale based tools for analyzing the EEG data. Here, we present a new framework of complexity measures considering changing dynamics over multiple oscillatory scales. The proposed multiscale complexity is obtained by calculating entropies of the probability distributions of the intrinsic mode functions extracted by the empirical mode decomposition (EMD) of EEG. To quantify EEG recording of a rat model of hypoxic-ischemic brain injury following cardiac arrest, the multiscale version of Tsallis entropy is examined. To validate the proposed complexity measure, actual EEG recordings from rats (n=9) experiencing 7 min cardiac arrest followed by resuscitation were analyzed. Experimental results demonstrate that the use of the multiscale Tsallis entropy leads to better discrimination of the injury levels and improved correlations with the neurological deficit evaluation after 72 hours after cardiac arrest, thus suggesting an effective metric as a prognostic tool.

Keywords: Electroencephalogram (EEG), multiscale complexity, empirical mode decomposition, Tsallis entropy.

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Authors: O. Pop, C. Barbulescu, M. Nemes, St. Kilyeni

Abstract:

The tracing methods determine the contribution the power system sources have in their supplying. These methods can be used to assess the transmission prices, but also to recover the transmission fixed cost. In this paper is presented the influence of the modification of commons structure has on the specific price of transfer and on active power losses. The authors propose a power losses allocation method, based on Kirschen-s method. The system operator must make use of a few basic principles about allocation. The only necessary information is the power flows on system branches and the modifications applied to power system buses. In order to illustrate this method, the 25-bus test system is used, elaborated within the Electrical Power Engineering Department, from Timisoara, Romania.

Keywords: Power systems, P-U bus, P-Q bus, loss allocation, traceability methods.

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Authors: Paola Gattinoni, Laura Scesi

Abstract:

According to the European laws, there is the possibility of reusing the washing wastes for the environmental requalification of quarry lakes. The paper deals with the hydrogeological aspects involved in this possibility, as the introduction of finest wastes in the quarry lakes can generate alterations of the hydrogeological setting of the area, and problems for the future accessibility of the zone. To evaluate the hydrogeological compatibility of the washing wastes reuse in quarry lakes a groundwater numerical model was carried out, pointing out both the hydrogeological feasibility of this intervention and some guide lines for its optimization, in terms of inflow point with regard the groundwater flow direction and loss of volume in the quarry lake.

Keywords: Groundwater numerical modeling, hydrogeologicalalteration, quarry lake, silty-clay wastes.

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Authors: Alyaa M. Younes, Nermine Harraz, Mohammad H. Elwany

Abstract:

Lithium ion batteries are currently used for many applications including satellites, electric vehicles and mobile electronics. Their ability to store relatively large amount of energy in a limited space make them most appropriate for critical applications. Evaluation of the life of these batteries and their reliability becomes crucial to the systems they support. Reliability of Li-Ion batteries has been mainly considered based on its lifetime. However, another important factor that can be considered critical in many applications such as in electric vehicles is the cycle duration. The present work presents the results of an experimental investigation on the degradation behavior of a Laptop Li-ion battery (type TKV2V) and the effect of applied load on the battery cycle time. The reliability was evaluated using an accelerated life test. Least squares linear regression with median rank estimation was used to estimate the Weibull distribution parameters needed for the reliability functions estimation. The probability density function, failure rate and reliability function under each of the applied loads were evaluated and compared. An inverse power model is introduced that can predict cycle time at any stress level given.

Keywords: Accelerated life test, inverse power law, lithium ion battery, reliability evaluation, Weibull distribution.

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Authors: H. Urbancova, J. Urbanec

Abstract:

Today the intangible assets are the capital of knowledge and are the most important and the most valuable resource for organizations. All employees have knowledge independently of the kind of jobs they do. Knowledge is thus an asset, which influences business operations. The objective of this article is to identify knowledge continuity as an objective of business continuity management. The article has been prepared based on the analysis of secondary sources and the evaluation of primary sources of data by means of a quantitative survey conducted in the Czech Republic. The conclusion of the article is that organizations that apply business continuity management do not focus on the preservation of the knowledge of key employees. Organizations ensure knowledge continuity only intuitively, on a random basis, non-systematically and discontinuously. The non-ensuring of knowledge continuity represents a threat of loss of key knowledge for organizations and can also negatively affect business continuity.

Keywords: Business continuity, knowledge, organizations, survey.

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Authors: Daniel Kliewe, Arno Kühn, Roman Dumitrescu, Jürgen Gausemeier

Abstract:

This paper examines the system protection for cyber-physical systems (CPS). CPS are particularly characterized by their networking system components. This means they are able to adapt to the needs of their users and its environment. With this ability, CPS have new, specific requirements on the protection against anti-counterfeiting, know-how loss and manipulation. They increase the requirements on system protection because piracy attacks can be more diverse, for example because of an increasing number of interfaces or through the networking abilities. The new requirements were identified and in a next step matched with existing protective measures. Due to the found gap the development of new protection measures has to be forced to close this gap. Moreover a comparison of the effectiveness between selected measures was realized and the first results are presented in this paper.

Keywords: Anti-counterfeiting, cyber physical systems, Intellectual property (IP) and knowledge management, system protection.

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Authors: A. M. Pashayev, D. D. Askerov, C. Ardil, R. A. Sadiqov, P. S. Abdullayev

Abstract:

Researches show that probability-statistical methods application, especially at the early stage of the aviation Gas Turbine Engine (GTE) technical condition diagnosing, when the flight information has property of the fuzzy, limitation and uncertainty is unfounded. Hence the efficiency of application of new technology Soft Computing at these diagnosing stages with the using of the Fuzzy Logic and Neural Networks methods is considered. According to the purpose of this problem training with high accuracy of fuzzy multiple linear and non-linear models (fuzzy regression equations) which received on the statistical fuzzy data basis is made. For GTE technical condition more adequate model making dynamics of skewness and kurtosis coefficients- changes are analysed. Researches of skewness and kurtosis coefficients values- changes show that, distributions of GTE workand output parameters of the multiple linear and non-linear generalised models at presence of noise measured (the new recursive Least Squares Method (LSM)). The developed GTE condition monitoring system provides stage-by-stage estimation of engine technical conditions. As application of the given technique the estimation of the new operating aviation engine technical condition was made.

Keywords: aviation gas turbine engine, technical condition, fuzzy logic, neural networks, fuzzy statistics

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Authors: N. Promsuwanna, P. Uthansakul, M. Uthansakul

Abstract:

The Carrier Frequency Offset (CFO) due to timevarying fading channel is the main cause of the loss of orthogonality among OFDM subcarriers which is linked to inter-carrier interference (ICI). Hence, it is necessary to precisely estimate and compensate the CFO. Especially for mobile broadband communications, CFO and channel gain also have to be estimated and tracked to maintain the system performance. Thus, synchronization pilots are embedded in every OFDM symbol to track the variations. In this paper, we present the pilot scheme for both channel and CFO estimation where channel estimation process can be carried out with only one OFDM symbol. Additional, the proposed pilot scheme also provides better performance in CFO estimation comparing with the conventional orthogonal pilot scheme due to the increasing of signal-tointerference ratio.

Keywords: MIMO, OFDM, carrier frequency offset, channel, estimation.

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Authors: J. Y. Woo, J. Lee, N. Kim, C.-S. Han

Abstract:

This paper reports on the enhanced photoluminescence (PL) of nanocomposites through the layered structuring of phosphor and quantum dot (QD). Green phosphor of Sr2SiO4:Eu, red QDs of CdSe/CdS/CdZnS/ZnS core-multishell, and thermo-curable resin were used for this study. Two kinds of composite (layered and mixed) were prepared, and the schemes for optical energy transfer between QD and phosphor were suggested and investigated based on PL decay characteristics. It was found that the layered structure is more effective than the mixed one in the respects of PL intensity, PL decay and thermal loss. When this layered nanocomposite (QDs on phosphor) is used to make white light emitting diode (LED), the brightness is increased by 37 %, and the color rendering index (CRI) value is raised to 88.4 compared to the mixed case of 80.4.

Keywords: Quantum Dot, Nanocomposites, Photoluminescence, Light Emitting Diode

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Authors: Jamileh Vasheghani Farahani

Abstract:

The main purpose of this research is to show the current active faults and active tectonic of the area by three seismic networks in Tehran region: 1-Tehran Disaster Mitigation and Management Organization (TDMMO), 2-Broadband Iranian National Seismic Network Center (BIN), 3-Iranian Seismological Center (IRSC). In this study, we analyzed microearthquakes happened in Tehran city and its surroundings using the Tehran networks from 1996 to 2015. We found some active faults and trends in the region. There is a 200-year history of historical earthquakes in Tehran. Historical and instrumental seismicity show that the east of Tehran is more active than the west. The Mosha fault in the North of Tehran is one of the active faults of the central Alborz. Moreover, other major faults in the region are Kahrizak, Eyvanakey, Parchin and North Tehran faults. An important seismicity region is an intersection of the Mosha and North Tehran fault systems (Kalan village in Lavasan). This region shows a cluster of microearthquakes. According to the historical and microseismic events analyzed in this research, there is a seismic gap in SE of Tehran. The empirical relationship is used to assess the Mmax based on the rupture length. There is a probability of occurrence of a strong motion of 7.0 to 7.5 magnitudes in the region (based on the assessed capability of the major faults such as Parchin and Eyvanekey faults and historical earthquakes).

Keywords: Iran, major faults, microseismicity, Tehran.

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Authors: Tejinder Singh

Abstract:

When earthquakes strike the city it results in great loss of lives. The present paper talks about a new innovative design system (MegEifel) for buildings which has a mechanism to mitigate deaths in case any earthquake strikes the city. If buildings will be designed according to MegEifel design then the occupants of the building will be safe even when they are in sleep or are doing day wise activities during the time earthquake strikes. The core structure is suggested to be designed on the principle that more deep the foundations are, the harder it is to uproot the structure. The buildings will have an Eifel rod dug deep into earth which will help save lives in tall buildings when earthquake strikes. This design takes a leverage of protective shells to save lives.

Keywords: Structure, MegEifel, Save, Life, Earthquake, Design

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Authors: Seung-Jun Yu, Yeong-Seop Ahn, Young-Min Ko, Hyoung-Kyu Song

Abstract:

In order to achieve high data rate and increase the spectral efficiency, multiple input multiple output (MIMO) system has been proposed. However, multiple antennas are limited by size and cost. Therefore, recently developed cooperative diversity scheme, which profits the transmit diversity only with the existing hardware by constituting a virtual antenna array, can be a solution. However, most of the introduced cooperative techniques have a common fault of decreased transmission rate because the destination should receive the decodable compositions of symbols from the source and the relay. In this paper, we propose a cooperative cyclic delay diversity (CDD) scheme that use hierarchical modulation. This scheme is free from the rate loss and allows seamless cooperative communication.

Keywords: MIMO, Cooperative communication, CDD, Hierarchical modulation.

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Authors: Ghoname Abdullah, Hidekazu Nishimura

Abstract:

Dust accumulation on the photovoltaic module's surface results in appreciable loss and negatively affects the generated power. Hence, in this paper, the design of a photovoltaic array cleaning system is presented. The cleaning system utilizes one drive motor, two guide rails, and four sweepers during the cleaning process. The cleaning system was experimentally implemented for one month to investigate its efficiency on PV array energy output. The energy capture over a month for PV array cleaned using the proposed cleaning system is compared with that of the energy capture using soiled PV array. The results show a 15% increase in energy generation from PV array with cleaning. From the results, investigating the optimal scheduling of the PV array cleaning could be an interesting research topic.

Keywords: Cleaning system, dust accumulation, PV array, PV module, soiling.

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Authors: N. R. N. Idris, S. Baharom

Abstract:

A meta-analysis may be performed using aggregate data (AD) or an individual patient data (IPD). In practice, studies may be available at both IPD and AD level. In this situation, both the IPD and AD should be utilised in order to maximize the available information. Statistical advantages of combining the studies from different level have not been fully explored. This study aims to quantify the statistical benefits of including available IPD when conducting a conventional summary-level meta-analysis. Simulated meta-analysis were used to assess the influence of the levels of data on overall meta-analysis estimates based on IPD-only, AD-only and the combination of IPD and AD (mixed data, MD), under different study scenario. The percentage relative bias (PRB), root mean-square-error (RMSE) and coverage probability were used to assess the efficiency of the overall estimates. The results demonstrate that available IPD should always be included in a conventional meta-analysis using summary level data as they would significantly increased the accuracy of the estimates.On the other hand, if more than 80% of the available data are at IPD level, including the AD does not provide significant differences in terms of accuracy of the estimates. Additionally, combining the IPD and AD has moderating effects on the biasness of the estimates of the treatment effects as the IPD tends to overestimate the treatment effects, while the AD has the tendency to produce underestimated effect estimates. These results may provide some guide in deciding if significant benefit is gained by pooling the two levels of data when conducting meta-analysis.

Keywords: Aggregate data, combined-level data, Individual patient data, meta analysis.

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Authors: Ho Yuan-Hong, Hunag Chiung-Ju

Abstract:

This study conducts simulation analyses to find the optimal debt ceiling of Taiwan, while factoring in welfare maximization under a dynamic stochastic general equilibrium framework. The simulation is based on Taiwan's 2001 to 2011 economic data and shows that welfare is maximized at a debt/GDP ratio of 0.2, increases in the debt/GDP ratio leads to increases in both tax and interest rates and decreases in the consumption ratio and working hours. The study results indicate that the optimal debt ceiling of Taiwan is 20% of GDP, where if the debt/GDP ratio is greater than 40%, the welfare will be negative and result in welfare loss.

Keywords: Debt sustainability, optimal debt ceiling, dynamic stochastic general equilibrium, welfare maximization.

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Authors: J.S. Ubhi, M.S. Patterh, T.S. Kamal

Abstract:

In this paper, the effect of transmission codes on the performance of coherent square M-ary quadrature amplitude modulation (CSMQAM) under hybrid selection/maximal-ratio combining (H-S/MRC) diversity is analysed. The fading channels are modeled as frequency non-selective slow independent and identically distributed Rayleigh fading channels corrupted by additive white Gaussian noise (AWGN). The results for coded MQAM are computed numerically for the case of (24,12) extended Golay code and compared with uncoded MQAM under H-S/MRC diversity by plotting error probabilities versus average signal to noise ratio (SNR) for various values L and N in order to examine the improvement in the performance of the digital communications system as the number of selected diversity branches is increased. The results for no diversity, conventional SC and Lth order MRC schemes are also plotted for comparison. Closed form analytical results derived in this paper are sufficiently simple and therefore can be computed numerically without any approximations. The analytical results presented in this paper are expected to provide useful information needed for design and analysis of digital communication systems over wireless fading channels.

Keywords: Error probability, diversity reception, Rayleigh fading channels, wireless digital communications.

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Authors: Bi-Huei Tsai

Abstract:

Previous studies on financial distress prediction choose the conventional failing and non-failing dichotomy; however, the distressed extent differs substantially among different financial distress events. To solve the problem, “non-distressed”, “slightlydistressed” and “reorganization and bankruptcy” are used in our article to approximate the continuum of corporate financial health. This paper explains different financial distress events using the two-stage method. First, this investigation adopts firm-specific financial ratios, corporate governance and market factors to measure the probability of various financial distress events based on multinomial logit models. Specifically, the bootstrapping simulation is performed to examine the difference of estimated misclassifying cost (EMC). Second, this work further applies macroeconomic factors to establish the credit cycle index and determines the distressed cut-off indicator of the two-stage models using such index. Two different models, one-stage and two-stage prediction models are developed to forecast financial distress, and the results acquired from different models are compared with each other, and with the collected data. The findings show that the one-stage model has the lower misclassification error rate than the two-stage model. The one-stage model is more accurate than the two-stage model.

Keywords: Multinomial logit model, corporate governance, company failure, reorganization, bankruptcy.

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