Search results for: Statistical data analysis

Authors: Nabilah Filzah Mohd Radzuan, Andi Putra, Zalinda Othman, Azuraliza Abu Bakar, Abdul Razak Hamdan

Abstract:

Precipitation forecast is important in avoid incident of natural disaster which can cause loss in involved area. This review paper involves three techniques from artificial intelligence namely logistic regression, decisions tree, and random forest which used in making precipitation forecast. These combination techniques through VAR model in finding advantages and strength for every technique in forecast process. Data contains variables from rain domain. Adaptation of artificial intelligence techniques involved on rain domain enables the process to be easier and systematic for precipitation forecast.

Keywords: Logistic regression, decisions tree, random forest, VAR model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2025

Authors: M.A.A. Younis, N. A. Rahim, S. Mekhilef

Abstract:

This paper presents the design and analysis of a parallel connected inverter configuration of. The configuration consists of parallel connected three-phase dc/ac inverter. Series resistors added to the inverter output to maintain same current in each inverter of the two parallel inverters, and to reduce the circulating current in the parallel inverters to the minimum. High frequency third harmonic injection PWM (THIPWM) employed to reduce the total harmonic distortion and to make maximum use of the voltage source. DSP was used to generate the THIPWM and the control algorithm for the converter. Selected experimental results have been shown to validate the proposed system.

Keywords: Three-phase inverter, Third harmonic injection PWM, inverters parallel connection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3763

Authors: M. J. Nassiri, A. Vafaei, A. Monadjemi

Abstract:

Random and natural textures classification is still one of the biggest challenges in the field of image processing and pattern recognition. In this paper, texture feature extraction using Slant Hadamard Transform was studied and compared to other signal processing-based texture classification schemes. A parametric SHT was also introduced and employed for natural textures feature extraction. We showed that a subtly modified parametric SHT can outperform ordinary Walsh-Hadamard transform and discrete cosine transform. Experiments were carried out on a subset of Vistex random natural texture images using a kNN classifier.

Keywords: Texture Analysis, Slant Transform, Hadamard, DCT.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2657

Authors: Andre Luiz Carvalhal da Silva, Fernanda Farah de Abreu Zorman

Abstract:

There are many studies in the literature on institutional investors- efforts to improve corporate governance, generally focused on the role of pension funds and private equity firms. There are only a few studies that analyze the influence of development banks in the governance of investee companies. The objective of this research is to examine the role of the Brazilian Development Bank (BNDES) in the governance of listed companies. Our analysis provides evidence that companies in which BNDES is a shareholder have better governance.

Keywords: BNDES, corporate governance, development banks, institutional investors.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1959

Authors: Chao Wang, Yongkun Li

Abstract:

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

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1491

Authors: A. Alghanim, J. Benedikt, P. J. Tasker

Abstract:

The increasing demand for higher data rates in wireless communication systems has led to the more effective and efficient use of all allocated frequency bands. In order to use the whole bandwidth at maximum efficiency, one needs to have RF power amplifiers with a higher linear level and memory-less performance. This is considered to be a major challenge to circuit designers. In this thesis the linearity and memory are studied and examined via the behavior of the intermodulation distortion (IMD). A major source of the in-band distortion can be shown to be influenced by the out-of-band impedances presented at either the input or the output of the device, especially those impedances terminated the low frequency (IF) components. Thus, in order to regulate the in-band distortion, the out of-band distortion must be controllable. These investigations are performed on a 12W LDMOS device characterised at 2.1 GHz within a purpose built, high-power measurement system.

Keywords: Low Frequency Memory, IntermodulationDistortion (IMD).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1939

Authors: K. Suganya Devi, P. Srinivasan, M. P. Vaishnave, G. Arutperumjothi

Abstract:

Today’s internet world is highly prone to various online attacks, of which the most harmful attack is phishing. The attackers host the fake websites which are very similar and look alike. We propose an image based authentication using steganography and visual cryptography to prevent phishing. This paper presents a secure steganographic technique for true color (RGB) images and uses Discrete Cosine Transform to compress the images. The proposed method hides the secret data inside the cover image. The use of visual cryptography is to preserve the privacy of an image by decomposing the original image into two shares. Original image can be identified only when both qualified shares are simultaneously available. Individual share does not reveal the identity of the original image. Thus, the existence of the secret message is hard to be detected by the RS steganalysis.

Keywords: Image security, random LSB, steganography, visual cryptography.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1368

Authors: Tahany W. Sadak

Abstract:

Presented work discusses research results concerning the effect of the heat treatment process. Thermal fatigue which expresses repeated heating and cooling processes affect the ductility or the brittleness of the material. In this research, 70 specimens of copper (1.5 mm thickness, 85 mm length, 32 mm width) are subjected to thermal fatigue at different conditions. Heating temperatures T_h are 100, 300 and 500 °C. Number of repeated cycles N is from 1 to 100. Heating time t_h =600 Sec, and Cooling time; t_C= 900 Sec.  Results are evaluated and then compared to each other and to that of specimens without subjected to thermal fatigue.

Keywords: Copper, hardness, heat treatment, thermal fatigue, thermal analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1225

Authors: Siliang Wang, Minghui Wang

Abstract:

Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that the problem of route choice in stochastic, time-varying networks can be formulated as a minimum cost hyperpath problem, and it also can be solved in linear time. We finally demonstrate the significant computational advantages of the introduced methods.

Keywords: Markov decision processes (MDPs), stochastictime-varying networks, hypergraphs, route choice.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1531

Authors: Zeshan Ahmad, Matteo Zoppi, Rezia Molfino

Abstract:

The geometric errors in the manufacturing process can be reduced by optimal positioning of the fixture elements in the fixture to make the workpiece stiff. We propose a new fixture layout optimization method N-3-2-1 for large metal sheets in this paper that combines the genetic algorithm and finite element analysis. The objective function in this method is to minimize the sum of the nodal deflection normal to the surface of the workpiece. Two different kinds of case studies are presented, and optimal position of the fixturing element is obtained for different cases.

Keywords: Fixture layout, optimization, fixturing element, genetic algorithm.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2267

Authors: Liu-Chao Qiu

Abstract:

The damage caused by surge waves generated in water bodies by flow-like landslides can be very high in terms of human lives and economic losses. The complicated phenomena occurred in this highly unsteady process are difficult to model because three interacting phases: air, water and sediment are involved. The problem therefore is challenging since the effects of non-Newtonian fluid describing the rheology of the flow-like landslides, multi-phase flow and free surface have to be included in the simulation. In this work, the commercial computational fluid dynamics (CFD) package FLUENT is used to model the surge waves due to flow-like landslides. The comparison between the numerical results and experimental data reported in the literature confirms the accuracy of the method.

Keywords: Flow-like landslide, surge wave, VOF, non-Newtonian fluids, multi-phase flows, free surface flow.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1400

Authors: J. Shah, M. Rasul Jan, Adnan

Abstract:

The aluminum impregnated catalysts of Al-alumina (Al-Al2O3), Al-montmorillonite (Al-Mmn) and Al-activated charcoal (Al-AC) of various percent loadings were prepared by wet impregnation method and characterized by SEM, XRD and N2 adsorption/desorption (BET). The catalytic properties were investigated in the degradation of waste polystyrene (WPS). The results of catalytic degradation of Al metal, 20% Al-Al2O3, 5% Al-Mmn and 20% Al-AC were compared with each other for optimum conditions. Among the catalyst used 20% Al-Al2O3 was found the most effective catalyst. The BET surface area of 20% Al-Al2O3 determined was 70.2 m2/g. The SEM data revealed the catalyst with porous structure throughout the frame work with small nanosized crystallites. The yield of liquid products with 20% Al-Al2O3 (91.53 ± 2.27 wt%) was the same as compared to Al metal (91.20 ± 0.35 wt%) but the selectivity of hydrocarbons and yield of styrene monomer (56.32 wt%) was higher with 20% Al-Al2O3 catalyst.

 

Keywords: Impregnation, catalytic degradation, waste polystyrene, styrene.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2005

Authors: C. S. Bianca Sabrina, N. Egidio Raimundo, L. Alexandre Baratella, C. H. João Paulo

Abstract:

This paper aims to present a study, with the theoretical concepts and applications of the Quadcopter, using the MATLAB simulator. In order to use this tool, the study of the stability of the drone through a Proportional - Integral - Derivative (PID) controller will be presented. After the stability study, some tests are done on the simulator and its results will be presented. From the mathematical model, it is possible to find the Newton-Euler angles, so that it is possible to stabilize the quadcopter in a certain position in the air, starting from the ground. In order to understand the impact of the controllers gain values on the stabilization of the Euler-Newton angles, three conditions will be tested with different controller gain values.

Keywords: Controllers, drones, quadcopter, stability.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1033

Authors: M. Raciti Castelli, P. Cioppa, E. Benini

Abstract:

This paper presents a CFD analysis of the flow around a 30° inclined flat plate of infinite span. Numerical predictions have been compared to experimental measurements, in order to assess the potential of the finite volume code of determining the aerodynamic forces acting on a flat plate invested by a fluid stream of infinite extent. Several turbulence models and spatial node distributions have been tested and flow field characteristics in the neighborhood of the flat plate have been numerically investigated, allowing the development of a preliminary procedure to be used as guidance in selecting the appropriate grid configuration and the corresponding turbulence model for the prediction of the flow field over a twodimensional inclined plate.

Keywords: CFD, lift, drag, flat plate

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3289

Authors: Satien Janpla, Kunyanuth Kularbphettong

Abstract:

This paper aims to present the development of a web‑based system to serve the need of selling OTOP products in Samut Songkhram, Thailand. This system was designed to promote and sell OTOP products on Web site. We describe the design approaches and functional components of this system. The system was developed by PHP and JavaScript and MySQL database System. To evaluate the system performance, questionnaires were used to measure user satisfaction with system usability by specialists and users. The results were satisfactory as followed: Means for specialists and users were 4.05 and 3.97, and standard deviation for specialists and users were 0.563 and 0.644 respectively. Further analysis showed that the quality of One Tambon One Product (OTOP) Website was also at a good level as well.

Keywords: Web-based system, OTOP, product.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1828

Authors: H.Mohammadi Majd, M.Jalali Azizpour, A.V. Hoseini

Abstract:

In this paper back-propagation artificial neural network (BPANN) is employed to predict the limiting drawing ratio (LDR) of the deep drawing process. To prepare a training set for BPANN, some finite element simulations were carried out. die and punch radius, die arc radius, friction coefficient, thickness, yield strength of sheet and strain hardening exponent were used as the input data and the LDR as the specified output used in the training of neural network. As a result of the specified parameters, the program will be able to estimate the LDR for any new given condition. Comparing FEM and BPANN results, an acceptable correlation was found.

Keywords: Back-propagation artificial neural network(BPANN), deep drawing, prediction, limiting drawing ratio (LDR).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1714

Authors: W. Astiata, N. Elmesrati, N. Elmesrati, A. Abo Reyana

Abstract:

The aim of this study is to survey the incidence, prevalence, types and associated impairments of CP in children at the Tripoli children hospital (T.C.H). The study covered all the cases the hospital had diagnosed in the period between (1.1.2009) and (31.12.2010), during which 38 cases of ages between 2 months to 3 years were diagnosed in the mentioned period. The incidence of CP was (17.42 per one thousand) out of (2143) of different neurological cases and came with a result of 23 cases of spastic CP which represented about (60.53%) out of the total number of cases, and the most associated impairment is convulsion. Medical information was collected from the patients’ files at the registration department from the neurology department. The data has been collected by a questionnaire, which had been set to finely organize the patient’s files.

Keywords: Physiotherapy, Rehabilitation, Libya, Cerebral Palsy, hospital, survey.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1476

Authors: Clio G. Vossou, Ioannis N. Koukoulis, Christopher G. Provatidis

Abstract:

The present work encounters the solution of the defect identification problem with the use of an evolutionary algorithm combined with a simplex method. In more details, a Matlab implementation of Genetic Algorithms is combined with a Simplex method in order to lead to the successful identification of the defect. The influence of the location and the orientation of the depressed ellipsoidal flaw was investigated as well as the use of different amount of static data in the cost function. The results were evaluated according to the ability of the simplex method to locate the global optimum in each test case. In this way, a clear impression regarding the performance of the novel combination of the optimization algorithms, and the influence of the geometrical parameters of the flaw in defect identification problems was obtained.

Keywords: Defect identification, genetic algorithms, optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1278

Authors: Shigeyuki Haruyama, Oke Oktavianty, Zefry Darmawan, Tadayuki Kyoutani, Ken Kaminishi

Abstract:

Cab’s frame strength is considered as an important factor in excavator’s operator safety, especially during roll-over. In this study, we use a model of cab frame with different thicknesses and perform elastoplastic numerical analysis by using Finite Element Method (FEM). Deformation mode and energy absorption's of cab’s frame part are investigated on two conditions, with wrinkle and without wrinkle. The occurrence of wrinkle when deforming cab frame can reduce energy absorption, and among 4 parts with wrinkle, the energy absorption significantly decreases in part C. Residual stress that generated upon the bending process of part C is analyzed to confirm it possibility in increasing the energy absorption.

Keywords: ROPS, FEM, hydraulic excavator, cab frame, energy absorption.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1528

Authors: E. Krasnova, E. Bulgakova, V. Shchemelinin

Abstract:

The paper deals with acoustic-spectrographic voice identification method in terms of its performance in non-native language speech. Performance evaluation is conducted by comparing the result of the analysis of recordings containing native language speech with recordings that contain foreign language speech. Our research is based on Tajik and Russian speech of Tajik native speakers due to the character of the criminal situation with drug trafficking. We propose a pilot experiment that represents a primary attempt enter the field.

Keywords: Speaker identification, acoustic-spectrographic method, non-native speech.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 856

Authors: Yongping Ren, Zongli Li, Fan Zhang

Abstract:

A new nonlinear PID controller and its stability analysis are presented in this paper. A nonlinear function is deduced from the similarities between the control effort and the electric-field effect of a capacitor. The conventional linear PID controller can be modified into a nonlinear one by this function. To analyze the stability of the nonlinear PID controlled system, an idea of energy equivalence is adapted to avoid the conservativeness which is usually arisen from some traditional theorems and Criterions. The energy equivalence is naturally related with the conceptions of Passivity and T-Passivity. As a result, an engineering guideline for the parameter design of the nonlinear PID controller is obtained. An inverted pendulum system is tested to verify the nonlinear PID control scheme.

Keywords: Nonlinear PID controller, stability, gain equivalence, dissipative, T-Passivity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3156

Authors: S. Tarighat, F. Shateri

Abstract:

This study explored the relationship between L2 Willingness to Communicate (WTC) of bilinguals and monolinguals in a foreign language using a snowball sampling method to collect questionnaire data from 200 bilinguals and monolinguals studying a foreign language (FL). The results indicated a higher willingness to communicate in a foreign language (WTC-FL) performed by bilinguals compared to that of the monolinguals with a weak significance. Yet a stronger significance was found in the relationship between the age of onset of bilingualism and WTC-FL. The researcher proposed that L2 WTC is indirectly influenced by knowledge of other languages, which can boost L2 confidence and reduce L2 anxiety and consequently lead to higher L2 WTC when learning a different L2. The study also found the age of onset of bilingualism to be a predictor of L2 WTC when learning a FL. The results emphasize the importance of bilingualism and early bilingualism in particular.

Keywords: Bilingualism, foreign language learning, L2 acquisition, willingness to communicate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1468

Authors: Youssou Faye, Ibrahima Niang, Thomas Noel

Abstract:

Access control is a critical security service in Wire- less Sensor Networks (WSNs). To prevent malicious nodes from joining the sensor network, access control is required. On one hand, WSN must be able to authorize and grant users the right to access to the network. On the other hand, WSN must organize data collected by sensors in such a way that an unauthorized entity (the adversary) cannot make arbitrary queries. This restricts the network access only to eligible users and sensor nodes, while queries from outsiders will not be answered or forwarded by nodes. In this paper we presentee different access control schemes so as to ?nd out their objectives, provision, communication complexity, limits, etc. Using the node density parameter, we also provide a comparison of these proposed access control algorithms based on the network topology which can be flat or hierarchical.

Keywords: Access Control, Authentication, Key Management, Wireless Sensor Networks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2645

Authors: Nikolaos Sariannidis, Grigoris Giannarakis, Nikolaos Litinas, Nikos Kartalis

Abstract:

This study investigates the relationship between 10 year bond value, Yen/U.S dollar exchange rate, non-farm payrolls (all employs) and crude oil to U.S. Dow Jones Sustainability Index. A GARCH model is used to test these relationships for the period January 1st 1999 to January 31st 2008 using monthly data. Results show that an increase of the 10 year bond and non farm payrolls (all employs) lead to an increase of the D.J.S.I returns. On the contrary the volatility of the Yen/U.S dollar exchange rates as well as the increase of crude oil returns has negative effects on the U.S D.J.S.I returns. This study aims at assisting investors to understand the influences certain macroeconomic indicators have on the companies- stock returns as reported by the D.J.S.I.

Keywords: Bond value, Corporate Social Responsibility, Crudeoil, D.J.S.I United States, Exchange rate, GARCH, Non-farmpayrolls.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1511

Authors: Pauline E. Ngo-Henha

Abstract:

Existing turnover intention theories are reviewed in this paper. This review was conducted with the help of the search keyword “turnover intention theories” in Google Scholar during the month of July 2017. These theories include: The Theory of Organizational Equilibrium (TOE), Social Exchange Theory, Job Embeddedness Theory, Herzberg’s Two-Factor Theory, the Resource-Based View, Equity Theory, Human Capital Theory, and the Expectancy Theory. One of the limitations of this review paper is that data were only collected from Google Scholar where many papers were sometimes not freely accessible. However, this paper attempts to contribute to the research in clarifying the distinction between theories and models in the context of turnover intention.

Keywords: Job embeddedness theory, theory of organizational equilibrium (TOE), Herzberg’s two-factor theory, turnover intention theories, theories and models.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22622

Authors: Sasitorn Chetanont

Abstract:

The objectives of this study are to study Chinese tourist’s Behaviors towards travel and shopping in Bangkok. The research methodology was a quantitative research. The sample of this research was 400 Chinese tourists in Bangkok chosen by the accidental sampling and the purposive sampling. Inferential Statistics Analysis by using the Chi-square statistics. As for the results of this study the researcher found that differences between personal, social and cultural information, i.e., gender, age, place of residence, educational level, occupation, income, family, and main objectives of tourism with behaviors of Chinese tourists in Bangkok towards travel and shopping in Bangkok.

Keywords: Tourists’ behavior, Chinese tourists, travelling, expenses in travels.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4674

Authors: L. Gómez-Limia, I. Franco, T. Blanco, S. Martínez

Abstract:

European eels (Anguilla anguilla) belong to Anguilliformes order and Anguillidae family. They are generally classified as warm-water fish. Eels have a great commercial value in Europe and Asian countries. Eels can reach high weights, although their commercial size is relatively low in some countries. The capture of larger eels would facilitate the recovery of the species, as well as having a greater number of either glass eels or elvers for aquaculture. In the last years, the demand and the price of eels have increased significantly. However, European eel is considered critically endangered by the International Union for the Conservation of Nature (IUCN) Red List. The biochemical composition of fishes is an important aspect of quality and affects the nutritional value and consumption quality of fish. In addition, knowing this composition can help predict an individual’s condition for their recovery. Fish is known to be important source of protein rich in essential amino acids. However, there is very little information about changes in amino acids composition of European eels with increase in size. The aim of this study was to evaluate the effect of two different weight categories on the amino acids content in muscle tissue of wild European eels. European eels were caught in River Ulla (Galicia, NW Spain), during winter. The eels were slaughtered in ice water immersion. Then, they were purchased and transferred to the laboratory. The eels were subdivided into two groups, according to the weight. The samples were kept frozen (-20 °C) until their analysis. Frozen eels were defrosted and the white muscle between the head and the anal hole. was extracted, in order to obtain amino acids composition. Thirty eels for each group were used. Liquid chromatography was used for separation and quantification of amino a cids. The results conclude that the eels are rich in glutamic acid, leucine, lysine, threonine, valine, isoleucine and phenylalanine. The analysis showed that there are significant differences (p < 0.05) among the eels with different sizes. Histidine, threonine, lysine, hydroxyproline, serine, glycine, arginine, alanine and proline were higher in small eels. European eels muscle presents between 45 and 46% of essential amino acids in the total amino acids. European eels have a well-balanced and high quality protein source in the respect of E/NE ratio. However, eels with higher weight showed a better ratio of essential and non-essential amino acid.

Keywords: European eels, amino acids, HPLC, body size.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 808

Authors: Shumin Hou, Yourong Li, Sanxing Zhao

Abstract:

Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

Keywords: Nonlinearity, Time series, continuous dynamics system, DVV method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1616

Authors: Nikoleta Kallajxhiu, Gëzim Kapidani, Peçi Naqellari, Blerina Pupuleku

Abstract:

This study shows palynomorphological description of pollen grains of Lamium garganicum, species of the family Labiatae. Fresh material of this plant is taken in Mount Llogara, in Albania. By comparison made between palinomorphological characteristics of pollen grains of Lamium garganicum with those of Lamium maculatum and Lamium purpureum, showed that granules have similarities in the number of furrows. The pollen grains of Lamium garganicum were larger in length and width than those of Lamium maculatum and almost equal with those of Lamium purpureum. Furrows are longer than those of pollen grains in Lamium maculatum and shorter than those of Lamium purpureum. The layer of exine of Lamium garganicum was thinner than that of two others. The sculpture of exine was fine reticulate, where reticulas were uniform whereas in Lamium purpureum was verrucate, with small verrucae; in Lamium maculatum was reticulate.

Keywords: Lamium garganicum, pollen grains, Llogara, Albania.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1772

Authors: Shashwat Gangwal

Abstract:

This paper analyses the effect of adding Bitcoin, to the portfolio (stocks, bonds, Baltic index, MXEF, gold, real estate and crude oil) of an international investor by using daily data available from 2^nd of July, 2010 to 2^{nd of} August, 2016. We conclude that adding Bitcoin to portfolio, over the course of the considered period, always yielded a higher Sharpe ratio. This means that Bitcoin’s returns offset its high volatility. This paper, recognizing the fact that Bitcoin is a relatively new asset class, gives the readers a basic idea about the working of the virtual currency, the increasing number developments in the financial industry revolving around it, its unique features and the detailed look into its continuously growing acceptance across different fronts (Banks, Merchants and Countries) globally. We also construct optimal portfolios to reflect the highly lucrative and largely unexplored opportunities associated with investment in Bitcoin.

Keywords: Portfolio management, Bitcoin, optimization, Sharpe ratio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6099