Search results for: vertical integration

Authors: Pramod Goyal, S. K. Saxena

Abstract:

The convergence of heterogeneous wireless access technologies characterizes the 4G wireless networks. In such converged systems, the seamless and efficient handoff between different access technologies (vertical handoff) is essential and remains a challenging problem. The heterogeneous co-existence of access technologies with largely different characteristics creates a decision problem of determining the “best" available network at “best" time to reduce the unnecessary handoffs. This paper proposes a dynamic decision model to decide the “best" network at “best" time moment to handoffs. The proposed dynamic decision model make the right vertical handoff decisions by determining the “best" network at “best" time among available networks based on, dynamic factors such as “Received Signal Strength(RSS)" of network and “velocity" of mobile station simultaneously with static factors like Usage Expense, Link capacity(offered bandwidth) and power consumption. This model not only meets the individual user needs but also improve the whole system performance by reducing the unnecessary handoffs.

Keywords: Dynamic decision model, Seamless handoff, Vertical handoff, Wireless networks

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Authors: Farhad Hekmatipour, M. A. Akhavan-Behabadi, Farzad Hekmatipour

Abstract:

In this paper, experiments were conducted to investigate the heat transfer of Copper Oxide-Heat Transfer Oil (CuO-HTO) nanofluid laminar flow in vertical smooth and microfin tubes as the surface temperature is constant. The effect of adding the nanoparticle to base fluid and Richardson number on the heat transfer enhancement is investigated as Richardson number increases from 0.1 to 0.7. The experimental results demonstrate that the combined forced-natural convection heat transfer rate may be improved significantly with an increment of mass nanoparticle concentration from 0% to 1.5%. In this experiment, a correlation is also proposed to predict the mixed convection heat transfer rate of CuO-HTO nanofluid flow. The maximum deviation of both correlations is less than 14%. Moreover, a correlation is presented to estimate the Nusselt number inside vertical smooth and microfin tubes as Rayleigh number is between 2´105 and 6.8´106 with the maximum deviation of 12%.

Keywords: Nanofluid, heat transfer oil, mixed convection, vertical tube, laminar flow.

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Authors: Po-Hsieh Lin, Jyi-Tsong Lin

Abstract:

A vertical SOI-based MOSFET with trench body structure operated as 1T DRAM cell at various temperatures has been studied and investigated. Different operation temperatures are assigned for the device for its performance comparison, thus the thermal stability is carefully evaluated for the future memory device applications. Based on the simulation, the vertical SOI-based MOSFET with trench body structure demonstrates the electrical characteristics properly and possess conspicuous kink effect at various operation temperatures. Transient characteristics were also performed to prove that its programming window values and retention time behaviors are acceptable when the new 1T DRAM cell is operated at high operation temperature.

Keywords: SOI, 1T DRAM, thermal stability.

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Authors: Nicolò Vaiana, Mariacristina Spizzuoco, Giorgio Serino

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In this paper, the results of experimental tests performed on a Helical Wire Rope Isolator (HWRI) are presented in order to describe the dynamic and static behavior of the selected metal device in three different displacements ranges, namely small, relatively large, and large displacements ranges, without and under the effect of a vertical load. A testing machine, allowing to apply horizontal displacement or load histories to the tested bearing with a constant vertical load, has been adopted to perform the dynamic and static tests. According to the experimental results, the dynamic behavior of the tested device depends on the applied displacement amplitude. Indeed, the HWRI displays a softening and a hardening stiffness at small and relatively large displacements, respectively, and a stronger nonlinear stiffening behavior at large displacements. Furthermore, the experimental tests reveal that the application of a vertical load allows to have a more flexible device with higher damping properties and that the applied vertical load affects much less the dynamic response of the metal device at large displacements. Finally, a decrease in the static to dynamic effective stiffness ratio with increasing displacement amplitude has been observed.

Keywords: Base isolation, earthquake engineering, experimental hysteresis loops, wire rope isolators.

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Authors: Holger Keitel

Abstract:

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

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

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Authors: Ezzah Liana Ahmad Fauzi, Syakila Ahmad, Ioan Pop

Abstract:

The steady mixed convection boundary layer flow from a vertical cone in a porous medium filled with a nanofluid is numerically investigated using different types of nanoparticles as Cu (copper), Al2O3 (alumina) and TiO2 (titania). The boundary value problem is solved by using the shooting technique by reducing it into an ordinary differential equation. Results of interest for the local Nusselt number with various values of the constant mixed convection parameter and nanoparticle volume fraction parameter are evaluated. It is found that dual solutions exist for a certain range of mixed convection parameter.

Keywords: boundary layer, mixed convection, nanofluid, porous medium, vertical cone.

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Authors: Kaushalendra K. Khadanga, Lee Hee Hyol

Abstract:

Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.

Keywords: Active suspension, bending vibration, railway vehicle, vibration control.

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Authors: Hassan Haghighi, Sajad Ghorbani, Maryam Mohebati, Mohammad Mahdi Javanmard

Abstract:

One of the most important aspects expected from ERP systems is to integrate various operations existing in administrative, financial, commercial, human resources, and production departments of the consumer organization. Also, it is often needed to integrate the new ERP system with the organization legacy systems when implementing the ERP package in the organization. Without relying on an appropriate software architecture to realize the required integration, ERP implementation processes become error prone and time consuming; in some cases, the ERP implementation may even encounters serious risks. In this paper, we propose a new architecture that is based on the agent oriented vision and supplies the integration expected from ERP systems using several independent but cooperator agents. Besides integration which is the main issue of this paper, the presented architecture will address some aspects of intelligence and learning capabilities existing in ERP systems

Keywords: enterprise resource planning, software architecture, agent oriented architecture, integration, intelligence, learning.

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Authors: M. Raciti Castelli, E. Benini

Abstract:

This paper presents a numerical investigation of the unsteady flow around an American 19th century vertical-axis windmill: the Stevens & Jolly rotor, patented on April 16, 1895. The computational approach used is based on solving the complete transient Reynolds-Averaged Navier-Stokes (t-RANS) equations: a full campaign of numerical simulation has been performed using the k-ω SST turbulence model. Flow field characteristics have been investigated for several values of tip speed ratio and for a constant unperturbed free-stream wind velocity of 6 m/s, enabling the study of some unsteady flow phenomena in the rotor wake. Finally, the global power generated from the windmill has been determined for each simulated angular velocity, allowing the calculation of the rotor power-curve.

Keywords: CFD, vertical-axis rotor, windmill.

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Authors: Marco Raciti Castelli, Paolo Cioppa, Ernesto Benini

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This paper presents a CFD analysis of the flow field around a thin flat plate of infinite span inclined at 90° to a fluid stream of infinite extent. 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 bluff body invested by a fluid stream of infinite extent. Several turbulence models and spatial node distributions have been tested. Flow field characteristics in the neighborhood of the flat plate have been 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 two-dimensional vertical flat plate.

Keywords: CFD, vertical flat plate, aerodynamic force

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Authors: M.E. Masoumi, S. Kadkhodaie

Abstract:

Distillation column is one of the most common operations in process industries and is while the most expensive unit of the amount of energy consumption. Many ideas have been presented in the related literature for optimizing energy consumption in distillation columns. This paper studies the different heat integration methods in a distillation column which separate Benzene, Toluene, Xylene, and C9+. Three schemes of heat integration including, indirect sequence (IQ), indirect sequence with forward energy integration (IQF), and indirect sequence with backward energy integration (IQB) has been studied in this paper. Using shortcut method these heat integration schemes were simulated with Aspen HYSYS software and compared with each other with regarding economic considerations. The result shows that the energy consumption has been reduced 33% in IQF and 28% in IQB in comparison with IQ scheme. Also the economic result shows that the total annual cost has been reduced 12% in IQF and 8% in IQB regarding with IQ scheme. Therefore, the IQF scheme is most economic than IQB and IQ scheme.

Keywords: Optimization, Distillation Column Sequence, Energy Savings

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Authors: Tarik H. Badi, Amer A. Boushaala

Abstract:

The purpose of this study was to measure the maximal isometric strength and to investigate the effects of different handleheights and elbow angles with respect to Mid. sagittal plane on the pushing and pulling strength in vertical direction. Eight male subjects performed a series of static strength measurement for each subject. The highest isometric strength was found in pulling at shoulder height (S.H.) (Mean = 60.29 lb., SD = 16.78 lb.) and the lowest isometric strength was found also in pulling at elbow height (E.H.) (Mean = 33.06 lb., SD = 6.56 lb.). Although the isometric strengths were higher at S.H than at E.H. for both activities, the maximal isometric strengths were compared statistically. ANOVA was performed. The results of the experiment revealed that there was a significant different between handle heights. However, there were no significant different between angles and activities, also no correlation between grip strength and activities.

Keywords: Pushing and pulling, one arm, vertical direction, isometric strength.

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Authors: Young-Kwan Choi, Gang-Wook Shin, Sung-Taek Hong

Abstract:

Water supply system consumes large amount of power load during water treatment and transportation of purified water. Many energy conserving high efficiency materials such as DC motor and LED light have recently been introduced to water supply system for energy conservation. This paper performed empirical analysis on BLDC and AC motors and comparatively analyzed the change in power according to DC power supply ratio in order to conserve energy of a next-generation water treatment system called vertical water treatment system. In addition, a DC distribution system linked with photovoltaic generation was simulated to analyze the energy conserving effect of DC load.

Keywords: Vertical Water Treatment System, DC Power Supply, Energy Efficiency, BLDC.

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Authors: Jean-Jacques Randrianarimanana, Nassim Sebaibi, Mohamed Boutouil

Abstract:

In order to solve problems associated with stormwater runoff in urban areas and their effects on natural and artificial water bodies, the integration of new technical solutions to the rainwater drainage becomes even more essential. Permeable pavement systems are one of the most widely used techniques. This paper presents a laboratory analysis of stormwater runoff hydraulic and pollutant removal performance of permeable pavement system using pervious pavements based on seashell products. The laboratory prototype is a square column of 25 cm of side and consists of the surface in pervious concrete, a bedding of 3 cm in height, a geotextile and a subbase layer of 50 cm in height. A series of constant simulated rain events using semi-synthetic runoff which varied in intensity and duration were carried out. The initial vertical saturated hydraulic conductivity of the entire pervious pavement system was 0.25 cm/s (148 L/m²/min). The hydraulic functioning was influenced by both the inlet flow rate value and the test duration. The total water losses including evaporation ranged between 9% to 20% for all hydraulic experiments. The temporal and vertical variability of the pollutant removal efficiency (PRE) of the system were studied for total suspended solids (TSS). The results showed that the PRE along the vertical profile was influenced by the size of the suspended solids, and the pervious paver has the highest capacity to trap pollutant than the other porous layers of the permeable pavement system after the geotextile. The TSS removal efficiency was about 80% for the entire system. The first-flush effect of TSS was observed, but it appeared only at the beginning (2 to 6 min) of the experiments. It has been shown that the PPS can capture first-flush. The project in which this study is integrated aims to contribute to both the valorization of shellfish waste and the sustainable management of rainwater.

Keywords: Hydraulic, pervious concrete, pollutant removal efficiency, seashell by-products, stormwater runoff.

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Authors: M. Wu, S. M. Feroz, A. Hagihara, L. Xue, Z. L. Huang

Abstract:

In order to compare vertical stratification, floristic composition, and woody species diversity of subtropical evergreen broadleaf forests between the Ryukyu Archipelago, Japan, and South China, tree censuses in a 400 m2 plot in Ishigaki Island and a 1225 m2 plot in Dinghushan Nature Reserve were performed. Both of the subtropical forests consisted of five vertical strata. The floristic composition of the Ishigaki forest was quite different from that of the Dinghushan forest in terms of similarity on a species level (Kuno-s similarity index r0 = 0.05). The values of Shannon-s index H' and Pielou-s index J ' tended to increase from the bottom stratum upward in both forests, except H' for the top stratum in the Ishigaki forest and the upper two strata in the Dinghushan forest. The woody species diversity in the Dinghushan forest (H'= 3.01 bit) was much lower than that in the Ishigaki forest (H'= 4.36 bit).

Keywords: Floristic similarity, subtropical evergreen broadleaf forest, vertical stratification, woody species diversity.

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Authors: Mohd Shahriman B. Mohd Yunus, Mohd Hanif B. Jamaludin, Norain Bt. Bahror

Abstract:

The performance of an embedded grounding system is very important for the safe operation of electrical appliances and human beings. In principle, a safe grounding system has two objectives, which are to dissipate fault current without exceeding any operating and equipment limits and to ensure there is no risk of electric shock to humans in the vicinity of earthed facilities. The case studies in this paper present the calculating grounding resistance for multiple configurations of vertical and horizontally by using a simple and accurate formula. From the analytic calculated results, observed good/empirical relationship between the grounding resistance and length of the embedded grounding configurations. Moreover, the configurations of vertical and horizontal observed effectiveness of grounding resistance and good agreement on the reduction of grounding resistance values especially for vertical configuration.

Keywords: Grounding system, grounding resistance, soil resistivity, electrode geometry, configurations.

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Authors: Shuenn-Yih Chang, Chiu-Li Huang

Abstract:

Three structure-dependent integration methods have been developed for solving equations of motion, which are second-order ordinary differential equations, for structural dynamics and earthquake engineering applications. Although they generally have the same numerical properties, such as explicit formulation, unconditional stability and second-order accuracy, a different performance is found in solving the free vibration response to either linear elastic or nonlinear systems with high frequency modes. The root cause of this different performance in the free vibration responses is analytically explored herein. As a result, it is verified that a weak instability is responsible for the different performance of the integration methods. In general, a weak instability will result in an inaccurate solution or even numerical instability in the free vibration responses of high frequency modes. As a result, a weak instability must be prohibited for time integration methods.

Keywords: Dynamic analysis, high frequency, integration method, overshoot, weak instability.

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Authors: Ali M. Jawarneh

Abstract:

Beam and diffuse radiation data are extracted analytically from previous measured data on a horizontal surface in Zarqa city. Moreover, radiation data on a tilted surfaces with different slopes have been derived and analyzed. These data are consisting of of beam contribution, diffuse contribution, and ground reflected contribution radiation. Hourly radiation data for horizontal surface possess the highest radiation values on June, and then the values decay as the slope increases and the sharp decreasing happened for vertical surface. The beam radiation on a horizontal surface owns the highest values comparing to diffuse radiation for all days of June. The total daily radiation on the tilted surface decreases with slopes. The beam radiation data also decays with slopes especially for vertical surface. Diffuse radiation slightly decreases with slopes with sharp decreases for vertical surface. The groundreflected radiation grows with slopes especially for vertical surface. It-s clear that in June the highest harvesting of solar energy occurred for horizontal surface, then the harvesting decreases as the slope increases.

Keywords: Beam and Diffuse Radiation, Zarqa City

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Authors: H.R.Goshayeshi, M.Fahim inia, M.M.Naserian

Abstract:

In this research, the laminar heat transfer of natural convection on vertical surfaces has been investigated. Most of the studies on natural convection have been considered constantly whereas velocity and temperature domain, do not change with time, transient one are used a lot. Governing equations are solved using a finite volume approach. The convective terms are discretized using the power-law scheme, whereas for diffusive terms the central difference is employed. Coupling between the velocity and pressure is made with SIMPLE algorithm. The resultant system of discretized linear algebraic equations is solved with an alternating direction implicit scheme. Then a configuration of rectangular fins is put in different ways on the surface and heat transfer of natural convection on these surfaces without sliding is studied and finally optimization is done.

Keywords: Natural convection, vertical surfaces, SIMPLE algorithm, Rectangular fins.

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Authors: Minsun Kim, Ki-Sun Choi, Hyun-Jee Lee, Young-Chan You

Abstract:

There is no reinforcement example for the renovation of the vertical and horizontal extension to existing building structures which is a shear wall type in apartment units in Korea. Among these existing structures, the structures which are shear wall type are rare overseas, while Korea has many shear wall apartment units. Recently, in Korea, a few researchers are trying to confirm the possibility of the vertical extension in existing building with shear walls. This study evaluates the possibility of the renovation by applying performance-based seismic design to existing buildings with shear walls in the analysis phase of the structure. In addition, force-based seismic design, used by general structural engineers in Korea, is carried out to compare the amount of reinforcement of walls, which is a main component of wall structure. As a result, we suggest that performance-based design obtains more economical advantages than force-based seismic design.

Keywords: Vertical extension, performance-based design, renovation, shear wall structure, structural analysis.

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Authors: Hye-Young Shin, Chan Kee Park

Abstract:

Background: To compare the thinning patterns of the ganglion cell-inner plexiform layer (GCIPL) and peripapillary retinal nerve fiber layer (pRNFL) as measured using Cirrus high-definition optical coherence tomography (HD-OCT) in patients with visual field (VF) defects that respect the vertical meridian. Methods: Twenty eyes of eleven patients with VF defects that respect the vertical meridian were enrolled retrospectively. The thicknesses of the macular GCIPL and pRNFL were measured using Cirrus HD-OCT. The 5% and 1% thinning area index (TAI) was calculated as the proportion of abnormally thin sectors at the 5% and 1% probability level within the area corresponding to the affected VF. The 5% and 1% TAI were compared between the GCIPL and pRNFL measurements. Results: The color-coded GCIPL deviation map showed a characteristic vertical thinning pattern of the GCIPL, which is also seen in the VF of patients with brain lesions. The 5% and 1% TAI were significantly higher in the GCIPL measurements than in the pRNFL measurements (all P < 0.01). Conclusions: Macular GCIPL analysis clearly visualized a characteristic topographic pattern of retinal ganglion cell (RGC) loss in patients with VF defects that respect the vertical meridian, unlike pRNFL measurements. Macular GCIPL measurements provide more valuable information than pRNFL measurements for detecting the loss of RGCs in patients with retrograde degeneration of the optic nerve fibers.

Keywords: Brain lesion, Macular ganglion cell-Inner plexiform layer, Spectral-domain optical coherence tomography.

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Authors: Lina Yan, Jingjing Di, Ke Wang

Abstract:

A new basis function neural network algorithm is proposed for numerical integration. The main idea is to construct neural network model based on spline basis functions, which is used to approximate the integrand by training neural network weights. The convergence theorem of the neural network algorithm, the theorem for numerical integration and one corollary are presented and proved. The numerical examples, compared with other methods, show that the algorithm is effective and has the characteristics such as high precision and the integrand not required known. Thus, the algorithm presented in this paper can be widely applied in many engineering fields.

Keywords: Numerical integration, Spline basis function, Neural network algorithm

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Authors: P. Harazin, Gy. Horváth

Abstract:

There are four challenges of sustainable development and in corporate level sustainability management-s role is to answer for ecological sustainability challenge, social sustainability challenge, economic sustainability challenges to environment and social management and integration challenge of corporate sustainable challenges by the help of different concepts, methods, instruments, which are in the toolbox of sustainability management. These instruments, concepts have different relevance in these challenges, and according to different literatures environmental management is outside of social and integration challenge. Main aim of this paper is to represent the answer for the question that: is it true that social and integration point of view is outside of the concept environmental accounting? Using literature review and primer research at the end of the paper the answer will be confirmed.

Keywords: Corporate social responsibility, Environmentalaccounting, Integration, Sustainability management

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Authors: H. Ahmad, S. Kermanshahani, A. Simonet, M. Simonet

Abstract:

The data exchanged on the Web are of different nature from those treated by the classical database management systems; these data are called semi-structured data since they do not have a regular and static structure like data found in a relational database; their schema is dynamic and may contain missing data or types. Therefore, the needs for developing further techniques and algorithms to exploit and integrate such data, and extract relevant information for the user have been raised. In this paper we present the system OSIX (Osiris based System for Integration of XML Sources). This system has a Data Warehouse model designed for the integration of semi-structured data and more precisely for the integration of XML documents. The architecture of OSIX relies on the Osiris system, a DL-based model designed for the representation and management of databases and knowledge bases. Osiris is a viewbased data model whose indexing system supports semantic query optimization. We show that the problem of query processing on a XML source is optimized by the indexing approach proposed by Osiris.

Keywords: Data integration, semi-structured data, views, XML.

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Authors: G. Rajamohan, N. Ramesh, P. Kumar

Abstract:

Experiments have been performed to investigate the radiation effects on mixed convection heat transfer for thermally developing airflow in vertical ducts with two differentially heated isothermal walls and two adiabatic walls. The investigation covers the Reynolds number Re = 800 to Re = 2900, heat flux varied from 256 W/m2 to 863 W/m2, hot wall temperature ranges from 27°C to 100 °C, aspect ratios 1 & 0.5 and the emissivity of internal walls are 0.05 and 0.85. In the present study, combined flow visualization was conducted to observe the flow patterns. The effect of surface temperature along the walls was studied to investigate the local Nusselt number variation within the duct. The result shows that flow condition and radiation significantly affect the total Nusselt number and tends to reduce the buoyancy condition.

Keywords: Mixed convection, vertical duct, thermally developing and radiation effects.

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Authors: Lahcene Boukelkoul

Abstract:

The influence of finite ground conductivity is of great importance in calculating the induced voltages from the radiated electromagnetic fields due to lightning. In this paper, we try to give a comprehensive approach to calculate the impact of the ground on the radiated electromagnetic fields to lightning. The vertical component of lightning electric field is calculated with a reasonable approximation assuming a perfectly conducting ground in case the observation point does not exceed a few kilometers from the lightning channel. However, for distant observation points the radiated vertical component of lightning electric field is attenuated due finitely conducting ground. The attenuation is calculated using the expression elaborated for both low and high frequencies. The horizontal component of the electric field, however, is more affected by a finite conductivity of a ground. Besides, the contribution of the horizontal component of the electric field, to induced voltages on an overhead transmission line, is greater than that of the vertical component. Therefore, the calculation of the horizontal electric field is great concern for the simulation of lightning-induced voltages. For field to transmission lines coupling the ground impedance is calculated for early time behavior and for low frequency range.

Keywords: Ground impedance, horizontal electric field, lightning, transient propagation, vertical electric field.

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Authors: Kazuhide Sugiyama, Hiroshi Osada

Abstract:

Lately management strategy that put Industrial Design (ID) in its core is recognized more important, as technology and price alone cannot differentiate a product. The needs to shorten the time to develop a product also shorten the development period of ID, and it necessitates the ID process management. This research analyzes the status of integration process of ID and Engineering Design (ED) of office equipment that requires the collaboration of ID and ED to clarify the issues for the efficiency of the development and to propose solutions.

Keywords: Industrial Design (ID), Engineering Design (ED), Integration process, Office equipment

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Authors: V. Goremikins, K. Rocens, D. Serdjuks

Abstract:

One of the main problems of suspended cable structures is initial shape change under the action of non uniform load. The problem can be solved by increasing of weight of construction or by using of prestressing. But this methods cause increasing of materials consumption of suspended cable structure. The cable truss usage is another way how the problem of shape change under the action of non uniform load can be fixed. The cable trusses with the vertical and inclined suspensions, cross web and single cable were analyzed as the main load-bearing structures of suspension bridge. It was shown, that usage of cable truss allows to reduce the vertical displacements up to 32% in comparison with the single cable in case of non uniformly distributed load. In case of uniformly distributed load single cable is preferable.

Keywords: Cable trusses, Non uniform load, Suspension bridge, Vertical displacements.

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Authors: Paul Lajbcygier, Seng Lee

Abstract:

Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.

Keywords: Artificial neural networks, co-integration, forecasting, trading rule.

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Authors: A.Memari

Abstract:

In this article, a simulation method called the Homotopy Perturbation Method (HPM) is employed in the steady flow of a Walter's B' fluid in a vertical channel with porous wall. We employed Homotopy Perturbation Method to derive solution of a nonlinear form of equation obtained from exerting similarity transforming to the ordinary differential equation gained from continuity and momentum equations of this kind of flow. The results obtained from the Homotopy Perturbation Method are then compared with those from the Runge–Kutta method in order to verify the accuracy of the proposed method. The results show that the Homotopy Perturbation Method can achieve good results in predicting the solution of such problems. Ultimately we use this solution to obtain the other terms of velocities and physical discussion about it.

Keywords: Steady flow; Walter's B' Fluid;, vertical channel;porous media, Homotopy Perturbation Method (HPM), Numerical Solution (NS).

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