Search results for: Empirical mode decomposition
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1876

Search results for: Empirical mode decomposition

856 Active Power Filtering Implementation Using Photovoltaic System with Reduced Energy Storage Capacitor

Authors: Horng-Yuan Wu, Chin-Yuan Hsu, Tsair-Fwu Lee

Abstract:

A novel three-phase active power filter (APF) circuit with photovoltaic (PV) system to improve the quality of service and to reduce the capacity of energy storage capacitor is presented. The energy balance concept and sampling technique were used to simplify the calculation algorithm for the required utility source current and to control the voltage of the energy storage capacitor. The feasibility was verified by using the Pspice simulations and experiments. When the APF mode was used during non-operational period, not only the utilization rate, power factor and power quality could be improved, but also the capacity of energy storage capacitor could sparing. As the results, the advantages of the APF circuit are simplicity of control circuits, low cost, and good transient response.

Keywords: active power filter, sampling, energy-storagecapacitor, harmonic current, energy balance.

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855 A Rough-set Based Approach to Design an Expert System for Personnel Selection

Authors: Ehsan Akhlaghi

Abstract:

Effective employee selection is a critical component of a successful organization. Many important criteria for personnel selection such as decision-making ability, adaptability, ambition, and self-organization are naturally vague and imprecise to evaluate. The rough sets theory (RST) as a new mathematical approach to vagueness and uncertainty is a very well suited tool to deal with qualitative data and various decision problems. This paper provides conceptual, descriptive, and simulation results, concentrating chiefly on human resources and personnel selection factors. The current research derives certain decision rules which are able to facilitate personnel selection and identifies several significant features based on an empirical study conducted in an IT company in Iran.

Keywords: Decision Making, Expert System, PersonnelSelection, Rough Set Theory

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854 Learning Paradigms for Educating a New Generation of Computer Science Students

Authors: J. M. Breed, E. Taylor

Abstract:

In this paper challenges associated with a new generation of Computer Science students are examined. The mode of education in tertiary institutes has progressed slowly while the needs of students have changed rapidly in an increasingly technological world. The major learning paradigms and learning theories within these paradigms are studied to find a suitable strategy for educating modern students. These paradigms include Behaviourism, Constructivism, Humanism and Cogntivism. Social Learning theory and Elaboration theory are two theories that are further examined and a survey is done to determine how these strategies will be received by students. The results and findings are evaluated and indicate that students are fairly receptive to a method that incorporates both Social Learning theory and Elaboration theory, but that some aspects of all paradigms need to be implemented to create a balanced and effective strategy with technology as foundation.

Keywords: Computer Science, Education, Elaboration Theory, Learning Paradigms, Social Learning Theory.

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853 CO-OFDM DSP Channel Estimation

Authors: Pranav Ravikumar, Arunabha Bera, Vijay K. Mehra, Anand Kumar

Abstract:

This paper solves the Non Linear Schrodinger Equation using the Split Step Fourier method for modeling an optical fiber. The model generates a complex wave of optical pulses and using the results obtained two graphs namely Loss versus Wavelength and Dispersion versus Wavelength are generated. Taking Chromatic Dispersion and Polarization Mode Dispersion losses into account, the graphs generated are compared with the graphs formulated by JDS Uniphase Corporation which uses standard values of dispersion for optical fibers. The graphs generated when compared with the JDS Uniphase Corporation plots were found to be more or less similar thus verifying that the model proposed is right. MATLAB software was used for doing the modeling.

Keywords: Modulation, Non Linear Schrodinger Equation, Optical fiber, Split Step Fourier Method.

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852 Analysis of a WDM System for Tanzania

Authors: Shaban Pazi, Chris Chatwin, Rupert Young, Philip Birch

Abstract:

Internet infrastructures in most places of the world have been supported by the advancement of optical fiber technology, most notably wavelength division multiplexing (WDM) system. Optical technology by means of WDM system has revolutionized long distance data transport and has resulted in high data capacity, cost reductions, extremely low bit error rate, and operational simplification of the overall Internet infrastructure. This paper analyses and compares the system impairments, which occur at data transmission rates of 2.5Gb/s and 10 Gb/s per wavelength channel in our proposed optical WDM system for Internet infrastructure in Tanzania. The results show that the data transmission rate of 2.5 Gb/s has minimum system impairments compared with a rate of 10 Gb/s per wavelength channel, and achieves a sufficient system performance to provide a good Internet access service.

Keywords: Internet infrastructure, WDM system, standard single mode fibers, system impairments.

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851 IEEE 802.11 b and g WLAN Propagation Model using Power Density Measurements at ESPOL

Authors: E. E. Mantilla, C. R. Reyes, B. G. Ramos

Abstract:

This paper describes the development of a WLAN propagation model, using Spectral Analyzer measurements. The signal is generated by two Access Points (APs) on the base floor at the administrative Communication School of ESPOL building. In general, users do not have a Q&S reference about a wireless network; however, this depends on the level signal as a function of frequency, distance and other path conditions between receiver and transmitter. Then, power density of the signal decrease as it propagates through space and data transfer rate is affected. This document evaluates and implements empirical mathematical formulation for the characterization of WLAN radio wave propagation on two aisles of the building base floor.

Keywords: frequency, Spectral Analyzer, transmitter, WLAN.

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850 DWT-SATS Based Detection of Image Region Cloning

Authors: Michael Zimba

Abstract:

A duplicated image region may be subjected to a number of attacks such as noise addition, compression, reflection, rotation, and scaling with the intention of either merely mating it to its targeted neighborhood or preventing its detection. In this paper, we present an effective and robust method of detecting duplicated regions inclusive of those affected by the various attacks. In order to reduce the dimension of the image, the proposed algorithm firstly performs discrete wavelet transform, DWT, of a suspicious image. However, unlike most existing copy move image forgery (CMIF) detection algorithms operating in the DWT domain which extract only the low frequency subband of the DWT of the suspicious image thereby leaving valuable information in the other three subbands, the proposed algorithm simultaneously extracts features from all the four subbands. The extracted features are not only more accurate representation of image regions but also robust to additive noise, JPEG compression, and affine transformation. Furthermore, principal component analysis-eigenvalue decomposition, PCA-EVD, is applied to reduce the dimension of the features. The extracted features are then sorted using the more computationally efficient Radix Sort algorithm. Finally, same affine transformation selection, SATS, a duplication verification method, is applied to detect duplicated regions. The proposed algorithm is not only fast but also more robust to attacks compared to the related CMIF detection algorithms. The experimental results show high detection rates. 

Keywords: Affine Transformation, Discrete Wavelet Transform, Radix Sort, SATS.

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849 Presenting a Combinatorial Feature to Estimate Depth of Anesthesia

Authors: Toktam Zoughi, Reza Boostani

Abstract:

Determining depth of anesthesia is a challenging problem in the context of biomedical signal processing. Various methods have been suggested to determine a quantitative index as depth of anesthesia, but most of these methods suffer from high sensitivity during the surgery. A novel method based on energy scattering of samples in the wavelet domain is suggested to represent the basic content of electroencephalogram (EEG) signal. In this method, first EEG signal is decomposed into different sub-bands, then samples are squared and energy of samples sequence is constructed through each scale and time, which is normalized and finally entropy of the resulted sequences is suggested as a reliable index. Empirical Results showed that applying the proposed method to the EEG signals can classify the awake, moderate and deep anesthesia states similar to BIS.

Keywords: Depth of anesthesia, EEG, BIS, Wavelet transforms.

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848 Biosorption of Azo Dye Reactive Black B onto Nonviable Biomass of Cladosporium cladosporioides LM1: Thermodynamic, Kinetic and Equilibrium Modeling

Authors: L. A. S. Dionel, B. A. P. Santos, V. C. P. Lopes, L. G. Vasconcelos, M. A. Soares, E. B. Morais

Abstract:

This study investigated the biosorption of the azo dye reactive Black B (RBB) from aqueous solution using the nonviable biomass of Cladosporium cladosporioides LM1. The biosorption systems were carried out in batch mode considering different conditions of initial pH, contact time, temperature, initial dye concentration and biosorbent dosage. Higher removal rate of RBB was obtained at pH 2. Biosorption data were successfully described by pseudo-second-order kinetic model and Langmuir isotherm model with the maximum monolayer biosorption capacity estimated at 71.43 mg/g. The values of thermodynamic parameters such as ∆G°, ∆H° and ∆S° indicated that the biosorption of RBB onto fungal biomass was spontaneous and exothermic in nature. It can be concluded that nonviable biomass of Cladosporium cladosporioides LM1 may be an attractive low-cost biosorbent for the removal of azo dye RBB from aqueous solution.

Keywords: Color removal, isotherms and kinetics models, thermodynamic studies, fungus.

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847 A Hidden Markov Model for Modeling Pavement Deterioration under Incomplete Monitoring Data

Authors: Nam Lethanh, Bryan T. Adey

Abstract:

In this paper, the potential use of an exponential hidden Markov model to model a hidden pavement deterioration process, i.e. one that is not directly measurable, is investigated. It is assumed that the evolution of the physical condition, which is the hidden process, and the evolution of the values of pavement distress indicators, can be adequately described using discrete condition states and modeled as a Markov processes. It is also assumed that condition data can be collected by visual inspections over time and represented continuously using an exponential distribution. The advantage of using such a model in decision making process is illustrated through an empirical study using real world data.

Keywords: Deterioration modeling, Exponential distribution, Hidden Markov model, Pavement management

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846 Prediction of Scour Profile Caused by Submerged Three-Dimensional Wall Jets

Authors: Abdullah Al Faruque, Ram Balachandar

Abstract:

Series of laboratory tests were carried out to study the extent of scour caused by a three-dimensional wall jets exiting from a square cross-section nozzle and into a non-cohesive sand beds. Previous observations have indicated that the effect of the tail water depth was significant for densimetric Froude number greater than ten. However, the present results indicate that the cut off value could be lower depending on the value of grain size-to-nozzle width ratio. Numbers of equations are drawn out for a better scaling of numerous scour parameters. Also suggested the empirical prediction of scour to predict the scour centre line profile and plan view of scour profile at any particular time.

Keywords: Densimetric Froude Number, Jets, Nozzle, Sand, Scour, Tailwater, Time.

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845 Continuity Microplating using Image Processing

Authors: Ting-Chao Chen, Yean-Ren Hwang, Jing-Chie Lin

Abstract:

A real time image-guided electroplating system is proposed in this paper. Unlike previous electroplating systems, instead of using the intermittent mode to electroplate 500um long copper specimen, a CCD camera and a motion controller are used to adjust anode-cathode distance to obtain better results. Since the image of the gap distance is highly deteriorated due to complex chemical-electrical operation inside the electrolyte, to determine the gap distance, an image processing algorithm is developed and mainly based on the entropy and energy values. In addition, the color and incidence direction of light source are also discussed to help the image process in this paper. From the experiment results, the specimens created by the proposed system show better structure, better uniformity and better finishing surface compared to those by previous intermittent electroplating setup.

Keywords: Electroplating, image guided, image process, light source.

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844 Amino Acid Based Biodegradable Amphiphilic Polymers and Micelles as Drug Delivery Systems: Synthesis and Study

Authors: Sophio Kobauri, Vladimir P. Torchilin, David Tugushi, Ramaz Katsarava

Abstract:

Nanotherapy is an actual newest mode of treatment numerous diseases using nanoparticles (NPs) loading with different pharmaceuticals. NPs of biodegradable polymeric micelles (PMs) are gaining increased attention for their numerous and attractive abilities to be used in a variety of applications in the various fields of medicine. The present paper deals with the synthesis of a class of biodegradable micelle-forming polymers, namely ABA triblock-copolymer in which A-blocks represent amino-poly(ethylene glycol) (H2N-PEG) and B-block is biodegradable amino acid-based poly(ester amide) constituted of α-amino acid – L-phenylalanine. The obtained copolymer formed micelles of 70±4 nm size at 10 mg/mL concentration.

Keywords: Amino acids, biodegradable poly(ester amide), amphiphilic triblock-copolymer, micelles.

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843 Educational Values of Virtual Reality: The Case of Spatial Ability

Authors: Elinda Ai-Lim Lee, Kok Wai Wong, Chun Che Fung

Abstract:

The use of Virtual Reality (VR) in schools and higher education is proliferating. Due to its interactive and animated features, it is regarded as a promising technology to increase students- spatial ability. Spatial ability is assumed to have a prominent role in science and engineering domains. However, research concerning individual differences such as spatial ability in the context of VR is still at its infancy. Moreover, empirical studies that focus on the features of VR to improve spatial ability are to date rare. Thus, this paper explores the possible educational values of VR in relation to spatial ability to call for more research concerning spatial ability in the context of VR based on studies in computerbased learning. It is believed that the incorporation of state-of-the-art VR technology for educational purposes should be justified by the enhanced benefits for the target learners.

Keywords: Ability-as-compensator, ability-as-enhancer, spatialability, virtual reality.

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842 Sound Insulation between Buildings: The Impact Noise Transmission through Different Floor Configurations

Authors: Abdelouahab Bouttout, Mohamed Amara

Abstract:

The present paper examines the impact noise transmission through some floor building assemblies. The Acoubat software numerical simulation has been used to simulate the impact noise transmission through different floor configurations used in Algerian construction mode. The results are compared with the available measurements. We have developed two experimental methods, i) field method, and ii) laboratory method using Brüel and Kjær equipments. The results show that the different cases of floor configurations need some improvement to ensure the acoustic comfort in the receiving apartment. The recommended value of the impact sound level in the receiving room should not exceed 58 dB. The important results obtained in this paper can be used as platform to improve the Algerian building acoustic regulation aimed at the construction of the multi-storey residential building.

Keywords: Impact noise, building acoustic, floor insulation, resilient material.

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841 First-Principles Density Functional Study of Nitrogen-Doped P-Type ZnO

Authors: Abdusalam Gsiea, Ramadan Al-habashi, Mohamed Atumi, Khaled Atmimi

Abstract:

We present a theoretical investigation on the structural, electronic properties and vibrational mode of nitrogen impurities in ZnO. The atomic structures, formation and transition energies and vibrational modes of (NO3)i interstitial or NO4 substituting on an oxygen site ZnO were computed using ab initio total energy methods. Based on Local density functional theory, our calculations are in agreement with one interpretation of bound-excition photoluminescence for N-doped ZnO. First-principles calculations show that (NO3)i defects interstitial or NO4 substituting on an Oxygen site in ZnO are important suitable impurity for p-type doping in ZnO. However, many experimental efforts have not resulted in reproducible p-type material with N2 and N2O doping. by means of first-principle pseudo-potential calculation we find that the use of NO or NO2 with O gas might help the experimental research to resolve the challenge of achieving p-type ZnO.

Keywords: Density functional theory, nitrogen, p-type, ZnO.

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840 Silver Modified TiO2/Halloysite Thin Films for Decontamination of Target Pollutants

Authors: Dionisios Panagiotaras, Elias Stathatos, Dimitrios Papoulis

Abstract:

 Sol-gel method has been used to fabricate nanocomposite films on glass substrates composed halloysite clay mineral and nanocrystalline TiO2. The methodology for the synthesis involves a simple chemistry method utilized nonionic surfactant molecule as pore directing agent along with the acetic acid-based solgel route with the absence of water molecules. The thermal treatment of composite films at 450oC ensures elimination of organic material and lead to the formation of TiO2 nanoparticles onto the surface of the halloysite nanotubes. Microscopy techniques and porosimetry methods used in order to delineate the structural characteristics of the materials. The nanocomposite films produced have no cracks and active anatase crystal phase with small crystallite size were deposited on halloysite nanotubes. The photocatalytic properties for the new materials were examined for the decomposition of the Basic Blue 41 azo dye in solution. These, nanotechnology based composite films show high efficiency for dye’s discoloration in spite of different halloysite quantities and small amount of halloysite/TiO2 catalyst immobilized onto glass substrates. Moreover, we examined the modification of the halloysite/TiO2 films with silver particles in order to improve the photocatalytic properties of the films. Indeed, the presence of silver nanoparticles enhances the discoloration rate of the Basic Blue 41 compared to the efficiencies obtained for unmodified films.

Keywords: Clay mineral, nanotubular Halloysite, Photocatalysis, Titanium Dioxide, Silver modification.

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839 Constrained Particle Swarm Optimization of Supply Chains

Authors: András Király, Tamás Varga, János Abonyi

Abstract:

Since supply chains highly impact the financial performance of companies, it is important to optimize and analyze their Key Performance Indicators (KPI). The synergistic combination of Particle Swarm Optimization (PSO) and Monte Carlo simulation is applied to determine the optimal reorder point of warehouses in supply chains. The goal of the optimization is the minimization of the objective function calculated as the linear combination of holding and order costs. The required values of service levels of the warehouses represent non-linear constraints in the PSO. The results illustrate that the developed stochastic simulator and optimization tool is flexible enough to handle complex situations.

Keywords: stochastic processes, empirical distributions, Monte Carlo simulation, PSO, supply chain management

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838 Development of a Numerical Model to Predict Wear in Grouted Connections for Offshore Wind Turbine Generators

Authors: Paul Dallyn, Ashraf El-Hamalawi, Alessandro Palmeri, Bob Knight

Abstract:

In order to better understand the long term implications of the grout wear failure mode in large-diameter plainsided grouted connections, a numerical model has been developed and calibrated that can take advantage of existing operational plant data to predict the wear accumulation for the actual load conditions experienced over a given period, thus limiting the requirement for expensive monitoring systems. This model has been derived and calibrated based on site structural condition monitoring (SCM) data and supervisory control and data acquisition systems (SCADA) data for two operational wind turbine generator substructures afflicted with this challenge, along with experimentally derived wear rates.

Keywords: Grouted Connection, Numerical Model, Offshore Structure, Wear, Wind Energy.

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837 Mathematical Determination of Tall Square Building Height under Peak Wind Loads

Authors: Debojyoti Mitra

Abstract:

The present study concentrates on solving the along wind oscillation problem of a tall square building from first principles and across wind oscillation problem of the same from empirical relations obtained by experiments. The criterion for human comfort at the worst condition at the top floor of the building is being considered and a limiting value of height of a building for a given cross section is predicted. Numerical integrations are carried out as and when required. The results show severeness of across wind oscillations in comparison to along wind oscillation. The comfort criterion is combined with across wind oscillation results to determine the maximum allowable height of a building for a given square cross-section.

Keywords: Tall Building, Along-wind Response, Across-wind Response, Human Comfort.

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836 Characteristics of Hydraulic Jump

Authors: Sumit Gandhi

Abstract:

The effect of an abruptly expanding channel on the main characteristics of hydraulic jump is considered experimentally. The present study was made for supercritical flow of Froude number varying between 2 to 9 and approach to expanded channel width ratios 0.4, 0.5, 0.6 and 0.8. Physical explanations of the variation of these characteristics under varying flow conditions are discussed based on the observation drawn from experimental results. The analytical equation for the sequent depth ratio in an abruptly expanding channel as given by eminent hydraulic engineers are verified well with the experimental data for all expansion ratios, and the empirical relation was also verified with the present experimental data.

Keywords: Abruptly Expanding Channel, Hydraulic Jump, Efficiency, Sequent Depth Ratio.

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835 The Small Scale Effect on Nonlinear Vibration of Single Layer Graphene Sheets

Authors: E. Jomehzadeh, A.R. Saidi

Abstract:

In the present article, nonlinear vibration analysis of single layer graphene sheets is presented and the effect of small length scale is investigated. Using the Hamilton's principle, the three coupled nonlinear equations of motion are obtained based on the von Karman geometrical model and Eringen theory of nonlocal continuum. The solutions of Free nonlinear vibration, based on a one term mode shape, are found for both simply supported and clamped graphene sheets. A complete analysis of graphene sheets with movable as well as immovable in-plane conditions is also carried out. The results obtained herein are compared with those available in the literature for classical isotropic rectangular plates and excellent agreement is seen. Also, the nonlinear effects are presented as functions of geometric properties and small scale parameter.

Keywords: Small scale, Nonlinear vibration, Graphene sheet, Nonlocal continuum

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834 Role of Customers in Stakeholders- Approach in Company Corporate Governance

Authors: Kolis Karel, Kubicek Ales

Abstract:

The purpose of this paper is to explore the relationship between the customers- issues in company corporate governance and the financial performance. At the beginning theoretical background consisting stakeholder theory and corporate governance is presented. On this theoretical background, the empirical research is built, collecting data of 60 Czech joint stock companies- boards considering their relationships with customers. Correlation analysis and multivariate regression analysis were employed to test the sample on two hypotheses. The weak positive correlation between stakeholder approach and the company size was identified. But both hypotheses were not supported, because there was no significant relation of independent variables to financial performance.

Keywords: customers, stakeholder theory, corporate governance, financial performance

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833 An Overview of Nano-Particles Effect on Mechanical Properties of Composites

Authors: Olatunde I. Sekunowo, Stephen I. Durowaye, Ganiyu I. Lawal

Abstract:

Composites depending on the nature of their constituents and mode of production are regarded as one of the advanced materials that drive today’s technology. This paper attempts a short review of the subject matter with a general aim of pushing to the next level the frontier of knowledge as it impacts the technology of nano-particles manufacturing. The objectives entail an effort to; aggregate recent research efforts in this field, analyse research findings and observations, streamline research efforts and support industry in taking decision on areas of fund deployment. It is envisaged that this work will serve as a quick hand-on compendium material for researchers in this field and a guide to relevant government departments wishing to fund a research whose outcomes have the potential of improving the nation’s GDP.

Keywords: Advanced materials, Composites, Mechanical properties, Nano-particles.

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832 Synthesis of Dispersion-Compensating Triangular Lattice Index-Guiding Photonic Crystal Fibers Using the Directed Tabu Search Method

Authors: F. Karim

Abstract:

In this paper, triangular lattice index-guiding photonic crystal fibers (PCFs) are synthesized to compensate the chromatic dispersion of a single mode fiber (SMF-28) for an 80 km optical link operating at 1.55 µm, by using the directed tabu search algorithm. Hole-to-hole distance, circular air-hole diameter, solid-core diameter, ring number and PCF length parameters are optimized for this purpose. Three Synthesized PCFs with different physical parameters are compared in terms of their objective functions values, residual dispersions and compensation ratios.

Keywords: Triangular lattice index-guiding photonic crystal fiber, dispersion compensation, directed tabu search, synthesis.

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831 Psychological Structure of “Aitys“ as a Process of Oral Creative Competition in Kazakh Traditional Folklore

Authors: S. K. Berdibayeva, Z. Z. Beissenova, A. Z. Ayaganova

Abstract:

the aim of this study was to analyze ethnopsychological content of “Aitys" as a process of creative competition in Kazakh traditional folklore by means of Transaction analysis (three types of Ego states are Parent, Adult and Child). “Aitys" is as sources of Kazakh national self-consciousness and form of oral Kazakh national creativity. Comparative psychological analysis of classical and modern “aityses" is carried out. Empirical proved that the victory in “Aitys" is provided with a position of egostate “Adult".

Keywords: aitys, creative competition, Ego state, transaction analysis

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830 Corporate Governance Networks and Interlocking Directorates in the Czech Republic

Authors: Ondřej Nowak

Abstract:

This paper presents an exploration into the structure of the corporate governance network and interlocking directorates in the Czech Republic. First a literature overview and a basic terminology of the network theory is presented. Further in the text, statistics and other calculations relevant to corporate governance networks are presented. For this purpose an empirical data set consisting of 2 906 joint stock companies in the Czech Republic was examined. Industries with the highest average number of interlocks per company were healthcare, and energy and utilities. There is no observable link between the financial performance of the company and the number of its interlocks. Also interlocks with financial companies are very rare.

Keywords: Corporate Governance, Interlocking Directorates, Network Theory, Czech Republic.

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829 Sensorless Sliding Power Control of Doubly Fed Induction Wind Generator Based on MRAS Observer

Authors: Hicham Serhoud, Djilani Benattous

Abstract:

In this paper present a sensorless maximum wind power extraction for variable speed constant frequency (VSCF) wind power generation systems with a doubly-fed induction generators (DFIG), to ensure stability and to impose the ideal feedback control solution despite of model uncertainties , using the principles of an active and reactive power controller (DPC) a robust sliding mode power control has been proposed to guarantees fast response times and precise control actions for control the active and reactive power independently. The simulation results in MATLAB/Simulink platform confirmed the good dynamic performance of power control approach for DFIGbased variable speed wind turbines.

Keywords: Doubly fed induction generator , sliding modecontrol, maximal wind energy capture, MRAS estimator

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828 Nonstationarity Modeling of Economic and Financial Time Series

Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

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827 Nonlinear and Asymmetric Adjustment to Purchasing Power Parity in East-Asian Countries

Authors: Wen-Chi Liu

Abstract:

This study applies a simple and powerful nonlinear unit root test to test the validity of long-run purchasing power parity (PPP)  in a sample of 10 East-Asian countries (i.e., China, Hong Kong,  Indonesia, Japan, Korea, Malaysia, Philippines, Singapore, Taiwan  and Thailand) over the period of March 1985 to September 2008. The empirical results indicate that PPP holds true for half of these 10  East-Asian countries under study, and the adjustment toward PPP is found to be nonlinear and in an asymmetric way. 

 

Keywords: Purchasing Power Parity, East-Asian Countries, Nonlinear Unit Root Test, Asymmetry.

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