Search results for: linear statistical model

Authors: János Levendovszky, András Oláh

Abstract:

In this paper, novel statistical sampling based equalization techniques and CNN based detection are proposed to increase the spectral efficiency of multiuser communication systems over fading channels. Multiuser communication combined with selective fading can result in interferences which severely deteriorate the quality of service in wireless data transmission (e.g. CDMA in mobile communication). The paper introduces new equalization methods to combat interferences by minimizing the Bit Error Rate (BER) as a function of the equalizer coefficients. This provides higher performance than the traditional Minimum Mean Square Error equalization. Since the calculation of BER as a function of the equalizer coefficients is of exponential complexity, statistical sampling methods are proposed to approximate the gradient which yields fast equalization and superior performance to the traditional algorithms. Efficient estimation of the gradient is achieved by using stratified sampling and the Li-Silvester bounds. A simple mechanism is derived to identify the dominant samples in real-time, for the sake of efficient estimation. The equalizer weights are adapted recursively by minimizing the estimated BER. The near-optimal performance of the new algorithms is also demonstrated by extensive simulations. The paper has also developed a (Cellular Neural Network) CNN based approach to detection. In this case fast quadratic optimization has been carried out by t, whereas the task of equalizer is to ensure the required template structure (sparseness) for the CNN. The performance of the method has also been analyzed by simulations.

Keywords: Cellular Neural Network, channel equalization, communication over fading channels, multiuser communication, spectral efficiency, statistical sampling.

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Authors: Saurabh Sharma, Yong Sun, Bruce Vernham

Abstract:

Accurate prediction of NOx emission is a continuous challenge in the field of diesel engine-out emission modeling. Performing experiments for each conditions and scenario cost significant amount of money and man hours, therefore model-based development strategy has been implemented in order to solve that issue. NOx formation is highly dependent on the burn gas temperature and the O₂ concentration inside the cylinder. The current empirical models are developed by calibrating the parameters representing the engine operating conditions with respect to the measured NOx. This makes the prediction of purely empirical models limited to the region where it has been calibrated. An alternative solution to that is presented in this paper, which focus on the utilization of in-cylinder combustion parameters to form a predictive semi-empirical NOx model. The result of this work is shown by developing a fast and predictive NOx model by using the physical parameters and empirical correlation. The model is developed based on the steady state data collected at entire operating region of the engine and the predictive combustion model, which is developed in Gamma Technology (GT)-Power by using Direct Injected (DI)-Pulse combustion object. In this approach, temperature in both burned and unburnt zone is considered during the combustion period i.e. from Intake Valve Closing (IVC) to Exhaust Valve Opening (EVO). Also, the oxygen concentration consumed in burnt zone and trapped fuel mass is also considered while developing the reported model.  Several statistical methods are used to construct the model, including individual machine learning methods and ensemble machine learning methods. A detailed validation of the model on multiple diesel engines is reported in this work. Substantial numbers of cases are tested for different engine configurations over a large span of speed and load points. Different sweeps of operating conditions such as Exhaust Gas Recirculation (EGR), injection timing and Variable Valve Timing (VVT) are also considered for the validation. Model shows a very good predictability and robustness at both sea level and altitude condition with different ambient conditions. The various advantages such as high accuracy and robustness at different operating conditions, low computational time and lower number of data points requires for the calibration establishes the platform where the model-based approach can be used for the engine calibration and development process. Moreover, the focus of this work is towards establishing a framework for the future model development for other various targets such as soot, Combustion Noise Level (CNL), NO₂/NOx ratio etc.

Keywords: Diesel engine, machine learning, NOx emission, semi-empirical.

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Authors: Kavala Kiran Kumar, R. Govardhana Rao

Abstract:

Active power filter continues to be a powerful tool to control harmonics in power systems thereby enhancing the power quality. This paper presents a fuzzy tuned PID controller based shunt active filter to diminish the harmonics caused by non linear loads like thyristor bridge rectifiers and imbalanced loads. Here Fuzzy controller provides the tuning of PID, based on firing of thyristor bridge rectifiers and variations in input rms current. The shunt APF system is implemented with three phase current controlled Voltage Source Inverter (VSI) and is connected at the point of common coupling for compensating the current harmonics by injecting equal but opposite filter currents. These controllers are capable of controlling dc-side capacitor voltage and estimating reference currents. Hysteresis Current Controller (HCC) is used to generate switching signals for the voltage source inverter. Simulation studies are carried out with non linear loads like thyristor bridge rectifier along with unbalanced loads and the results proved that the APF along with fuzzy tuned PID controller work flawlessly for different firing angles of non linear load.

Keywords: Active power filters (APF), Fuzzy logic controller (FLC), Hysteresis current controller (HCC), PID, Total harmonic Distortion (THD), Voltage source inverter (VSI).

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Authors: Youssef Khmou, Said Safi

Abstract:

In this paper, we investigated the effect of real valued transformation of the spectral matrix of the received data for Angles Of Arrival estimation problem.  Indeed, the unitary transformation of Partial Propagator (UPP) for narrowband sources is proposed and applied on Uniform Linear Array (ULA).

Monte Carlo simulations proved the performance of the UPP spectrum comparatively with Forward Backward Partial Propagator (FBPP) and Unitary Propagator (UP). The results demonstrates that when some of the sources are fully correlated and closer than the Rayleigh angular limit resolution of the broadside array, the UPP method outperforms the FBPP in both of spatial resolution and complexity.

Keywords: DOA, Uniform Linear Array, Narrowband, Propagator, Real valued transformation, Subspace, Unitary Operator.

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Authors: V. Boguslauskas, G. Jakstonyte, L. Giriunas

Abstract:

Many foreign and Lithuanian scientists, analyzing the evaluation of the tax system in respect of the burden of taxation, agree that the latter, in principle, depends on how many individuals and what units of the residents constitute a household. Therefore, the aim of scientific research is to substantiate or to deny the significance of a household, but not a resident, as a statistical unit, during the evaluation of tax system, to be precise, determination of the value of the burden of taxation. A performed scientific research revealed that evaluation of the tax system in respect of a household, but not a resident, as a statistical unit, allows not only to evaluate the efficiency of the tax system more objectively, but also to forecast practicably existing poverty line, burden of taxation, and to capacitate the initiation of efficient decisions in social and tax fields creating the environment of existence.

Keywords: burden of taxation, household, tax systemevaluation.

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Authors: Takashi Kaburagi, Masashi Takenaka, Yosuke Kurihara, Takashi Matsumoto

Abstract:

Major depressive disorder (MDD) is one of the most common mental illnesses today. It is believed to be caused by a combination of several factors, including stress. Stress can be quantitatively evaluated using the State-Trait Anxiety Inventory (STAI), one of the best indices to evaluate anxiety. Although STAI scores are widely used in applications ranging from clinical diagnosis to basic research, the scores are calculated based on a self-reported questionnaire. An objective evaluation is required because the subject may intentionally change his/her answers if multiple tests are carried out. In this article, we present a modified index called the “multi-channel Laterality Index at Rest (mc-LIR)” by recording the brain activity from a wider area of the frontal lobe using multi-channel functional near-infrared spectroscopy (fNIRS). The presented index aims to measure multiple positions near the F_pz defined by the international 10-20 system positioning. Using 24 subjects, the dependencies on the number of measuring points used to calculate the mc-LIR and its correlation coefficients with the STAI scores are reported. Furthermore, a simple linear regression was performed to estimate the STAI scores from mc-LIR. The cross-validation error is also reported. The experimental results show that using multiple positions near the Fpz will improve the correlation coefficients and estimation than those using only two positions.

Keywords: Stress, functional near-infrared spectroscopy, frontal lobe, state-trait anxiety inventory score.

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Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new projection method for solving the matrix equation AXB = F. For implementing our new method, generalized forms of block Krylov subspace and global Arnoldi process are presented. The new method can be considered as an extended form of the well-known global generalized minimum residual (Gl-GMRES) method for solving multiple linear systems and it will be called as the extended Gl-GMRES (EGl- GMRES). Some new theoretical results have been established for proposed method by employing Schur complement. Finally, some numerical results are given to illustrate the efficiency of our new method.

Keywords: Matrix equation, Iterative method, linear systems, block Krylov subspace method, global generalized minimum residual (Gl-GMRES).

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Authors: M. Kumpugdee-Vollrath, T. Subongkot, T. Ngawhirunpat

Abstract:

In this project we are interested in studying different kinds of shed snake skins in order to apply them as a model membrane for pharmaceutical purposes instead of human stratum corneum. Many types of shed snake skins as well as model drugs were studied by different techniques. The data will give deeper understanding about the interaction between drugs and model membranes and may allow us to choose the suitable model membrane for studying the effect of pharmaceutical products.

Keywords: DSC, FTIR, permeation, SAXS, shed snake skin.

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Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: Regression model, social mood, stock market prediction, Twitter.

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Authors: Shin Je Lee, Go Bong Choi, Jeong Cheol Seo, Jong Min Lee, Gibaek Lee

Abstract:

Water pipe network is installed underground and once equipped, it is difficult to recognize the state of pipes when the leak or burst happens. Accordingly, post management is often delayed after the fault occurs. Therefore, the systematic fault management system of water pipe network is required to prevent the accident and minimize the loss. In this work, we develop online fault detection system of water pipe network using data of pipes such as flow rate or pressure. The transient model describing water flow in pipelines is presented and simulated using MATLAB. The fault situations such as the leak or burst can be also simulated and flow rate or pressure data when the fault happens are collected. Faults are detected using statistical methods of fast Fourier transform and discrete wavelet transform, and they are compared to find which method shows the better fault detection performance.

Keywords: fault detection, water pipeline model, fast Fourier transform, discrete wavelet transform.

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Authors: N. Ghoualmi-Zine, A. Araar

Abstract:

In this article we propose to model Net-banking system by game theory. We adopt extensive game to model our web application. We present the model in term of players and strategy. We present UML diagram related the protocol game.

Keywords: Game theory, model, state, web application.

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Authors: Risanuri Hidayat

Abstract:

BER analysis of Impulse Radio Ultra Wideband (IRUWB) pulse modulations over S-V channel model is proposed in this paper. The UWB pulse is Gaussian monocycle pulse modulated using Pulse Amplitude Modulation (PAM) and Pulse Position Modulation (PPM). The channel model is generated from a modified S-V model. Bit-error rate (BER) is measured over several of bit rates. The result shows that all modulation are appropriate for both LOS and NLOS channel, but PAM gives better performance in bit rates and SNR. Moreover, as standard of speed has been given for UWB, the communication is appropriate with high bit rates in LOS channel.

Keywords: IR-UWB, S-V Channel Model, LOS NLOS, PAM, PPM

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Authors: S. Al Wadi, Mohd Tahir Ismail, Samsul Ariffin Abdul Karim

Abstract:

It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.

Keywords: Fast Fourier transforms, Haar wavelet transform, Matlab (Wavelet tools), stocks market, Volatility.

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Authors: Yasaswi Palagummi, Sareh Rowlands

Abstract:

Generalised Zero-Shot Learning, often known as GZSL, is an advanced variant of zero-shot learning in which the samples in the unseen category may be either seen or unseen. GZSL methods typically have a bias towards the seen classes because they learn a model to perform recognition for both the seen and unseen classes using data samples from the seen classes. This frequently leads to the misclassification of data from the unseen classes into the seen classes, making the task of GZSL more challenging. In this work, we propose an approach leveraging the Shifted Window based Self-Attention in the Swin Transformer (Swin-GZSL) to work in the inductive GZSL problem setting. We run experiments on three popular benchmark datasets: CUB, SUN, and AWA2, which are specifically used for ZSL and its other variants. The results show that our model based on Swin Transformer has achieved state-of-the-art harmonic mean for two datasets - AWA2 and SUN and near-state-of-the-art for the other dataset - CUB. More importantly, this technique has a linear computational complexity, which reduces training time significantly. We have also observed less bias than most of the existing GZSL models.

Keywords: Generalised Zero-shot Learning, Inductive Learning, Shifted-Window Attention, Swin Transformer, Vision Transformer.

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Authors: Vineet Kansal

Abstract:

Enterprise Wide Information Systems (EWIS) implementation involves the entire business and will require changes throughout the firm. Because of the scope, complexity and continuous nature of ERP, the project-based approach to managing the implementation process resulted in failure rates of between 60% and 80%. In recent years ERP systems have received much attention. The organizational relevance and risk of ERP projects make it important for organizations to focus on ways to make ERP implementation successful. Once these systems are in place, however, their performance depends on the identified macro variables viz. 'Business Process', 'Decision Making' and 'Individual / Group working'. The questionnaire was designed and administered. The responses from 92 organizations were compiled. The relationship of these variables with EWIS performance is analyzed using inferential statistical measurements. The study helps to understand the performance of model presented. The study suggested in keeping away from the calamities and thereby giving the necessary competitive edge. Whenever some discrepancy is identified during the process of performance appraisal care has to be taken to draft necessary preventive measures. If all these measures are taken care off then the EWIS performance will definitely deliver the results.

Keywords: Enterprise Systems, performance, technology

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Authors: P. V. S. Mascarenhas, B. C. P. Albuquerque, D. J. F. Campos, L. L. Almeida, V. R. Domingues, L. C. S. M. Ozelim

Abstract:

Retaining slope structures are increasingly considered in geotechnical engineering projects due to extensive urban cities growth. These kinds of engineering constructions may present instabilities over the time and may require reinforcement or even rebuilding of the structure. In this context, statistical analysis is an important tool for decision making regarding retaining structures. This study approaches the failure probability of the construction of a retaining wall over the debris of an old and collapsed one. The new solution’s extension length will be of approximately 350 m and will be located over the margins of the Lake Paranoá, Brasilia, in the capital of Brazil. The building process must also account for the utilization of the ruins as a caisson. A series of in situ and laboratory experiments defined local soil strength parameters. A Standard Penetration Test (SPT) defined the in situ soil stratigraphy. Also, the parameters obtained were verified using soil data from a collection of masters and doctoral works from the University of Brasília, which is similar to the local soil. Initial studies show that the concrete wall is the proper solution for this case, taking into account the technical, economic and deterministic analysis. On the other hand, in order to better analyze the statistical significance of the factor-of-safety factors obtained, a Monte Carlo analysis was performed for the concrete wall and two more initial solutions. A comparison between the statistical and risk results generated for the different solutions indicated that a Gabion solution would better fit the financial and technical feasibility of the project.

Keywords: Economical analysis, probability of failure, retaining walls, statistical analysis.

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Authors: Ahmed Bensenouci

Abstract:

This paper provides the design steps of a robust Linear Matrix Inequality (LMI) based iterative multivariable PID controller whose duty is to drive a sample power system that comprises a synchronous generator connected to a large network via a step-up transformer and a transmission line. The generator is equipped with two control-loops, namely, the speed/power (governor) and voltage (exciter). Both loops are lumped in one where the error in the terminal voltage and output active power represent the controller inputs and the generator-exciter voltage and governor-valve position represent its outputs. Multivariable PID is considered here because of its wide use in the industry, simple structure and easy implementation. It is also preferred in plants of higher order that cannot be reduced to lower ones. To improve its robustness to variation in the controlled variables, H∞-norm of the system transfer function is used. To show the effectiveness of the controller, divers tests, namely, step/tracking in the controlled variables, and variation in plant parameters, are applied. A comparative study between the proposed controller and a robust H∞ LMI-based output feedback is given by its robustness to disturbance rejection. From the simulation results, the iterative multivariable PID shows superiority.

Keywords: Linear matrix inequality, power system, robust iterative PID, robust output feedback control

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Authors: Hassan Azarkish, Said Farahat, S.Masoud H. Sarvari

Abstract:

In the present work, the performance of the particle swarm optimization and the genetic algorithm compared as a typical geometry design problem. The design maximizes the heat transfer rate from a given fin volume. The analysis presumes that a linear temperature distribution along the fin. The fin profile generated using the B-spline curves and controlled by the change of control point coordinates. An inverse method applied to find the appropriate fin geometry yield the linear temperature distribution along the fin corresponds to optimum design. The numbers of the populations, the count of iterations and time to convergence measure efficiency. Results show that the particle swarm optimization is most efficient for geometry optimization.

Keywords: Genetic Algorithm, Geometry Optimization, longitudinal Fin, Particle Swarm Optimization

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Authors: S. Raissi

Abstract:

Response surface methodology (RSM) is a very efficient tool to provide a good practical insight into developing new process and optimizing them. This methodology could help engineers to raise a mathematical model to represent the behavior of system as a convincing function of process parameters. Through this paper the sequential nature of the RSM surveyed for process engineers and its relationship to design of experiments (DOE), regression analysis and robust design reviewed. The proposed four-step procedure in two different phases could help system analyst to resolve the parameter design problem involving responses. In order to check accuracy of the designed model, residual analysis and prediction error sum of squares (PRESS) described. It is believed that the proposed procedure in this study can resolve a complex parameter design problem with one or more responses. It can be applied to those areas where there are large data sets and a number of responses are to be optimized simultaneously. In addition, the proposed procedure is relatively simple and can be implemented easily by using ready-made standard statistical packages.

Keywords: Response Surface Methodology (RSM), Design of Experiments (DOE), Process modeling, Process setting, Process optimization.

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Authors: Chokri Jebali, Noureddine Boulejfen, Ali Gharsallah, Fadhel M. Ghannouchi

Abstract:

In this paper, a system level behavioural model for RF power amplifier, which exhibits memory effects, and based on multibranch system is proposed. When higher order terms are included, the memory polynomial model (MPM) exhibits numerical instabilities. A set of memory orthogonal polynomial model (OMPM) is introduced to alleviate the numerical instability problem associated to MPM model. A data scaling and centring algorithm was applied to improve the power amplifier modeling accuracy. Simulation results prove that the numerical instability can be greatly reduced, as well as the model precision improved with nonlinear model.

Keywords: power amplifier, orthogonal model, polynomialmodel , memory effects.

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Authors: Yanshuang Zhang, Byungho Jeong

Abstract:

There exists some time lag between the consumption of inputs and the production of outputs. This time lag effect should be considered in calculating efficiency of decision making units (DMU). Recently, a couple of DEA models were developed for considering time lag effect in efficiency evaluation of research activities. However, these models can’t discriminate efficient DMUs because of the nature of basic DEA model in which efficiency scores are limited to ‘1’. This problem can be resolved a super-efficiency model. However, a super efficiency model sometimes causes infeasibility problem. This paper suggests an output oriented super-efficiency model for efficiency evaluation under the consideration of time lag effect. A case example using a long term research project is given to compare the suggested model with the MpO model.

Keywords: DEA, Super-efficiency, Time Lag.

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Authors: Il Dong Kim, Jin Rak Lee, Young Jun Ko, Young Taek Jin

Abstract:

An on-line condition monitoring method for transmission line is proposed using electrical circuit theory and IT technology in this paper. It is reasonable that the circuit parameters such as resistance (R), inductance (L), conductance (g) and capacitance (C) of a transmission line expose the electrical conditions and physical state of the line. Those parameters can be calculated from the linear equation composed of voltages and currents measured by synchro-phasor measurement technique at both end of the line. A set of linear voltage drop equations containing four terminal constants (A, B ,C ,D ) are mathematical models of the transmission line circuits. At least two sets of those linear equations are established from different operation condition of the line, they may mathematically yield those circuit parameters of the line. The conditions of line connectivity including state of connecting parts or contacting parts of the switching device may be monitored by resistance variations during operation. The insulation conditions of the line can be monitored by conductance (g) and capacitance(C) measurements. Together with other condition monitoring devices such as partial discharge, sensors and visual sensing device etc.,they may give useful information to monitor out any incipient symptoms of faults. The prototype of hardware system has been developed and tested through laboratory level simulated transmission lines. The test has shown enough evident to put the proposed method to practical uses.

Keywords: Transmission Line, Condition Monitoring, Circuit Parameters, Synchro- phasor Measurement.

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Authors: Xian Ming Gu, Ting Zhu Huang, Hou Biao Li

Abstract:

In this paper, getting an high-efficiency parallel algorithm to solve sparse block pentadiagonal linear systems suitable for vectors and parallel processors, stair matrices are used to construct some parallel polynomial approximate inverse preconditioners. These preconditioners are appropriate when the desired target is to maximize parallelism. Moreover, some theoretical results about these preconditioners are presented and how to construct preconditioners effectively for any nonsingular block pentadiagonal H-matrices is also described. In addition, the availability of these preconditioners is illustrated with some numerical experiments arising from two dimensional biharmonic equation.

Keywords: Parallel algorithm, Pentadiagonal matrix, Polynomial approximate inverse, Preconditioners, Stair matrix.

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Authors: Ömer Faruk Baykoç, Ümit Sami Sakalli

Abstract:

In this paper, we propose a fuzzy aggregate production planning (APP) model for blending problem in a brass factory which is the problem of computing optimal amounts of raw materials for the total production of several types of brass in a period. The model has deterministic and imprecise parameters which follows triangular possibility distributions. The brass casting APP model can not always be solved by using common approaches used in the literature. Therefore a mathematical model is presented for solving this problem. In the proposed model, the Lai and Hwang-s fuzzy ranking concept is relaxed by using one constraint instead of three constraints. An application of the brass casting APP model in a brass factory shows that the proposed model successfully solves the multi-blend problem in casting process and determines the optimal raw material purchasing policies.

Keywords: Aggregate production planning, Blending, brasscasting, possibilistic programming.

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Authors: Abdoullah Fath-Allah, Laila Cheikhi, Rafa E. Al-Qutaish, Ali Idri

Abstract:

The e-government emerging concept transforms the way in which the citizens are dealing with their governments. Thus, the citizens can execute the intended services online anytime and anywhere. This results in great benefits for both the governments (reduces the number of officers) and the citizens (more flexibility and time saving). Therefore, building a maturity model to assess the egovernment portals becomes desired to help in the improvement process of such portals. This paper aims at proposing an egovernment maturity model based on the measurement of the best practices’ presence. The main benefit of such maturity model is to provide a way to rank an e-government portal based on the used best practices, and also giving a set of recommendations to go to the higher stage in the maturity model.

Keywords: Best practices, e-government portal, maturity model, quality model.

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Authors: Joanna Sooknanan, Donna Comissiong

Abstract:

We propose a phenomenological model for the process of polymer desorption. In so doing, we omit the usual theoretical approach of incorporating a fictitious viscoelastic stress term into the flux equation. As a result, we obtain a model that captures the essence of the phenomenon of trapping skinning, while preserving the integrity of the experimentally verified Fickian law for diffusion. An appropriate asymptotic analysis is carried out, and a parameter is introduced to represent the speed of the desorption front. Numerical simulations are performed to illustrate the desorption dynamics of the model. Recommendations are made for future modifications of the model, and provisions are made for the inclusion of experimentally determined frontal speeds.

Keywords: Phenomenological Model, Polymer, Desorption, Trapping Skinning

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Authors: A. Ramdane, F.Naceri, S. Ramdane

Abstract:

in this work, we present a new strategy of direct adaptive control denoted: Extended minimal controller synthesis (EMCS). This algorithm is designed for an induction motor, which includes both electrical and mechanical dynamics under the assumptions of linear magnetic circuits. The main motivation of the EMCS control is to enhance the robustness of the MRAC algorithms, i.e. the rejection of bounded effects of rapidly varying external disturbances.

Keywords: Adaptive Control, Simple model reference adaptive control (SMRAC), Extended Minimal Controller synthesis (EMCS), Induction Motor (IM)

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Authors: Irfah Najihah Basir Malan, Norhana Salamudin, Noryati Ahmad

Abstract:

Corporate ownership structure is an important factor influencing firm performance. This study aims to answer the question whether pyramid structure has negative effect on firm value. This study is important because the ownership of public listed companies in Malaysia is highly concentrated. The concentrated ownership such as Malaysia, agency conflict is prevalent between controlling shareholders and minority shareholders. Accordingly, the dominant role of shareholders in firms allows the controlling shareholders (including managers) to expropriate the interest of the minority shareholders for their own private advantage. This research is conducted on pyramidal firms in Malaysia. Applying the Attig Model as the underlying statistical test, it is found that firm value is negatively related to pyramid ownership of Malaysian public listed firms due to the mismatch between cash flow rights and control rights. Future research needs to focus on identifying the heterogeneous factors that improve the generalizability of research.

Keywords: Pyramid structure, Cash flow right, Control right, Firm value, Attig model.

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Authors: Si Chen, Caroline Wiltshire, Bin Li

Abstract:

This study statistically models the surface f0 contour and the underlying pitch target of a well-studied third sandhi tone of Mandarin Chinese. Although the growth curve analysis on the surface f0 contours indicates non-neutralization of this sandhi tone (T3) and the base T2, their underlying pitch targets do show neutralization. These results in Mandarin are also consistent with the perception of native speakers, where they cannot distinguish the third T3 from the base T2, compensating contextual variation. It is possible to use the proposed statistical procedure of testing underlying pitch targets to verify tone sandhi processes in other tonal languages.

Keywords: Growth curve analysis, tone sandhi, underlying pitch targets.

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Authors: Autcha Araveeporn

Abstract:

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

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