Search results for: long memory.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1742

Search results for: long memory.

722 The Response Relation between Climate Change and NDVI over the Qinghai-Tibet plateau

Authors: Shen Weishou, Ji Di, Zhang Hui, Yan Shouguang, Li Haidong, Lin Naifeng

Abstract:

Based on a long-term vegetation index dataset of NDVI and meteorological data from 68 meteorological stations in the Qinghai-Tibet plateau and their relations with major climate factors were analyzed. The results show the following: 1) The linear trends of temperature in the Qinghai-Tibet plateau indicate that the temperature in the plateau generally increased, but it rose faster in the last 20 years. 2) The most significant NDVI increase occurred in the eastern and southern plateau. However, the western and northern plateau demonstrate a decreasing trend. 3) There is a significant positive linear correlation between NDVI and temperature and a negative correlation between NDVI and mean wind speed. However, no significant statistical relationship was found between NDVI and relative humidity, precipitation or sunshine duration.4) The changes in NDVI for the plateau are driven by temperature-precipitation, but for the desert and forest areas, the relation changes to precipitation-temperature-wind velocity and wind velocity-temperature-precipitation.

Keywords: Qinghai-Tibet plateau, NDVI, climate warming.

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721 An Empirical Model of Correlated Traffics in LTE-Advanced System through an Innovative Simulation Tool

Authors: Ghassan A. Abed, Mahamod Ismail, Samir I. Badrawi, Bayan M. Sabbar

Abstract:

Long Term Evolution Advanced (LTE-Advanced) LTE-Advanced is not new as a radio access technology, but it is an evolution of LTE to enhance the performance. This generation is the continuation of 3GPP-LTE (3GPP: 3rd Generation Partnership Project) and it is targeted for advanced development of the requirements of LTE in terms of throughput and coverage. The performance evaluation process of any network should be based on many models and simulations to investigate the network layers and functions and monitor the employment of the new technologies especially when this network includes large-bandwidth and low-latency links such as LTE and LTE-Advanced networks. Therefore, it’s necessary to enhance the proposed models of high-speed and high-congested link networks to make these links and traffics fulfill the needs of the huge data which transferred over the congested links. This article offered an innovative model of the most correlated links of LTE-Advanced system using the Network Simulator 2 (NS-2) with investigation of the link parameters.

Keywords: 3GPP, LTE, LTE-Advanced, NS-2.

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720 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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719 An Example of Post-Harvest Thermotherapy as a Non-Chemical Method of Pathogen Control on Apples of Topaz Cultivar in Storage

Authors: M. Grabowski, K. Macnar, J. Skrzyński

Abstract:

Huge losses in apple production are caused by pathogens that cannot be seen shortly after harvest. After-harvest thermotherapy treatments can considerably improve control of storage diseases on apples and become an alternative to chemical pesticides. In the years 2010-2012 carried out research in this area. Apples of 'Topaz' cultivar were harvested at optimal maturity time for long storage and subject to water bath treatment at 45, 50, 52, 55°C for 60, 120, 180 and 240 seconds. The control was untreated fruits. After 12 and 24 weeks and during so called simulated trade turnover the fruits were checked for their condition and the originators of diseases were determined by using the standard phytopathological methods. The most common originator of 'Topaz' apple infection during storage were the fungi of genus Gloeosporium. In this paper it was proven that for effective protection of 'Topaz' apples against diseases, thermotherapy by using water treatments at temperature range of 50-52°C is quite sufficient.

Keywords: apple storage diseases, prolonged fruit storage, 'Topaz' apples, thermotherapeutic treatments.

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718 Morphological Study of Trichomes in Indigofera wightii Grah. ex Wigh & Arn., Indigo Dye Species, Traditionally Used by “Thaisongdam” Thailand

Authors: Supanyika Sengsai, Aree Thongpukdee, Chalermchai Kanchanakachen

Abstract:

The study aimed to collect morphological data of secretory structures that contribute to taxonomy of Indigofera. Detail features of trichomes occurrence in vegetative and reproductive organs of Indigofera wightii Grah. ex Wigh & Arn., a species traditionally used as source of indigo to dye “Thaisongdam” clothing were investigated. Examination through light microscopy and scanning electrom microscopy were done. Non secretory, T-shaped trichomes appeared throughout surfaces of stems, leaves, flowers and fruits. Secretory or glandular trichomes occurred in two types; one has big cylindrical head and short peduncle, distributed on adaxial surface of sepals and around the pedicel, whereas another possesses smaller cylindrical head but long peduncle. The latter was found on apical surface of immature pods. No phenolic and lipophilic compounds were detected from these glands.

Keywords: Indigofera, Thailand, Thaisongdam, trichome.

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717 Reduction of Rotor-Bearing-Support Finite Element Model through Substructuring

Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata

Abstract:

Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds, and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the number and the location of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.

Keywords: Finite element model, rotordynamic system, model reduction, substructuring.

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716 SMEs Access to Finance in Croatia – Model Approach

Authors: Vinko Vidučić, Ljiljana Vidučić, Damir Boras

Abstract:

The goals of the research include the determination of the characteristics of SMEs finance in Croatia, as well as the determination of indirect growth rates of the information model of the entrepreneurs` perception of business environment. The research results show that cost of finance and access to finance are most important constraining factor in setting up and running the business of small entrepreneurs in Croatia. Furthermore, small entrepreneurs in Croatia are significantly dissatisfied with the administrative barriers although relatively to a lesser extent than was the case in the pre crisis time. High collateral requirement represents the main characteristic of bank lending concerning SMEs followed by long credit elaboration process. Formulated information model has defined the individual impact of indirect growth rates of the remaining variables on the model’s specific variable.

Keywords: Business environment, information model, indirect growth rates, SME finance.

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715 HIV Treatment Planning on a case-by-CASE Basis

Authors: Marios M. Hadjiandreou, Raul Conejeros, Ian Wilson

Abstract:

This study presents a mathematical modeling approach to the planning of HIV therapies on an individual basis. The model replicates clinical data from typical-progressors to AIDS for all stages of the disease with good agreement. Clinical data from rapid-progressors and long-term non-progressors is also matched by estimation of immune system parameters only. The ability of the model to reproduce these phenomena validates the formulation, a fact which is exploited in the investigation of effective therapies. The therapy investigation suggests that, unlike continuous therapy, structured treatment interruptions (STIs) are able to control the increase in both the drug-sensitive and drug-resistant virus population and, hence, prevent the ultimate progression from HIV to AIDS. The optimization results further suggest that even patients characterised by the same progression type can respond very differently to the same treatment and that the latter should be designed on a case-by-case basis. Such a methodology is presented here.

Keywords: AIDS, chemotherapy, mathematical modeling, optimal control, progression.

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714 Performance Analysis of Energy-Efficient Home Femto Base Stations

Authors: Yun Won Chung

Abstract:

The energy consumption of home femto base stations (BSs) can be reduced, by turning off the Wi-Fi radio interface when there is no mobile station (MS) under the coverage of the BSs or MSs do not transmit or receive data packet for long time, especially in late night. In the energy-efficient home femto BSs, if MSs have any data packet to transmit and the Wi-Fi radio interface in off state, MSs wake up the Wi-Fi radio interface of home femto BSs by using additional low power radio interface. In this paper, the performance of the energy-efficient home femto BSs from the aspect of energy consumption and cumulative average delay, and show the effect of various parameters on energy consumption and cumulative average delay. From the results, the tradeoff relationship between energy consumption and cumulative average delay is shown and thus, appropriate operation should be needed to balance the tradeoff.

Keywords: energy consumption, power saving, femto base station.

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713 Determinants of Profitability in Indian Pharmaceutical Firms in the New Intellectual Property Rights Regime

Authors: Shilpi Tyagi, D. K. Nauriyal

Abstract:

This study investigates the firm level determinants of profitability of Indian drug and pharmaceutical industry. The study uses inflation adjusted panel data for a period 2000-2013 and applies OLS regression model with Driscoll-Kraay standard errors. It has been found that export intensity, A&M intensity, firm’s market power and stronger patent regime dummy have exercised positive influence on profitability. The negative and statistically significant influence of R&D intensity and raw material import intensity points to the need for firms to adopt suitable investment strategies. The study suggests that firms are required to pay far more attention to optimize their operating expenditures, advertisement and marketing expenditures and improve their export orientation, as part of the long term strategy.

Keywords: Indian drug and pharmaceutical industry, trade related intellectual property rights, research and development, food and drug administration.

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712 Use Cuticular Hydrocarbons as Chemotaxonomic of The Pamphagidae Pamphagus elephas (Insecta, Orthoptera) of Algeria

Authors: M. Bounechada, F. Benia, M. Aiouaz, S. Bouharati, N. Djirar, H. Benamrani

Abstract:

The cuticular hydrocarbons of Pamphagus elephas (Orthoptera: Pamphagidae) has been analysed by gas chromatography and by combined gas chromatograph-mass spectrometry. The following hydrocarbon classes have been identified in insect cuticular hydrocarbons are: n-alkanes and methylalkanes comprising Monomethyl-, dimethyl-and trimethylalkanes. Sexual dimorphism is observed in long chain alkanes (C24-C36) present on male and female. The cuticulars hydrocarbons of P.elephas ranged from 24 to 36 carbons and incluted n-alkanes, Dimethylalkanes and Trimethylalkanes. nalkanes represented by (C24-C36,72,7% on male and 79,2% on female), internally branched Monomethylalkanes identified were (C25, C30-C32,C35-C37;11% on male and 9,4% on female), Dimethylalkanes detected are (C31-C32, C36; 2,2% on male and 2,06% on female) and Trimethylalkanes detected are (C32, C36; 3,1% on male and 4, 97 on female). Larvae male and female (stage 7) showed the same quality of n-alkanes observed in adults. However a difference quantity is noted.

Keywords: Cuticular hydrocarbons, Gas chromatography, Mass spectrometry, Pamphagus elephas, , Sexual dimorphism

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711 Evaluation of the MCFLIRT Correction Algorithm in Head Motion from Resting State fMRI Data

Authors: V. Sacca, A. Sarica, F. Novellino, S. Barone, T. Tallarico, E. Filippelli, A. Granata, P. Valentino, A. Quattrone

Abstract:

In the last few years, resting-state functional MRI (rs-fMRI) was widely used to investigate the architecture of brain networks by investigating the Blood Oxygenation Level Dependent response. This technique represented an interesting, robust and reliable approach to compare pathologic and healthy subjects in order to investigate neurodegenerative diseases evolution. On the other hand, the elaboration of rs-fMRI data resulted to be very prone to noise due to confounding factors especially the head motion. Head motion has long been known to be a source of artefacts in task-based functional MRI studies, but it has become a particularly challenging problem in recent studies using rs-fMRI. The aim of this work was to evaluate in MS patients a well-known motion correction algorithm from the FMRIB's Software Library - MCFLIRT - that could be applied to minimize the head motion distortions, allowing to correctly interpret rs-fMRI results.

Keywords: Head motion correction, MCFLIRT algorithm, multiple sclerosis, resting state fMRI.

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710 Investigation of the Relationship between Government Expenditure and Country’s Economic Development in the Context of Sustainable Development

Authors: Lina Sinevičienė

Abstract:

Arising problems of countries’ public finances, social and demographic changes motivate scientific and policy debates on public spending size, structure and efficiency in order to meet the changing needs of society and business. The concept of sustainable development poses new challenges for scientists and policy-makers in the field of public finance. This paper focuses on the investigation of the relationship between government expenditure and country’s economic development in the context of sustainable development. Empirical analysis focuses on the data of the European Union (except Croatia and Luxemburg) countries. The study covers 2003 – 2012 years, using annual cross-sectional data. Summarizing the research results, it can be stated that governments should pay more attention to the needs that ensure sustainable development in the long-run when formulating public expenditure policy, particularly in the field of environment protection.

Keywords: Economic development, economic growth, government expenditure, sustainable development.

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709 Gravitational Frequency Shifts for Photons and Particles

Authors: Jing-Gang Xie

Abstract:

The research, in this case, considers the integration of the Quantum Field Theory and the General Relativity Theory. As two successful models in explaining behaviors of particles, they are incompatible since they work at different masses and scales of energy, with the evidence that regards the description of black holes and universe formation. It is so considering previous efforts in merging the two theories, including the likes of the String Theory, Quantum Gravity models, and others. In a bid to prove an actionable experiment, the paper’s approach starts with the derivations of the existing theories at present. It goes on to test the derivations by applying the same initial assumptions, coupled with several deviations. The resulting equations get similar results to those of classical Newton model, quantum mechanics, and general relativity as long as conditions are normal. However, outcomes are different when conditions are extreme, specifically with no breakdowns even for less than Schwarzschild radius, or at Planck length cases. Even so, it proves the possibilities of integrating the two theories.

Keywords: General relativity theory, particles, photons, quantum gravity model, gravitational frequency shift.

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708 Design and Sensitivity Analysis of Photovoltaic/Thermal Solar Collector

Authors: H. M. Farghally, N. M. Ahmed, H. T. El-Madany, D. M. Atia, F. H. Fahmy

Abstract:

Energy is required in almost every aspect of human activities and development of any nation in the world. Increasing fossil fuel price, energy security and climate change have important bearings on sustainable development of any nation. The renewable energy technology is considered one of the drastic approaches which taken over the world to reduce the energy problem. The preservation of vegetables by freezing is one of the most important methods of retaining quality in agricultural products over long-term storage periods. Freezing factories show high demand of energy for both heat and electricity; the hybrid Photovoltaic/Thermal (PV/T) systems could be used in order to meet this requirement. This paper presents PV/T system design for freezing factory. Also, the complete mathematical modeling and MATLAB SIMULINK of PV/T collector is introduced. The sensitivity analysis for the manufacturing parameters of PV/T collector is carried out to study their effect on both thermal and electrical efficiency.

Keywords: Renewable energy, Hybrid PV/T system, Sensitivity analysis.

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707 Grocery Customer Behavior Analysis using RFID-based Shopping Paths Data

Authors: In-Chul Jung, Young S. Kwon

Abstract:

Knowing about the customer behavior in a grocery has been a long-standing issue in the retailing industry. The advent of RFID has made it easier to collect moving data for an individual shopper's behavior. Most of the previous studies used the traditional statistical clustering technique to find the major characteristics of customer behavior, especially shopping path. However, in using the clustering technique, due to various spatial constraints in the store, standard clustering methods are not feasible because moving data such as the shopping path should be adjusted in advance of the analysis, which is time-consuming and causes data distortion. To alleviate this problem, we propose a new approach to spatial pattern clustering based on the longest common subsequence. Experimental results using real data obtained from a grocery confirm the good performance of the proposed method in finding the hot spot, dead spot and major path patterns of customer movements.

Keywords: customer path, shopping behavior, exploratoryanalysis, LCS, RFID

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706 Biodiversity of Plants Rhizosphere and Rhizoplane Bacteria in the Presence of Petroleum Hydrocarbons

Authors: Togzhan D. Mukasheva, Anel A. Omirbekova, Raikhan S. Sydykbekova, Ramza Zh. Berzhanova, Lyudmila V. Ignatova

Abstract:

Following plants-barley (Hordeum sativum), alfalfa (Medicago sativa), grass mixture (red fescue-75%, long-term ryegrass - 20% Kentucky bluegrass - 10%), oilseed rape (Brassica napus biennis), resistant to growth in the contaminated soil with oil content of 15.8 g / kg 25.9 g / kg soil were used. Analysis of the population showed that the oil pollution reduces the number of bacteria in the rhizosphere and rhizoplane of plants and enhances the amount of spore-forming bacteria and saprotrophic micromycetes. It was shown that regardless of the plant, dominance of Pseudomonas and Bacillus genera bacteria was typical for the rhizosphere and rhizoplane of plants. The frequency of bacteria of these genera was more than 60%. Oil pollution changes the ratio of occurrence of various types of bacteria in the rhizosphere and rhizoplane of plants. Besides the Pseudomonas and Bacillus genera, in the presence of hydrocarbons in the root zone of plants dominant and most typical were the representatives of the Mycobacterium and Rhodococcus genera. Together the number was between 62% to 72%.

Keywords: Identification, micromycetes, pollution, root system.

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705 Margin-Based Feed-Forward Neural Network Classifiers

Authors: Han Xiao, Xiaoyan Zhu

Abstract:

Margin-Based Principle has been proposed for a long time, it has been proved that this principle could reduce the structural risk and improve the performance in both theoretical and practical aspects. Meanwhile, feed-forward neural network is a traditional classifier, which is very hot at present with a deeper architecture. However, the training algorithm of feed-forward neural network is developed and generated from Widrow-Hoff Principle that means to minimize the squared error. In this paper, we propose a new training algorithm for feed-forward neural networks based on Margin-Based Principle, which could effectively promote the accuracy and generalization ability of neural network classifiers with less labelled samples and flexible network. We have conducted experiments on four UCI open datasets and achieved good results as expected. In conclusion, our model could handle more sparse labelled and more high-dimension dataset in a high accuracy while modification from old ANN method to our method is easy and almost free of work.

Keywords: Max-Margin Principle, Feed-Forward Neural Network, Classifier.

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704 Fingerprint Image Encryption Using a 2D Chaotic Map and Elliptic Curve Cryptography

Authors: D. M. S. Bandara, Yunqi Lei, Ye Luo

Abstract:

Fingerprints are suitable as long-term markers of human identity since they provide detailed and unique individual features which are difficult to alter and durable over life time. In this paper, we propose an algorithm to encrypt and decrypt fingerprint images by using a specially designed Elliptic Curve Cryptography (ECC) procedure based on block ciphers. In addition, to increase the confusing effect of fingerprint encryption, we also utilize a chaotic-behaved method called Arnold Cat Map (ACM) for a 2D scrambling of pixel locations in our method. Experimental results are carried out with various types of efficiency and security analyses. As a result, we demonstrate that the proposed fingerprint encryption/decryption algorithm is advantageous in several different aspects including efficiency, security and flexibility. In particular, using this algorithm, we achieve a margin of about 0.1% in the test of Number of Pixel Changing Rate (NPCR) values comparing to the-state-of-the-art performances.

Keywords: Arnold cat map, biometric encryption, block cipher, elliptic curve cryptography, fingerprint encryption, Koblitz’s Encoding.

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703 An Attack on the Lucas Based El-Gamal Cryptosystem in the Elliptic Curve Group Over Finite Field Using Greater Common Divisor

Authors: Lee Feng Koo, Tze Jin Wong, Pang Hung Yiu, Nik Mohd Asri Nik Long

Abstract:

Greater common divisor (GCD) attack is an attack that relies on the polynomial structure of the cryptosystem. This attack required two plaintexts differ from a fixed number and encrypted under same modulus. This paper reports a security reaction of Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field under GCD attack. Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field was exposed mathematically to the GCD attack using GCD and Dickson polynomial. The result shows that the cryptanalyst is able to get the plaintext without decryption by using GCD attack. Thus, the study concluded that it is highly perilous when two plaintexts have a slight difference from a fixed number in the same Elliptic curve group over finite field.

Keywords: Decryption, encryption, elliptic curve, greater common divisor.

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702 Improvement on a CNC Gantry Machine Structure Design for Higher Machining Speed Capability

Authors: Ahmed A. D. Sarhan, S. R. Besharaty, Javad Akbaria, M. Hamdi

Abstract:

The capability of CNC gantry milling machines in manufacturing long components has caused the expanded use of such machines. On the other hand, the machines’ gantry rigidity can reduce under severe loads or vibration during operation. Indeed, the quality of machining is dependent on the machine’s dynamic behavior throughout the operating process. For this reason, these types of machines have always been used widely and are not efficient. Therefore, they can usually be employed for rough machining and may not produce adequate surface finishing. In this paper, a CNC gantry milling machine with the potential to produce good surface finish has been designed and analyzed. The lowest natural frequency of this machine is 202 Hz corresponding to 12000 rpm at all motion amplitudes with a full range of suitable frequency responses. Meanwhile, the maximum deformation under dead loads for the gantry machine is 0.565*m, indicating that this machine tool is capable of producing higher product quality.

Keywords: Finite element, frequency response, gantry design, gantry machine, static and dynamic analysis.

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701 Fenugreek in the Ecological Areas of Belarus and France

Authors: Elena Fauquet-Alekhine-Pavlovskaya, Irina M. Nesterova

Abstract:

On the territory of France fenugreek is spread since long on a line from the Gironde to the Italian border. In Belarus experimental cultivation has begun since 2004. Experiments with fenugreek variety Ovari 4 were conducted about time of sowing in order to study their growth, development, and evaluation of productivity in the North-east part of Belarus and Central part of France. Reaching full ripeness of seeds the plants of fenugreek in the Central part of France requires about 94-97 days. Average seeds yield of 2011-2012 is 1259 kg/ha. Plant height is about 36,8 cm. Plants were affected by aphid and in the high moist agro-climatic conditions by powdery mildew. In North-east part of Belarus plants need 86-93 days to full ripeness. Plants of fenugreek have steam about 59 cm. The average seeds yield of 2007-2009 was about 723 kg/ha. Plants were resistant to aphid and diseases.

Keywords: Fenugreek, time of sowing, variety, yield.

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700 Architecture for Smart Cities’ Sustainable Modular Houses

Authors: Khaled Elbehiery, Hussam Elbehiery

Abstract:

Smart cities are a framework of technologies along with sustainable infrastructure to provide their citizens an improved quality of life, safer environment, affordability, and more, which in turn helps with the society's economic growth. The proposed research will focus on the primary building block of the smart city; the infrastructure of the house itself. The traditional method of building houses has been, for a long time, nothing but a costly manufacturing process, and consequently, buying a house becomes not an option for everyone anymore. The smart cities' Modular Houses are not using traditional building construction materials; the design reduces the common lengthy construction times and associated high costs. The Modular Houses are technological homes, low-cost and customizable based on a family's requirements. In addition, the Modular Houses are environmentally friendly and healthy enough to assist with the pandemic situation.

Keywords: Smart cities, modular houses, single-unit property, multi-unit property, mobility features, chain-supply, livable environment, carbon footprint.

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699 Design and Implementation of a WiFi Based Home Automation System

Authors: Ahmed ElShafee, Karim Alaa Hamed

Abstract:

This paper presents a design and prototype implementation of new home automation system that uses WiFi technology as a network infrastructure connecting its parts. The proposed system consists of two main components; the first part is the server (web server), which presents system core that manages, controls, and monitors users- home. Users and system administrator can locally (LAN) or remotely (internet) manage and control system code. Second part is hardware interface module, which provides appropriate interface to sensors and actuator of home automation system. Unlike most of available home automation system in the market the proposed system is scalable that one server can manage many hardware interface modules as long as it exists on WiFi network coverage. System supports a wide range of home automation devices like power management components, and security components. The proposed system is better from the scalability and flexibility point of view than the commercially available home automation systems.

Keywords: Home automation, Wireless LAN, WiFi, MicroControllers

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698 An Empirical Analysis and Comparative Study of Liquidity Ratios and Asset-Liability Management of Banks Operating in India

Authors: Amit Kumar Meena, Joydip Dhar

Abstract:

This paper is focused on the analysis and comparison of liquidity ratios and asset liability management practices in top three banks from public, private and foreign sector in India. The analysis is based upon the liquidity ratios calculation and the determination of maturity gap profiles for the banks under study. The paper also compares these banks maturity gap profiles with their corresponding group’s maturity gap profiles. This paper identifies the interest rate sensitivity of the balance sheet items of these banks to determine the gap between rate sensitive assets and rate sensitive liabilities. The results of this study suggest that overall banks in India have very good short term liquidity position and all banks are financing their short term liabilities by their long term assets.

Keywords: ALM, Liquidity ratios, Rate sensitive Assets, Rate Sensitive Liabilities.

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697 Mining Sequential Patterns Using Hybrid Evolutionary Algorithm

Authors: Mourad Ykhlef, Hebah ElGibreen

Abstract:

Mining Sequential Patterns in large databases has become an important data mining task with broad applications. It is an important task in data mining field, which describes potential sequenced relationships among items in a database. There are many different algorithms introduced for this task. Conventional algorithms can find the exact optimal Sequential Pattern rule but it takes a long time, particularly when they are applied on large databases. Nowadays, some evolutionary algorithms, such as Particle Swarm Optimization and Genetic Algorithm, were proposed and have been applied to solve this problem. This paper will introduce a new kind of hybrid evolutionary algorithm that combines Genetic Algorithm (GA) with Particle Swarm Optimization (PSO) to mine Sequential Pattern, in order to improve the speed of evolutionary algorithms convergence. This algorithm is referred to as SP-GAPSO.

Keywords: Genetic Algorithm, Hybrid Evolutionary Algorithm, Particle Swarm Optimization algorithm, Sequential Pattern mining.

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696 The Contraction Point for Phan-Thien/Tanner Model of Tube-Tooling Wire-Coating Flow

Authors: V. Ngamaramvaranggul, S. Thenissara

Abstract:

The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on singlemode exponential Phan-Thien/Tanner constitutive equation in a twodimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semi-implicit Taylor-Galerkin pressurecorrection finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results. The simulation of extrusion process is studied widely in order to both increase products and improve quality, with broad application in wire coating. The annular tube-tooling extrusion was set up by a model that is termed as Navier-Stokes equation in addition to a rheological model of differential form based on single-mode exponential Phan- Thien/Tanner constitutive equation in a two-dimensional cylindrical coordinate system for predicting the contraction point of the polymer melt beyond the die. Numerical solutions are sought through semiimplicit Taylor-Galerkin pressure-correction finite element scheme. The investigation was focused on incompressible creeping flow with long relaxation time in terms of Weissenberg numbers up to 200. The isothermal case was considered with surface tension effect on free surface in extrudate flow and no slip at die wall. The Stream Line Upwind Petrov-Galerkin has been proposed to stabilize solution. The structure of mesh after die exit was adjusted following prediction of both top and bottom free surfaces so as to keep the location of contraction point around one unit length which is close to experimental results.

Keywords: wire coating, free surface, tube-tooling, extrudate swell, surface tension, finite element method.

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695 Highly Conductive Polycrystalline Metallic Ring in a Magnetic Field

Authors: Isao Tomita

Abstract:

Electrical conduction in a quasi-one-dimensional polycrystalline metallic ring with a long electron phase coherence length realized at low temperature is investigated. In this situation, the wave nature of electrons is important in the ring, where the electrical current I can be induced by a vector potential that arises from a static magnetic field applied perpendicularly to the ring’s area. It is shown that if the average grain size of the polycrystalline ring becomes large (or comparable to the Fermi wavelength), the electrical current I increases to ~I0, where I0 is a current in a disorder-free ring. The cause of this increasing effect is examined, and this takes place if the electron localization length in the polycrystalline potential increases with increasing grain size, which gives rise to coherent connection of tails of a localized electron wave function in the ring and thus provides highly coherent electrical conduction.

Keywords: Electrical Conduction, Electron Phase Coherence, Polycrystalline Metal, Magnetic Field.

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694 Numerical Analysis on the Performance of Heatsink with Microchannels

Authors: Jer-Huan Jang, Han-Chieh Chiu, Wei-Chung Yeih, Jia-Jui Yang, Chien-Sheng Huang

Abstract:

In this paper, numerical simulation is used to investigate the thermal performance of liquid cooling heatsink with microchannels due to geometric arrangement. Commercial software ICEPAK is utilized for the analysis. The considered parameters include aspect ratio, porosity and the length and height of microchannel. The aspect ratio varies from 3 to 16 and the length of microchannel is 10mm, 14mm, and 18mm. The height of microchannel is 2mm, 3mm and 4mm. It is found short channel have better thermal efficiency than long channel at 490Pa. No matter the length of channel the best aspect ratio is 4. It is also noted that pressure difference at 2940Pa the best aspect ratio from 4 to 8, it means pressure difference affect aspect ratio, effective thermal resistance at low pressure difference but lower effective thermal resistance at high pressure difference.

Keywords: thermal resistance, liquid cooling, microchannels, numerical analysis, pressure difference

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693 Biodegradable Surfactants for Advanced Drug Delivery Strategies

Authors: C. Hönnscheidt, R. Krull

Abstract:

Oxidative stress makes up common incidents in eukaryotic metabolism. The presence of diverse components disturbing the equilibrium during oxygen metabolism increases oxidative damage unspecifically in living cells. Body´s own ubiquinone (Q10) seems to be a promising drug in defending the heightened appearance of reactive oxygen species (ROS). Though, its lipophilic properties require a new strategy in drug formulation to overcome their low bioavailability. Consequently, the manufacture of heterogeneous nanodispersions is in focus for medical applications. The composition of conventional nanodispersions is made up of a drug-consisting core and a surfactive agent, also named as surfactant. Long-termed encapsulation of the surfactive components into tissues might be the consequence of the use during medical therapeutics. The potential of provoking side-effects is given by their nonbiodegradable properties. Further improvements during fabrication process use the incorporation of biodegradable components such as modified γ-polyglutamic acid which decreases the potential of prospective side-effects.

Keywords: Biopolymers, γ-Polyglutamic acid, Oxidative stress, Ubiquinone.

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