Search results for: situation recognition and learning based on situation templates and situation ontology's

Authors: Milan Rippel, Petr Teply

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This paper focuses on operational risk measurement techniques and on economic capital estimation methods. A data sample of operational losses provided by an anonymous Central European bank is analyzed using several approaches. Loss Distribution Approach and scenario analysis method are considered. Custom plausible loss events defined in a particular scenario are merged with the original data sample and their impact on capital estimates and on the financial institution is evaluated. Two main questions are assessed – What is the most appropriate statistical method to measure and model operational loss data distribution? and What is the impact of hypothetical plausible events on the financial institution? The g&h distribution was evaluated to be the most suitable one for operational risk modeling. The method based on the combination of historical loss events modeling and scenario analysis provides reasonable capital estimates and allows for the measurement of the impact of extreme events on banking operations.

Keywords: operational risk, scenario analysis, economic capital, loss distribution approach, extreme value theory, stress testing

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Authors: Yang-Wai Chow

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This research investigates the design of a low-cost 3D spatial interaction approach using the Wii Remote for immersive Head-Mounted Display (HMD) virtual reality. Current virtual reality applications that incorporate the Wii Remote are either desktop virtual reality applications or systems that use large screen displays. However, the requirements for an HMD virtual reality system differ from such systems. This is mainly because in HMD virtual reality, the display screen does not remain at a fixed location. The user views the virtual environment through display screens that are in front of the user-s eyes and when the user moves his/her head, these screens move as well. This means that the display has to be updated in realtime based on where the user is currently looking. Normal usage of the Wii Remote requires the controller to be pointed in a certain direction, typically towards the display. This is too restrictive for HMD virtual reality systems that ideally require the user to be able to turn around in the virtual environment. Previous work proposed a design to achieve this, however it suffered from a number of drawbacks. The aim of this study is to look into a suitable method of using the Wii Remote for 3D interaction in a space around the user for HMD virtual reality. This paper presents an overview of issues that had to be considered, the system design as well as experimental results.

Keywords: 3D interaction, head-mounted display, virtual reality, Wii remote

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Authors: Vinod Tejwani, Bhavik Suthar

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The paper presents and energy management strategy for a Fuel Cell, Ultracapacitor, Battery hybrid energy storage. The fuel cell hybrid power system is devised basically for emergency power requirements and transient load applications. The power density of an Ultracapacitor is extremely high and for a battery, it is subtle. For a fuel cell, the value of power density is medium. The energy density of these three stockpiling gadgets is contrarily about the power density, i.e. for the batteries it is most noteworthy and for the Ultracapacitor, it is least. Again the fuel cell has medium energy density. The proposed Energy Management System (EMS) is trying to rationalize these parameters viz. the energy density and power density. The working of the fuel cell, Ultracapacitor and batteries are controlled in a coordinated environment in a way to optimize the energy usage and at the same time to get benefits of power and energy density from their inherent characteristics. MATLAB/ Simulink® based test bench is created by using different DC-DC converters for all energy storage devices and an inverter is modeled to supply the time varying load. The results provided by the EMS are highly satisfactory that proves its adaptability.

Keywords: Energy Management System (EMS) Fuel Cell, Ultracapacitor, Battery, Hybrid Energy Storage.

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Authors: Muhammad Akmal Chaudhary

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The out-of-band impedance environment is considered to be of paramount importance in engineering the in-band impedance environment. Presenting the frequency independent and constant outof- band impedances across the wide modulation bandwidth is extremely important for reliable device characterization for future wireless systems. This paper presents an out-of-band impedance optimization scheme based on simultaneous engineering of significant baseband components IF1 (twice the modulation frequency) and IF2 (four times the modulation frequency) and higher baseband components such as IF3 (six times the modulation frequency) and IF4 (eight times the modulation frequency) to engineer the in-band impedance environment. The investigations were carried out on a 10W GaN HEMT device driven to deliver a peak envelope power of approximately 40.5dBm under modulated excitation. The presentation of frequency independent baseband impedances to all the significant baseband components whilst maintaining the optimum termination for fundamental tones as well as reactive termination for 2nd harmonic under class-J mode of operation has outlined separate optimum impedances for best intermodulation (IM) linearity.

Keywords: Active load-pull, baseband, device characterisation, waveform measurements.

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Authors: Charawee Butbumrung

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The purpose of this research was to study customer relationship management on social media affecting brand loyalty of Siam Commercial Bank in Bangkok. The statistics used in data analysis were frequency, mean, standard deviation, and Pearson’s correlation coefficient based on social science statistic program. The result of the study found that the majority of the respondents were female, 37–47 years old of age, bachelor degree of education and monthly income between 10,001 and 15,000 Baht. In addition, customer relationship management in the overall and by each aspect of formulating, maintaining, and extending the customer relationship had a high score. Furthermore, the result of hypothesis testing showed that the difference of the customer’s age, education, occupation, average monthly income had the difference in brand loyalty with the statistical significance level of 0.05 and customer relationship management had related with brand loyalty in the same direction with the low level of statistical significance 0.05.

Keywords: Brand loyalty, customer relationship, management, Siam Commercial Bank, social media.

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Authors: Partha Banerjee, Aritra Acharyya, Arindam Biswas, A. K. Bhattacharjee, Amit Banerjee, Hiroshi Inokawa

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The effect of magnetic field on the noise performance of the magnetic field tunable avalanche transit time (MAGTATT) device based on Si, designed to operate at W-band (75 – 110 GHz), has been studied in this paper. A comprehensive two-dimensional (2D) model has been developed. The simulation results show that due to the presence of applied external transverse magnetic field, both the noise spectral density and noise measure of the MAGTATT device increase significantly. The noise performance of the device has been found to be further deteriorated if the magnetic field strength is further increased. Hence, in order to achieve the magnetic field tuning of the radio frequency (RF) properties of impact avalanche transit time (IMPATT) source, the noise performance of it has to be sacrificed in fair extent. Moreover, it clearly indicates that an IMPATT source must be covered with appropriate magnetic shielding material to avoid undesirable shift in operating frequency and output power and objectionable amount of deterioration in noise performance due to the presence of external magnetic field.

Keywords: 2-D model, IMPATT, MAGTATT, mm-wave, noise performance.

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Authors: Janya Sainui

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As a rapid growth of digital videos and data communications, video summarization that provides a shorter version of the video for fast video browsing and retrieval is necessary. Key frame extraction is one of the mechanisms to generate video summary. In general, the extracted key frames should both represent the entire video content and contain minimum redundancy. However, most of the existing approaches heuristically select key frames; hence, the selected key frames may not be the most different frames and/or not cover the entire content of a video. In this paper, we propose a method of video summarization which provides the reasonable objective functions for selecting key frames. In particular, we apply a statistical dependency measure called quadratic mutual informaion as our objective functions for maximizing the coverage of the entire video content as well as minimizing the redundancy among selected key frames. The proposed key frame extraction algorithm finds key frames as an optimization problem. Through experiments, we demonstrate the success of the proposed video summarization approach that produces video summary with better coverage of the entire video content while less redundancy among key frames comparing to the state-of-the-art approaches.

Keywords: Video summarization, key frame extraction, dependency measure, quadratic mutual information, optimization.

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Authors: A.H.M.A.Rahim

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The impact of fixed speed squirrel cage type as well as variable speed doubly fed induction generators (DFIG) on dynamic performance of a multimachine power system has been investigated. Detailed models of the various components have been presented and the integration of asynchronous and synchronous generators has been carried out through a rotor angle based transform. Simulation studies carried out considering the conventional dynamic model of squirrel cage asynchronous generators show that integration, as such, could degrade to the AC system performance transiently. This article proposes a frequency or power controller which can effectively control the transients and restore normal operation of fixed speed induction generator quickly. Comparison of simulation results between classical cage and doubly-fed induction generators indicate that the doubly fed induction machine is more adaptable to multimachine AC system. Frequency controller installed in the DFIG system can also improve its transient profile.

Keywords: Doubly-fed generator, Induction generator, Multimachine system modeling, Wind energy systems

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Authors: Emad Amar, Tawfik Khattab, Fatma Zada

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Predicting earthquakes is an important issue in the study of geography. Accurate prediction of earthquakes can help people to take effective measures to minimize the loss of personal and economic damage, such as large casualties, destruction of buildings and broken of traffic, occurred within a few seconds. United States Geological Survey (USGS) science organization provides reliable scientific information about Earthquake Existed throughout history & the Preliminary database from the National Center Earthquake Information (NEIC) show some useful factors to predict an earthquake in a seismic area like Aleutian Arc in the U.S. state of Alaska. The main advantage of this prediction method that it does not require any assumption, it makes prediction according to the future evolution of the object's time series. The article compares between simulation data result from trained BP and RBF neural network versus actual output result from the system calculations. Therefore, this article focuses on analysis of data relating to real earthquakes. Evaluation results show better accuracy and higher speed by using radial basis functions (RBF) neural network.

Keywords: BP neural network, Prediction, RBF neural network.

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Authors: Dipen A. Mistry, Bhupelly Dheeraj, Ravit Gautam, Manmohan Singh Meena, Suresh Mikkili

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In recent years the large scale use of the power electronic equipment has led to an increase of harmonics in the power system. The harmonics results into a poor power quality and have great adverse economical impact on the utilities and customers. Current harmonics are one of the most common power quality problems and are usually resolved by using shunt active filter (SHAF). The main objective of this work is to develop PI and Fuzzy logic controllers (FLC) to analyze the performance of Shunt Active Filter for mitigating current harmonics under balanced and unbalanced sinusoidal source voltage conditions for normal load and increased load. When the supply voltages are ideal (balanced), both PI and FLC are converging to the same compensation characteristics. However, the supply voltages are non-ideal (unbalanced), FLC offers outstanding results. Simulation results validate the superiority of FLC with triangular membership function over the PI controller.

Keywords: DC link voltage, Fuzzy logic controller, Harmonics, PI controller, Shunt Active Filter.

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Authors: Sung-Chul Hwang, Di Ren, Sang-Moon Yoon, Jong-Chun Park, Abbas Khayyer, Hitoshi Gotoh

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This paper presents a fully Lagrangian coupled Fluid-Structure Interaction (FSI) solver for simulations of fluid-structure interactions, which is based on the Moving Particle Semi-implicit (MPS) method to solve the governing equations corresponding to incompressible flows as well as elastic structures. The developed solver is verified by reproducing the high velocity impact loads of deformable thin wedges with three different materials such as mild steel, aluminium and tin during water entry. The present simulation results for aluminium are compared with analytical solution derived from the hydrodynamic Wagner model and linear Wan’s theory. And also, the impact pressure and strain on the water entry wedge with three different materials, such as mild steel, aluminium and tin, are simulated and the effects of hydro-elasticity are discussed.

Keywords: Fluid-structure interaction (FSI), Moving Particle Semi-implicit (MPS) method, Elastic structure, Incompressible fluid Wedge slamming impact.

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Authors: Abdi T. Abdalla, Justinian Anatory

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This paper investigates the possibility of improving throughputs of some Media Access Controls protocols such as ALOHA, slotted ALOHA and Carrier Sense Multiple Access with Collision Avoidance with the aim of increasing the performance of Powerline access networks. In this investigation, the real Powerline network topology in Tanzania located in Dar es Salaam City, Kariakoo area was used as a case study. During this investigation, Wireshark Network Protocol Analyzer was used to analyze data traffic of similar existing network for projection purpose and then the data were simulated using MATLAB. This paper proposed and analyzed three improvement techniques based on collision domain, packet length and combination of the two. From the results, it was found that the throughput of Carrier Sense Multiple Access with Collision Avoidance protocol improved noticeably while ALOHA and slotted ALOHA showed insignificant changes especially when the hybrid techniques were employed.

Keywords: Access Network, ALOHA, Broadband Powerline Communication, Slotted ALOHA, CSMA/CA and MAC Protocols.

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Authors: N. Nacereddine, M. Zelmat, S. S. Belaïfa, M. Tridi

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Industrial radiography is a famous technique for the identification and evaluation of discontinuities, or defects, such as cracks, porosity and foreign inclusions found in welded joints. Although this technique has been well developed, improving both the inspection process and operating time, it does suffer from several drawbacks. The poor quality of radiographic images is due to the physical nature of radiography as well as small size of the defects and their poor orientation relatively to the size and thickness of the evaluated parts. Digital image processing techniques allow the interpretation of the image to be automated, avoiding the presence of human operators making the inspection system more reliable, reproducible and faster. This paper describes our attempt to develop and implement digital image processing algorithms for the purpose of automatic defect detection in radiographic images. Because of the complex nature of the considered images, and in order that the detected defect region represents the most accurately possible the real defect, the choice of global and local preprocessing and segmentation methods must be appropriated.

Keywords: Digital image processing, global and localapproaches, radiographic film, weld defect.

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Authors: S.Thong-Om, W. Payakcho, J. Grasaesom, A. Oonsivilai, B. Marungsri

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This paper presents the experimental results of silicone rubber outdoor polymer insulators in salt fog ageing test based on IEC 61109. Specimens made ofHTV silicone rubber with ATH content having three different configurations, straight shedsalternated sheds, and incline and alternate sheds, were tested continuously 1000 hrs.in artificial salt fog chamber. Contamination level, reduction of hydrophobicity and hardness measurement were used as physical damaged inspection techniques to evaluate degree of surface deterioration. In addition, chemical changing of tested specimen surface was evaluated by ATR-FTIRto confirm physical damaged inspection. After 1000 hrs.of salt fog test, differences in degree of surface deterioration were observed on all tested specimens. Physical damaged inspection and chemical analysis results confirmed the experimental results as well.

Keywords: Ageing deterioration, Silicone rubber, Polymer Insulator, Salt fog ageing test.

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Authors: I. Yalcin Enis, J. Vojtech, T. Gok Sadikoglu

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In this study, polycaprolactone (PCL) was dissolved in chloroform:ethanol solvent system at a concentration of 18 w/v %. 1, 2, 4, and 6 droplets of formic acid were added to the prepared 10ml PCL-chloroform:ethanol solutions separately. Fibrous webs were produced by electrospinning technique based on the horizontal working principle. Morphology of the webs was investigated by using scanning electron microscopy (SEM) whereas fiber diameters were measured by Image J Software System. The effect of formic acid addition to the mostly used chloroform solvent on fiber morphology was examined. Results indicate that there is a distinct fall in fiber diameter with the addition of formic acid drops. The average fiber diameter was measured as 2.22μm in PCL /chloroform:ethanol solution system. On the other hand, 328nm and 256 nm average fiber diameters were measured for the samples of 4 drops and 6 drops formic acid added. This study offers alternative solvent systems to produce nanoscaled, nontoxic PCL fibrous webs by electrospinning technique.

Keywords: Chloroform, electrospinning, formic acid polycaprolactone.

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Authors: M. Ramadan, B. Salah

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This paper introduces a framework to digitalize lean manufacturing tools to enhance smart lean-based manufacturing environments or Lean 4.0 manufacturing systems. The paper discusses the integration between lean tools and the powerful features of recent real-time data capturing systems with the help of Information and Communication Technologies (ICT) to develop an intelligent real-time monitoring and controlling system of production operations concerning lean targets. This integration is represented in the Lean 4.0 system called Dynamic Value Stream Mapping (DVSM). Moreover, the paper introduces the practice of Radio Frequency Identification (RFID) and ICT to smartly support lean tools and practices during daily production runs to keep the lean system alive and effective. This work introduces a practical description of how the lean method tools 5S, standardized work, and poka-yoke can be digitalized and smartly monitored and controlled through DVSM. A framework of the three tools has been discussed and put into practice in a German switchgear manufacturer.

Keywords: Lean manufacturing, Industry 4.0, radio frequency identification, value stream mapping.

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Authors: Mohsen Pirdashti, Arezou Ghadi, Mehrdad Mohammadi, Gholamreza Shojatalab

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Chemical industry project management involves complex decision making situations that require discerning abilities and methods to make sound decisions. Project managers are faced with decision environments and problems in projects that are complex. In this work, case study is Research and Development (R&D) project selection. R&D is an ongoing process for forward thinking technology-based chemical industries. R&D project selection is an important task for organizations with R&D project management. It is a multi-criteria problem which includes both tangible and intangible factors. The ability to make sound decisions is very important to success of R&D projects. Multiple-criteria decision making (MCDM) approaches are major parts of decision theory and analysis. This paper presents all of MCDM approaches for use in R&D project selection. It is hoped that this work will provide a ready reference on MCDM and this will encourage the application of the MCDM by chemical engineering management.

Keywords: Chemical Engineering, R&D Project, MCDM, Selection.

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Authors: R. Asokan, A. M. Natarajan

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Mobile adhoc network (MANET) is a collection of mobile devices which form a communication network with no preexisting wiring or infrastructure. Multiple routing protocols have been developed for MANETs. As MANETs gain popularity, their need to support real time applications is growing as well. Such applications have stringent quality of service (QoS) requirements such as throughput, end-to-end delay, and energy. Due to dynamic topology and bandwidth constraint supporting QoS is a challenging task. QoS aware routing is an important building block for QoS support. The primary goal of the QoS aware protocol is to determine the path from source to destination that satisfies the QoS requirements. This paper proposes a new energy and delay aware protocol called energy and delay aware TORA (EDTORA) based on extension of Temporally Ordered Routing Protocol (TORA).Energy and delay verifications of query packet have been done in each node. Simulation results show that the proposed protocol has a higher performance than TORA in terms of network lifetime, packet delivery ratio and end-to-end delay.

Keywords: EDTORA, Mobile Adhoc Networks, QoS, Routing, TORA

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Authors: Manuela Nayantara Jeyaraj

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'Digital Divide' is a concept that has existed in this paradigm ever since the discovery of the first-generation technologies. Before the turn of the century, it was basically used to describe the gap between those with telephone communication access and those without it. At present, it is plainly descriptive in itself to illustrate the cavity among those with Internet access and those without. Though the concept of digital divide has been merely lying in sight for as long as time itself, the friction it caused has not yet been fully realized to solve major crisis situations. Unlike well-developed countries, Sri Lanka is still in the verge of moving farther away from a developing country in the race towards reaching a developed state. Access to technological resources varies from region to region, even within the island itself, with one region having a considerable percentage of its community exposed to the Internet and its related technologies, and the other unaware of such. Thus, this paper intends to analyze the roots for the still-extant gap instigated based on the concept of ‘Digital Divide’ and explores the plausible potentials that could be brought about by narrowing this prevailing percentage among the population, specifically entrenching the advantages reaped towards an economic augmentation and culture or lifestyle revolution on the path towards development.

Keywords: Communication, digital divide, society, Sri Lanka.

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Authors: Jiradett K., Ornin S.

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With the advance in wireless networking, IEEE 802.16 WiMAX technology has been widely deployed for several applications such as “last mile" broadband service, cellular backhaul, and high-speed enterprise connectivity. As a result, military employed WiMAX as a high-speed wireless connection for data-link because of its point to multi-point and non-line-of-sight (NLOS) capability for many years. However, the risk of using WiMAX is a critical factor in some sensitive area of military applications especially in ammunition manufacturing such as solid propellant rocket production. The US DoD policy states that the following certification requirements are met for WiMAX: electromagnetic effects on the environment (E3) and Hazards of Electromagnetic Radiation to Ordnance (HERO). This paper discuses the Recommended Power Densities and Safe Separation Distance (SSD) for HERO on WiMAX systems deployed on solid propellant rocket production. The result of this research found that WiMAX is safe to operate at close proximity distances to the rocket production based on AF Guidance Memorandum immediately changing AFMAN 91-201.

Keywords: WiMAX, ammunition, explosive, munition, solidpropellant, safety, rocket, missile

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Authors: Abdulrahman K. Alshegaifi, Chun-Hsi Huang

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Treating data based on its location in memory has received much attention in recent years due to its different properties, which offer important aspects for cache utilization. Stack data and non-stack data may interfere with each other’s locality in the data cache. One of the important aspects of stack data is that it has high spatial and temporal locality. In this work, we simulate non-unified cache design that split data cache into stack and non-stack caches in order to maintain stack data and non-stack data separate in different caches. We observe that the overall hit rate of non-unified cache design is sensitive to the size of non-stack cache. Then, we investigate the appropriate size and associativity for stack cache to achieve high hit ratio especially when over 99% of accesses are directed to stack cache. The result shows that on average more than 99% of stack cache accuracy is achieved by using 2KB of capacity and 1-way associativity. Further, we analyze the improvement in hit rate when adding small, fixed, size of stack cache at level1 to unified cache architecture. The result shows that the overall hit rate of unified cache design with adding 1KB of stack cache is improved by approximately, on average, 3.9% for Rijndael benchmark. The stack cache is simulated by using SimpleScalar toolset.

Keywords: Hit rate, Locality of program, Stack cache, and Stack data.

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Authors: Yoke-Mui Lim, Yahaya Ahmad

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Conservation works in Malaysia that is procured by public organisation usually follow the traditional approach where the works are tendered based on Bills of Quantities (BQ). One of the purposes of tendering is to enable the selection of a competent contractor that offers a competitive price. While competency of the contractors are assessed by their technical knowledge, experience and track records, the assessment of pricing will be dependent on the tender amount. However, the issue currently faced by the conservation works sector is the difficulty in assessing the competitiveness and reasonableness of the tender amount due to the high variance between the tenders amount. Thus, this paper discusses the factors that cause difficulty to the tenderers in pricing competitively in a bidding exercise for conservation tenders. Data on tendering is collected from interviews with conservation works contractors to gain in-depth understanding of the barriers faced in pricing tenders of conservation works. Findings from the study lent support to the contention that the variance of tender amount is very high amongst tenderers. The factors identified in the survey are the format of BQ, hidden works, experience and labour and material costs.

Keywords: Building Conservation, Malaysia, Bill of Quantities, Tender.

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Authors: T. Venkata Rama Krishna, P. Siddaiah, B. Prabhakara Rao

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This paper presented a theoretical and numerical investigation of the Compact Antenna Test Range (CATR) equipped with Super Hybrid Modulated Segmented Exponential Serrations (SHMSES). The investigation was based on diffraction theory and, more specifically, the Fresnel diffraction formulation. The CATR provides uniform illumination within the Fresnel region to test antenna. Application of serrated edges has been shown to be a good method to control diffraction at the edges of the reflectors. However, in order to get some insight into the positive effect of serrated edges a less rigorous analysis technique known as Physical Optics (PO) may be used. Ripple free and enhanced quiet zone width are observed for specific values of width and height modulation factors per serrations. The performance of SHMSE serrated reflector is evaluated in order to observe the effects of edge diffraction on the test zone fields.

Keywords: Fresnel region, quiet zone, physical optics, ripples, serrations.

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Authors: Mohammad Ali Jabraeil Jamali, Ahmad khademzadeh

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In this paper we present high performance dynamically allocated multi-queue (DAMQ) buffer schemes for fault tolerance systems on chip applications that require an interconnection network. Two virtual channels shared the same buffer space. Fault tolerant mechanisms for interconnection networks are becoming a critical design issue for large massively parallel computers. It is also important to high performance SoCs as the system complexity keeps increasing rapidly. On the message switching layer, we make improvement to boost system performance when there are faults involved in the components communication. The proposed scheme is when a node or a physical channel is deemed as faulty, the previous hop node will terminate the buffer occupancy of messages destined to the failed link. The buffer usage decisions are made at switching layer without interactions with higher abstract layer, thus buffer space will be released to messages destined to other healthy nodes quickly. Therefore, the buffer space will be efficiently used in case fault occurs at some nodes.

Keywords: DAMQ, NoC, fault tolerant, odd-even routingalgorithm, buffer space.

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Authors: Frank C. Pan

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The Taiwan Health Literacy Scale (THLS) was developed to cope with the need of measuring heath literacy of Chinese-speaking adults in Taiwan. Although the scale was proven having good reliability and validity, it was not popularly adopted by the practitioners due to the length, and the time required completing. Based on the THLS, this research further invited healthcare professionals to review the original scale for a possible shorten work. Under the logic of THLS, the research adopted an analytic hierarchy process technique to consolidate the healthcare experts- assessments to shorten the original scale. There are fifteen items out of the original 66 items were identified having higher loadings. Confirmed by the experts and passed a pilot test with 40 undergraduate students, a short form of THLS is then introduced. This research then used 839 samples from the major cities of the Hua-lien county in the eastern part of Taiwan to test the reliability and validity of this new scale. The reliability of the scale is high and acceptable. The current scale is also highly correlated with the original, of which provide evidence for the validity of the scale.

Keywords: Health literacy, THLS, health education, STHLS.

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Authors: Josip Visković, Josip Arnerić, Ante Rozga

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Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.

Keywords: Central and east European countries, financial crisis, Markov switching GARCH model, transition probabilities.

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Authors: Mohamed Hafez, Georg Hausner

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The full length mitochondrial small subunit ribosomal (mt-rns) gene has been characterized for Ophiostoma novo-ulmi subspecies americana. The gene was also characterized for Ophiostoma ulmi and a group II intron was noted in the mt-rns gene of O. ulmi. The insertion in the mt-rns gene is at position S952 and it is a group IIB1 intron that encodes a double motif LAGLIDADG homing endonuclease from an open reading frame located within a loop of domain III. Secondary structure models for the mt-rns RNA of O. novo-ulmi subsp. americana and O. ulmi were generated to place the intron within the context of the ribosomal RNA. The in vivo splicing of the O.ul-mS952 group II intron was confirmed with reverse transcription-PCR. A survey of 182 strains of Dutch Elm Diseases causing agents showed that the mS952 intron was absent in what is considered to be the more aggressive species O. novo-ulmi but present in strains of the less aggressive O. ulmi. This observation suggests that the O.ul-mS952 intron can be used as a PCR-based molecular marker to discriminate between O. ulmi and O. novo-ulmi subsp. americana.

Keywords: Dutch Elm Disease, group II introns, mtDNA, species identification

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Authors: Shan Gao, Zaiming Liu

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This paper treats a discrete-time batch arrival queue with single working vacation. The main purpose of this paper is to present a performance analysis of this system by using the supplementary variable technique. For this purpose, we first analyze the Markov chain underlying the queueing system and obtain its ergodicity condition. Next, we present the stationary distributions of the system length as well as some performance measures at random epochs by using the supplementary variable method. Thirdly, still based on the supplementary variable method we give the probability generating function (PGF) of the number of customers at the beginning of a busy period and give a stochastic decomposition formulae for the PGF of the stationary system length at the departure epochs. Additionally, we investigate the relation between our discretetime system and its continuous counterpart. Finally, some numerical examples show the influence of the parameters on some crucial performance characteristics of the system.

Keywords: Discrete-time queue, batch arrival, working vacation, supplementary variable technique, stochastic decomposition.

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Authors: Faisal Bin Alam

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Most of the manufacturing entities cause negative footprint to nature that demand due attention. Textile industries have one of the longest supply chains and bear the liability of significant environmental impact to our planet. Issues of environmental safety, scarcity of energy and resources, and demand for eco-friendly products have driven research to search for safe and suitable alternatives in apparel processing. Consumer awareness, increased pressure from fashion brands and actions from local legislative authorities have somewhat been able to improve the practices. Objective of this paper is to reveal the best selection of raw materials and methods of production, taking environmental sustainability into account. Methodology used in this study is exploratory in nature based on personal experience, field visits in the factories of Bangladesh and secondary sources. Findings are limited to exploring better alternatives to conventional operations of a Readymade Garment manufacturing, from fibre selection to final product delivery, therefore showing some ways of achieving greener environment in the supply chain of a clothing industry.

Keywords: Textile and apparel, environment, sustainability, supply chain, production, clothing.

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Authors: B. Kędra, R. Małkowski

Abstract:

This paper presents information on Power System Component Simulator – a device designed for LINTE^2 laboratory owned by Gdansk University of Technology in Poland. In this paper, we first provide an introductory information on the Power System Component Simulator and its capabilities. Then, the concept of the unit is presented. Requirements for the unit are described as well as proposed and introduced functions are listed. Implementation details are given. Hardware structure is presented and described. Information about used communication interface, data maintenance and storage solution, as well as used Simulink real-time features are presented. List and description of all measurements is provided. Potential of laboratory setup modifications is evaluated. Lastly, the results of experiments performed using Power System Component Simulator are presented. This includes simulation of under frequency load shedding, frequency and voltage dependent characteristics of groups of load units, time characteristics of group of different load units in a chosen area.

Keywords: Power converter, Simulink real-time, MATLAB, load, tap controller.

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