Search results for: total least squares estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3199

Search results for: total least squares estimation

1969 An Investigation into the Role of Market Beta in Asset Pricing: Evidence from the Romanian Stock Market

Authors: Ioan Popa, Radu Lupu, Cristiana Tudor

Abstract:

In this paper, we apply the FM methodology to the cross-section of Romanian-listed common stocks and investigate the explanatory power of market beta on the cross-section of commons stock returns from Bucharest Stock Exchange. Various assumptions are empirically tested, such us linearity, market efficiency, the “no systematic effect of non-beta risk" hypothesis or the positive expected risk-return trade-off hypothesis. We find that the Romanian stock market shows the same properties as the other emerging markets in terms of efficiency and significance of the linear riskreturn models. Our analysis included weekly returns from January 2002 until May 2010 and the portfolio formation, estimation and testing was performed in a rolling manner using 51 observations (one year) for each stage of the analysis.

Keywords: Bucharest Stock Exchange, Fama-Macbeth methodology, systematic risk, non-linear risk-return dependence.

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1968 The Effectiveness of Banks’ Web Sites: A Study of Turkish Banking Sector

Authors: Raif Parlakkaya, Huseyin Cetin, Duygu Irdiren

Abstract:

By the development of World Wide Web, the usage rate of Internet has rapidly grown globally; and provided a basis for the emergence of electronic business. As well as other sectors, the banking sector has adopted the use of internet with the developments in information and communication technologies. Due to the public disclosure and transparency principle of Corporate Governance, the importance of information disclosure of banks on their web sites has increased significantly. For the purpose of this study, a Bank Disclosure Attribute Index (BDAI) in Turkey has been constructed through classifying the information disclosure on banks’ web sites into general, financial, investors and corporate governance attributes. All 47 banks in Turkish Banking System have been evaluated according to the index with the aim of providing a comparison between banks. By Chi Square Test, Pearson Correlation, T-Test, and ANOVA statistical tools, it has been concluded that the majority of banks in Turkey have shared information on their web sites adequately with respect to their total index score. Although there is a positive correlation between various types of information on banks’ web sites, there is no uniformity among them. Also, no significant difference between various types of information disclosure and bank types has been observed. Compared with the total index score averages of the five largest banks in Turkey, there are some banks that need to improve the content of their web sites.

Keywords: Banking sector, public disclosure, Turkey, web site evaluation.

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1967 Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models

Authors: Panudet Saengseedam, Nanthachai Kantanantha

Abstract:

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Keywords: Bayesian method, Linear mixed model, Multivariate conditional autoregressive model, Spatial time series.

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1966 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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1965 Fluctuations of Transfer Factor of the Mixer Based on Schottky Diode

Authors: Alexey V. Klyuev, Arkady V. Yakimov, Mikhail I. Ryzhkin, Andrey V. Klyuev

Abstract:

Fluctuations of Schottky diode parameters in a structure of the mixer are investigated. These fluctuations are manifested in two ways. At the first, they lead to fluctuations in the transfer factor that is lead to the amplitude fluctuations in the signal of intermediate frequency. On the basis of the measurement data of 1/f noise of the diode at forward current, the estimation of a spectrum of relative fluctuations in transfer factor of the mixer is executed. Current dependence of the spectrum of relative fluctuations in transfer factor of the mixer and dependence of the spectrum of relative fluctuations in transfer factor of the mixer on the amplitude of the heterodyne signal are investigated. At the second, fluctuations in parameters of the diode lead to occurrence of 1/f noise in the output signal of the mixer. This noise limits the sensitivity of the mixer to the value of received signal.

Keywords: Current-voltage characteristic, fluctuations, mixer, Schottky diode, 1/f noise.

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1964 Transient Analysis & Performance Estimation of Gate Inside Junctionless Transistor (GI-JLT)

Authors: Sangeeta Singh, Pankaj Kumar, P. N. Kondekar

Abstract:

In this paper, the transient device performance analysis of n-type Gate Inside JunctionLess Transistor (GI-JLT) has been evaluated. 3-D Bohm Quantum Potential (BQP) transport device simulation has been used to evaluate the delay and power dissipation performance. GI-JLT has a number of desirable device parameters such as reduced propagation delay, dynamic power dissipation, power and delay product, intrinsic gate delay and energy delay product as compared to Gate-all-around transistors GAA-JLT. In addition to this, various other device performance parameters namely, on/off current ratio, short channel effects (SCE), transconductance Generation Factor (TGF) and unity gain cut-off frequency (fT ) and subthreshold slope (SS) of the GI-JLT and GAA-JLT have been analyzed and compared. GI-JLT shows better device performance characteristics than GAA-JLT for low power and high frequency applications, because of its larger gate electrostatic control on the device operation.

Keywords: Gate-inside junctionless transistor GI-JLT, Gate-all-around junctionless transistor GAA-JLT, propagation delay, power delay product.

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1963 Estimation of Seismic Deformation Demands of Tall Buildings with Symmetric Setbacks

Authors: A. Alirezaei, S. Vahdani

Abstract:

This study estimates the seismic demands of tall buildings with central symmetric setbacks by using nonlinear time history analysis. Three setback structures, all 60-story high with setback in three levels, are used for evaluation. The effects of irregularities occurred by setback are evaluated by determination of global-drift, story-displacement and story drift. Story-displacement is modified by roof displacement and first story displacement and story drift is modified by global drift. All results are calculated at the center of mass and in x and y direction. Also the absolute values of these quantities are determined. The results show that increasing of vertical irregularities increases the global drift of the structure and enlarges the deformations in the height of the structure. It is also observed that the effects of geometry irregularity in the seismic deformations of setback structures are higher than those of mass irregularity.

Keywords: Deformation demand, drift, setback, tall building.

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1962 A Decision Tree Approach to Estimate Permanent Residents Using Remote Sensing Data in Lebanese Municipalities

Authors: K. Allaw, J. Adjizian Gerard, M. Chehayeb, A. Raad, W. Fahs, A. Badran, A. Fakherdin, H. Madi, N. Badaro Saliba

Abstract:

Population estimation using Geographic Information System (GIS) and remote sensing faces many obstacles such as the determination of permanent residents. A permanent resident is an individual who stays and works during all four seasons in his village. So, all those who move towards other cities or villages are excluded from this category. The aim of this study is to identify the factors affecting the percentage of permanent residents in a village and to determine the attributed weight to each factor. To do so, six factors have been chosen (slope, precipitation, temperature, number of services, time to Central Business District (CBD) and the proximity to conflict zones) and each one of those factors has been evaluated using one of the following data: the contour lines map of 50 m, the precipitation map, four temperature maps and data collected through surveys. The weighting procedure has been done using decision tree method. As a result of this procedure, temperature (50.8%) and percentage of precipitation (46.5%) are the most influencing factors.

Keywords: Remote sensing and GIS, permanent residence, decision tree, Lebanon.

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1961 The Competitive Newsvendor Game with Overestimated Demand

Authors: Chengli Liu, C. K. M. Lee

Abstract:

The tradition competitive newsvendor game assumes decision makers are rational. However, there are behavioral biases when people make decisions, such as loss aversion, mental accounting and overconfidence. Overestimation of a subject’s own performance is one type of overconfidence. The objective of this research is to analyze the impact of the overestimated demand in the newsvendor competitive game with two players. This study builds a competitive newsvendor game model where newsvendors have private information of their demands, which is overestimated. At the same time, demands of each newsvendor forecasted by a third party institution are available. This research shows that the overestimation leads to demand steal effect, which reduces the competitor’s order quantity. However, the overall supply of the product increases due to overestimation. This study illustrates the boundary condition for the overestimated newsvendor to have the equilibrium order drop due to the demand steal effect from the other newsvendor. A newsvendor who has higher critical fractile will see its equilibrium order decrease with the drop of estimation level from the other newsvendor.

Keywords: Bias, competitive newsvendor, Nash equilibrium, overestimation.

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1960 Generation of Highly Ordered Porous Antimony-Doped Tin Oxide Film by A Simple Coating Method with Colloidal Template

Authors: Asep Bayu Dani Nandiyanto, Asep Suhendi, Yutaka Kisakibaru, Takashi Ogi, Kikuo Okuyama

Abstract:

An ordered porous antimony-doped tin oxide (ATO) film was successfully prepared using a simple coating process with colloidal templates. The facile production was effective when a combination of 16-nm ATO (as a model of an inorganic nanoparticle) and polystyrene (PS) spheres (as a model of the template) weresimply coated to produce a composite ATO/PS film. Heat treatment was then used to remove the PS and produce the porous film. The porous film with a spherical pore shape and a highly ordered porous structure could be obtained. A potential way for the control of pore size could be also achieved by changing initial template size. The theoretical explanation and mechanism of porous formation were also added, which would be important for the scaling-up prediction and estimation.

Keywords: Porous structure film; ATO particle; Ultra-low refractive index; vertical drop method; Low-density material;

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1959 Evaluation of Forage Yield and Competition Indices for Intercropped Barley and Legumes

Authors: Abdollah Javanmard, Fariborz Shekari, Hasan Dehghanian

Abstract:

Barley (Hordeum vulgare L.), vetch (Vicia villosa), and grass pea (Lathyrus sativus L.) monocultures as well as mixtures of barley with each of the above legumes, in three seeding ratios (i.e., barley: legume 75:25, 50:50 and 25:75, based on seed numbers) were used to investigated forage yield and competition indices. The results showed that intercropping reduced the dry matter yield of the three component plants, compared with their respective monocrops. The greatest value of total dry matter yield was obtained from barley25- grasspea75 (5.44 t ha-1) mixture, followed by grass pea sole crop (4.99 t ha-1). The total actual yield loss (AYL) values were positive and greater than 0 in all mixtures, indicating an advantage from intercropping over sole crops. Intercropped barley had a higher relative crowding coefficient (K=1.64) than intercropped legumes (K=1.20), indicating that barley was more competitive than legumes in mixtures. Furthermore, grass pea was more competitive than vetch in mixtures with barley. The highest land equivalent ratio (LER), system productivity index (SPI) and monetary advantage index (MAI) were obtained when barley was mixed at a rate of 25% with 75% seed rate of grass pea. It is concluded that intercropping of barley with grass pea has a good potential to improve the performance of forage with high land-use efficiency.

Keywords: Forage, grass pea, intercropping, land equivalent ratio (LER), monetary advantage.

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1958 Determining the Best Fitting Distributions for Minimum Flows of Streams in Gediz Basin

Authors: Naci Büyükkaracığan

Abstract:

Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.

Keywords: Gediz Basin, goodness-of-fit tests, Minimum flows, probability distribution.

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1957 Optimal Placement of Capacitors for Achieve the Best Total Generation Cost by Genetic Algorithm

Authors: Mohammad Reza Tabatabaei, Mohammad Bagher Haddadi, Mojtaba Saeedimoghadam, Ali Vaseghi Ardekani

Abstract:

Economic Dispatch (ED) is one of the most challenging problems of power system since it is difficult to determine the optimum generation scheduling to meet the particular load demand with the minimum fuel costs while all constraints are satisfied. The objective of the Economic Dispatch Problems (EDPs) of electric power generation is to schedule the committed generating units outputs so as to meet the required load demand at minimum operating cost while satisfying all units and system equality and inequality constraints. In this paper, an efficient and practical steady-state genetic algorithm (SSGAs) has been proposed for solving the economic dispatch problem. The objective is to minimize the total generation fuel cost and keep the power flows within the security limits. To achieve that, the present work is developed to determine the optimal location and size of capacitors in transmission power system where, the Participation Factor Algorithm and the Steady State Genetic Algorithm are proposed to select the best locations for the capacitors and determine the optimal size for them.

Keywords: Economic Dispatch, Lagrange, Capacitors Placement, Losses Reduction, Genetic Algorithm.

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1956 Analysis of a TBM Tunneling Effect on Surface Subsidence: A Case Study from Tehran, Iran

Authors: A. R. Salimi, M. Esmaeili, B. Salehi

Abstract:

The development and extension of large cities induced a need for shallow tunnel in soft ground of building areas. Estimation of ground settlement caused by the tunnel excavation is important engineering point. In this paper, prediction of surface subsidence caused by tunneling in one section of seventh line of Tehran subway is considered. On the basis of studied geotechnical conditions of the region, tunnel with the length of 26.9km has been excavated applying a mechanized method using an EPB-TBM with a diameter of 9.14m. In this regard, settlement is estimated utilizing both analytical and numerical finite element method. The numerical method shows that the value of settlement in this section is 5cm. Besides, the analytical consequences (Bobet and Loganathan-Polous) are 5.29 and 12.36cm, respectively. According to results of this study, due tosaturation of this section, there are good agreement between Bobet and numerical methods. Therefore, tunneling processes in this section needs a special consolidation measurement and support system before the passage of tunnel boring machine.

Keywords: TBM, Subsidence, Numerical Method, Analytical Method.

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1955 Assessment of Physicochemical Characteristics and Heavy Metals Concentration in Freshwater from Jega River, Kebbi State, Nigeria

Authors: D. Y. Bawa, M. I. Ribah, I. S. Jega, V. O. Oyedepo

Abstract:

This study was conducted to determine the physicochemical characteristics and heavy metal concentration (Cadmium (Cd), Copper (Cu), Iron (Fe), Lead (Pb) and Zinc (Zn)) in freshwater from Jega river. 30 water samples were collected in two 1-liter sterile plastic containers from three designated sampling points, namely; Station A (before the bridge; upstream), Station B (at the bridge where human activities such as washing of cars, motorbike, clothes, bathing and other household materials are concentrated), Station C (after the bridge; downstream) fortnightly, between March and July 2014. Results indicated that the highest pH mean value of 7.08 ± 1.12 was observed in station C, the highest conductivity with the mean 58.75 ± 7.87 µs/cm was observed at station A, the highest mean value of the water total hardness was observed at station A (54 ± 16.11 mg/L), the highest mean value of nitrate deposit was observed in station A (1.66 ± 1.33 mg/L), the highest mean value of alkalinity was observed at station B (51.33 ± 6.66 mg/L) and the highest mean (39.56 ± 3.24 mg/L) of total dissolved solids was observed at station A. The highest concentration mean value of Fe was observed in station C (65.33 ± 4.50 mg/L), the highest concentrations of Cd was observed in station C (0.99 ± 0.36 mg/L), the mean value of 2.13 ± 1.99 mg/L was the highest concentration of Zn observed in station B, the concentration of Pb was not detected (ND) and the highest concentration of Cu with the mean value of 0.43 ± 0.16 mg/L was observed in station B, while the lowest concentration was observed at station C (0.27 ± 0.26 mg/L). Statistical analysis shows no significant difference (P > 0.05) among the sampling stations for both the physicochemical characteristics and heavy metal concentrations. The results were found to be within the internationally acceptable standard limits.

Keywords: Assessment, freshwater, heavy metal concentration, physicochemical.

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1954 Development of Total Maximum Daily Load Using Water Quality Modelling as an Approach for Watershed Management in Malaysia

Authors: S. A. Che Osmi, W. M. F. Wan Ishak, H. Kim, M. A. Azman, M. A. Ramli

Abstract:

River is one of important water sources for many activities including industrial and domestic usage such as daily usage, transportation, power supply and recreational activities. However, increasing activities in a river has grown the sources of pollutant enters the water bodies, and degraded the water quality of the river. It becomes a challenge to develop an effective river management to ensure the water sources of the river are well managed and regulated. In Malaysia, several approaches for river management have been implemented such as Integrated River Basin Management (IRBM) program for coordinating the management of resources in a natural environment based on river basin to ensure their sustainability lead by Department of Drainage and Irrigation (DID), Malaysia. Nowadays, Total Maximum Daily Load (TMDL) is one of the best approaches for river management in Malaysia. TMDL implementation is regulated and implemented in the United States. A study on the development of TMDL in Malacca River has been carried out by doing water quality monitoring, the development of water quality model by using Environmental Fluid Dynamic Codes (EFDC), and TMDL implementation plan. The implementation of TMDL will help the stakeholders and regulators to control and improve the water quality of the river. It is one of the good approaches for river management in Malaysia.

Keywords: EFDC, river management, TMDL, water quality modelling.

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1953 Needs Analysis Survey of Hearing Impaired Students’ Teachers in Elementary Schools for Designing Curriculum Plans and Improving Human Resources

Authors: F. Rashno Seydari, M. Nikafrooz

Abstract:

This paper intends to study needs analysis of hearing-impaired students’ teachers in elementary schools all over Iran. The subjects of this study were 275 teachers who were teaching hearing-impaired students in elementary schools. The participants were selected by a quota sampling method. To collect the data, questionnaires of training needs consisting of 41 knowledge items and 31 performance items were used. The collected data were analyzed by using SPSS software in the form of descriptive analyses (frequency and mean) and inferential analyses (one sample t-test, paired t-test, independent t-test, and Pearson correlation coefficient). The findings of the study indicated that teachers generally have considerable needs in knowledge and performance domains. In 32 items out of the total 41 knowledge domain items and in the 27 items out of the total 31 performance domain items, the teachers had considerable needs. From the quantitative point of view, the needs of the performance domain were more than those of the knowledge domain, so they have to be considered as the first priority in training these teachers. There was no difference between the level of the needs of male and female teachers. There was a significant difference between the knowledge and performance domain needs and the teachers’ teaching experience, 0.354 and 0.322 respectively. The teachers who had been trained in working with hearing-impaired students expressed more training needs (both knowledge and performance).

Keywords: Needs analysis, hearing impaired students, hearing impaired students’ teachers, knowledge domain, performance domain.

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1952 Multiple Moving Talker Tracking by Integration of Two Successive Algorithms

Authors: Kenji Suyama, Masahiro Oshida, Noboru Owada

Abstract:

In this paper, an estimation accuracy of multiple moving talker tracking using a microphone array is improved. The tracking can be achieved by the adaptive method in which two algorithms are integrated, namely, the PAST (Projection Approximation Subspace Tracking) algorithm and the IPLS (Interior Point Least Square) algorithm. When either talker begins to speak again after a silent period, an appropriate feasible region for an evaluation function of the IPLS algorithm might not be set. Then, the tracking fails due to the incorrect updating. Therefore, if an increment of the number of active talkers is detected, the feasible region must be reset. Then, a low cost realization is required for the high speed tracking and a high accuracy realization is desired for the precise tracking. In this paper, the directions roughly estimated using the delayed-sum-array method are used for the resetting. Several results of experiments performed in an actual room environment show the effectiveness of the proposed method.

Keywords: moving talkers tracking, microphone array, signal subspace

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1951 Biological Characterization of the New Invasive Brine Shrimp Artemia franciscana in Tunisia: Sabkhet Halk El-Menzel

Authors: Hachem Ben Naceur, Amel Ben Rejeb Jenhani, Mohamed Salah Romdhane

Abstract:

Endemic Artemia franciscana populations can be found throughout the American continent and also as an introduced specie in several country all over the world, such as in the Mediterranean region where Artemia franciscana was identified as an invasive specie replacing native Artemia parthenogenetica and Artemia salina. In the present study, the characterization of the new invasive Artemia franciscana reported from Sabkhet Halk El-Menzel (Tunisia) was done based on the cysts biometry, nauplii instar-I length, Adult sexual dimorphism and fatty acid profile. The mean value of the diameter of non-decapsulated and decapsulated cysts, chorion thickness and naupliar length is 235.8, 226.3, 4.75 and 426.8 μm, respectively. Sexual dimorphism for adults specimen showed that maximal distance between compound eyes, diameter for compound eyes, length of first antenna and the abdomen length compared to the total body length ratio, are the most important variables for males and females discrimination with a total contribution of 62.39 %. The analysis of fatty acid methyl esters profile of decapsulated cysts resulted in low levels of linolenic acid (LLA, C18:3n-3) and high levels of eicosapentaenoic acid (EPA, C20:5n-3) with 3.11 and 11.10 %, respectively. Low quantity of docosahexaenoic acid (DHA, 22:6n-3) was also observed with 0.17 mg.g-1 dry weight.

Keywords: Invasive Artemia franciscana, biometry, sexualdimorphism, fatty acid, Tunisia.

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1950 Oat Grain Functional Ingredient Characterization

Authors: Vita Sterna, Sanita Zute, Inga Jansone, Linda Brunava, Inara Kantane

Abstract:

Grains, including oats (Avena sativa L.), have been recognized functional foods, because provide beneficial effect on the health of the consumer and decrease the risk of various diseases. Oats are good source of soluble fibre, essential amino acids, unsaturated fatty acids, vitamins and minerals. Oat breeders have developed oat varieties and improved yielding ability potential of oat varieties. Therefore, the aim of investigation was to analyze the composition of perspective oat varieties and breeding lines grains grown in different conditions and evaluate functional properties. In the studied samples content of protein, starch, β-glucans, total dietetic fibre, composition of amino acids and vitamin E were determined. The results of analysis showed that protein content depending of varieties ranged 9.70% to 17.30% total dietary fibre 13.66 g100g-1 to 30.17 g100g-1, content of β-glucans 2.7 g100g-1 to 3.5 g100g-1, amount of vitamin E (α-tocopherol) determined from 4 mgkg-1 to 9.9 mgkg-1. The sums of essential amino acids in oat grain samples were determined from 31.63 gkg-1 to 54.90 gkg-1. It is concluded that amino acids composition of husked and naked oats grown in organic or conventional conditions is close to optimal for human health.

Keywords: Amino acids, β-glucans, dietetic fibre, nutrition value.

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1949 Investigation on Mesh Sensitivity of a Transient Model for Nozzle Clogging

Authors: H. Barati, M. Wu, A. Kharicha, A. Ludwig

Abstract:

A transient model for nozzle clogging has been developed and successfully validated against a laboratory experiment. Key steps of clogging are considered: transport of particles by turbulent flow towards the nozzle wall; interactions between fluid flow and nozzle wall, and the adhesion of the particle on the wall; the growth of the clog layer and its interaction with the flow. The current paper is to investigate the mesh (size and type) sensitivity of the model in both two and three dimensions. It is found that the algorithm for clog growth alone excluding the flow effect is insensitive to the mesh type and size, but the calculation including flow becomes sensitive to the mesh quality. The use of 2D meshes leads to overestimation of the clog growth because the 3D nature of flow in the boundary layer cannot be properly solved by 2D calculation. 3D simulation with tetrahedron mesh can also lead to an error estimation of the clog growth. A mesh-independent result can be achieved with hexahedral mesh, or at least with triangular prism (inflation layer) for near-wall regions.

Keywords: Clogging, nozzle, numerical model, simulation.

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1948 Modified Hybrid Genetic Algorithm-Based Artificial Neural Network Application on Wall Shear Stress Prediction

Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat

Abstract:

Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.

Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.

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1947 Long-Range Dependence of Financial Time Series Data

Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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1946 Precombining Adaptive LMMSE Detection for DS-CDMA Systems in Time Varying Channels: Non Blind and Blind Approaches

Authors: M. D. Kokate, T. R. Sontakke, P. W. Wani

Abstract:

This paper deals with an adaptive multiuser detector for direct sequence code division multiple-access (DS-CDMA) systems. A modified receiver, precombinig LMMSE is considered under time varying channel environment. Detector updating is performed with two criterions, mean square estimation (MSE) and MOE optimization technique. The adaptive implementation issues of these two schemes are quite different. MSE criterion updates the filter weights by minimizing error between data vector and adaptive vector. MOE criterion together with canonical representation of the detector results in a constrained optimization problem. Even though the canonical representation is very complicated under time varying channels, it is analyzed with assumption of average power profile of multipath replicas of user of interest. The performance of both schemes is studied for practical SNR conditions. Results show that for poor SNR, MSE precombining LMMSE is better than the blind precombining LMMSE but for greater SNR, MOE scheme outperforms with better result.

Keywords: LMMSE, MOE, MUD.

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1945 An Attempt to Predict the Performances of a Rocket Thrust Chamber

Authors: A. Benarous, D. Karmed, R. Haoui, A. Liazid

Abstract:

The process for predicting the ballistic properties of a liquid rocket engine is based on the quantitative estimation of idealized performance deviations. In this aim, an equilibrium chemistry procedure is firstly developed and implemented in a Fortran routine. The thermodynamic formulation allows for the calculation of the theoretical performances of a rocket thrust chamber. In a second step, a computational fluid dynamic analysis of the turbulent reactive flow within the chamber is performed using a finite volume approach. The obtained values for the “quasi-real" performances account for both turbulent mixing and chemistryturbulence coupling. In the present work, emphasis is made on the combustion efficiency performance for which deviation is mainly due to radial gradients of static temperature and mixture ratio. Numerical values of the characteristic velocity are successfully compared with results from an industry-used code. The results are also confronted with the experimental data of a laboratory-scale rocket engine.

Keywords: JANAF methodology, Liquid rocket engine, Mascotte test-rig, Theoretical performances.

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1944 Optimal Convolutive Filters for Real-Time Detection and Arrival Time Estimation of Transient Signals

Authors: Michal Natora, Felix Franke, Klaus Obermayer

Abstract:

Linear convolutive filters are fast in calculation and in application, and thus, often used for real-time processing of continuous data streams. In the case of transient signals, a filter has not only to detect the presence of a specific waveform, but to estimate its arrival time as well. In this study, a measure is presented which indicates the performance of detectors in achieving both of these tasks simultaneously. Furthermore, a new sub-class of linear filters within the class of filters which minimize the quadratic response is proposed. The proposed filters are more flexible than the existing ones, like the adaptive matched filter or the minimum power distortionless response beamformer, and prove to be superior with respect to that measure in certain settings. Simulations of a real-time scenario confirm the advantage of these filters as well as the usefulness of the performance measure.

Keywords: Adaptive matched filter, minimum variance distortionless response, beam forming, Capon beam former, linear filters, performance measure.

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1943 Supplementation of Saccharomyces Cerevisiae or Lactobacillus Acidophilus in Goats Diets

Authors: Pramote Paengkoum, Y. Han , S. Traiyakun, J. Khotsakdee, S. Paengkoum

Abstract:

This experiment was performed with the purpose of investigating effect of additional blend of probiotics Saccharomyces cerevisiae and Lactobacillus acidophilus on plasma fatty acid profiles particularly conjugated linoleic acid (CLA) in growing goats fed corn silage, and selected the optimal levels of the probiotics for further study. Twenty-four growing crossbred (Thai native x Anglo-Nubian) goats that weighed (14.2 ± 2.3) kg, aged about 6 months, were purchased and allocated to 4 treatments according to Randomized Complete Block Design (RCBD) with 6 goats in each treatment. The blocks were made by weight into heavy, medium, and light goats and each of the treatments contained two goats from each of the blocks. In the mean time, ruminal average pH unaffected, but the NH3-N and also plasma urea nitrogen (p<0.05), total volatile fatty acid (p>0.05) were raised, but propionic proportion (p<0.05) and butyric proportion (p>0.05) were reduced in concurrent with raise of acetic proportion and resultantly C2:C3 ratio (p>0.05). On plasma fatty acid profiles, total saturated fatty acids (p>0.05) was increased, and contrasted with decrease of C15:0 (p<0.01), C16:0 (p>0.05), and C18-C22 polyunsaturated fatty acids (p<0.05 or p<0.01). In addition, the experiment proved that the supplemented probiotics was in force for heightening CLA (p<0.01); for raising desirable fatty acids (p<0.05); for reducing ratio of PUFA: SFA (p>0.05) and for raising ratio of n6:n3 (p<0.05).

Keywords: Probiotic, conjugated linoleic acid, plasma fattyacid, goats

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1942 Semi-automatic Background Detection in Microscopic Images

Authors: Alessandro Bevilacqua, Alessandro Gherardi, Ludovico Carozza, Filippo Piccinini

Abstract:

The last years have seen an increasing use of image analysis techniques in the field of biomedical imaging, in particular in microscopic imaging. The basic step for most of the image analysis techniques relies on a background image free of objects of interest, whether they are cells or histological samples, to perform further analysis, such as segmentation or mosaicing. Commonly, this image consists of an empty field acquired in advance. However, many times achieving an empty field could not be feasible. Or else, this could be different from the background region of the sample really being studied, because of the interaction with the organic matter. At last, it could be expensive, for instance in case of live cell analyses. We propose a non parametric and general purpose approach where the background is built automatically stemming from a sequence of images containing even objects of interest. The amount of area, in each image, free of objects just affects the overall speed to obtain the background. Experiments with different kinds of microscopic images prove the effectiveness of our approach.

Keywords: Microscopy, flat field correction, background estimation, image segmentation.

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1941 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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1940 Combining Color and Layout Features for the Identification of Low-resolution Documents

Authors: Ardhendu Behera, Denis Lalanne, Rolf Ingold

Abstract:

This paper proposes a method, combining color and layout features, for identifying documents captured from lowresolution handheld devices. On one hand, the document image color density surface is estimated and represented with an equivalent ellipse and on the other hand, the document shallow layout structure is computed and hierarchically represented. The combined color and layout features are arranged in a symbolic file, which is unique for each document and is called the document-s visual signature. Our identification method first uses the color information in the signatures in order to focus the search space on documents having a similar color distribution, and finally selects the document having the most similar layout structure in the remaining search space. Finally, our experiment considers slide documents, which are often captured using handheld devices.

Keywords: Document color modeling, document visual signature, kernel density estimation, document identification.

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