Search results for: Time delay
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6844

Search results for: Time delay

5554 Enzymes Activity in Bovine Cervical Mucus Related to the Time of Ovulation And Insemination

Authors: S. Benbia, A.Kalla, M. Yahia, K. Belhadi, A. Zidani

Abstract:

Forty-five dairy cows were used to compare the enzyme activity of alkaline phosphatase (ALP), lactate dehydrogenase (LDH), α -amylase in the cervical mucus of cows during spontaneous and induced estrus using progestagen or PGF2 α and to determine whether these enzymes affect the fertility in cows with induced estrus, at the time of Al. The animals were assigned to 3 groups (no treatment, a Crestar® for 12 days, a double im injection of PGF2 α). The cows were artificially inseminated (AI). Cervical mucus samples were collected from all cows 3 to 5 min before the AI. The results are summarized as follows: ALP and α -amylase activity for spontaneous estrus were similar to those for induced estrus (P>0.05) . LDH activity levels during spontaneous and PGF2 α induced estrus was significantly lower (P < 0.001) than that in progestagene induced estrus groups. While no difference was found between the first and the third groups. Our result showed a significant difference in LDH activity levels between cows conceived with 2 or more AI and those conceived with 1 AI. The result of this study showed that the enzyme activity in cervical mucus is helpful for detection of ovulation and time of AI.

Keywords: cervical mucus, dairy cow, enzyme, induced, estrus, ovulation, AI

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5553 X-ray Pulse Profiles of PSR J0538+2817

Authors: Kun Tao Zhao, Na Wang, Jian Ping Yuan

Abstract:

This paper reports our analysis of 163 ks observations of PSR J0538+2817 with the Rossi X-Ray Timing Explorer (RXTE).The pulse profiles, detected up to 60 keV, show a single peak asin the case for radio frequency. The profile is well described by one Gaussians function with full width at half maximum (FWHM) 0.04794. We compared the difference of arrival time between radio and X-ray pulse profiles for the first time. It turns out that the phase of radio emits precede the X-ray by 8.7 ± 4.5 ms. Furthermore we obtained the pulse profiles in the energy ranges of 2.29-6.18 keV, 6.18-12.63 keV and 12.63-17.36 keV. The intensity of pulses decreases with the increasing energy range. We discuss the emission geometry in our work.

Keywords: RXTE, X-ray pulsars, PSR J0538+2817.

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5552 Simulation of Lid Cavity Flow in Rectangular, Half-Circular and Beer Bucket Shapes using Quasi-Molecular Modeling

Authors: S. Kulsri, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

We developed a new method based on quasimolecular modeling to simulate the cavity flow in three cavity shapes: rectangular, half-circular and bucket beer in cgs units. Each quasi-molecule was a group of particles that interacted in a fashion entirely analogous to classical Newtonian molecular interactions. When a cavity flow was simulated, the instantaneous velocity vector fields were obtained by using an inverse distance weighted interpolation method. In all three cavity shapes, fluid motion was rotated counter-clockwise. The velocity vector fields of the three cavity shapes showed a primary vortex located near the upstream corners at time t ~ 0.500 s, t ~ 0.450 s and t ~ 0.350 s, respectively. The configurational kinetic energy of the cavities increased as time increased until the kinetic energy reached a maximum at time t ~ 0.02 s and, then, the kinetic energy decreased as time increased. The rectangular cavity system showed the lowest kinetic energy, while the half-circular cavity system showed the highest kinetic energy. The kinetic energy of rectangular, beer bucket and half-circular cavities fluctuated about stable average values 35.62 x 103, 38.04 x 103 and 40.80 x 103 ergs/particle, respectively. This indicated that the half-circular shapes were the most suitable shape for a shrimp pond because the water in shrimp pond flows best when we compared with rectangular and beer bucket shape.

Keywords: Quasi-molecular modelling, particle modelling, lid driven cavity flow.

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5551 Pre-Deflection Routing with Control Packet Signal Scheme in Optical Burst Switch Networks

Authors: Jaipal Bisht, Aditya Goel

Abstract:

Optical Burst Switching (OBS) is a promising technology for the future generation Internet. Control architecture and Contention resolution are the main issues faced by the Optical Burst Switching networks. In this paper we are only taking care of the Contention problem and to overcome this issue we propose Pre-Deflection Routing with Control Packet Signal Scheme for Contention Resolution in Optical Burst Switch Networks. In this paper Pre-deflection routing approach has been proposed in which routing is carried out in two ways, Shortest Path First (SPF) and Least Hop First (LHF) Routing to forward the clusters and canoes respectively. Hereafter Burst Offset Time Control Algorithm has been proposed where a forward control packet (FCP) collects the congestion price and contention price along its paths. Thereafter a reverse-direction control packet (RCP) sent by destination node which delivers the information of FCP to the source node, and source node uses this information to revise its offset time and burst length.

Keywords: Contention Resolution, FCP, OBS, Offset Time, PST, RCP.

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5550 Using Time-Series NDVI to Model Land Cover Change: A Case Study in the Berg River Catchment Area, Western Cape, South Africa

Authors: A. S. Adesuyi, Z. Munch

Abstract:

This study investigates the use of a time-series of MODIS NDVI data to identify agricultural land cover change on an annual time step (2007 - 2012) and characterize the trend. Following an ISODATA classification of the MODIS imagery to selectively mask areas not agriculture or semi-natural, NDVI signatures were created to identify areas cereals and vineyards with the aid of ancillary, pictometry and field sample data for 2010. The NDVI signature curve and training samples were used to create a decision tree model in WEKA 3.6.9 using decision tree classifier (J48) algorithm; Model 1 including ISODATA classification and Model 2 not. These two models were then used to classify all data for the study area for 2010, producing land cover maps with classification accuracies of 77% and 80% for Model 1 and 2 respectively. Model 2 was subsequently used to create land cover classification and change detection maps for all other years. Subtle changes and areas of consistency (unchanged) were observed in the agricultural classes and crop practices. Over the years as predicted by the land cover classification. Forty one percent of the catchment comprised of cereals with 35% possibly following a crop rotation system. Vineyards largely remained constant with only one percent conversion to vineyard from other land cover classes.

Keywords: Change detection, Land cover, NDVI, time-series.

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5549 Effect of the Experimental Conditions on the Adsorption Capacities in the Removal of Pb2+ from Aqueous Solutions by the Hydroxyapatite Nanopowders

Authors: Oral Lacin, Turan Calban, Fatih Sevim, Taner Celik

Abstract:

In this study, Pb2+ uptake by the hydroxyapatite nanopowders (n-Hap) from aqueous solutions was investigated by using batch adsorption techniques. The adsorption equilibrium studies were carried out as a function of contact time, adsorbent dosage, pH, temperature, and initial Pb2+ concentration. The results showed that the equilibrium time of adsorption was achieved within 60 min, and the effective pH was selected to be 5 (natural pH). The maximum adsorption capacity of Pb2+ on n-Hap was found as 565 mg.g-1. It is believed that the results obtained for adsorption may provide a background for the detailed mechanism investigations and the pilot and industrial scale applications.

Keywords: Nanopowders, hydroxyapatite, heavy metals, adsorption.

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5548 Exercise and Cognitive Function: Time Course of the Effects

Authors: Simon B. Cooper, Stephan Bandelow, Maria L. Nute, John G. Morris, Mary E. Nevill

Abstract:

Previous research has indicated a variable effect of exercise on adolescents’ cognitive function. However, comparisons between studies are difficult to make due to differences in: the mode, intensity and duration of exercise employed; the components of cognitive function measured (and the tests used to assess them); and the timing of the cognitive function tests in relation to the exercise. Therefore, the aim of the present study was to assess the time course (10 and 60min post-exercise) of the effects of 15min intermittent exercise on cognitive function in adolescents. 45 adolescents were recruited to participate in the study and completed two main trials (exercise and resting) in a counterbalanced crossover design. Participants completed 15min of intermittent exercise (in cycles of 1 min exercise, 30s rest). A battery of computer based cognitive function tests (Stroop test, Sternberg paradigm and visual search test) were completed 30 min pre- and 10 and 60min post-exercise (to assess attention, working memory and perception respectively).The findings of the present study indicate that on the baseline level of the Stroop test, 10min following exercise response times were slower than at any other time point on either trial (trial by session time interaction, p = 0.0308). However, this slowing of responses also tended to produce enhanced accuracy 10min post-exercise on the baseline level of the Stroop test (trial by session time interaction, p = 0.0780). Similarly, on the complex level of the visual search test there was a slowing of response times 10 min post-exercise (trial by session time interaction, p = 0.0199). However, this was not coupled with an improvement in accuracy (trial by session time interaction, p = 0.2349). The mid-morning bout of exercise did not affect response times or accuracy across the morning on the Sternberg paradigm. In conclusion, the findings of the present study suggest an equivocal effect of exercise on adolescents' cognitive function. The mid-morning bout of exercise appears to cause a speed-accuracy trade off immediately following exercise on the Stroop test (participants become slower but more accurate), whilst slowing response times on the visual search test and having no effect on performance on the Sternberg paradigm. Furthermore, this work highlights the importance of the timing of the cognitive function tests relative to the exercise and the components of cognitive function examined in future studies. 

Keywords: Adolescents, cognitive function, exercise.

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5547 Discrete Tracking Control of Nonholonomic Mobile Robots: Backstepping Design Approach

Authors: Alexander S. Andreev, Olga A. Peregudova

Abstract:

In this paper we propose a discrete tracking control of nonholonomic mobile robots with two degrees of freedom. The electromechanical model of a mobile robot moving on a horizontal surface without slipping, with two rear wheels controlled by two independent DC electric, and one front roal wheel is considered. We present backstepping design based on the Euler approximate discretetime model of a continuous-time plant. Theoretical considerations are verified by numerical simulation.

Keywords: Actuator Dynamics, Backstepping, Discrete-Time Controller, Lyapunov Function, Wheeled Mobile Robot.

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5546 Rainfall Seasonality Changes over India Based on Changes in the Climate

Authors: Randhir Singh Baghel, Govind Prasad Sahu

Abstract:

An individual seasonality index is used to study the seasonality of rainfall over India. The seasonality indicator is examined for two time periods: early (1901-1970) and recent (1971-2015). In some regions of India throughout the recent time (1971-2015), trend analysis using linear regression during these two periods reveals a downward trend in the seasonality index (i.e., decreasing values of the index), which implies shorter dry spells resulting in more consistent rainfall throughout the year.

Keywords: Individual seasonality index, rainfall distribution, seasonality index, climate.

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5545 Design and Development of Real-Time Optimal Energy Management System for Hybrid Electric Vehicles

Authors: Masood Roohi, Amir Taghavipour

Abstract:

This paper describes a strategy to develop an energy management system (EMS) for a charge-sustaining power-split hybrid electric vehicle. This kind of hybrid electric vehicles (HEVs) benefit from the advantages of both parallel and series architecture. However, it gets relatively more complicated to manage power flow between the battery and the engine optimally. The applied strategy in this paper is based on nonlinear model predictive control approach. First of all, an appropriate control-oriented model which was accurate enough and simple was derived. Towards utilization of this controller in real-time, the problem was solved off-line for a vast area of reference signals and initial conditions and stored the computed manipulated variables inside look-up tables. Look-up tables take a little amount of memory. Also, the computational load dramatically decreased, because to find required manipulated variables the controller just needed a simple interpolation between tables.

Keywords: Hybrid electric vehicles, energy management system, nonlinear model predictive control, real-time.

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5544 Two States Mapping Based Neural Network Model for Decreasing of Prediction Residual Error

Authors: Insung Jung, lockjo Koo, Gi-Nam Wang

Abstract:

The objective of this paper is to design a model of human vital sign prediction for decreasing prediction error by using two states mapping based time series neural network BP (back-propagation) model. Normally, lot of industries has been applying the neural network model by training them in a supervised manner with the error back-propagation algorithm for time series prediction systems. However, it still has a residual error between real value and prediction output. Therefore, we designed two states of neural network model for compensation of residual error which is possible to use in the prevention of sudden death and metabolic syndrome disease such as hypertension disease and obesity. We found that most of simulations cases were satisfied by the two states mapping based time series prediction model compared to normal BP. In particular, small sample size of times series were more accurate than the standard MLP model. We expect that this algorithm can be available to sudden death prevention and monitoring AGENT system in a ubiquitous homecare environment.

Keywords: Neural network, U-healthcare, prediction, timeseries, computer aided prediction.

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5543 Application of Quality Index Method, Texture Measurements and Electronic Nose to Assess the Freshness of Atlantic Herring (Clupea harengus) Stored in Ice

Authors: Nga T.T. Mai, Emilía Martinsdóttir, Kolbrún Sveinsdóttir, Gudrun Olafsdóttir, Sigurjón Arason

Abstract:

Atlantic herring (Clupea harengus) is an important commercial fish and shows to be more and more demanded for human consumption. Therefore, it is very important to find good methods for monitoring the freshness of the fish in order to keep it in the best quality for human consumption. In this study, the fish was stored in ice up to 2 weeks. Quality changes during storage were assessed by the Quality Index Method (QIM), quantitative descriptive analysis (QDA) and Torry scheme, by texture measurements: puncture tests and Texture Profile Analysis (TPA) tests on texture analyzer TA.XT2i, and by electronic nose (e-nose) measurements using FreshSense instrument. Storage time of herring in ice could be estimated by QIM with ± 2 days using 5 herring per lot. No correlation between instrumental texture parameters and storage time or between sensory and instrumental texture variables was found. E-nose measurements could be use to detect the onset of spoilage.

Keywords: Herring, Quality Index Method (QIM), freshness, storage time.

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5542 Workplace Learners- Perceptions towards a Blended Learning Approach

Authors: Denys Lupshenyuk, Jean Adams

Abstract:

The current paper presents the findings of a research study on learners- barriers and motivators engaged into blended programs in a workplace context. In this study, the participants were randomly assigned to one of four parallel e-learning courses, each of which was delivered using a different learning strategy. Data were collected through web-based and telephone surveys developed by the researchers. The results showed that vague instruction, time management, and insufficient feedback were the top-most barriers to blended learning. The major motivators for blended learning included content relevance, flexibility in time, and the ability to work at own pace.

Keywords: Adult education, barriers, blended learning, motivators, workplace learning.

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5541 Labview-Based System for Fiber Links Events Detection

Authors: Bo Liu, Qingshan Kong, Weiqing Huang

Abstract:

With the rapid development of modern communication, diagnosing the fiber-optic quality and faults in real-time is widely focused. In this paper, a Labview-based system is proposed for fiber-optic faults detection. The wavelet threshold denoising method combined with Empirical Mode Decomposition (EMD) is applied to denoise the optical time domain reflectometer (OTDR) signal. Then the method based on Gabor representation is used to detect events. Experimental measurements show that signal to noise ratio (SNR) of the OTDR signal is improved by 1.34dB on average, compared with using the wavelet threshold denosing method. The proposed system has a high score in event detection capability and accuracy. The maximum detectable fiber length of the proposed Labview-based system can be 65km.

Keywords: Empirical mode decomposition (EMD), events detection, Gabor transform, optical time domain reflectometer (OTDR), wavelet threshold denoising.

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5540 Optimization of Enzymatic Hydrolysis of Manihot Esculenta Root Starch by Immobilizeda-Amylase Using Response Surface Methodology

Authors: G. Baskar, C. Muthukumaran, S. Renganathan

Abstract:

Enzymatic hydrolysis of starch from natural sources finds potential application in commercial production of alcoholic beverage and bioethanol. In this study the effect of starch concentration, temperature, time and enzyme concentration were studied and optimized for hydrolysis of cassava (Manihot esculenta) starch powder (of mesh 80/120) into glucose syrup by immobilized (using Polyacrylamide gel) a-amylase using central composite design. The experimental result on enzymatic hydrolysis of cassava starch was subjected to multiple linear regression analysis using MINITAB 14 software. Positive linear effect of starch concentration, enzyme concentration and time was observed on hydrolysis of cassava starch by a-amylase. The statistical significance of the model was validated by F-test for analysis of variance (p < 0.01). The optimum value of starch concentration temperature, time and enzyme concentration were found to be 4.5% (w/v), 45oC, 150 min, and 1% (w/v) enzyme. The maximum glucose yield at optimum condition was 5.17 mg/mL.

Keywords: Enzymatic hydrolysis, Alcoholic beverage, Centralcomposite design, Polynomial model, glucose yield.

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5539 Application of Gamma Frailty Model in Survival of Liver Cirrhosis Patients

Authors: Elnaz Saeedi, Jamileh Abolaghasemi, Mohsen Nasiri Tousi, Saeedeh Khosravi

Abstract:

Goals and Objectives: A typical analysis of survival data involves the modeling of time-to-event data, such as the time till death. A frailty model is a random effect model for time-to-event data, where the random effect has a multiplicative influence on the baseline hazard function. This article aims to investigate the use of gamma frailty model with concomitant variable in order to individualize the prognostic factors that influence the liver cirrhosis patients’ survival times. Methods: During the one-year study period (May 2008-May 2009), data have been used from the recorded information of patients with liver cirrhosis who were scheduled for liver transplantation and were followed up for at least seven years in Imam Khomeini Hospital in Iran. In order to determine the effective factors for cirrhotic patients’ survival in the presence of latent variables, the gamma frailty distribution has been applied. In this article, it was considering the parametric model, such as Exponential and Weibull distributions for survival time. Data analysis is performed using R software, and the error level of 0.05 was considered for all tests. Results: 305 patients with liver cirrhosis including 180 (59%) men and 125 (41%) women were studied. The age average of patients was 39.8 years. At the end of the study, 82 (26%) patients died, among them 48 (58%) were men and 34 (42%) women. The main cause of liver cirrhosis was found hepatitis 'B' with 23%, followed by cryptogenic with 22.6% were identified as the second factor. Generally, 7-year’s survival was 28.44 months, for dead patients and for censoring was 19.33 and 31.79 months, respectively. Using multi-parametric survival models of progressive and regressive, Exponential and Weibull models with regard to the gamma frailty distribution were fitted to the cirrhosis data. In both models, factors including, age, bilirubin serum, albumin serum, and encephalopathy had a significant effect on survival time of cirrhotic patients. Conclusion: To investigate the effective factors for the time of patients’ death with liver cirrhosis in the presence of latent variables, gamma frailty model with parametric distributions seems desirable.

Keywords: Frailty model, latent variables, liver cirrhosis, parametric distribution.

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5538 Existence of Periodic Solutions in a Food Chain Model with Holling–type II Functional Response

Authors: Zhaohui Wen

Abstract:

In this paper, a food chain model with Holling type II functional response on time scales is investigated. By using the Mawhin-s continuation theorem in coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained.

Keywords: Periodic solutions, food chain model, coincidence degree, time scales.

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5537 Comparison of Newton Raphson and Gauss Seidel Methods for Power Flow Analysis

Authors: H. Abaali, T. Talbi, R.Skouri

Abstract:

This paper presents a comparative study of the Gauss Seidel and Newton-Raphson polar coordinates methods for power flow analysis. The effectiveness of these methods are evaluated and tested through a different IEEE bus test system on the basis of number of iteration, computational time, tolerance value and convergence.

Keywords: Convergence time, Gauss-Seidel Method, Newton-Raphson Method, number of iteration, power flow analysis.

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5536 Noise Performance of Magnetic Field Tunable Avalanche Transit Time Source

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

Abstract:

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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5535 Prospect and Challenges of Public Bicycle Sharing System in Indian Cities

Authors: Anil Kumar

Abstract:

The Public Bicycle System (PBS), generally known as Public Bicycle Share System or Bike-Share, is a service provided to the everyday commuter, in which several cycles are available on the shared system. The concept of PBS is new to the people of India and requires more study in the fields of essential requirements, major infrastructural requirements, social acceptability and various challenges. In various Indian cities, Mass Rapid Transit System (MRTS), Bus Rapid Transit System (BRTS), Monorail and other modes of transport have been adopted for the main haul of transport. These modes take more time, space and are also expensive to implement. At the same time, the PBS system is more economical and takes less time to implement. The main benefit of the PBS system is that it is more environmentally friendly. PBS is being implemented in many Indian cities for public use, but various challenges are associated with this. The study aims to determine what are the basic infrastructural requirements for PBS in India, as well as to determine to what extent a Public Bike Sharing System can provide a quality and efficient service to passengers as a primary method of transportation.

Keywords: Public Bicycle Sharing system, sustainable transport, infrastructure, smart city.

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5534 Evaluation of the Triticale Flour Blend Dough in the Mixing and Fermentation Processes

Authors: Martins Sabovics, Karina Ruse, Evita Straumite, Ruta Galoburda

Abstract:

The research was accomplished on triticale flour blend, which was made from whole grain triticale, rye, hull-less barley flour and rice, maize flour. The aim of this research was to evaluate physico-chemical and sensory properties of triticale flour blend dough in the mixing and fermentation processes. For dough making was used triticale flour blend, yeast, sugar, salt, and water. In the mixing process ware evaluated moisture, acidity, pH, and dough sensory properties (softness, viscosity, and stickiness), but in the fermentation process ware evaluated volume, moisture, acidity, and pH. During present research was established that increasing fermentation temperature and time, increase dough temperature, volume, moisture, and acidity. The mixing time and fermentation time and temperature have significant effect (p<0.05) on triticale flour blend dough physico-chemical and sensory properties.

Keywords: Dough quality, dough fermentation, dough mixing, triticale flour blend.

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5533 An Energy-Efficient Distributed Unequal Clustering Protocol for Wireless Sensor Networks

Authors: Sungju Lee, Jangsoo Lee , Hongjoong Sin, Seunghwan Yoo, Sanghyuck Lee, Jaesik Lee, Yongjun Lee, Sungchun Kim

Abstract:

The wireless sensor networks have been extensively deployed and researched. One of the major issues in wireless sensor networks is a developing energy-efficient clustering protocol. Clustering algorithm provides an effective way to prolong the lifetime of a wireless sensor networks. In the paper, we compare several clustering protocols which significantly affect a balancing of energy consumption. And we propose an Energy-Efficient Distributed Unequal Clustering (EEDUC) algorithm which provides a new way of creating distributed clusters. In EEDUC, each sensor node sets the waiting time. This waiting time is considered as a function of residual energy, number of neighborhood nodes. EEDUC uses waiting time to distribute cluster heads. We also propose an unequal clustering mechanism to solve the hot-spot problem. Simulation results show that EEDUC distributes the cluster heads, balances the energy consumption well among the cluster heads and increases the network lifetime.

Keywords: Wireless Sensor Network, Distributed UnequalClustering, Multi-hop, Lifetime.

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5532 Establishing a Probabilistic Model of Extrapolated Wind Speed Data for Wind Energy Prediction

Authors: Mussa I. Mgwatu, Reuben R. M. Kainkwa

Abstract:

Wind is among the potential energy resources which can be harnessed to generate wind energy for conversion into electrical power. Due to the variability of wind speed with time and height, it becomes difficult to predict the generated wind energy more optimally. In this paper, an attempt is made to establish a probabilistic model fitting the wind speed data recorded at Makambako site in Tanzania. Wind speeds and direction were respectively measured using anemometer (type AN1) and wind Vane (type WD1) both supplied by Delta-T-Devices at a measurement height of 2 m. Wind speeds were then extrapolated for the height of 10 m using power law equation with an exponent of 0.47. Data were analysed using MINITAB statistical software to show the variability of wind speeds with time and height, and to determine the underlying probability model of the extrapolated wind speed data. The results show that wind speeds at Makambako site vary cyclically over time; and they conform to the Weibull probability distribution. From these results, Weibull probability density function can be used to predict the wind energy.

Keywords: Probabilistic models, wind speed, wind energy

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5531 Volatility Switching between Two Regimes

Authors: Josip Visković, Josip Arnerić, Ante Rozga

Abstract:

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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5530 Performance Analysis of a Discrete-time GeoX/G/1 Queue with Single Working Vacation

Authors: Shan Gao, Zaiming Liu

Abstract:

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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5529 Concept, Design and Implementation of Power System Component Simulator Based on Thyristor Controlled Transformer and Power Converter

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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5528 Removal of a Reactive Dye by Adsorption Utilizing Waste Aluminium Hydroxide Sludge as an Adsorbent

Authors: R. Songur, E. Bayraktar, U. Mehmetoglu

Abstract:

Removal of a reactive dye (Reactive blue 4) by adsorption utilizing waste aluminium hydroxide sludge as an adsorbent was investigated. The removal of the dye was optimized using response surface methodology (RSM). In the RSM experiments; initial dye concentration, adsorbent concentration and contact time were critical parameters. RSM experiments were performed at the range of initial dye concentration 31.82-368.18 mg/L, adsorbent concentration 3.18-36.82 g/L, contact time 15.82- 56.18 h. Optimum initial dye concentration, adsorbent concentration and contact time were obtained as 108.83 mg/L, 29.36 g/L and 33.57 h respectively. At these conditions, maximum removal of the dye was obtained as 95%. The experiments were performed at the optimum conditions to verify these results and the same results were obtained.

Keywords: Adsorption, Reactive blue 4, Response surface methodology (RSM), Waste aluminium hydroxide sludge

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5527 Multipath Routing Protocol Using Basic Reconstruction Routing (BRR) Algorithm in Wireless Sensor Network

Authors: K. Rajasekaran, Kannan Balasubramanian

Abstract:

A sensory network consists of multiple detection locations called sensor nodes, each of which is tiny, featherweight and portable. A single path routing protocols in wireless sensor network can lead to holes in the network, since only the nodes present in the single path is used for the data transmission. Apart from the advantages like reduced computation, complexity and resource utilization, there are some drawbacks like throughput, increased traffic load and delay in data delivery. Therefore, multipath routing protocols are preferred for WSN. Distributing the traffic among multiple paths increases the network lifetime. We propose a scheme, for the data to be transmitted through a dominant path to save energy. In order to obtain a high delivery ratio, a basic route reconstruction protocol is utilized to reconstruct the path whenever a failure is detected. A basic reconstruction routing (BRR) algorithm is proposed, in which a node can leap over path failure by using the already existing routing information from its neighbourhood while the composed data is transmitted from the source to the sink. In order to save the energy and attain high data delivery ratio, data is transmitted along a multiple path, which is achieved by BRR algorithm whenever a failure is detected. Further, the analysis of how the proposed protocol overcomes the drawback of the existing protocols is presented. The performance of our protocol is compared to AOMDV and energy efficient node-disjoint multipath routing protocol (EENDMRP). The system is implemented using NS-2.34. The simulation results show that the proposed protocol has high delivery ratio with low energy consumption.

Keywords: Multipath routing, WSN, energy efficient routing, alternate route, assured data delivery.

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5526 Low Cost Real Time Robust Identification of Impulsive Signals

Authors: R. Biondi, G. Dys, G. Ferone, T. Renard, M. Zysman

Abstract:

This paper describes an automated implementable system for impulsive signals detection and recognition. The system uses a Digital Signal Processing device for the detection and identification process. Here the system analyses the signals in real time in order to produce a particular response if needed. The system analyses the signals in real time in order to produce a specific output if needed. Detection is achieved through normalizing the inputs and comparing the read signals to a dynamic threshold and thus avoiding detections linked to loud or fluctuating environing noise. Identification is done through neuronal network algorithms. As a setup our system can receive signals to “learn” certain patterns. Through “learning” the system can recognize signals faster, inducing flexibility to new patterns similar to those known. Sound is captured through a simple jack input, and could be changed for an enhanced recording surface such as a wide-area recorder. Furthermore a communication module can be added to the apparatus to send alerts to another interface if needed.

Keywords: Sound Detection, Impulsive Signal, Background Noise, Neural Network.

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5525 Time-Cost-Quality Trade-off Software by using Simplified Genetic Algorithm for Typical Repetitive Construction Projects

Authors: Refaat H. Abd El Razek, Ahmed M. Diab, Sherif M. Hafez, Remon F. Aziz

Abstract:

Time-Cost Optimization "TCO" is one of the greatest challenges in construction project planning and control, since the optimization of either time or cost, would usually be at the expense of the other. Since there is a hidden trade-off relationship between project and cost, it might be difficult to predict whether the total cost would increase or decrease as a result of the schedule compression. Recently third dimension in trade-off analysis is taken into consideration that is quality of the projects. Few of the existing algorithms are applied in a case of construction project with threedimensional trade-off analysis, Time-Cost-Quality relationships. The objective of this paper is to presents the development of a practical software system; that named Automatic Multi-objective Typical Construction Resource Optimization System "AMTCROS". This system incorporates the basic concepts of Line Of Balance "LOB" and Critical Path Method "CPM" in a multi-objective Genetic Algorithms "GAs" model. The main objective of this system is to provide a practical support for typical construction planners who need to optimize resource utilization in order to minimize project cost and duration while maximizing its quality simultaneously. The application of these research developments in planning the typical construction projects holds a strong promise to: 1) Increase the efficiency of resource use in typical construction projects; 2) Reduce construction duration period; 3) Minimize construction cost (direct cost plus indirect cost); and 4) Improve the quality of newly construction projects. A general description of the proposed software for the Time-Cost-Quality Trade-Off "TCQTO" is presented. The main inputs and outputs of the proposed software are outlined. The main subroutines and the inference engine of this software are detailed. The complexity analysis of the software is discussed. In addition, the verification, and complexity of the proposed software are proved and tested using a real case study.

Keywords: Project management, typical (repetitive) large scale projects, line of balance, multi-objective optimization, genetic algorithms, time-cost-quality trade-offs.

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