Search results for: elderly residents’ travel behavior
Commenced in January 2007
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Edition: International
Paper Count: 2524

Search results for: elderly residents’ travel behavior

1234 Approximate Solution to Non-Linear Schrödinger Equation with Harmonic Oscillator by Elzaki Decomposition Method

Authors: Emad K. Jaradat, Ala’a Al-Faqih

Abstract:

Nonlinear Schrödinger equations are regularly experienced in numerous parts of science and designing. Varieties of analytical methods have been proposed for solving these equations. In this work, we construct an approximate solution for the nonlinear Schrodinger equations, with harmonic oscillator potential, by Elzaki Decomposition Method (EDM). To illustrate the effects of harmonic oscillator on the behavior wave function, nonlinear Schrodinger equation in one and two dimensions is provided. The results show that, it is more perfectly convenient and easy to apply the EDM in one- and two-dimensional Schrodinger equation.

Keywords: Non-linear Schrodinger equation, Elzaki decomposition method, harmonic oscillator, one and two- dimensional Schrodinger equation.

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1233 A High Quality Factor Filter Based on Quasi-Periodic Photonic Structure

Authors: Hamed Alipour-Banaei, Farhad Mehdizadeh

Abstract:

We report the design and characterization of ultra high quality factor filter based on one-dimensional photonic-crystal Thue- Morse sequence structure. The behavior of aperiodic array of photonic crystal structure is numerically investigated and we show that by changing the angle of incident wave, desired wavelengths could be tuned and a tunable filter is realized. Also it is shown that high quality factor filter be achieved in the telecommunication window around 1550 nm, with a device based on Thue-Morse structure. Simulation results show that the proposed structure has a quality factor more than 100000 and it is suitable for DWDM communication applications.

Keywords: Thue-Morse, filter, quality factor.

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1232 Prediction of Soil Liquefaction by Using UBC3D-PLM Model in PLAXIS

Authors: A. Daftari, W. Kudla

Abstract:

Liquefaction is a phenomenon in which the strength  and stiffness of a soil is reduced by earthquake shaking or other rapid  cyclic loading. Liquefaction and related phenomena have been  responsible for huge amounts of damage in historical earthquakes  around the world.  Modeling of soil behavior is the main step in soil liquefaction  prediction process. Nowadays, several constitutive models for sand  have been presented. Nevertheless, only some of them can satisfy this  mechanism. One of the most useful models in this term is  UBCSAND model. In this research, the capability of this model is  considered by using PLAXIS software. The real data of superstition  hills earthquake 1987 in the Imperial Valley was used. The results of  the simulation have shown resembling trend of the UBC3D-PLM  model. 

Keywords: Liquefaction, Plaxis, Pore-Water pressure, UBC3D-PLM.

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1231 Microstructure and Aging Behavior of Nonflammable AZ91D Mg Alloy

Authors: Seok Hong Min, Tae Kwon Ha

Abstract:

Phase equilibria of AZ91D Mg alloys for nonflammable use, containing Ca and Y, were carried out by using FactSage® and FTLite database, which revealed that solid solution treatment could be performed at temperatures from 400 to 450oC. Solid solution treatment of AZ91D Mg alloy without Ca and Y was successfully conducted at 420oC and supersaturated microstructure with all beta phase resolved into matrix was obtained. In the case of AZ91D Mg alloy with some Ca and Y; however, a little amount of intermetallic particles were observed after solid solution treatment. After solid solution treatment, each alloy was annealed at temperatures of 180 and 200oC for time intervals from 1 min to 48 hrs and hardness of each condition was measured by micro-Vickers method. Peak aging conditions were deduced as at the temperature of 200oC for 10 hrs.

Keywords: Mg alloy, AZ91D, nonflammable alloy, phase equilibrium, peak aging.

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1230 The Place and Effects of Information Management in Corporate Identity

Authors: H. Buluthan Cetintas

Abstract:

Corporate identity, which has several advantages such that the employees become integrated with their corporations, corporation is distinguished from its competitors and it is recognized by the masses, is the total of the distinctive corporate features that and corporation has. That the information takes part in production as a more important component than labor and capital has required that the corporations are reorganized as information-based. Therefore, information and its management have reached a basic and prevalent position in having sustainable competitive advantage. Thanks to the information management which regulates the information and makes it reachable and available, information will be produced in line with a specific purpose in the corporations and be used in all the corporate processes. As an auxiliary power for increase in the economic potential, efficiency and productivity of the corporation, corporate identity consists of four components. These are corporate philosophy, corporate design, corporate behavior and corporate communication. In this study, the effects of the information management on corporate identity are discussed from the point of these four elements.

Keywords: Corporate identity, information management.

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1229 A Model for Analyzing the Startup Dynamics of a Belt Transmission Driven by a DC Motor

Authors: Giovanni Incerti

Abstract:

In this paper the vibration of a synchronous belt drive during start-up is analyzed and discussed. Besides considering the belt elasticity, the model here proposed also takes into consideration the electromagnetic response of the DC motor. The solution of the motion equations is obtained by means of the modal analysis in state space, which allows to obtain the decoupling of all equations, without introducing the hypothesis of proportional damping. The mathematical model of the transmission and the solution algorithms have been implemented within a computing software that allows the user to simulate the dynamics of the system and to evaluate the effects due to the elasticity of the belt branches and to the electromagnetic behavior of the DC motor. In order to show the details of the calculation procedure, the paper presents a case study developed with the aid of the above-mentioned software.

Keywords: Belt drive, Vibrations, Startup, DC motor.

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1228 Fermat’s Last Theorem a Simple Demonstration

Authors: Jose William Porras Ferreira

Abstract:

This paper presents two solutions to the Fermat’s Last Theorem (FLT). The first one using some algebraic basis related to the Pythagorean theorem, expression of equations, an analysis of their behavior, when compared with power  and power  and using " the “Well Ordering Principle” of natural numbers it is demonstrated that in Fermat equation . The second one solution is using the connection between  and power  through the Pascal’s triangle or  Newton’s binomial coefficients, where de Fermat equation do not fulfill the first coefficient, then it is impossible that:

zn=xn+yn for n>2 and (x, y, z) E Z+ - {0}

 

Keywords: Fermat’s Last Theorem, Pythagorean Theorem, Newton Binomial Coefficients, Pascal’s Triangle, Well Ordering Principle.

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1227 CFD Study of Turbine Submergence Effects on Aeration of a Stirred Tank

Authors: Achouri Ryma, Hatem Dhaouadi, Hatem Mhiri, and Philippe Bournot

Abstract:

For many chemical and biological processes, the understanding of the mixing phenomenon and flow behavior in a stirred tank is of major importance. A three-dimensional numerical study was performed using the software Fluent, to study the flow field in a stirred tank with a Rushton turbine. In this work, we first studied the flow generated in the tank with a Rushton turbine. Then, we studied the effect of the variation of turbine’s submergence on the thermodynamic quantities defining the flow field. For that, four submergences were considered, while maintaining the same rotational speed (N =250rpm). This work intends to optimize the aeration performances of a Rushton turbine in a stirred tank.

Keywords: Aeration, CFD, Rushton turbine, mixing, submergence

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1226 Stability of a Self-Excited Machine Due to the Mechanical Coupling

Authors: M. Soltan Rezaee, M. R. Ghazavi, A. Najafi, W.-H. Liao

Abstract:

Generally, different rods in shaft systems can be misaligned based on the mechanical system usages. These rods can be linked together via U-coupling easily. The system is self-stimulated and may cause instabilities due to the inherent behavior of the coupling. In this study, each rod includes an elastic shaft with an angular stiffness and structural damping. Moreover, the mass of shafts is considered via attached solid disks. The impact of the system architecture and shaft mass on the instability of such mechanism are studied. Stability charts are plotted via a method based on Floquet theory. Eventually, the unstable points have been found and analyzed in detail. The results show that stabilizing the driveline is feasible by changing the system characteristics which include shaft mass and architecture.

Keywords: Coupling, mechanical systems, oscillations, rotating shafts.

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1225 Analysis of Scattering Behavior in the Cavity of Phononic Crystals with Archimedean Tilings

Authors: Yi-Hua Chen, Hsiang-Wen Tang, I-Ling Chang, Lien-Wen Chen

Abstract:

The defect mode of two-dimensional phononic crystals with Archimedean tilings was explored in the present study. Finite element method and supercell method were used to obtain dispersion relation of phononic crystals. The simulations of the acoustic wave propagation within phononic crystals are demonstrated. Around the cavity which is created by removing several cylinders in the perfect Archimedean tilings, whispering-gallery mode (WGM) can be observed. The effects of the cavity geometry on the WGM modes are investigated. The WGM modes with high Q-factor and high cavity pressure can be obtained by phononic crystals with Archimedean tilings.

Keywords: Defect mode, Archimedean tilings, phononic crystals, whispering- gallery modes.

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1224 Preparation and Characterization of Newly Developed Trabecular Structures in Titanium Alloy to Optimize Osteointegration

Authors: M. Regis, E. Marin, S. Fusi, M. Pressacco, L. Fedrizzi

Abstract:

Electron Beam Melting (EBM) process was used to prepare porous scaffolds with controlled porosity to ensure optimal levels of osteointegration for different trabeculae sizes. Morphological characterization by means of SEM analyses was carried out to assess pore dimensions; tensile, compression and adhesion tests have been carried out to determine the mechanical behavior. The results indicate that EBM process allows the creation of regular and repeatable porous scaffolds. Mechanical properties greatly depend on pore dimension and on bulk-pore ratio. Adhesion resistance meets the normative requirements, and the overall performance of the produced structures is compatible with potential orthopaedic applications.

Keywords: Additive manufacturing, orthopaedic implants, osteointegration, trabecular structures

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1223 The Application of Data Mining Technology in Building Energy Consumption Data Analysis

Authors: Liang Zhao, Jili Zhang, Chongquan Zhong

Abstract:

Energy consumption data, in particular those involving public buildings, are impacted by many factors: the building structure, climate/environmental parameters, construction, system operating condition, and user behavior patterns. Traditional methods for data analysis are insufficient. This paper delves into the data mining technology to determine its application in the analysis of building energy consumption data including energy consumption prediction, fault diagnosis, and optimal operation. Recent literature are reviewed and summarized, the problems faced by data mining technology in the area of energy consumption data analysis are enumerated, and research points for future studies are given.

Keywords: Data mining, data analysis, prediction, optimization, building operational performance.

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1222 Searching k-Nearest Neighbors to be Appropriate under Gamming Environments

Authors: Jae Moon Lee

Abstract:

In general, algorithms to find continuous k-nearest neighbors have been researched on the location based services, monitoring periodically the moving objects such as vehicles and mobile phone. Those researches assume the environment that the number of query points is much less than that of moving objects and the query points are not moved but fixed. In gaming environments, this problem is when computing the next movement considering the neighbors such as flocking, crowd and robot simulations. In this case, every moving object becomes a query point so that the number of query point is same to that of moving objects and the query points are also moving. In this paper, we analyze the performance of the existing algorithms focused on location based services how they operate under gaming environments.

Keywords: Flocking behavior, heterogeneous agents, similarity, simulation.

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1221 Effects of Various Substrate Openings for Electronic Cooling under Forced and Natural Convection

Authors: Shen-Kuei Du, Jen-Chieh Chang, Chia-Hong Kao, Tzu-Chen Hung, Chii-Ray Lin

Abstract:

This study experimentally investigates the heat transfer effects of forced convection and natural convection under different substrate openings design. A computational fluid dynamics (CFD) model was established and implemented to verify and explain the experimental results and heat transfer behavior. It is found that different opening position will destroy the growth of the boundary layer on substrates to alter the cooling ability for both forced under low Reynolds number and natural convection. Nevertheless, having too many opening may reduce heat conduction and affect the overall heat transfer performance. This study provides future researchers with a guideline on designing and electronic package manufacturing.

Keywords: electronic cooling, experiment, opening concept, CFD.

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1220 Building Resilient Communities: The Traumatic Effect of Wildfire on Mati, Greece

Authors: K. Vallianou, T. Alexopoulos, V. Plaka, M. K. Seleventi, V. Skanavis, C. Skanavis

Abstract:

The present research addresses the role of place attachment and emotions in community resiliency and recovery within the context of a disaster. Natural disasters represent a disruption in the normal functioning of a community, leading to a general feeling of disorientation. This study draws on the trauma caused by a natural hazard such as a forest fire. The changes of the sense of togetherness are being assessed. Finally this research determines how the place attachment of the inhabitants was affected during the reorientation process of the community. The case study area is Mati, a small coastal town in eastern Attica, Greece. The fire broke out on July 23rd, 2018. A quantitative research was conducted through questionnaires via phone interviews, one year after the disaster, to address community resiliency in the long-run. The sample was composed of 159 participants from the rural community of Mati plus 120 coming from Skyros Island that was used as a control group. Inhabitants were prompted to answer items gauging their emotions related to the event, group identification and emotional significance of their community, and place attachment before and a year after the fire took place. Importantly, the community recovery and reorientation were examined within the context of a relative absence of government backing and official support. Emotions related to the event were aggregated into 4 clusters related to: activation/vigilance, distress/disorientation, indignation, and helplessness. The findings revealed a decrease in the level of place attachment in the impacted area of Mati as compared to the control group of Skyros Island. Importantly, initial distress caused by the fire prompted the residents to identify more with their community and to report more positive feelings toward their community. Moreover, a mediation analysis indicated that the positive effect of community cohesion on place attachment one year after the disaster was mediated by the positive feelings toward the community. Finally, place attachment contributes to enhanced optimism and a more positive perspective concerning Mati’s future prospects. Despite an insufficient state support to this affected area, the findings suggest an important role of emotions and place attachment during the process of recovery. Implications concerning the role of emotions and social dynamics in meshing place attachment during the disaster recovery process as well as community resiliency are discussed.

Keywords: Community resilience, natural disasters, place attachment, wildfire.

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1219 IBFO_PSO: Evaluating the Performance of Bio-Inspired Integrated Bacterial Foraging Optimization Algorithm and Particle Swarm Optimization Algorithm in MANET Routing

Authors: K. Geetha, P. Thangaraj, C. Rasi Priya, C. Rajan, S. Geetha

Abstract:

This paper presents the performance of Integrated Bacterial Foraging Optimization and Particle Swarm Optimization (IBFO_PSO) technique in MANET routing. The BFO is a bio-inspired algorithm, which simulates the foraging behavior of bacteria. It is effectively applied in improving the routing performance in MANET. In results, it is proved that the PSO integrated with BFO reduces routing delay, energy consumption and communication overhead.

Keywords: Ant Colony Optimization, Bacterial Foraging Optimization, Hybrid Routing Intelligent Algorithm, Naturally inspired algorithms, Particle Swarm Optimization.

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1218 Effective Self-Preservation of Methane Hydrate Particles in Crude Oils

Authors: A. S. Stoporev, A. Yu. Manakov

Abstract:

In this work we investigated the behavior of methane hydrates dispersed in crude oils from different fields at temperatures below 0°C. In case of crude oil emulsion the size of water droplets is in the range of 50e100"m. The size of hydrate particles formed from droplets is the same. The self-preservation is not expected in this field. However, the self-preservation of hydrates with the size of particles 24±18"m (electron microscopy data) in suspensions is observed. Similar results were obtained for four different kinds of crude oil and model system such as asphaltenes, resins and wax in ndecane. This result can allow developing effective methods to prevent the formation and elimination of gas-hydrate plugs in pipelines under low temperature conditions (e. g. in Eastern Siberia). There is a prospective to use experiment results for working out the technology of associated petroleum gas recovery.

Keywords: Gas hydrate, Gas liberation, Self-preservation, Water-in-oil emulsion.

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1217 Swine Flu Transmission Model in Risk and Non-Risk Human Population

Authors: P. Pongsumpun

Abstract:

The Swine flu outbreak in humans is due to a new strain of influenza A virus subtype H1N1 that derives in part from human influenza, avian influenza, and two separated strains of swine influenza. It can be transmitted from human to human. A mathematical model for the transmission of Swine flu is developed in which the human populations are divided into two classes, the risk and non-risk human classes. Each class is separated into susceptible, exposed, infectious, quarantine and recovered sub-classes. In this paper, we formulate the dynamical model of Swine flu transmission and the repetitive contacts between the people are also considered. We analyze the behavior for the transmission of this disease. The Threshold condition of this disease is found and numerical results are shown to confirm our theoretical predictions.

Keywords: Mathematical model, Steady state, Swine flu, threshold condition.

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1216 Designing a Robust Controller for a 6 Linkage Robot

Authors: G. Khamooshian

Abstract:

One of the main points of application of the mechanisms of the series and parallel is the subject of managing them. The control of this mechanism and similar mechanisms is one that has always been the intention of the scholars. On the other hand, modeling the behavior of the system is difficult due to the large number of its parameters, and it leads to complex equations that are difficult to solve and eventually difficult to control. In this paper, a six-linkage robot has been presented that could be used in different areas such as medical robots. Using these robots needs a robust control. In this paper, the system equations are first found, and then the system conversion function is written. A new controller has been designed for this robot which could be used in other parallel robots and could be very useful. Parallel robots are so important in robotics because of their stability, so methods for control of them are important and the robust controller, especially in parallel robots, makes a sense.

Keywords: 3-RRS, 6 linkage, parallel robot, control.

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1215 Nonstationarity Modeling of Economic and Financial Time Series

Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

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1214 Comparative Study of Decision Trees and Rough Sets Theory as Knowledge ExtractionTools for Design and Control of Industrial Processes

Authors: Marcin Perzyk, Artur Soroczynski

Abstract:

General requirements for knowledge representation in the form of logic rules, applicable to design and control of industrial processes, are formulated. Characteristic behavior of decision trees (DTs) and rough sets theory (RST) in rules extraction from recorded data is discussed and illustrated with simple examples. The significance of the models- drawbacks was evaluated, using simulated and industrial data sets. It is concluded that performance of DTs may be considerably poorer in several important aspects, compared to RST, particularly when not only a characterization of a problem is required, but also detailed and precise rules are needed, according to actual, specific problems to be solved.

Keywords: Knowledge extraction, decision trees, rough setstheory, industrial processes.

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1213 Thermomechanical Damage Modeling of F114 Carbon Steel

Authors: A. El Amri, M. El Yakhloufi Haddou, A. Khamlichi

Abstract:

The numerical simulation based on the Finite Element Method (FEM) is widely used in academic institutes and in the industry. It is a useful tool to predict many phenomena present in the classical manufacturing forming processes such as fracture. But, the results of such numerical model depend strongly on the parameters of the constitutive behavior model. The influences of thermal and mechanical loads cause damage. The temperature and strain rate dependent materials’ properties and their modelling are discussed. A Johnson-Cook Model of damage has been selected for the numerical simulations. Virtual software called the ABAQUS 6.11 is used for finite element analysis. This model was introduced in order to give information concerning crack initiation during thermal and mechanical loads.

Keywords: Thermomechanical fatigue, failure, numerical simulation, fracture, damages.

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1212 Recycled Waste Glass Powder as a Partial Cement Replacement in Polymer-Modified Mortars

Authors: Nikol Žižková

Abstract:

The aim of this study was to observe the behavior of polymer-modified cement mortars with regard to the use of a pozzolanic admixture. Polymer-modified mortars (PMMs) containing various types of waste glass (waste packing glass and fluorescent tube glass) were produced always with 20% of cement substituted with a pozzolanic-active material. Ethylene/vinyl acetate copolymer (EVA) was used for polymeric modification. The findings confirm the possibility of using the waste glass examined herein as a partial substitute for cement in the production of PMM, which contributes to the preservation of non-renewable raw material resources and to the efficiency of waste glass material reuse.

Keywords: Recycled waste glass, polymer-modified mortars, pozzolanic admixture.

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1211 Measurements of Radial Velocity in Fixed Fluidized Bed for Fischer-Tropsch Synthesis Using LDV

Authors: Xiaolai Zhang, Haitao Zhang, Qiwen Sun, Weixin Qian, Weiyong Ying

Abstract:

High temperature Fischer-Tropsch synthesis process use fixed fluidized bed as a reactor. In order to understand the flow behavior in the fluidized bed better, the research of how the radial velocity affects the entire flow field is necessary. Laser Doppler Velocimetry (LDV) was used to study the radial velocity distribution along the diameter direction of the cross-section of the particle in a fixed fluidized bed. The velocity in the cross-section is fluctuating within a small range. The direction of the speed is a random phenomenon. In addition to r/R is 1, the axial velocity are more than 6 times of the radial velocity, the radial velocity has little impact on the axial velocity in a fixed fluidized bed.

Keywords: LDV, fixed fluidized bed, velocity, Fischer-Tropsch synthesis.

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1210 Conjugate Free Convection in a Square Cavity Filled with Nanofluid and Heated from Below by Spatial Wall Temperature

Authors: Ishak Hashim, Ammar Alsabery

Abstract:

The problem of conjugate free convection in a square cavity filled with nanofluid and heated from below by spatial wall temperature is studied numerically using the finite difference method. Water-based nanofluid with copper nanoparticles are chosen for the investigation. Governing equations are solved over a wide range of nanoparticle volume fraction (0 ≤ φ ≤ 0.2), wave number ((0 ≤ λ ≤ 4) and thermal conductivity ratio (0.44 ≤ Kr ≤ 6). The results presented for values of the governing parameters in terms of streamlines, isotherms and average Nusselt number. It is found that the flow behavior and the heat distribution are clearly enhanced with the increment of the non-uniform heating.

Keywords: Conjugate free convection, nanofluid, spatial temperature.

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1209 Self-Organization of Radiation Defects: Temporal Dissipative Structures

Authors: Pavlo Selyshchev

Abstract:

A theoretical approach to radiation damage evolution is developed. Stable temporal behavior taking place in solids under irradiation are examined as phenomena of self-organization in nonequilibrium systems. Experimental effects of temporal self-organization in solids under irradiation are reviewed. Their essential common properties and features are highlighted and analyzed. Dynamical model to describe development of self-oscillation of density of point defects under stationary irradiation is proposed. The emphasis is the nonlinear couplings between rate of annealing and density of defects that determine the kind and parameters of an arising self-oscillation. The field of parameters (defect generation rate and environment temperature) at which self-oscillations develop is found. Bifurcation curve and self-oscillation period near it is obtained.

Keywords: Irradiation, Point Defects, Solids, Temporal Selforganization.

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1208 A New Type of Integration Error and its Influence on Integration Testing Techniques

Authors: P. Prema, B. Ramadoss

Abstract:

Testing is an activity that is required both in the development and maintenance of the software development life cycle in which Integration Testing is an important activity. Integration testing is based on the specification and functionality of the software and thus could be called black-box testing technique. The purpose of integration testing is testing integration between software components. In function or system testing, the concern is with overall behavior and whether the software meets its functional specifications or performance characteristics or how well the software and hardware work together. This explains the importance and necessity of IT for which the emphasis is on interactions between modules and their interfaces. Software errors should be discovered early during IT to reduce the costs of correction. This paper introduces a new type of integration error, presenting an overview of Integration Testing techniques with comparison of each technique and also identifying which technique detects what type of error.

Keywords: Integration Error, Integration Error Types, Integration Testing Techniques, Software Testing

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1207 Dynamics in Tangible Chemical Reactions

Authors: Patrick Maier, Marcus Tönnis, Gudrun Klinker

Abstract:

Spatial understanding and the understanding of dynamic change in the spatial structure of molecules during a reaction is essential for designing new molecules. Knowing the physical processes in the reactions helps to speed up the designing process. To support the designer with the correct representation of the designed molecule as well as showing the dynamic behavior of the whole reacting system is the goal of our application. Our system shows the spatial deformation of the molecules at every time interval by minimizing the energy level of the molecules. The position and orientation of the molecules can be intuitively controlled by manipulating objects of the real world using Augmented Reality techniques. Our approach has the potential to speed up the design of new molecules and help students to understand the chemical processes better.

Keywords: Augmented Augmented Chemical Reactions, Augmented Reality, chemistry, education.

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1206 System Identification Based on Stepwise Regression for Dynamic Market Representation

Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

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1205 Applying a Noise Reduction Method to Reveal Chaos in the River Flow Time Series

Authors: Mohammad H. Fattahi

Abstract:

Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. Noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.

Keywords: Chaotic behavior, wavelet, noise reduction, river flow.

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