Search results for: Bayesian estimation theory
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2688

Search results for: Bayesian estimation theory

1308 Self-Sensing versus Reference Air Gaps

Authors: Alexander Schulz, Ingrid Rottensteiner, Manfred Neumann, Michael Wehse, Johann Wassermann

Abstract:

Self-sensing estimates the air gap within an electro magnetic path by analyzing the bearing coil current and/or voltage waveform. The self-sensing concept presented in this paper has been developed within the research project “Active Magnetic Bearings with Supreme Reliability" and is used for position sensor fault detection. Within this new concept gap calculation is carried out by an alldigital analysis of the digitized coil current and voltage waveform. For analysis those time periods within the PWM period are used, which give the best results. Additionally, the concept allows the digital compensation of nonlinearities, for example magnetic saturation, without degrading signal quality. This increases the accuracy and robustness of the air gap estimation and additionally reduces phase delays. Beneath an overview about the developed concept first measurement results are presented which show the potential of this all-digital self-sensing concept.

Keywords: digital signal analysis, active magnetic bearing, reliability, fault detection.

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1307 A New Vector Quantization Front-End Process for Discrete HMM Speech Recognition System

Authors: M. Debyeche, J.P Haton, A. Houacine

Abstract:

The paper presents a complete discrete statistical framework, based on a novel vector quantization (VQ) front-end process. This new VQ approach performs an optimal distribution of VQ codebook components on HMM states. This technique that we named the distributed vector quantization (DVQ) of hidden Markov models, succeeds in unifying acoustic micro-structure and phonetic macro-structure, when the estimation of HMM parameters is performed. The DVQ technique is implemented through two variants. The first variant uses the K-means algorithm (K-means- DVQ) to optimize the VQ, while the second variant exploits the benefits of the classification behavior of neural networks (NN-DVQ) for the same purpose. The proposed variants are compared with the HMM-based baseline system by experiments of specific Arabic consonants recognition. The results show that the distributed vector quantization technique increase the performance of the discrete HMM system.

Keywords: Hidden Markov Model, Vector Quantization, Neural Network, Speech Recognition, Arabic Language

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1306 Failure to Replicate the Unconscious Thought Advantages

Authors: Vladimíra Čavojová, Eva Ballová Mikušková

Abstract:

In this study we tried to replicate the unconscious thought advantage (UTA), which states that complex decisions are better handled by unconscious thinking. We designed an experiment in e-prime using similar material as the original study (choosing between four different apartments, each described by 12 attributes). A total of 73 participants (52 women (71.2%); 18 to 62 age: M=24.63; SD=8.7) took part in the experiment. We did not replicate the results suggested by UTT. However, from the present study we cannot conclude whether this was the case of flaws in the theory or flaws in our experiment and we discuss several ways in which the issue of UTA could be examined further.

Keywords: Decision making, unconscious thoughts, UTT.

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1305 Pressure-Detecting Method for Estimating Levitation Gap Height of Swirl Gripper

Authors: Kaige Shi, Chao Jiang, Xin Li

Abstract:

The swirl gripper is an electrically activated noncontact handling device that uses swirling airflow to generate a lifting force. This force can be used to pick up a workpiece placed underneath the swirl gripper without any contact. It is applicable, for example, in the semiconductor wafer production line, where contact must be avoided during the handling and moving of a workpiece to minimize damage. When a workpiece levitates underneath a swirl gripper, the gap height between them is crucial for safe handling. Therefore, in this paper, we propose a method to estimate the levitation gap height by detecting pressure at two points. The method is based on theoretical model of the swirl gripper, and has been experimentally verified. Furthermore, the force between the gripper and the workpiece can also be estimated using the detected pressure. As a result, the nonlinear relationship between the force and gap height can be linearized by adjusting the rotating speed of the fan in the swirl gripper according to the estimated force and gap height. The linearized relationship is expected to enhance handling stability of the workpiece.

Keywords: Swirl gripper, noncontact handling, levitation, gap height estimation.

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1304 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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1303 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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1302 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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1301 Automated Ranking of Hints

Authors: Sylvia Encheva

Abstract:

The importance of hints in an intelligent tutoring system is well understood. The problems however related to their delivering are quite a few. In this paper we propose delivering of hints to be based on considering their usefulness. By this we mean that a hint is regarded as useful to a student if the student has succeeded to solve a problem after the hint was suggested to her/him. Methods from the theory of partial orderings are further applied facilitating an automated process of offering individualized advises on how to proceed in order to solve a particular problem.

Keywords: Decision support services, uncertainty management, partial orderings.

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1300 The Ombudsman: Different Terminologies Same Missions

Authors: Khodr Fakih

Abstract:

The Ombudsman is a procedural mechanism that provides a different approach of dispute resolution. The ombudsman primarily deals with specific grievances from the public against governmental injustice and misconduct. The ombudsman theory is considered an important instrument to any democratic government. This is true since it improves the transparency of the governmental activities in a world in which executive power are rising. Many countries have adopted the concept of Ombudsman but under different terminologies. This paper will provide the different types of Ombudsman and the common activities/processes of fulfilling their mandates.

Keywords: Administration, Citizens, Government, Mediator, Ombudsman, Presidential Mediator.

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1299 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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1298 Migrant Women English Instructors’ Transformative Workplace Learning Experiences in Post-Secondary English Language Programs in Ontario, Canada

Authors: Justine Jun

Abstract:

This study aims to reveal migrant women English instructors' workplace learning experiences in Canadian post-secondary institutions in Ontario. Migrant women English instructors in higher education are an understudied group of teachers. This study employs a qualitative research paradigm. Mezirow’s Transformative Learning Theory is an essential lens for the researcher to explain, analyze, and interpret the research data. It is a collaborative research project. The researcher and participants cooperatively create photographic or other artwork data responding to the research questions. Photovoice and arts-informed data collection methodology are the main methods. Research participants engage in the study as co-researchers and inquire about their own workplace learning experiences, actively utilizing their critical self-reflective and dialogic skills. Co-researchers individually select the forms of artwork they prefer to engage with to represent their transformative workplace learning experiences about the Canadian workplace cultures that they underwent while working with colleagues and administrators in the workplace. Once the co-researchers generate their cultural artifacts as research data, they collaboratively interpret their artworks with the researcher and other volunteer co-researchers. Co-researchers jointly investigate the themes emerging from the artworks. They also interpret the meanings of their own and others’ workplace learning experiences embedded in the artworks through interactive one-on-one or group interviews. The following are the research questions that the migrant women English instructor participants examine and answer: (1) What have they learned about their workplace culture and how do they explain their learning experiences? (2) How transformative have their learning experiences been at work? (3) How have their colleagues and administrators influenced their transformative learning? (4) What kind of support have they received? What supports have been valuable to them and what changes would they like to see? (5) What have their learning experiences transformed? (6) What has this arts-informed research process transformed? The study findings implicate English language instructor support currently practiced in post-secondary English language programs in Ontario, Canada, especially for migrant women English instructors. This research is a doctoral empirical study in progress. This study has the urgency to address the research problem that few studies have investigated migrant English instructors’ professional learning and support issues in the workplace, precisely that of English instructors working with adult learners in Canada. While appropriate social and professional support for migrant English instructors is required throughout the country, the present workplace realities in Ontario's English language programs need to be heard soon. For that purpose, the conceptualization of this study is crucial. It makes the investigation of under-represented instructors’ under-researched social phenomena, workplace learning and support, viable and rigorous. This paper demonstrates the robust theorization of English instructors’ workplace experiences using Mezirow’s Transformative Learning Theory in the English language teacher education field. 

Keywords: English teacher education, professional learning, transformative learning theory, workplace learning.

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1297 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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1296 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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1295 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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1294 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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1293 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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1292 Periodic Solutions for a Delayed Population Model on Time Scales

Authors: Kejun Zhuang, Zhaohui Wen

Abstract:

This paper deals with a delayed single population model on time scales. With the assistance of coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained. Furthermore, the better estimations for bounds of periodic solutions are established.

Keywords: Coincidence degree, continuation theorem, periodic solutions, time scales

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1291 Positive Solutions for Systems of Nonlinear Third-Order Differential Equations with p-Laplacian

Authors: Li Xiguang

Abstract:

In this paper, by constructing a special set and utilizing fixed point theory, we study the existence and multiplicity of the positive solutions for systems of nonlinear third-order differential equations with p-laplacian, which improve and generalize the result of related paper.

Keywords: p-Laplacian, cone, fixed point theorem, positive solution.

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1290 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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1289 Multiple Criteria Decision Making Analysis for Selecting and Evaluating Fighter Aircraft

Authors: C. Ardil, A. M. Pashaev, R.A. Sadiqov, P. Abdullayev

Abstract:

In this paper, multiple criteria decision making analysis technique, is presented for ranking and selection of a set of determined alternatives - fighter aircraft - which are associated with a set of decision factors. In fighter aircraft design, conflicting decision criteria, disciplines, and technologies are always involved in the design process. Multiple criteria decision making analysis techniques can be helpful to effectively deal with such situations and make wise design decisions. Multiple criteria decision making analysis theory is a systematic mathematical approach for dealing with problems which contain uncertainties in decision making. The feasibility and contributions of applying the multiple criteria decision making analysis technique in fighter aircraft selection analysis is explored. In this study, an integrated framework incorporating multiple criteria decision making analysis technique in fighter aircraft analysis is established using entropy objective weighting method. An improved integrated multiple criteria decision making analysis method is utilized to aggregate the multiple decision criteria into one composite figure of merit, which serves as an objective function in the decision process. Therefore, it is demonstrated that the suitable multiple criteria decision making analysis method with decision solution provides an effective objective function for the decision making analysis. Considering that the inherent uncertainties and the weighting factors have crucial decision impacts on the fighter aircraft evaluation, seven fighter aircraft models for the multiple design criteria in terms of the weighting factors are constructed. The proposed multiple criteria decision making analysis model is based on integrated entropy index procedure, and additive multiple criteria decision making analysis theory. Hence, the applicability of proposed technique for fighter aircraft selection problem is considered. The constructed multiple criteria decision making analysis model can provide efficient decision analysis approach for uncertainty assessment of the decision problem. Consequently, the fighter aircraft alternatives are ranked based their final evaluation scores, and sensitivity analysis is conducted.

Keywords: Fighter Aircraft, Fighter Aircraft Selection, Multiple Criteria Decision Making, Multiple Criteria Decision Making Analysis, MCDMA

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1288 Existence of Solution for Four-Point Boundary Value Problems of Second-Order Impulsive Differential Equations (III)

Authors: Li Ge

Abstract:

In this paper, we study the existence of solution of the four-point boundary value problem for second-order differential equations with impulses by using Leray-Schauder theory:

Keywords: impulsive differential equations, impulsive integraldifferential equation, boundary value problems

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1287 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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1286 Transformer Top-Oil Temperature Modeling and Simulation

Authors: T. C. B. N. Assunção, J. L. Silvino, P. Resende

Abstract:

The winding hot-spot temperature is one of the most critical parameters that affect the useful life of the power transformers. The winding hot-spot temperature can be calculated as function of the top-oil temperature that can estimated by using the ambient temperature and transformer loading measured data. This paper proposes the estimation of the top-oil temperature by using a method based on Least Squares Support Vector Machines approach. The estimated top-oil temperature is compared with measured data of a power transformer in operation. The results are also compared with methods based on the IEEE Standard C57.91-1995/2000 and Artificial Neural Networks. It is shown that the Least Squares Support Vector Machines approach presents better performance than the methods based in the IEEE Standard C57.91-1995/2000 and artificial neural networks.

Keywords: Artificial Neural Networks, Hot-spot Temperature, Least Squares Support Vector, Top-oil Temperature.

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1285 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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1284 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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1283 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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1282 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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1281 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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1280 H∞ Approach to Functional Projective Synchronization for Chaotic Systems with Disturbances

Authors: S. M. Lee, J. H. Park, H. Y. Jung

Abstract:

This paper presents a method for functional projective H∞ synchronization problem of chaotic systems with external disturbance. Based on Lyapunov theory and linear matrix inequality (LMI) formulation, the novel feedback controller is established to not only guarantee stable synchronization of both drive and response systems but also reduce the effect of external disturbance to an H∞ norm constraint.

Keywords: Chaotic systems, functional projective H∞ synchronization, LMI.

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1279 Contribution of On-Site and Off-Site Processes to Greenhouse Gas (GHG) Emissions by Wastewater Treatment Plants

Authors: Laleh Yerushalmi, Fariborz Haghighat, Maziar Bani Shahabadi

Abstract:

The estimation of overall on-site and off-site greenhouse gas (GHG) emissions by wastewater treatment plants revealed that in anaerobic and hybrid treatment systems greater emissions result from off-site processes compared to on-site processes. However, in aerobic treatment systems, onsite processes make a higher contribution to the overall GHG emissions. The total GHG emissions were estimated to be 1.6, 3.3 and 3.8 kg CO2-e/kg BOD in the aerobic, anaerobic and hybrid treatment systems, respectively. In the aerobic treatment system without the recovery and use of the generated biogas, the off-site GHG emissions were 0.65 kg CO2-e/kg BOD, accounting for 40.2% of the overall GHG emissions. This value changed to 2.3 and 2.6 kg CO2-e/kg BOD, and accounted for 69.9% and 68.1% of the overall GHG emissions in the anaerobic and hybrid treatment systems, respectively. The increased off-site GHG emissions in the anaerobic and hybrid treatment systems are mainly due to material usage and energy demand in these systems. The anaerobic digester can contribute up to 100%, 55% and 60% of the overall energy needs of plants in the aerobic, anaerobic and hybrid treatment systems, respectively.

Keywords: On-site and off-site greenhouse gas (GHG)emissions, wastewater treatment plants, biogas recovery

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