Search results for: Using Ultrasonic and Infrared Sensors for Distance Measurement

Authors: S. A. Banani, M. A. Masnadi-Shirazi

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This paper presents a new algorithm which yields a nonlinear state estimator called iterated unscented Kalman filter. This state estimator makes use of both statistical and analytical linearization techniques in different parts of the filtering process. It outperforms the other three nonlinear state estimators: unscented Kalman filter (UKF), extended Kalman filter (EKF) and iterated extended Kalman filter (IEKF) when there is severe nonlinearity in system equation and less nonlinearity in measurement equation. The algorithm performance has been verified by illustrating some simulation results.

Keywords: Extended Kalman Filter, Iterated EKF, Nonlinearstate estimator, Unscented Kalman Filter.

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Authors: Solehah Yaacob

Abstract:

The study focuses on revisiting the effectiveness of Critical Thinking in human mind capability as a major faculty in human life. The tool used as a measurement of this knowledge ability consists of several processes including experience and education background. To emphasize the `Overview` concept, the researcher highlights two major aspects of philosophical approach, they are; Divine Revelation Concept and Modern Scientific Theory. The research compares between the both parties to introduce the Divine Revelation into Modern Scientific theory. An analytical and critical study of the both concepts become the methodology of the discussion.

Keywords: Critical thinking, knowledge, intellectual, language.

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Authors: Qurban A Memon, Mohammad S. Laghari

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Integration of system process information obtained through an image processing system with an evolving knowledge database to improve the accuracy and predictability of wear debris analysis is the main focus of the paper. The objective is to automate intelligently the analysis process of wear particle using classification via self-organizing maps. This is achieved using relationship measurements among corresponding attributes of various measurements for wear debris. Finally, visualization technique is proposed that helps the viewer in understanding and utilizing these relationships that enable accurate diagnostics.

Keywords: Relationship Network, Relationship Measurement, Self-organizing Clusters, Wear Debris Analysis, Kohonen Network

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Authors: Xiwei Huang, Hyouk-Kyu Cha, Dongning Zhao, Bin Guo, Minkyu Je, Hao Yu

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This paper presents the design and implementation of a fully integrated transimpedance amplifier (TIA) as the analog frontend receiver for Capacitive Micromachined Ultrasound Transducers (CMUTs) for ultrasound biomicroscope imaging application. The amplifier is designed to amplify the received signals from 17.5MHz to 52.5MHz with a center frequency of 35MHz. The TIA was fabricated in GF 0.18μm 1P6M 30V high voltage process. The measurement results show that the designed amplifier can reach a transimpedance gain of 61.08dBΩ and operating frequency from 17.5MHz to 100MHz with 1VP-P output voltage under 6V power supply.

Keywords: 3D ultrasound biomicroscope, analog front-end, transimpedance amplifier, CMUT

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Authors: Arup K. George, Wai Pan Chan, Zhi Hui Kong, Minkyu Je

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This paper describes a low-power second-order filter for a continuous-time chopper stabilized capacitive sensor interface, integrated with a fully differential post-CMOS surface-micromachined MEMS pressure sensor. The circuit uses a single-ended folded-cascode operational amplifier and two GM-C filters connected in cascade. The circuit is realized in a 0.18 μm CMOS process and offers differential to single-ended conversion. The novelty of the scheme is the cascade of two GM-C filters to achieve a second-order filter while minimizing power dissipation. The simulated filter cutoff frequency is 1.14 kHz at common-mode voltage 1.65 V, operating from a 3.3 V supply while dissipating 172μW of power. The filter achieves an operating range of 1V for an output load of 1MOhm and 10pF.

Keywords: Chopper Stabilization, MEMS, Pressure Sensors, Low Pass Filter

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Authors: Zhichao Zhao, Yi Liu, Shunping Xiao

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A new data fusion method called joint probability density matrix (JPDM) is proposed, which can associate and fuse measurements from spatially distributed heterogeneous sensors to identify the real target in a surveillance region. Using the probabilistic grids representation, we numerically combine the uncertainty regions of all the measurements in a general framework. The NP-hard multisensor data fusion problem has been converted to a peak picking problem in the grids map. Unlike most of the existing data fusion method, the JPDM method dose not need association processing, and will not lead to combinatorial explosion. Its convergence to the CRLB with a diminishing grid size has been proved. Simulation results are presented to illustrate the effectiveness of the proposed technique.

Keywords: Cramer-Rao lower bound (CRLB), data fusion, probabilistic grids, joint probability density matrix, localization, sensor network.

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Authors: J. Suwanprateeb, F. Thammarakcharoen

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Calcium phosphate coating (CaP) has been employed for protein delivery, but the typical direct protein adsorption on the coating led to low incorporation content and fast release of the protein from the coating. By using bovine serum albumin (BSA) as a model protein, rapid biomimetic co-precipitation between calcium phosphate and BSA was employed to control the distribution of BSA within calcium phosphate coating during biomimetic formation on titanium surface for only 6 h at 50oC in an accelerated calcium phosphate solution. As a result, the amount of BSA incorporation and release duration could be increased by using a rapid biomimetic coprecipitation technique. Up to 43 fold increases in the BSA incorporation content and the increase from 6 h to more than 360 h in release duration compared to typical direct adsorption technique were observed depending on the initial BSA concentration used during coprecipitation (1, 10 and 100 μg.ml-1). From x-ray diffraction and Fourier transform infrared spectroscopy studies, the coating composition was not altered with the incorporation of BSA by this rapid biomimetic co-precipitation and mainly comprised octacalcium phosphate and hydroxyapatite. However, the microstructure of calcium phosphate crystals changed from straight, plate-like units to curved, plate-like units with increasing BSA content.

Keywords: Biomimetic, Calcium Phosphate Coating, Protein, Titanium.

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Authors: Ayaz Keerio, Bhargav Kumar Mitra, Philip Birch, Rupert Young, Chris Chatwin

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Preprocessing of speech signals is considered a crucial step in the development of a robust and efficient speech or speaker recognition system. In this paper, we present some popular statistical outlier-detection based strategies to segregate the silence/unvoiced part of the speech signal from the voiced portion. The proposed methods are based on the utilization of the 3 σ edit rule, and the Hampel Identifier which are compared with the conventional techniques: (i) short-time energy (STE) based methods, and (ii) distribution based methods. The results obtained after applying the proposed strategies on some test voice signals are encouraging.

Keywords: STE based methods, Mahalanobis distance, 3 edit σ rule, Hampel Identifier.

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Authors: S. Ntalampiras, I. Potamitis, N. Fakotakis, S. Kouzoupis

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The present work faces the problem of automatic enumeration and recognition of an unknown and time-varying number of environmental sound sources while using a single microphone. The assumption that is made is that the sound recorded is a realization of sound sources belonging to a group of audio classes which is known a-priori. We describe two variations of the same principle which is to calculate the distance between the current unknown audio frame and all possible combinations of the classes that are assumed to span the soundscene. We concentrate on categorizing environmental sound sources, such as birds, insects etc. in the task of monitoring the biodiversity of a specific habitat.

Keywords: automatic recognition of multiple sound sources, enumeration of sound sources, computational ecology.

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Authors: Wei-Hsuan Lee, Chien-Hua Wang, Chin-Tzong Pang

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This paper applies fuzzy set theory to evaluate the service quality of online auction. Service quality is a composition of various criteria. Among them many intangible attributes are difficult to measure. This characteristic introduces the obstacles for respondent in replying to the survey. So as to overcome this problem, we invite fuzzy set theory into the measurement of performance. By using AHP in obtaining criteria and TOPSIS in ranking, we found the most concerned dimension of service quality is Transaction Safety Mechanism and the least is Charge Item. Regarding to the most concerned attributes are information security, accuracy and information.

Keywords: AHP, Fuzzy set theory, TOPSIS, Online auction, Servicequality

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Authors: Samah G. Babiker, Yong Shuai, Mohamed Osman Sid-Ahmed, Ming Xie, Mu Lei

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The present paper studies a structure consisting of a periodic metallic grating, coated on a dielectric spacer atop an opaque metal substrate, using coherent thermal emission source in the infrared region. It has been theoretically demonstrated that by exciting surface magnetic polaritons between metallic gratings and an opaque metallic film, separated by a dielectric spacer, large emissivity peaks are almost independent of the emission angle and they can be achieved at the resonance frequencies. The reflectance spectrum of the proposed structure shows two resonances dip, which leads to a sharp emissivity peak. The relations of the reflection and absorption properties and the influence of geometric parameters on the radiative properties are investigated by rigorous coupled-wave analysis (RCWA). The proposed structure can be easily constructed, using micro/nanofabrication and can be used as the coherent thermal emission source.

Keywords: Coherent thermal emission, Polartons, Reflectance, Resonance frequency, Rigorous coupled wave analysis (RCWA).

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Authors: Z. Veselý, M. Honner

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High power laser – total emissivity method (HPL-TE method) for determination of coatings relative total emissivity dependent on the temperature is introduced. Method principle, experimental and evaluation parts of the method are described. Computer model of HPL-TE method is employed to perform the sensitivity analysis of the effect of method parameters on the sample surface temperature in the positions where the surface temperature and radiation heat flux are measured.

Keywords: High temperature laser testing, measurement ofthermal properties, emissivity, coatings.

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Authors: Lway F. Abdulrazak, Zaid A. Shamsan, Ali K. Aswad, Tharek Abd. Rahman

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This paper gives a study about forging solution to deploy the fixed wireless access (FWA) in the band 3300-3400MHz instead of 3400-3600MHz to eschew the harmful interference between from the FWA towards fixed satellite services receiver presented in this band. The impact of FWA services toward the FSS and the boundaries of spectrum emission mask had been considered to calculate the possible Guard band required in this case. In addition, supplementary separation distance added to improve the coexistence between the two adjacent bands. Simulation had been done using Matlab software base on ITU models reliance on the most popular specification used for the tropical weather countries. Review the current problem of interference between two systems and some mitigation techniques which adopted in Malaysia as a case study is a part of this research.

Keywords: Coexistence, FSS, FWA, mask.

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Authors: Xiangming Ge, Bing Pan, Wei He, Hao Chen, Yong Zhou, Jiayao Wu, Weijiang Chu

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How the extraction and penetration of spudcan affect the performance of the adjacent pile foundation supporting the jacket platform was studied in the program FLAC3D depending on a wind farm project in Bohai sea. The simulations were conducted at the end of the spudcan penetration, which induced a pockmark in the seabed. The effects of the distance between the pile foundation and the pockmark were studied. The displacement at the mudline arose when the pockmark was closer. The bearing capacity of this jacket platform with deep pile foundations has been less influenced by the process of spudcan penetration, which can induce severe stresses on the pile foundation. The induced rotation was also satisfied with the serviceability constraints.

Keywords: Offshore foundation, pile-soil interaction, spudcan penetration, FLAC3D.

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Authors: Raza Hussain, Claire Gaiani, Joël Scher

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Dispersions of casein micelles (CM) were studied at a constant protein concentration of 5 wt % in high NaCl environment ranging from 0% to 12% by Dynamic light scattering (DLS) and Fourier Transform Infrared (FTIR). The rehydration profiles obtained were interpreted in term of wetting, swelling and dispersion stages by using a turbidity method. Two behaviours were observed depending on the salt concentration. The first behaviour (low salt concentration) presents a typical rehydration profile with a significant change between 3 and 6% NaCl indicating quick wetting, swelling and long dispersion stage. On the opposite, the dispersion stage of the second behaviour (high salt concentration) was significantly shortened indicating a strong modification of the protein backbone. A salt increase result to a destabilization of the micelle and the formation of mini-micelles more or less aggregated indicating an average micelles size ranging from 100 to 200 nm. For the first time, the estimations of secondary structural elements (irregular, ß-sheet, α-helix and turn) by the Amide III assignments were correlated with results from Amide I.

Keywords: Casein, DLS, FTIR, Ionic environment.

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Authors: Smita Jauhari, Bhupendra Mistry

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Schiff base (E)-2-methyl-N-(tetrazolo[1,5-a]quinolin-4-ylmethylene)aniline (QMA) was synthesized, and its inhibitive effect for mild steel in 1N HCl solution was investigated by weight loss measurement and electrochemical tests. From the weight loss measurements and electrochemical tests, it was observed that the inhibition efficiency increases with the increase in the Schiff base concentration and reaches a maximum at the optimum concentration. This is further confirmed by the decrease in corrosion rate. It is found that the system follows Langmuir adsorption isotherm.

Keywords: Schiff base, acid corrosion, electrochemical impedance spectroscopy, polarization.

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Authors: A. A. Kudysheva, A. N. Kudyshev

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In present article the model of Blended Learning, its advantage at foreign language teaching, and also some problems that can arise during its use are considered. The Blended Learning is a special organization of learning, which allows to combine classroom work and modern technologies in electronic distance teaching environment. Nowadays a lot of European educational institutions and companies use such technology. Through this method: student gets the opportunity to learn in a group (classroom) with a teacher and additionally at home at a convenient time; student himself sets the optimal speed and intensity of the learning process; this method helps student to discipline himself and learn to work independently.

Keywords: Foreign language, information and communication technology (ICT), model of Blended Learning, virtual cool room, technophobia

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Authors: H. A. Alzomor, B. K. Ouda, A. M. Eldeib

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Successful regional anesthesia depends upon precise location of the peripheral nerve or nerve plexus. Locating peripheral nerves is preferred to be done using nerve stimulation. In order to generate a nerve impulse by electrical means, a minimum threshold stimulus of current “rheobase” must be applied to the nerve. The technique depends on stimulating muscular twitching at a close distance to the nerve without actually touching it. Success rate of this operation depends on the accuracy of current intensity pulses used for stimulation .In this paper, we will discuss a circuit and algorithm for closed loop control for the current, theoretical analysis and test results is discussed and results is compared to previous techniques.

Keywords: Close Loop Control, Constant Current, Nerve Locator.

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Authors: Gashin Shahsavari, Gilles Arnaud-Fassetta, Roberto Bertilotti, Alberto Campisano, Fabien Riou

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Sewer deposits have been identified as a major cause of dysfunctions in combined sewer systems regarding sewer management, which induces different negative consequents resulting in poor hydraulic conveyance, environmental damages as well as worker’s health. In order to overcome the problematics of sedimentation, flushing has been considered as the most operative and cost-effective way to minimize the sediments impacts and prevent such challenges. Flushing, by prompting turbulent wave effects, can modify the bed form depending on the hydraulic properties and geometrical characteristics of the conduit. So far, the dynamics of the bed-load during high-flow events in combined sewer systems as a complex environment is not well understood, mostly due to lack of measuring devices capable to work in the “hostile” in combined sewer system correctly. In this regards, a one-episode flushing issue from an opening gate valve with weir function was carried out in a trunk sewer in Paris to understand its cleansing efficiency on the sediments (thickness: 0-30 cm). During more than 1h of flushing within 5 m distance in downstream of this flushing device, a maximum flowrate and a maximum level of water have been recorded at 5 m in downstream of the gate as 4.1 m3/s and 2.1 m respectively. This paper is aimed to evaluate the efficiency of this type of gate for around 1.1 km (from the point -50 m to +1050 m in downstream from the gate) by (i) determining bed grain-size distribution and sediments evolution through the sewer channel, as well as their organic matter content, and (ii) identifying sections that exhibit more changes in their texture after the flush. For the first one, two series of sampling were taken from the sewer length and then analyzed in laboratory, one before flushing and second after, at same points among the sewer channel. Hence, a non-intrusive sampling instrument has undertaken to extract the sediments smaller than the fine gravels. The comparison between sediments texture after the flush operation and the initial state, revealed the most modified zones by the flush effect, regarding the sewer invert slope and hydraulic parameters in the zone up to 400 m from the gate. At this distance, despite the increase of sediment grain-size rages, D50 (median grainsize) varies between 0.6 mm and 1.1 mm compared to 0.8 mm and 10 mm before and after flushing, respectively. Overall, regarding the sewer channel invert slope, results indicate that grains smaller than sands (< 2 mm) are more transported to downstream along about 400 m from the gate: in average 69% before against 38% after the flush with more dispersion of grain-sizes distributions. Furthermore, high effect of the channel bed irregularities on the bed material evolution has been observed after the flush.

Keywords: Bed-material load evolution, combined sewer systems, flushing efficiency, sediment transport.

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Authors: R. Bourziza, A. Hammani, M. Kuper, A. Bouaziz

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In oases, the surface water resources are becoming increasingly scarce and groundwater resources, which generally have a poor quality due to the high levels of salinity, are often overexploited. Water saving have therefore become imperative for better oases sustainability. If drip irrigation is currently recommended in Morocco for saving water and valuing, its use in the sub-desert areas does not keep water safe from high evaporation rates. An alternative to this system would be the use of subsurface drip irrigation. This technique is defined as an application of water under the soil surface through drippers, which deliver water at rates generally similar to surface drip irrigation. As subsurface drip irrigation is a recently introduced in Morocco, a better understanding of the infiltration process around a buried source, in local conditions, and its impact on plant growth is necessarily required. This study aims to contribute to improving the water use efficiency by testing the performance of subsurface irrigation system, especially in areas where water is a limited source. The objectives of this research are performance evaluation in arid conditions of the subsurface drip irrigation system for young date palms compared to the surface drip. In this context, an experimental test is installed at a farmer’s field in the area of Erfoud (Errachidia Province, southeastern Morocco), using the subsurface drip irrigation system in comparison with the classic drip system for young date palms. Flow measurement to calculate the uniformity of the application of water was done through two methods: a flow measurement of drippers above the surface and another one underground. The latter method has also helped us to estimate losses through evaporation for both irrigation techniques. In order to compare the effect of two irrigation modes, plants were identified for each type of irrigation to monitor certain agronomic parameters (cumulative numbers of palms and roots development). Experimentation referred to a distribution uniformity of about 88%; considered acceptable for subsurface drip irrigation while it is around 80% for the surface drip irrigation. The results also show an increase in root development and in the number of palm, as well as a substantial water savings due to lower evaporation losses compared to the classic drip irrigation. The results of this study showed that subsurface drip irrigation is an efficient technique, which allows sustainable irrigation in arid areas.

Keywords: Subsurface drip irrigation, Water conservation, Arid areas, Young date palms.

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Authors: Mohammad Shanbghazani, Vahid Heidarpour, Iraj Mirzaee

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In this study a two dimensional axisymmetric, steady state and incompressible laminar flow in a rotating single disk is numerically investigated. The finite volume method is used for solving the momentum equations. The numerical model and results are validated by comparing it to previously reported experimental data for velocities, angles and moment coefficients. It is demonstrated that increasing the axial distance increases the value of axial velocity and vice versa for tangential and total velocities. However, the maximum value of nondimensional radial velocity occurs near the disk wall. It is also found that with increase rotational Reynolds number, moment coefficient decreases.

Keywords: Rotating disk, Laminar flow, Numerical, Momentum

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Authors: S. Limpattayanate, M. Hunsom

Abstract:

A comparison of activity and stability of the as-formed Pt/C, Pt-Co and Pt-Pd/C electrocatalysts, prepared by a combined approach of impregnation and seeding, was performed. According to the activity test in a single Proton Exchange Membrane (PEM) fuel cell, the Oxygen Reduction Reaction (ORR) activity of the Pt-M/C electrocatalyst was slightly lower than that of Pt/C. The j0.9 V and E10 mA/cm2 of the as-prepared electrocatalysts increased in the order of Pt/C > Pt-Co/C > Pt-Pd/C. However, in the medium-to-high current density region, Pt-Pd/C exhibited the best performance. With regard to their stability in a 0.5 M H2SO4 electrolyte solution, the electrochemical surface area decreased as the number of rounds of repetitive potential cycling increased due to the dissolution of the metals within the catalyst structure. For long-term measurement, Pt- Pd/C was the most stable than the other three electrocatalysts.

Keywords: ORR activity, Stability, Pt-based electrocatalysts, PEM fuel cell.

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Authors: Amira Shakila Razali, Faridah Lisa Supian, Muhammad Mat Salleh, Suraini Abu Bakar

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Water contamination by toxic compound is one of the serious environmental problems today. These toxic compounds mostly originated from industrial effluents, agriculture, natural sources and human waste. These studies focus on modification of multiwalled carbon nanotube (MWCNTs) with nanoparticle of calixarene and explore the possibility of using this modification for the remediation of cadmium in water. The nanocomposites were prepared by dissolving calixarene in chloroform solution as solvent, followed by additional multiwalled carbon nanotube (MWCNTs) then sonication process for 3 hour and fabricated the nanocomposites on substrate by spin coating method. Finally, the nanocomposites were tested on cadmium ion (10 mg/ml). The morphology of nanocomposites was investigated by FESEM showing the formation of calixarene on the outer walls of carbon nanotube and cadmium ion also clearly seen from the micrograph. This formation was supported by using energy dispersive x-ray (EDX). The presence of cadmium ions in the films, leads to some changes in the surface potential and Fourier Transform Infrared spectroscopy (FTIR).The nanocomposites MWCNTs-calixarene have potential for development of sensor for pollutant monitoring and nanoelectronics devices applications.

Keywords: Calixarene, Multiwalled Carbon Nanotubes, Cadmium, Surface Potential.

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Authors: Sameer Kumar, Jariah Mohd. Jan

Abstract:

Earlier studies in kinship networks have primarily focused on observing the social relationships existing between family relatives. In this study, we pre-identified hubs in the network to investigate if they could play a catalyst role in the transfer of physical information. We conducted a case study of a ceremony performed in one of the families of a small Hindu community – the Uttar Rarhi Kayasthas. Individuals (n = 168) who resided in 11 geographically dispersed regions were contacted through our hub-based representation. We found that using this representation, over 98% of the individuals were successfully contacted within the stipulated period. The network also demonstrated a small-world property, with an average geodesic distance of 3.56.

Keywords: Social Networks, Kinship Networks, Social Network Analysis, Geospatial Communication, Hubs

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Authors: A. Manallah, C. Meier

Abstract:

Confocal spectral interferometry (CSI) is an innovative optical method for determining microtopography of surfaces and thickness of transparent layers, based on the combination of two optical principles: confocal imaging, and spectral interferometry. Confocal optical system images at each instant a single point of the sample. The whole surface is reconstructed by plan scanning. The interference signal generated by mixing two white-light beams is analyzed using a spectrometer. In this work, five ‘rugotests’ of known standard roughnesses are investigated. The topography is then measured and illustrated, and the equivalent roughness is determined and compared with the standard values.

Keywords: Confocal spectral interferometry, Nondestructive testing, Optical metrology, Surface topography, Roughness.

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Authors: Youngseok Kim, Chul Park, Jonghwa Yi, Sangsik Choi

Abstract:

The 2-MHz Side Scan SONAR (SSS) attached to the boat for inspection of underwater structures is affected by shaking. It is difficult to determine the exact scale of damage of structure. In this study, a motion sensor is attached to the inside of the 2-MHz SSS to get roll, pitch, and yaw direction data, and developed the image stabilization tool to correct the sonar image. We checked that reliable data can be obtained with an average error rate of 1.99% between the measured value and the actual distance through experiment. It is possible to get the accurate sonar data to inspect damage in underwater structure.

Keywords: Image stabilization, motion sensor, safety inspection, sonar image, underwater structure.

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Authors: Tossaporn Kachanubal, Somkait Udomhunsakul

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In this paper, we proposed a method to classify each type of natural rock texture. Our goal is to classify 26 classes of rock textures. First, we extract five features of each class by using principle component analysis combining with the use of applied spatial frequency measurement. Next, the effective node number of neural network was tested. We used the most effective neural network in classification process. The results from this system yield quite high in recognition rate. It is shown that high recognition rate can be achieved in separation of 26 stone classes.

Keywords: Texture classification, SFM, neural network, rock texture classification.

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Authors: Hector D. Cortes, Jesus A. del Rio, Esther O. Garcia, Miguel Robles

Abstract:

Recently the use of data mining to scientific bibliographic data bases has been implemented to analyze the pathways of the knowledge or the core scientific relevances of a laureated novel or a country. This specific case of data mining has been named citation mining, and it is the integration of citation bibliometrics and text mining. In this paper we present an improved WEB implementation of statistical physics algorithms to perform the text mining component of citation mining. In particular we use an entropic like distance between the compression of text as an indicator of the similarity between them. Finally, we have included the recently proposed index h to characterize the scientific production. We have used this web implementation to identify users, applications and impact of the Mexican scientific institutions located in the State of Morelos.

Keywords: Citation Mining, Text Mining, Science Impact

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Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam

Abstract:

The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.

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Authors: Petr Teply

Abstract:

Liquidity risk management ranks to key concepts applied in finance. Liquidity is defined as a capacity to obtain funding when needed, while liquidity risk means as a threat to this capacity to generate cash at fair costs. In the paper we present challenges of liquidity risk management resulting from the 2007- 2009 global financial upheaval. We see five main regulatory liquidity risk management issues requiring revision in coming years: liquidity measurement, intra-day and intra-group liquidity management, contingency planning and liquidity buffers, liquidity systems, controls and governance, and finally models testing the viability of business liquidity models.

Keywords: liquidity, risk management, regulation, global crisis

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