Search results for: Evaluation and selecting contractors

Authors: Ali Nadi, Ali Edrissi

Abstract:

Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.

Keywords: Disaster management, real-time demand, reinforcement learning, relief demand.

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Authors: Aicha Rima Cheniti, Hatem Besbes, Joseph Haggege, Christophe Sintes

Abstract:

In this paper, we are interested to determine the carbon dioxide pressure in the arterial blood through radial velocity difference. The blood was modeled as a two phase mixture (an aqueous carbon dioxide solution with carbon dioxide gas) by Drift flux model and the Young-Laplace equation. The distributions of mixture velocities determined from the considered model permitted the calculation of the radial velocity distributions with different values of mean mixture pressure and the calculation of the mean carbon dioxide pressure knowing the mean mixture pressure. The radial velocity distributions are used to deduce a calculation method of the mean mixture pressure through the radial velocity difference between two positions which is measured by ultrasound. The mean carbon dioxide pressure is then deduced from the mean mixture pressure.

Keywords: Mean carbon dioxide pressure, mean mixture pressure, mixture velocity, radial velocity difference.

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Authors: Noriyoshi Hosoya, Kayoko Yamamoto

Abstract:

This study, focusing on the importance of encouraging outdoor activities for children, aims to propose and implement a Web-GIS based outdoor education program for junior high schools, which will then be evaluated by users. Specifically, for the purpose of improved outdoor activities in the junior high school education, the outdoor education program, with chiefly using the Web-GIS that provides a good information provision and sharing tool, is proposed and implemented before being evaluated by users. The conclusion of this study can be summarized in the following two points. (1) A five -step outdoor education program based on Web-GIS was proposed for a “second school" at junior high schools that was then implemented before being evaluated by teachers as users. (2) Based on the results of evaluation by teachers, it was clear that the general operation of Web-GIS based outdoor education program with them only is difficult due to their lack of knowledge regarding Web-GIS and that support staff who can effectively utilize Web-GIS are essential.

Keywords: Outdoor Education, Web-Based GIS (Geographical Information Systems), Junior High Schools, School Education

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Authors: M. Jändel

Abstract:

A new conceptual architecture for low-level neural pattern recognition is presented. The key ideas are that the brain implements support vector machines and that support vectors are represented as memory patterns in competitive queuing memories. A binary classifier is built from two competitive queuing memories holding positive and negative valence training examples respectively. The support vector machine classification function is calculated in synchronized evaluation cycles. The kernel is computed by bisymmetric feed-forward networks feed by sensory input and by competitive queuing memories traversing the complete sequence of support vectors. Temporary summation generates the output classification. It is speculated that perception apparatus in the brain reuses structures that have evolved for enabling fluent execution of prepared action sequences so that pattern recognition is built on internalized motor programmes.

Keywords: Competitive queuing model, Olfactory system, Pattern recognition, Support vector machine, Thalamus

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Authors: M. B. Kime, J. Ntambwe, J. Mwamba

Abstract:

Froth flotation remains to date as one of the most used metallurgical processes for concentrating metal-bearing minerals in ores. Oxide ores are relatively less amenable to froth flotation and require a judicious choice of reagents for the recovery of metals to be optimised. Laboratory batch flotation tests were conducted to determine the effect of two types of gasoil-rinkalore mixtures on the flotation response of a copper cobalt oxide ore sample. The head assay conducted on the initial ore sample showed that it contained about 2.90% of Cu, 0.12% of Co. Upon the flotation test work, the results obtained indicated that the concentrate obtained with use of the mixture gazoil-rinkalore RX yielded 8.24% Cu and 0.22% Co concentrate grades with recoveries of 76.0% Cu and 78.0% Co respectively. But, the concentrate obtained by use of the mixture gazoil-rinkalore RX3 yielded relatively bad results with 5.92% Cu and 0.18% Cu concentrate grades with recoveries of 70.3% Cu and 65.3% Co respectively.

Keywords: Cobalt, copper, froth flotation, Rinkalore RX, Rinkalore RX3, Shangolowe.

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Authors: Mohamed A. Ahmed, Lydia J. Campbell

Abstract:

The fortified of soft wheat flour with cowpea flour in bread making was investigated. The Soft wheat flour (SWF) was substituted by cowpea flour at levels of 5, 15 and 20%. The protein content of composite breads ranged from 6.1 – 9.9%. Significant difference was observed in moisture, protein and crude fibre contents of control (wheat bread) and composite bread at 5% addition of cowpea. Water absorption capacities of composite flours increased with increasing levels of cowpea flour in the blend. The specific loaf volume decreased significantly with increased cowpea content of blends. The overall acceptability of the 5% cowpea flour content of composite bread was not significantly different from the control (Soft Wheat-bread) but there is significantly different with increasing the levels of cowpea flour in the blend more than 5%.

Keywords: Cowpea flour, wheat flour, baking properties, sensory quality.

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Authors: Elisabeth Brandenburg, Robert Woll, Rainer Stark

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This paper presents how smart glasses and voice commands can be used for improving the maintenance process of industrial gas turbines. It presents the process of inspecting a gas turbine’s combustion chamber and how it is currently performed using a set of paper-based documents. In order to improve this process, a portable hands-free process assistance system has been conceived. In the following, it will be presented how the approach of user-centered design and the method of paper prototyping have been successfully applied in order to design a user interface and a corresponding workflow model that describes the possible interaction patterns between the user and the interface. The presented evaluation of these results suggests that the assistance system could help the user by rendering multiple manual activities obsolete, thus allowing him to work hands-free and to save time for generating protocols.

Keywords: Paper prototyping, smart glasses, turbine maintenance, user centered design.

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Authors: Ghassan A. Abed, Mahamod Ismail, Samir I. Badrawi, Bayan M. Sabbar

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Long Term Evolution Advanced (LTE-Advanced) LTE-Advanced is not new as a radio access technology, but it is an evolution of LTE to enhance the performance. This generation is the continuation of 3GPP-LTE (3GPP: 3rd Generation Partnership Project) and it is targeted for advanced development of the requirements of LTE in terms of throughput and coverage. The performance evaluation process of any network should be based on many models and simulations to investigate the network layers and functions and monitor the employment of the new technologies especially when this network includes large-bandwidth and low-latency links such as LTE and LTE-Advanced networks. Therefore, it’s necessary to enhance the proposed models of high-speed and high-congested link networks to make these links and traffics fulfill the needs of the huge data which transferred over the congested links. This article offered an innovative model of the most correlated links of LTE-Advanced system using the Network Simulator 2 (NS-2) with investigation of the link parameters.

Keywords: 3GPP, LTE, LTE-Advanced, NS-2.

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Authors: Ji Hyung Park, Dong-Hyun Seo, Young-Jin Jung, Han Sung Kim

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The aim of this study is to evaluate the effects of the laser and partial vibration stimulation on the mice tibia with morphological characteristics. Twenty female C57BL/6 mice (12 weeks old) were used for the experiment. The study was carried out on four groups of animals each consisting of five mice. Four groups of mice were ovariectomized. Animals were scanned at 0 and 2 weeks after ovariectomy by using micro computed tomography to estimate morphological characteristics of tibial trabecular bone. Morphological analysis showed that structural parameters of multi-stimuli group appear significantly better phase in BV/TV, BS/BV, Tb.Th, Tb.N, Tb.Sp, and Tb.pf than single stimulation groups. However, single stimulation groups didn’t show significant effect on tibia with Sham group. This study suggests that multi-stimuli may restrain the change as the degenerate phase on osteoporosis in the mice tibia.

Keywords: Laser, Partial Vibration, Osteoporosis, in vivo micro-CT, mice.

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Authors: Mehmet Altınöz

Abstract:

Today, the working areas put forward the administration of change. In order to provide this; it is required from the organizations to be creative. Professional creativity in offices depends on an environment that enables the development of the organization only after the individual or collective exertions within the organization. By providing this environment, the organization will gain efficiency, productivity, and work pleasure. In order to bring up the workforce appropriate to the related expectations, the professional creativity of the office management and secretarial profession candidates should be evaluated, education programs appropriate to this and related directly with the service quality should be prepared and the future of this profession should be directed. The aim of this study is to ensure the attention to improve the prepared education program as well as the creative thoughts and their applications, when carrying out an office management and secretarial training. 144 students took place in this research and a questionnaire of 48 questions was carried out.

Keywords: Creativity, professional creativity, creativity evaluation, office management, secretarial

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Authors: Shuhana Shamsuddin, Nur Rasyiqah Abu Hassan, Ahmad Bashri Sulaiman

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Liveable city is referred to as the quality of life in an area that contributes towards a safe, healthy and enjoyable place. This paper discusses the role of the streets- activities in making Kuala Lumpur a liveable city and the happiness level of the residents towards the city-s street activities. The study was conducted using the residents of Kuala Lumpur. A mixed method technique is used with the quantitative data as a main data and supported by the qualitative data. Data were collected using questionnaires, observation and also an interview session with a sample of residents of Kuala Lumpur. The sampling technique is based on multistage cluster data sampling. The findings revealed that, there is still no significant relationship between the length of stay of the resident in Kuala Lumpur with the happiness level towards the street activities that occurred in the city.

Keywords: Liveable city, activities, urban design quality, quality of life, happiness level.

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Authors: Didik Nurhadiyanto , Moch Agus Choiron , Ken Kaminishi , Shigeyuki Haruyama

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At the previous study of new metal gasket, contact width and contact stress were important design parameter for optimizing metal gasket performance. However, the range of contact stress had not been investigated thoroughly. In this study, we conducted a gasket design optimization based on an elastic and plastic contact stress analysis considering forming effect using FEM. The gasket model was simulated by using two simulation stages which is forming and tightening simulation. The optimum design based on an elastic and plastic contact stress was founded. Final evaluation was determined by helium leak quantity to check leakage performance of both type of gaskets. The helium leak test shows that a gasket based on the plastic contact stress design better than based on elastic stress design.

Keywords: Contact stress, metal gasket, plastic, elastic

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Authors: Mohsin Talib Mohammed, Zahid A. Khan, Arshad N. Siddiquee

Abstract:

Biometallic materials are the most important materials for use in biomedical applications especially in manufacturing a variety of biological artificial replacements in a modern worlds, e.g. hip, knee or shoulder joints, due to their advanced characteristics. Titanium (Ti) and its alloys are used extensively in biomedical applications based on their high specific strength and excellent corrosion resistance. Beta-Ti alloys containing completely biocompatible elements are exceptionally prospective materials for manufacturing of bioimplants. They have superior mechanical, chemical and electrochemical properties for use as biomaterials. These biomaterials have the ability to introduce the most important property of biochemical compatibility which is low elastic modulus. This review examines current information on the recent developments in alloying elements leading to improvements of beta Ti alloys for use as biomaterials. Moreover, this paper focuses mainly on the evolution, evaluation and development of the modulus of elasticity as an effective factor on the performance of beta alloys.

Keywords: Beta Alloys, Biomedical Applications, Titanium Alloys, Young's Modulus.

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Authors: Dariush Semnani, Hossein Ghayoor

Abstract:

In this paper a novel method was presented for evaluating the fabric pills using digital image processing techniques. This work provides a novel technique for detecting pills and also measuring their heights, surfaces and volumes. Surely, measuring the intensity of defects by human vision is an inaccurate method for quality control; as a result, this problem became a motivation for employing digital image processing techniques for detection of defects of fabric surface. In the former works, the systems were just limited to measuring of the surface of defects, but in the presented method the height and the volume of defects were also measured, which leads to a more accurate quality control. An algorithm was developed to first, find pills and then measure their average intensity by using three criteria of height, surface and volume. The results showed a meaningful relation between the number of rotations and the quality of pilled fabrics.

Keywords: 3D analysis, computer vision, fabric, pile, surface evaluation

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Authors: P. Ramprasad, H. C. Nagaraj, M. K. Parasuram

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Image registration plays an important role in the diagnosis of dental pathologies such as dental caries, alveolar bone loss and periapical lesions etc. This paper presents a new wavelet based algorithm for registering noisy and poor contrast dental x-rays. Proposed algorithm has two stages. First stage is a preprocessing stage, removes the noise from the x-ray images. Gaussian filter has been used. Second stage is a geometric transformation stage. Proposed work uses two levels of affine transformation. Wavelet coefficients are correlated instead of gray values. Algorithm has been applied on number of pre and post RCT (Root canal treatment) periapical radiographs. Root Mean Square Error (RMSE) and Correlation coefficients (CC) are used for quantitative evaluation. Proposed technique outperforms conventional Multiresolution strategy based image registration technique and manual registration technique.

Keywords: Diagnostic imaging, geometric transformation, image registration, multiresolution.

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Authors: Xiaowen Zhang, Wanda Luen-Wun Siu

Abstract:

The paper reviews the insights gained in combating COVID-19 in the US, Japan, and China. After evaluation and investigation, we found that China’s and Japan’s experience of fighting COVID-19 is commendable. The Chinese government and the Japanese administration have implemented highly effective governance and public health course of action to fight COVID-19. Government-led epidemic control with a staunch belief in science can roll out effective pandemic control strategies. In contrast, the US failed to react to COVID-19 effectively. The relaxed public health measures of ending shutdowns prematurely were not working. When the US keeps business open after the spring shutdown, COVID-19 cases are soaring. Such experiences inform us effective governance and a mandatory and stricter approach can better curb a pandemic than milder measures in handling a public health emergency. And China and Japan, where collectivistic culture reins, can better maneuver a public health crisis with collective efforts.

Keywords: COVID-19, China, Japan, US.

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Authors: M. V. Ramana Rao, T. Adilakshmi

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Based on application requirements, nodes are static or mobile in Wireless Sensor Networks (WSNs). Mobility poses challenges in protocol design, especially at the link layer requiring mobility adaptation algorithms to localize mobile nodes and predict link quality to be established with them. This study implements XMAC and Berkeley Media Access Control (BMAC) routing protocols to evaluate performance under WSN’s static and mobility conditions. This paper gives a comparative study of mobility-aware MAC protocols. Routing protocol performance, based on Average End to End Delay, Average Packet Delivery Ratio, Average Number of hops, and Jitter is evaluated.

Keywords: Wireless Sensor Network (WSN), Medium Access Control (MAC), Berkeley Media Access Control (BMAC), mobility.

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Authors: Arash Habibi Lashkari, Azizah Abdul Manaf, Maslin Masrom

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In today's day and age, one of the important topics in information security is authentication. There are several alternatives to text-based authentication of which includes Graphical Password (GP) or Graphical User Authentication (GUA). These methods stems from the fact that humans recognized and remembers images better than alphanumerical text characters. This paper will focus on the security aspect of GP algorithms and what most researchers have been working on trying to define these security features and attributes. The goal of this study is to develop a fuzzy decision model that allows automatic selection of available GP algorithms by taking into considerations the subjective judgments of the decision makers who are more than 50 postgraduate students of computer science. The approach that is being proposed is based on the Fuzzy Analytic Hierarchy Process (FAHP) which determines the criteria weight as a linear formula.

Keywords: Graphical Password, Authentication Security, Attack Patterns, Brute force attack, Dictionary attack, Guessing Attack, Spyware attack, Shoulder surfing attack, Social engineering Attack, Password Entropy, Password Space.

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Authors: Cesar Hernández, Diego Giral, Ingrid Páez

Abstract:

This article proposes a hybrid algorithm for spectrum allocation in cognitive radio networks based on the algorithms Analytical Hierarchical Process (AHP) and Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) to improve the performance of the spectrum mobility of secondary users in cognitive radio networks. To calculate the level of performance of the proposed algorithm a comparative analysis between the proposed AHP-TOPSIS, Grey Relational Analysis (GRA) and Multiplicative Exponent Weighting (MEW) algorithm is performed. Four evaluation metrics are used. These metrics are accumulative average of failed handoffs, accumulative average of handoffs performed, accumulative average of transmission bandwidth, and accumulative average of the transmission delay. The results of the comparison show that AHP-TOPSIS Algorithm provides 2.4 times better performance compared to a GRA Algorithm and, 1.5 times better than the MEW Algorithm.

Keywords: Cognitive radio, decision making, hybrid algorithm, spectrum handoff, wireless networks.

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Authors: Funmilola O. Omoya, Joseph O. Obameso, Titus A. Olukibiti

Abstract:

This study was carried out to reveal the bacterial composition of aerosol in the studied abattoirs. Bacteria isolated were characterized according to microbiological standards. Factors such as temperature and distance were considered as variable in this study. The isolation was carried out at different temperatures such as 27^oC, 31^oC and 29^oC and at various distances of 100meters and 200meters away from the slaughter sites. Result obtained showed that strains of Staphylococcus aureus, Escherichia coli, Bacillus subtilis, Lactobacillus alimentarius and Micrococcus sp. were identified. The total viable counts showed that more microorganisms were present in the morning while the least viable count of 388cfu was recorded in the evening period of this study. This study also showed that more microbial loads were recorded the further the distance is to the slaughter site. Conclusively, the array of bacteria isolated suggests that abattoir sites may be a potential source of pathogenic organisms to commuters if located within residential environment.

Keywords: Abattoir, Aerosol, Bacterial Composition, Environment.

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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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Authors: V. Sacca, A. Sarica, F. Novellino, S. Barone, T. Tallarico, E. Filippelli, A. Granata, P. Valentino, A. Quattrone

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In the last few years, resting-state functional MRI (rs-fMRI) was widely used to investigate the architecture of brain networks by investigating the Blood Oxygenation Level Dependent response. This technique represented an interesting, robust and reliable approach to compare pathologic and healthy subjects in order to investigate neurodegenerative diseases evolution. On the other hand, the elaboration of rs-fMRI data resulted to be very prone to noise due to confounding factors especially the head motion. Head motion has long been known to be a source of artefacts in task-based functional MRI studies, but it has become a particularly challenging problem in recent studies using rs-fMRI. The aim of this work was to evaluate in MS patients a well-known motion correction algorithm from the FMRIB's Software Library - MCFLIRT - that could be applied to minimize the head motion distortions, allowing to correctly interpret rs-fMRI results.

Keywords: Head motion correction, MCFLIRT algorithm, multiple sclerosis, resting state fMRI.

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Authors: Dhinu Johnson, Gurdip Singh

Abstract:

Sensor network applications are often data centric and involve collecting data from a set of sensor nodes to be delivered to various consumers. Typically, nodes in a sensor network are resource-constrained, and hence the algorithms operating in these networks must be efficient. There may be several algorithms available implementing the same service, and efficient considerations may require a sensor application to choose the best suited algorithm. In this paper, we present a systematic evaluation of a set of algorithms implementing the data gathering service. We propose a modular infrastructure for implementing such algorithms in TOSSIM with separate configurable modules for various tasks such as interest propagation, data propagation, aggregation, and path maintenance. By appropriately configuring these modules, we propose a number of data gathering algorithms, each of which incorporates a different set of heuristics for optimizing performance. We have performed comprehensive experiments to evaluate the effectiveness of these heuristics, and we present results from our experimentation efforts.

Keywords: Data Centric Protocols, Shortest Paths, Sensor networks, Message passing systems.

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Authors: Ling Zheng, Yaping Wei, Kang Cao, Songpo Shi, Jinxing Wang

Abstract:

It-s difficult for China-s current land transfer institutions limited to county-wide to solve the contradiction between urban-rural development and construction land shortage. On the basis of analyzing China-s construction land transfer system, and evaluation toward Transfer of development rights (TDR) practices in Anhui and Chongqing, the passage proposes: (1) we should establish a multi-level land indicators trade market under the guidance of regional spatial objectives, and allow land transfer paid across cities and counties within a specific area following the regulation of both government and market; (2) it would be better to combine organically the policy ntentions of land plan, regional plan, urban plan and economic plan, and link them with land indicators transfer to promote a wider range of urban-rural balance and regional coordination.

Keywords: China's land institutions, transfer of development rights, urban-rural balance, regional coordination.

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Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammadhossein Sedaaghi

Abstract:

Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy CMeans (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic CMeans (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.

Keywords: Facial image, segmentation, PCM, FCM, skin error, facial surgery.

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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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Authors: Kei Fujii, Jun Okawa, Kaori Suigetsu

Abstract:

Concatenative speech synthesis is a method that can make speech sound which has naturalness and high-individuality of a speaker by introducing a large speech corpus. Based on this method, in this paper, we propose a voice conversion method whose conversion speech has high-individuality and naturalness. The authors also have two subjective evaluation experiments for evaluating individuality and sound quality of conversion speech. From the results, following three facts have be confirmed: (a) the proposal method can convert the individuality of speakers well, (b) employing the framework of unit selection (especially join cost) of concatenative speech synthesis into conventional voice conversion improves the sound quality of conversion speech, and (c) the proposal method is robust against the difference of genders between a source speaker and a target speaker.

Keywords: concatenative speech synthesis, join cost, speaker individuality, unit selection, voice conversion

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Authors: Alicia Y. C. Tang, Sharifuddin M. Zain, Noorsaadah A. Rahman, Rukaini Abdullah

Abstract:

This paper discusses a qualitative simulator QRiOM that uses Qualitative Reasoning (QR) technique, and a process-based ontology to model, simulate and explain the behaviour of selected organic reactions. Learning organic reactions requires the application of domain knowledge at intuitive level, which is difficult to be programmed using traditional approach. The main objective of QRiOM is to help learners gain a better understanding of the fundamental organic reaction concepts, and to improve their conceptual comprehension on the subject by analyzing the multiple forms of explanation generated by the software. This paper focuses on the generation of explanation based on causal theories to explicate various phenomena in the chemistry subject. QRiOM has been tested with three classes problems related to organic chemistry, with encouraging results. This paper also presents the results of preliminary evaluation of QRiOM that reveal its explanation capability and usefulness.

Keywords: Artificial intelligence, explanation, ontology, organicreactions, qualitative reasoning, QPT.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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Authors: Michal Mardiak, Jaroslav Polec

Abstract:

In this paper we proposed comparison of four content based objective metrics with results of subjective tests from 80 video sequences. We also include two objective metrics VQM and SSIM to our comparison to serve as “reference” objective metrics because their pros and cons have already been published. Each of the video sequence was preprocessed by the region recognition algorithm and then the particular objective video quality metric were calculated i.e. mutual information, angular distance, moment of angle and normalized cross-correlation measure. The Pearson coefficient was calculated to express metrics relationship to accuracy of the model and the Spearman rank order correlation coefficient to represent the metrics relationship to monotonicity. The results show that model with the mutual information as objective metric provides best result and it is suitable for evaluating quality of video sequences.

Keywords: Objective quality metrics, mutual information, region recognition, content based metrics

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