Search results for: financial time series.

Authors: M. Zheng, V. S. Alagar

Abstract:

The paper discusses complexity of component-based development (CBD) of embedded systems. Although CBD has its merits, it must be augmented with methods to control the complexities that arise due to resource constraints, timeliness, and run-time deployment of components in embedded system development. Software component specification, system-level testing, and run-time reliability measurement are some ways to control the complexity.

Keywords: Components, embedded systems, complexity, softwaredevelopment, traffic controller system.

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Authors: M. F. Haroun, T. A. Gulliver

Abstract:

In this paper, an encryption algorithm is proposed for real-time image encryption. The scheme employs a dual chaotic generator based on a three dimensional (3D) discrete Lorenz attractor. Encryption is achieved using non-autonomous modulation where the data is injected into the dynamics of the master chaotic generator. The second generator is used to permute the dynamics of the master generator using the same approach. Since the data stream can be regarded as a random source, the resulting permutations of the generator dynamics greatly increase the security of the transmitted signal. In addition, a technique is proposed to mitigate the error propagation due to the finite precision arithmetic of digital hardware. In particular, truncation and rounding errors are eliminated by employing an integer representation of the data which can easily be implemented. The simple hardware architecture of the algorithm makes it suitable for secure real-time applications.

Keywords: Chaotic systems, image encryption, 3D Lorenz attractor, non-autonomous modulation, FPGA.

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Authors: Jean-Alain Grunchec, Jules Hernández-Sánchez, Sara Knott

Abstract:

Some meta-schedulers query the information system of individual supercomputers in order to submit jobs to the least busy supercomputer on a computational Grid. However, this information can become outdated by the time a job starts due to changes in scheduling priorities. The MSR scheme is based on Multiple Simultaneous Requests and can take advantage of opportunities resulting from these priorities changes. This paper presents the SWARM meta-scheduler, which can speed up the execution of large sets of tasks by minimizing the job queuing time through the submission of multiple requests. Performance tests have shown that this new meta-scheduler is faster than an implementation of the MSR scheme and the gLite meta-scheduler. SWARM has been used through the GridQTL project beta-testing portal during the past year. Statistics are provided for this usage and demonstrate its capacity to achieve reliably a substantial reduction of the execution time in production conditions.

Keywords: Grid computing, multiple simultaneous requests, fault tolerance, GridQTL.

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Authors: Sima Sh. Alian, Abdul Aziz Omar, Ali F. Alta'ee, Irzie Hani

Abstract:

In this work, the precipitation of asphaltene from a Malaysian light oil reservoir was studies. A series of experiments were designed and carried out to examine the effect of CO2 injection on asphaltene precipitation. Different pressures of injections were used in Dynamic flooding experiment in order to investigate the effect of pressure versus injection pore volume of CO2. These dynamic displacement tests simulate reservoir condition. Results show that by increasing the pore volume of injected gas asphaltene precipitation will increases, also rise in injection pressure causes less precipitation. Sandstone core plug was used to represent reservoir formation during displacement test; therefore it made it possible to study the effect of present of asphaltene on formation. It is found out that the precipitated asphaltene can reduce permeability and porosity which is not favorable during oil production.

Keywords: Asphaltene, asphaltene precipitation, enhanced oil recovery.

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Authors: Theodosios Tsiakis, George Stephanides, George Pekos

Abstract:

The growth of open networks created the interest to commercialise it. The establishment of an electronic business mechanism must be accompanied by a digital – electronic payment system to transfer the value of transactions. Financial organizations are requested to offer a secure e-payment synthesis with equivalent level of security served in conventional paper-based payment transactions. PKI, which is functioning as a chain of trust in security architecture, can enable security services of cryptography to epayments, in order to take advantage of the wider base either of customer or of trading partners and the reduction of cost transaction achieved by the use of Internet channels. The paper addresses the possibilities and the implementation suggestions of PKI in relevance to electronic payments by suggesting a framework that should be followed.

Keywords: Electronic Payment, Security, Trust

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Authors: Mohammad Mirjalili, Hamid Akbarpour

Abstract:

In this work, a bleached well cotton sample was dyed with reactive yellow105 dye and subsequently, the dyed sample was exposed to the plasma condition containing Nitrogen gas at 1 and 5 minutes of plasma exposure time, respectively. The effect of plasma on surface morphology fabric was studied by Scanning Electronic Microscope (SEM). CIELab, K/S, and %R of samples (treated and untreated samples) were measured by a reflective spectrophotometer, and consequently, the experiments show that the sample dyed with Reactive yellow 105 after being washed, with the increase in the operation time of plasma, its dye fastness decreases. In addition, the increase in plasma operation time at constant pressure would increase the destructing effect on the surface morphology of samples dyed with reactive yellow105.

Keywords: Cotton fabric, cold nitrogen plasma, reflective spectrophotometer, electronic scanning microscope (SEM), reactive yellow105 dye.

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Authors: Mahmoud M. Tash, S. Alkahtani

Abstract:

The present study was undertaken to investigate the effect of pre-aging and aging parameters (time and temperature) on the mechanical properties of Al-Mg-Zn (7075) alloys. Ultimate tensile strength, 0.5% offset yield strength and % elongation measurements were carried out on specimens prepared from cast and heat treated 7075 alloys. Aging treatments were carried out for the as solution treated (SHT) specimens (after quenching in warm water). The specimens were aged at different conditions; Natural aging was carried out at room temperature for different periods of time. Double aging was performed for SHT conditions (pre-aged at different time and temperature followed by high temperature aging). Ultimate tensile strength, yield strength and % elongation as a function of different pre-aging and aging parameters are analyzed to acquire an understanding of the effects of these variables and their interactions on the mechanical properties of Be-treated 7075 alloys.

Keywords: Duplex Aging Treatment, Mechanical Properties, Al-Mg-Zn (7075) alloys.

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Authors: S. A. Naeini, M. Ghorbani Tochaee

Abstract:

The aim of this study is to assess the influence of plastic fines content on sand-clay mixtures on maximum shear modulus and liquefaction resistance using a series of resonant column tests. A high plasticity clay called bentonite was added to 161 Firoozkooh sand at the percentages of 10, 15, 20, 25, 30 and 35 by dry weight. The resonant column tests were performed on the remolded specimens at constant confining pressure of 100 KPa and then the values of G_max and liquefaction resistance were investigated. The maximum shear modulus and cyclic resistance ratio (CRR) are examined in terms of fines content. Based on the results, the maximum shear modulus and liquefaction resistance tend to decrease within the increment of fine contents.

Keywords: Gmax, liquefaction, plastic fines, resonant column, sand-clay mixtures, bentonite.

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Authors: Babak H. Mamamqani, Alimohammad Entezarmahdi

Abstract:

There are many researches on parameters affecting seismic behavior of steel moment frames. Great deal of these researches considers cover plate connections with or without haunch and direct beam to column connection for exterior columns. Also there are experimental results for interior connections with equal beam depth on both sides but not much research has been performed on the seismic behavior of joints with unequal beam depth. Based on previous experimental results, a series of companion analyses have been set up considering different beam height and connection detailing configuration to investigate the seismic behavior of the connections. Results of this study indicate that when the differences between beams height on both side increases, use of haunch connection system leads to significant improvement in the seismic response whereas other configurations did not provide satisfying results.

Keywords: Analytical modeling, Haunch connection, Seismic design, Unequal beam depth.

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Authors: E. Rak

Abstract:

The aim of the paper is to identify some of the specific characteristics of employee development, as observed in the practice of small enterprises in Poland. Results suggest that a sizeable percentage of employers are not interested in improving the development of their employee base. This aspect is often perceived as insignificant. In addition, many employers have no theoretical or practical knowledge of employee development methods. Lack of sufficient financial support is reported as third on the list of the most important barriers to employee development. Employees, on the other hand, typically offload the responsibility of initiating this type of activities onto the employer. Employee development plans are typically flexible and accommodating. The original value offered by this research comes in the form of a detailed characteristics of employee development in small enterprises, accompanied by identification of specificity of human resource development in Polish companies.

Keywords: Employee development specificity, human resources development, small businesses, trainings.

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Authors: Azhar Hussain, Kashif Shahzad, Chunming Tang

Abstract:

this paper gives a novel approach towards real-time speed estimation of multiple traffic vehicles using fuzzy logic and image processing techniques with proper arrangement of camera parameters. The described algorithm consists of several important steps. First, the background is estimated by computing median over time window of specific frames. Second, the foreground is extracted using fuzzy similarity approach (FSA) between estimated background pixels and the current frame pixels containing foreground and background. Third, the traffic lanes are divided into two parts for both direction vehicles for parallel processing. Finally, the speeds of vehicles are estimated by Maximum a Posterior Probability (MAP) estimator. True ground speed is determined by utilizing infrared sensors for three different vehicles and the results are compared to the proposed algorithm with an accuracy of ± 0.74 kmph.

Keywords: Defuzzification, Fuzzy similarity approach, lane cropping, Maximum a Posterior Probability (MAP) estimator, Speed estimation

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Authors: Tessa Berg, Emma Guion Akdag

Abstract:

Summative feedback forms are used in academia for gathering data on course quality and student understanding. Students answer a series of questions based on the course they are soon to finish in these forms. Feedback forms are notorious for being homogenised and limiting and thus the data captured is often neutral and lacking in tacit emotional responses. This paper contrasts student feedback forms with collaborative drawing. We analyse 19 pictures drawn by international students on a pre-sessional course. Through visuals we present an approach to enable a holistic level of student understanding. Visuals communicate irrespective of possible language, cultural and educational barriers. This paper sought to discover if the pictures mirrored the feedback given on a typical feedback form. Findings indicate a considerable difference in the two approaches and thus we highlight the value of collaborative drawing as a complimentary resource to aid the understanding of student experience.

Keywords: Feedback forms, visualisation, student experience, collaborative drawing.

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Authors: M. Salih Taci, N. Tayebi, I. Bozkır

Abstract:

In this paper, the equivalent circuit of the ideal single-phase power transformer with its appropriate voltage current measurement was presented. The calculated values of the voltages and currents of the different connections single phase normal transformer and the results of the simulation process are compared. As it can be seen, the calculated results are the same as the simulated results. This paper includes eight possible different transformer connections. Depending on the desired voltage level, step-down and step-up application transformer is considered. Modelling and analysis of a system consisting of an equivalent source, transformer (primary and secondary), and loads are performed to investigate the combinations. The obtained values are simulated in PSpice environment and then how the currents, voltages and phase angle are distributed between them is explained based on calculation.

Keywords: Transformer, simulation, equivalent model, parallel series combinations.

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Authors: Sadaoui Djaouida

Abstract:

In the paper, the predictive control method is proposed to control the synchronization of two perturbed satellites attitude motion. Based on delayed feedback control of continuous-time systems combines with the prediction-based method of discrete-time systems, this approach only needs a single controller to realize synchronization, which has considerable significance in reducing the cost and complexity for controller implementation.

Keywords: Predictive control, Synchronization, Satellite attitude.

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Authors: Masoud Afrand, Saeid Farahat, Mehdi Alamkar

Abstract:

In this research, effect of combustion reaction mechanism on direct initiation of detonation has been studied numerically. For this purpose, reaction mechanism has been simulated by using a three-step chemical kinetics model. The reaction scheme consists sequentially of a chain-initiation and chainbranching step, followed by a temperature -independent chaintermination. In a previous research, the effect of chain-branching on the direct initiation of detonation is studied. In this research effect of chain-initiation on direct initiation of detonation is investigated. For the investigation, first a characteristic time (τ) for each step of mechanism, which includes effect of different kinetics parameters, is defined. Then the effect of characteristic time of chain-initiation (τI) on critical initiation energy is studied. It is seen that increasing τI, causes critical initiation energy to be increased. Drawing detonation's shock pressure diagrams for different cases, shows that in small value of τI , kinetics has more important effect on the behavior of the wave.

Keywords: Detonation initiation, Initiation energy, Reaction rate, Characteristic time.

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Authors: Kotaro Miura, Makoto Sakamoto, Yuji Tanabe

Abstract:

We focus on internal stress and displacement of an elastic axisymmetric contact problem for indentation of a layer-substrate body. An elastic layer is assumed to be perfectly bonded to an elastic semi-infinite substrate. The elastic layer is smoothly indented with a flat-ended cylindrical indenter. The analytical and exact solutions were obtained by solving an infinite system of simultaneous equations using the method to express a normal contact stress at the upper surface of the elastic layer as an appropriate series. This paper presented the numerical results of internal stress and displacement distributions for hard-coating system with constant values of Poisson’s ratio and the thickness of elastic layer.

Keywords: Indentation, contact problem, stress distribution, coating materials, layer-substrate body.

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Authors: Allan Tubaileh, Ibrahim Hammad, Loay Al Kafafi

Abstract:

A new approach to determine the machine layout in flexible manufacturing cell, and to find the feasible robot configuration of the robot to achieve minimum cycle time is presented in this paper. The location of the input/output location and the optimal robot configuration is obtained for all sequences of work tasks of the robot within a specified period of time. A more realistic approach has been presented to model the problem using the robot joint space. The problem is formulated as a nonlinear optimization problem and solved using Sequential Quadratic Programming algorithm.

Keywords: Robotics, Layout.

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Authors: M. Alauddin, M. M. Hossain, M. N. Uddin, M. E. Haque

Abstract:

An optimal design of a spur is the first requirement to make it sustainable and function properly. In view of that, a thorough understanding to the hydro- and morpho-dynamics due to spurs is essential. This paper presents a literature review on the effect of spurs to obtain the most recent design criteria. Perpendicular and upstream aligned impermeable spurs have large disturbances to flow and less stability because of strong vortices and associated scour. Downstream aligned spurs minimize scour holes, but there is a chance of strong return current which could be controlled allowing flow through them. A series arrangement of spurs is important to have the desired results with a special care for the first one. Several equations have been presented in the paper for predicting the scour depth. But, they have to be used carefully. Different flow environments developed by spurs are favorable for various aquatic species. However, it is important to maintain almost a stable flow condition providing stable spurs.

Keywords: Bed topography, flow pattern, scour, spur.

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Authors: Faezzan Madli, Zamri Noranai, Md. Norrizam Mohamad Jaat, Hamidon Salleh, Mohammad Zainal Md Yusof

Abstract:

Current air conditioning system is using refrigerant as the cooling medium. The main purpose of this study is to develop an air conditioning system using chill water as the cooling medium. In this system, chill water used to replace refrigerant as the cooling medium. This study is focus on the split type unit air conditioning system only. It will be involving some renovation on the indoor unit and freezer. The cooling capability of this system was validate by few series of testing, which conducted at standard 36m3 office room. Result of the testing found that 0.1 m3 of chill water is able to maintain the room temperature within standard up to 4 ~ 8 hours. It expected able to maintain room temperature up to 10 hour with some improvement.

Keywords: Chill water, air-condition, office room.

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Authors: Ahmad Munawar

Abstract:

The provision of urban public transport in Indonesia is not free of problems. Some of the problems include: an overall lack of capacity, lack of quality and choice, severe traffic congestions and insufficient fund to renew and repair vehicles. Generally, the comfort and quality of the city bus is poor, and many of the vehicles are dilapidated and dirty. Surveys were carried out in the city of Yogyakarta, by counting city bus vehicles and occupancies, interviewing the bus passengers, drivers and institutional staffs, who involve in public transport management. This paper will then analyze the possible plan to develop the public transport system to become more attractive and to improve the public transport management. The short, medium and long term plans are analyzed, to find the best solutions. Some constraints such as social impacts and financial impact are also taken into accounts.

Keywords: City bus, management, public transport.

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Authors: Sana Testouri, Karim Saadaoui, Mohamed Benrejeb

Abstract:

This paper presents a Particle Swarm Optimization (PSO) method for determining the optimal parameters of a first-order controller for TCP/AQM system. The model TCP/AQM is described by a second-order system with time delay. First, the analytical approach, based on the D-decomposition method and Lemma of Kharitonov, is used to determine the stabilizing regions of a firstorder controller. Second, the optimal parameters of the controller are obtained by the PSO algorithm. Finally, the proposed method is implemented in the Network Simulator NS-2 and compared with the PI controller.

Keywords: AQM, first-order controller, time delay, stability, PSO.

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Authors: Lucian Munteanu

Abstract:

The move towards internationalization of accounting encountered a great boost, when in 2002 EU delegated the IASB to provide the accounting standards to be applied inside its frontiers. Among the incentives of the standardization of accounting on the international level, is the reduction of the cost of capital. Romania made the move towards IFRS before EU, when the country was not yet a member of it. Even if this made Romania a special case, it was scarcely approached. The leak of real data is usually the reason for avoiding. The novelty of this paper is that it offers an insight from the reality of Romanian companies and their view regarding the IFRS. The paper is based on a survey that the authors made among the companies listed on the first two tiers of the Bucharest Stock Exchange (BSE), which are basically, the most important companies in the country.

Keywords: Cost of capital, IFRS, information asymmetry, transparency.

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Authors: A. Paz, M. Khadka, N. Veeramisti, B. Morris

Abstract:

There is a continuous large number of crashes involving pedestrians in Nevada despite the numerous safety mechanisms currently used at roadway crossings. Hence, additional as well as more effective mechanisms are required to reduce crashes in Las Vegas, in particular, and Nevada in general. A potential mechanism to reduce conflicts between pedestrians and vehicles is a High-intensity Activated crossWalK (HAWK) signal. This study evaluates the effects of such signals at a particular site in Las Vegas. Video data were collected using two cameras, facing the eastbound and westbound traffic. One week of video data before and after the deployment of the signal were collected to capture the behavior of both pedestrians and drivers. T-test analyses of pedestrian waiting time at the curb, curb-to-curb crossing time, total crossing time, jaywalking events, and near-crash events show that the HAWK system provides significant benefits.

Keywords: Pedestrian crashes, HAWK signal, traffic safety, pedestrian danger index.

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Authors: Kottaridi Klimentia, Demopoulos Vasilis, Sidiropoulos Anastasios, Ihara Diego, Nikolaidis Vasileios, Antonopoulos Dimitrios

Abstract:

Aflatoxins are highly poisonous and carcinogenic compounds produced by species of the genus Aspergillus spp. that can infect a variety of agricultural foods, including dried figs. Biological and environmental factors, such as population, pathogenicity and aflatoxinogenic capacity of the strains, topography, soil and climate parameters of the fig orchards are believed to have a strong effect on aflatoxin levels. Existing methods for aflatoxin detection and measurement, such as high-performance liquid chromatography (HPLC), and enzyme-linked immunosorbent assay (ELISA), can provide accurate results, but the procedures are usually time-consuming, sample-destructive and expensive. Predicting aflatoxin levels prior to crop harvest is useful for minimizing the health and financial impact of a contaminated crop. Consequently, there is interest in developing a tool that predicts aflatoxin levels based on topography and soil analysis data of fig orchards. This paper describes the development of a risk assessment tool for the contamination of aflatoxin on dried figs, based on the location and altitude of the fig orchards, the population of the fungus Aspergillus spp. in the soil, and soil parameters such as pH, saturation percentage (SP), electrical conductivity (EC), organic matter, particle size analysis (sand, silt, clay), concentration of the exchangeable cations (Ca, Mg, K, Na), extractable P and trace of elements (B, Fe, Mn, Zn and Cu), by employing machine learning methods. In particular, our proposed method integrates three machine learning techniques i.e., dimensionality reduction on the original dataset (Principal Component Analysis), metric learning (Mahalanobis Metric for Clustering) and K-nearest Neighbors learning algorithm (KNN), into an enhanced model, with mean performance equal to 85% by terms of the Pearson Correlation Coefficient (PCC) between observed and predicted values.

Keywords: aflatoxins, Aspergillus spp., dried figs, k-nearest neighbors, machine learning, prediction

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Authors: George Cristian Gruia, Michal Kavan

Abstract:

The article describes a case study on one of Czech Republic-s manufacturing middle size enterprises (ME), where due to the European financial crisis, production lines had to be redesigned and optimized in order to minimize the total costs of the production of goods. It is considered an optimization problem of minimizing the total cost of the work load, according to the costs of the possible locations of the workplaces, with an application of the Greedy algorithm and a partial analogy to a Set Packing Problem. The displacement of working tables in a company should be as a one-toone monotone increasing function in order for the total costs of production of the goods to be at minimum. We use a heuristic approach with greedy algorithm for solving this linear optimization problem, regardless the possible greediness which may appear and we apply it in a Czech ME.

Keywords: Czech, greedy algorithm, minimize, total costs.

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Authors: Houda Abadlia, Nadia Smairi, Khaled Ghedira

Abstract:

Multiobjective Particle Swarm Optimization (MOPSO) has shown an effective performance for solving test functions and real-world optimization problems. However, this method has a premature convergence problem, which may lead to lack of diversity. In order to improve its performance, this paper presents a hybrid approach which embedded the MOPSO into the island model and integrated a local search technique, Variable Neighborhood Search, to enhance the diversity into the swarm. Experiments on two series of test functions have shown the effectiveness of the proposed approach. A comparison with other evolutionary algorithms shows that the proposed approach presented a good performance in solving multiobjective optimization problems.

Keywords: Particle swarm optimization, migration, variable neighborhood search, multiobjective optimization.

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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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Authors: Berna Ulutas

Abstract:

Single Minute Exchange of Dies (SMED) mainly focuses on recognition of internal and external activities. It is concerned particularly with transferring internal activities into external ones in as many numbers as possible, by also minimizing the internal ones. The validity of the method and procedures are verified by an application a Styrofoam manufacturing process where setup times are critical for time reduction. Significant time savings have been achieved with minimum investment. Further, the issues related with employer safety and ergonomics principles during die exchange are noted.

Keywords: Die exchange, internal-external set-up, lean manufacturing, single minute die exchange.

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Authors: Mohammad Taghi Darvishi, Samad Kheybari

Abstract:

In this paper, the dynamics of a system of two van der Pol oscillators with delayed position and velocity is studied. We provide an approximate solution for this system using parameterexpansion method. Also, we obtain approximate values for frequencies of the system. The parameter-expansion method is more efficient than the perturbation method for this system because the method is independent of perturbation parameter assumption.

Keywords: Parameter-expansion method, coupled van der pol oscillator, time-delay system.

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Authors: C. Rogerson, E. Scott

Abstract:

The purpose of this paper is to consider the introduction of online courses to replace the current classroom-based staff training. The current training is practical, and must be completed before access to the financial computer system is authorized. The long term objective is to measure the efficacy, effectiveness and efficiency of the training, and to establish whether a transfer of knowledge back to the workplace has occurred. This paper begins with an overview explaining the importance of staff training in an evolving, competitive business environment and defines the problem facing this particular organization. A summary of the literature review is followed by a brief discussion of the research methodology and objective. The implementation of the alpha version of the online course is then described. This paper may be of interest to those seeking insights into, or new theory regarding, practical interventions of online learning in the real world.

Keywords: Computer-based courses, e-learning, online training, workplace training.

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