Search results for: Data envelopment analysis
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 13387

Search results for: Data envelopment analysis

11587 Simulation Model for Predicting Dengue Fever Outbreak

Authors: Azmi Ibrahim, Nor Azan Mat Zin, Noraidah Sahari Ashaari

Abstract:

Dengue fever is prevalent in Malaysia with numerous cases including mortality recorded over the years. Public education on the prevention of the desease through various means has been carried out besides the enforcement of legal means to eradicate Aedes mosquitoes, the dengue vector breeding ground. Hence, other means need to be explored, such as predicting the seasonal peak period of the dengue outbreak and identifying related climate factors contributing to the increase in the number of mosquitoes. Simulation model can be employed for this purpose. In this study, we created a simulation of system dynamic to predict the spread of dengue outbreak in Hulu Langat, Selangor Malaysia. The prototype was developed using STELLA 9.1.2 software. The main data input are rainfall, temperature and denggue cases. Data analysis from the graph showed that denggue cases can be predicted accurately using these two main variables- rainfall and temperature. However, the model will be further tested over a longer time period to ensure its accuracy, reliability and efficiency as a prediction tool for dengue outbreak.

Keywords: dengue fever, prediction, system dynamic, simulation

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11586 Bode Stability Analysis for Single Wall Carbon Nanotube Interconnects Used in 3D-VLSI Circuits

Authors: Saeed H. Nasiri, Rahim Faez, Bita Davoodi, Maryam Farrokhi

Abstract:

Bode stability analysis based on transmission line modeling (TLM) for single wall carbon nanotube (SWCNT) interconnects used in 3D-VLSI circuits is investigated for the first time. In this analysis, the dependence of the degree of relative stability for SWCNT interconnects on the geometry of each tube has been acquired. It is shown that, increasing the length and diameter of each tube, SWCNT interconnects become more stable.

Keywords: Bode stability criterion, Interconnects, Interlayer via, Single wall carbon nanotubes, Transmission line method, Time domain analysis

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11585 A Review on Soft Computing Technique in Intrusion Detection System

Authors: Noor Suhana Sulaiman, Rohani Abu Bakar, Norrozila Sulaiman

Abstract:

Intrusion Detection System is significant in network security. It detects and identifies intrusion behavior or intrusion attempts in a computer system by monitoring and analyzing the network packets in real time. In the recent year, intelligent algorithms applied in the intrusion detection system (IDS) have been an increasing concern with the rapid growth of the network security. IDS data deals with a huge amount of data which contains irrelevant and redundant features causing slow training and testing process, higher resource consumption as well as poor detection rate. Since the amount of audit data that an IDS needs to examine is very large even for a small network, classification by hand is impossible. Hence, the primary objective of this review is to review the techniques prior to classification process suit to IDS data.

Keywords: Intrusion Detection System, security, soft computing, classification.

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11584 Implementation of RC5 Block Cipher Algorithm for Image Cryptosystems

Authors: Hossam El-din H. Ahmed, Hamdy M. Kalash, Osama S. Farag Allah

Abstract:

This paper examines the implementation of RC5 block cipher for digital images along with its detailed security analysis. A complete specification for the method of application of the RC5 block cipher to digital images is given. The security analysis of RC5 block cipher for digital images against entropy attack, bruteforce, statistical, and differential attacks is explored from strict cryptographic viewpoint. Experiments and results verify and prove that RC5 block cipher is highly secure for real-time image encryption from cryptographic viewpoint. Thorough experimental tests are carried out with detailed analysis, demonstrating the high security of RC5 block cipher algorithm.

Keywords: Image encryption, security analysis.

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11583 Modeling and Simulation of Acoustic Link Using Mackenize Propagation Speed Equation

Authors: Christhu Raj M. R., Rajeev Sukumaran

Abstract:

Underwater acoustic networks have attracted great attention in the last few years because of its numerous applications. High data rate can be achieved by efficiently modeling the physical layer in the network protocol stack. In Acoustic medium, propagation speed of the acoustic waves is dependent on many parameters such as temperature, salinity, density, and depth. Acoustic propagation speed cannot be modeled using standard empirical formulas such as Urick and Thorp descriptions. In this paper, we have modeled the acoustic channel using real time data of temperature, salinity, and speed of Bay of Bengal (Indian Coastal Region). We have modeled the acoustic channel by using Mackenzie speed equation and real time data obtained from National Institute of Oceanography and Technology. It is found that acoustic propagation speed varies between 1503 m/s to 1544 m/s as temperature and depth differs. The simulation results show that temperature, salinity, depth plays major role in acoustic propagation and data rate increases with appropriate data sets substituted in the simulated model.

Keywords: Underwater Acoustics, Mackenzie Speed Equation, Temperature, Salinity.

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11582 Performance Analysis of Wavelet Based Multiuser MIMO OFDM

Authors: Md. Mahmudul Hasan

Abstract:

Wavelet analysis has some strong advantages over Fourier analysis, as it allows a time-frequency domain analysis, allowing optimal resolution and flexibility. As a result, they have been satisfactorily applied in almost all the fields of communication systems including OFDM which is a strong candidate for next generation of wireless technology. In this paper, the performances of wavelet based Multiuser Multiple Input and Multiple Output Orthogonal Frequency Division Multiplexing (MU-MIMO OFDM) systems are analyzed in terms of BER. It has been shown that the wavelet based systems outperform the classical FFT based systems. This analysis also unfolds an interesting result, where wavelet based OFDM system will have a constant error performance using Regularized Channel Inversion (RCI) beamforming for any number of users, and outperforms in all possible scenario in a multiuser environment. An extensive computer simulations show that a PAPR reduction of up to 6.8dB can be obtained with M=64.

Keywords: Wavelet Based OFDM, Optimal Beam-forming, Multiuser MIMO OFDM, Signal to Leakage Ratio.

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11581 Isobaric Vapor-Liquid Equilibrium Data for Binary Mixture of 2-Methyltetrahydrofuran and Cumene

Authors: V. K. Rattan, Baljinder K. Gill, Seema Kapoor

Abstract:

Isobaric vapor-liquid equilibrium measurements are reported for binary mixture of 2-Methyltetrahydrofuran and Cumene at 97.3 kPa. The data were obtained using a vapor recirculating type (modified Othmer's) equilibrium still. The mixture shows slight negative deviation from ideality. The system does not form an azeotrope. The experimental data obtained in this study are thermodynamically consistent according to the Herington test. The activity coefficients have been satisfactorily correlated by means of the Margules, and NRTL equations. Excess Gibbs free energy has been calculated from the experimental data. The values of activity coefficients have also been obtained by the UNIFAC group contribution method.

Keywords: Binary mixture, 2-Methyltetrahydrofuran, Cumene, Vapor-liquid equilibrium, UNIFAC, Excess Gibbs free energy.

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11580 A Keyword-Based Filtering Technique of Document-Centric XML using NFA Representation

Authors: Changwoo Byun, Kyounghan Lee, Seog Park

Abstract:

XML is becoming a de facto standard for online data exchange. Existing XML filtering techniques based on a publish/subscribe model are focused on the highly structured data marked up with XML tags. These techniques are efficient in filtering the documents of data-centric XML but are not effective in filtering the element contents of the document-centric XML. In this paper, we propose an extended XPath specification which includes a special matching character '%' used in the LIKE operation of SQL in order to solve the difficulty of writing some queries to adequately filter element contents using the previous XPath specification. We also present a novel technique for filtering a collection of document-centric XMLs, called Pfilter, which is able to exploit the extended XPath specification. We show several performance studies, efficiency and scalability using the multi-query processing time (MQPT).

Keywords: XML Data Stream, Document-centric XML, Filtering Technique, Value-based Predicates.

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11579 Impact of Ownership Structure on Provision of Staff and Infrastructure for Implementing Computer Aided Design Curriculum in Universities in South-East Nigeria

Authors: Kelechi E. Ezeji

Abstract:

Instruction towards acquiring skills in the use of Computer Aided Design technologies has become a vital part of architectural education curriculum in the digital era. Its implementation, however, requires deployment of extra resources to build new infrastructure, acquisition and maintenance of new equipment, retraining of staff and recruitment of new ones who are knowledgeable in this area. This study sought to examine the impact that ownership structure of Nigerian universities had on provision of staff and infrastructure for implementing computer aided design curriculum with a view to developing a framework for the evaluation for appropriate implementation by the institutions. Survey research design was employed. The focus was on departments of architecture in universities in south-east Nigeria accredited by the National Universities Commission. Data were obtained in the areas of infrastructure and personnel for CAD implementation. A multi-stage stratified random sampling method was adopted. The first stage of stratification involved the accredited departments. Random sampling by balloting was then carried out. At the second stage, sampling size formulae was applied to obtain respondents’ number. For data analysis, analysis of variance tool for testing differences of means was used. With ρ < 0.5, the study found that there was significant difference between private-funded, state-funded and federal-funded departments of architecture in the provision of personnel and infrastructure. The implications of these findings were that for successful implementation leading to attainment of CAD proficiency to occur in every institution regardless of ownership structure, minimum evaluation guidelines needed to be set. A regular comparison of implementation in institutions was recommended as a means of rating performance. This will inform better interaction with those who consistently show weakness to challenge them towards improvement.

Keywords: Computer-aided design, curriculum, funding, infrastructure.

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11578 Motion Recognition Based On Fuzzy WP Feature Extraction Approach

Authors: Keun-Chang Kwak

Abstract:

This paper is concerned with motion recognition based fuzzy WP(Wavelet Packet) feature extraction approach from Vicon physical data sets. For this purpose, we use an efficient fuzzy mutual-information-based WP transform for feature extraction. This method estimates the required mutual information using a novel approach based on fuzzy membership function. The physical action data set includes 10 normal and 10 aggressive physical actions that measure the human activity. The data have been collected from 10 subjects using the Vicon 3D tracker. The experiments consist of running, seating, and walking as physical activity motion among various activities. The experimental results revealed that the presented feature extraction approach showed good recognition performance.

Keywords: Motion recognition, fuzzy wavelet packet, Vicon physical data.

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11577 Forecast Based on an Empirical Probability Function with an Adjusted Error Using Propagation of Error

Authors: Oscar Javier Herrera, Manuel Ángel Camacho

Abstract:

This paper addresses a cutting edge method of business demand forecasting, based on an empirical probability function when the historical behavior of the data is random. Additionally, it presents error determination based on the numerical method technique ‘propagation of errors.’ The methodology was conducted characterization and process diagnostics demand planning as part of the production management, then new ways to predict its value through techniques of probability and to calculate their mistake investigated, it was tools used numerical methods. All this based on the behavior of the data. This analysis was determined considering the specific business circumstances of a company in the sector of communications, located in the city of Bogota, Colombia. In conclusion, using this application it was possible to obtain the adequate stock of the products required by the company to provide its services, helping the company reduce its service time, increase the client satisfaction rate, reduce stock which has not been in rotation for a long time, code its inventory, and plan reorder points for the replenishment of stock.

Keywords: Demand Forecasting, Empirical Distribution, Propagation of Error.

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11576 Statistical Analysis of the Factors that Influence the Properties of Blueberries from Cultivar Bluecrop

Authors: Raquel P. F. Guiné, Susana R. Matos, Daniela V. T. A. Costa, Fernando J. Gonçalves

Abstract:

Because blueberries are worldwide recognized as a good source of beneficial components, their consumption has increased in the past decades, and so have the scientific works about their properties. Hence, this work was undertaken to evaluate the effect of some production and conservation factors on the properties of blueberries from cultivar Bluecrop. The physical and chemical analyses were done according to established methodologies and then all data was treated using software SPSS for assessment of the possible differences among the factors investigated and/or the correlations between the variables at study. The results showed that location of production influenced some of the berries properties (caliber, sugars, antioxidant activity, color and texture) and that the age of the bushes was correlated with moisture, sugars and acidity, as well as lightness. On the other hand, altitude of the farm only was correlated to sugar content. With regards to conservation, it influenced only anthocyanins content and DPPH antioxidant activity. Finally, the type of extract and the order of extraction had a pronounced influence on all the phenolic properties evaluated.

Keywords: Antioxidant activity, blueberry, conservation, geographical origin, phenolic compounds, statistical analysis.

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11575 Estimating Marine Tidal Power Potential in Kenya

Authors: Lucy Patricia Onundo, Wilfred Njoroge Mwema

Abstract:

The rapidly diminishing fossil fuel reserves, their exorbitant cost and the increasingly apparent negative effect of fossil fuels to climate changes is a wake-up call to explore renewable energy. Wind, bio-fuel and solar power have already become staples of Kenyan electricity mix. The potential of electric power generation from marine tidal currents is enormous, with oceans covering more than 70% of the earth. However, attempts to harness marine tidal energy in Kenya, has yet to be studied thoroughly due to its promising, cyclic, reliable and predictable nature and the vast energy contained within it. The high load factors resulting from the fluid properties and the predictable resource characteristics make marine currents particularly attractive for power generation and advantageous when compared to others. Global-level resource assessments and oceanographic literature and data have been compiled in an analysis of the technology-specific requirements for tidal energy technologies and the physical resources. Temporal variations in resource intensity as well as the differences between small-scale applications are considered.

Keywords: Energy data assessment, environmental legislation, renewable energy, tidal-in-stream turbines.

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11574 Two-Level Identification of HVAC Consumers for Demand Response Potential Estimation Based on Setpoint Change

Authors: M. Naserian, M. Jooshaki, M. Fotuhi-Firuzabad, M. Hossein Mohammadi Sanjani, A. Oraee

Abstract:

In recent years, the development of communication infrastructure and smart meters have facilitated the utilization of demand-side resources which can enhance stability and economic efficiency of power systems. Direct load control programs can play an important role in the utilization of demand-side resources in the residential sector. However, investments required for installing control equipment can be a limiting factor in the development of such demand response programs. Thus, selection of consumers with higher potentials is crucial to the success of a direct load control program. Heating, ventilation, and air conditioning (HVAC) systems, which due to the heat capacity of buildings feature relatively high flexibility, make up a major part of household consumption. Considering that the consumption of HVAC systems depends highly on the ambient temperature and bearing in mind the high investments required for control systems enabling direct load control demand response programs, in this paper, a solution is presented to uncover consumers with high air conditioner demand among a large number of consumers and to measure the demand response potential of such consumers. This can pave the way for estimating the investments needed for the implementation of direct load control programs for residential HVAC systems and for estimating the demand response potentials in a distribution system. In doing so, we first cluster consumers into several groups based on the correlation coefficients between hourly consumption data and hourly temperature data using K-means algorithm. Then, by applying a recent algorithm to the hourly consumption and temperature data, consumers with high air conditioner consumption are identified. Finally, demand response potential of such consumers is estimated based on the equivalent desired temperature setpoint changes.

Keywords: Data-driven analysis, demand response, direct load control, HVAC system.

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11573 DCBOR: A Density Clustering Based on Outlier Removal

Authors: A. M. Fahim, G. Saake, A. M. Salem, F. A. Torkey, M. A. Ramadan

Abstract:

Data clustering is an important data exploration technique with many applications in data mining. We present an enhanced version of the well known single link clustering algorithm. We will refer to this algorithm as DCBOR. The proposed algorithm alleviates the chain effect by removing the outliers from the given dataset. So this algorithm provides outlier detection and data clustering simultaneously. This algorithm does not need to update the distance matrix, since the algorithm depends on merging the most k-nearest objects in one step and the cluster continues grow as long as possible under specified condition. So the algorithm consists of two phases; at the first phase, it removes the outliers from the input dataset. At the second phase, it performs the clustering process. This algorithm discovers clusters of different shapes, sizes, densities and requires only one input parameter; this parameter represents a threshold for outlier points. The value of the input parameter is ranging from 0 to 1. The algorithm supports the user in determining an appropriate value for it. We have tested this algorithm on different datasets contain outlier and connecting clusters by chain of density points, and the algorithm discovers the correct clusters. The results of our experiments demonstrate the effectiveness and the efficiency of DCBOR.

Keywords: Data Clustering, Clustering Algorithms, Handling Noise, Arbitrary Shape of Clusters.

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11572 Determinate Fuzzy Set Ranking Analysis for Combat Aircraft Selection with Multiple Criteria Group Decision Making

Authors: C. Ardil

Abstract:

Using the aid of Hausdorff distance function and Minkowski distance function, this study proposes a novel method for selecting combat aircraft for Air Force. In order to do this, the proximity measure method was developed with determinate fuzzy degrees based on the relationship between attributes and combat aircraft alternatives. The combat aircraft selection attributes were identified as payloadability, maneuverability, speedability, stealthability, and survivability. Determinate fuzzy data from the combat aircraft attributes was then aggregated using the determinate fuzzy weighted arithmetic average operator. For the selection of combat aircraft, correlation analysis of the ranking order patterns of options was also examined. A numerical example from military aviation is used to demonstrate the applicability and effectiveness of the proposed method.

Keywords: Combat aircraft selection, multiple criteria decision making, fuzzy sets, determinate fuzzy sets, intuitionistic fuzzy sets, proximity measure method, Hausdorff distance function, Minkowski distance function, PMM, MCDM

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11571 Alternative to M-Estimates in Multisensor Data Fusion

Authors: Nga-Viet Nguyen, Georgy Shevlyakov, Vladimir Shin

Abstract:

To solve the problem of multisensor data fusion under non-Gaussian channel noise. The advanced M-estimates are known to be robust solution while trading off some accuracy. In order to improve the estimation accuracy while still maintaining the equivalent robustness, a two-stage robust fusion algorithm is proposed using preliminary rejection of outliers then an optimal linear fusion. The numerical experiments show that the proposed algorithm is equivalent to the M-estimates in the case of uncorrelated local estimates and significantly outperforms the M-estimates when local estimates are correlated.

Keywords: Data fusion, estimation, robustness, M-estimates.

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11570 Data Structures and Algorithms of Intelligent Web-Based System for Modular Design

Authors: Ivan C. Mustakerov, Daniela I. Borissova

Abstract:

In recent years, new product development became more and more competitive and globalized, and the designing phase is critical for the product success. The concept of modularity can provide the necessary foundation for organizations to design products that can respond rapidly to market needs. The paper describes data structures and algorithms of intelligent Web-based system for modular design taking into account modules compatibility relationship and given design requirements. The system intelligence is realized by developed algorithms for choice of modules reflecting all system restrictions and requirements. The proposed data structure and algorithms are illustrated by case study of personal computer configuration. The applicability of the proposed approach is tested through a prototype of Web-based system.

Keywords: Data structures, algorithms, intelligent web-based system, modular design.

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11569 Alternative Computational Arrangements on g-Group (g > 2) Profile Analysis

Authors: Emmanuel U. Ohaegbulem, Felix N. Nwobi

Abstract:

Alternative and simple computational arrangements in carrying out multivariate profile analysis when more than two groups (populations) are involved are presented. These arrangements have been demonstrated to not only yield equivalent results for the test statistics (the Wilks lambdas), but they have less computational efforts relative to other arrangements so far presented in the literature; in addition to being quite simple and easy to apply.

Keywords: Coincident profiles, g-group profile analysis, level profiles, parallel profiles, repeated measures MANOVA.

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11568 Self Watermarking based on Visual Cryptography

Authors: Mahmoud A. Hassan, Mohammed A. Khalili

Abstract:

We are proposing a simple watermarking method based on visual cryptography. The method is based on selection of specific pixels from the original image instead of random selection of pixels as per Hwang [1] paper. Verification information is generated which will be used to verify the ownership of the image without the need to embed the watermark pattern into the original digital data. Experimental results show the proposed method can recover the watermark pattern from the marked data even if some changes are made to the original digital data.

Keywords: Watermarking, visual cryptography, visualthreshold.

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11567 The Homotopy Analysis Method for Solving Discontinued Problems Arising in Nanotechnology

Authors: Hassan Saberi-Nik, Mahin Golchaman

Abstract:

This paper applies the homotopy analysis method method to a nonlinear differential-difference equation arising in nanotechnology. Continuum hypothesis on nanoscales is invalid, and a differential-difference model is considered as an alternative approach to describing discontinued problems. Comparison of the approximate solution with the exact one reveals that the method is very effective.

Keywords: Homotopy analysis method, differential-difference, nanotechnology.

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11566 A Computational Study of the Effect of Intake Design on Volumetric Efficiency for Best Performance in Motorsport

Authors: Dominic Wentworth-Linton, Shian Gao

Abstract:

This project was aimed at investigating the effect of velocity stacks on the intakes of internal combustion engines for motorsport applications. The intake systems in motorsport are predominantly fuel injection with a plate mounted for the stacks. Using Computational Fluid Dynamics software, the relationship between the stack length and power and torque delivery across the engine’s rev range was investigated and the results were used to choose the best option for its intended motorsport discipline. The test results are expected to vary with engine geometry and its natural manufacturer characteristics. The test was also relevant in bridging between computational data and real simulation as the results show flow, pressure and velocity readings but the behaviour of the engine is inferred from the nature of each test. The results of the data analysis were tested in a real-life simulation on a dynamometer to prove the theory of stack length on power and torque delivery, which helps determine the most suitable stack for the Vauxhall engine for rallying in the Caribbean.

Keywords: CFD simulation, internal combustion engine, intake system, dynamometer test.

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11565 Developing New Processes and Optimizing Performance Using Response Surface Methodology

Authors: S. Raissi

Abstract:

Response surface methodology (RSM) is a very efficient tool to provide a good practical insight into developing new process and optimizing them. This methodology could help engineers to raise a mathematical model to represent the behavior of system as a convincing function of process parameters. Through this paper the sequential nature of the RSM surveyed for process engineers and its relationship to design of experiments (DOE), regression analysis and robust design reviewed. The proposed four-step procedure in two different phases could help system analyst to resolve the parameter design problem involving responses. In order to check accuracy of the designed model, residual analysis and prediction error sum of squares (PRESS) described. It is believed that the proposed procedure in this study can resolve a complex parameter design problem with one or more responses. It can be applied to those areas where there are large data sets and a number of responses are to be optimized simultaneously. In addition, the proposed procedure is relatively simple and can be implemented easily by using ready-made standard statistical packages.

Keywords: Response Surface Methodology (RSM), Design of Experiments (DOE), Process modeling, Process setting, Process optimization.

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11564 Theoretical Modal Analysis of Freely and Simply Supported RC Slabs

Authors: M. S. Ahmed, F. A. Mohammad

Abstract:

This paper focuses on the dynamic behavior of reinforced concrete (RC) slabs. Therefore, the theoretical modal analysis was performed using two different types of boundary conditions. Modal analysis method is the most important dynamic analyses. The analysis would be modal case when there is no external force on the structure. By using this method in this paper, the effects of freely and simply supported boundary conditions on the frequencies and mode shapes of RC square slabs are studied. ANSYS software was employed to derive the finite element model to determine the natural frequencies and mode shapes of the slabs. Then, the obtained results through numerical analysis (finite element analysis) would be compared with the exact solution. The main goal of the research study is to predict how the boundary conditions change the behavior of the slab structures prior to performing experimental modal analysis. Based on the results, it is concluded that simply support boundary condition has obvious influence to increase the natural frequencies and change the shape of the mode when it is compared with freely supported boundary condition of slabs. This means that such support conditions have the direct influence on the dynamic behavior of the slabs. Thus, it is suggested to use free-free boundary condition in experimental modal analysis to precisely reflect the properties of the structure. By using free-free boundary conditions, the influence of poorly defined supports is interrupted.

Keywords: Natural frequencies, Mode shapes, Modal analysis, ANSYS software, RC slabs.

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11563 Impact of Proposed Modal Shift from Private Users to Bus Rapid Transit System: An Indian City Case Study

Authors: Rakesh Kumar, Fatima Electricwala

Abstract:

One of the major thrusts of the Bus Rapid Transit System is to reduce the commuter’s dependency on private vehicles and increase the shares of public transport to make urban transportation system environmentally sustainable. In this study, commuter mode choice analysis is performed that examines behavioral responses to the proposed Bus Rapid Transit System (BRTS) in Surat, with estimation of the probable shift from private mode to public mode. Further, evaluation of the BRTS scenarios, using Surat’s transportation ecological footprint was done. A multi-modal simulation model was developed in Biogeme environment to explicitly consider private users behaviors and non-linear environmental impact. The data of the different factors (variables) and its impact that might cause modal shift of private mode users to proposed BRTS were collected through home-interview survey using revealed and stated preference approach. A multi modal logit model of mode-choice was then calibrated using the collected data and validated using proposed sample. From this study, a set of perception factors, with reliable and predictable data base, to explain the variation in modal shift behaviour and their impact on Surat’s ecological environment has been identified. A case study of the proposed BRTS connecting the Surat Industrial Hub to the coastal area is provided to illustrate the approach.

Keywords: BRTS, Private Modes, Mode choice models, Ecological footprint.

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11562 Technical Trading Rules in Emerging Stock Markets

Authors: Stefaan Pauwels, Koen Inghelbrecht, Dries Heyman, Pieter Marius

Abstract:

Literature reveals that many investors rely on technical trading rules when making investment decisions. If stock markets are efficient, one cannot achieve superior results by using these trading rules. However, if market inefficiencies are present, profitable opportunities may arise. The aim of this study is to investigate the effectiveness of technical trading rules in 34 emerging stock markets. The performance of the rules is evaluated by utilizing White-s Reality Check and the Superior Predictive Ability test of Hansen, along with an adjustment for transaction costs. These tests are able to evaluate whether the best model performs better than a buy-and-hold benchmark. Further, they provide an answer to data snooping problems, which is essential to obtain unbiased outcomes. Based on our results we conclude that technical trading rules are not able to outperform a naïve buy-and-hold benchmark on a consistent basis. However, we do find significant trading rule profits in 4 of the 34 investigated markets. We also present evidence that technical analysis is more profitable in crisis situations. Nevertheless, this result is relatively weak.

Keywords: technical trading rules, Reality Check, Superior Predictive Ability, emerging stock markets, data snooping

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11561 Integration of Seismic and Seismological Data Interpretation for Subsurface Structure Identification

Authors: Iftikhar Ahmed Satti, Wan Ismail Wan Yusoff

Abstract:

The structural interpretation of a part of eastern Potwar (Missa Keswal) has been carried out with available seismological, seismic and well data. Seismological data contains both the source parameters and fault plane solution (FPS) parameters and seismic data contains ten seismic lines that were re-interpreted by using well data. Structural interpretation depicts two broad types of fault sets namely, thrust and back thrust faults. These faults together give rise to pop up structures in the study area and also responsible for many structural traps and seismicity. Seismic interpretation includes time and depth contour maps of Chorgali Formation while seismological interpretation includes focal mechanism solution (FMS), depth, frequency, magnitude bar graphs and renewal of Seismotectonic map. The Focal Mechanism Solutions (FMS) that surrounds the study area are correlated with the different geological and structural maps of the area for the determination of the nature of subsurface faults. Results of structural interpretation from both seismic and seismological data show good correlation. It is hoped that the present work will help in better understanding of the variations in the subsurface structure and can be a useful tool for earthquake prediction, planning of oil field and reservoir monitoring.

Keywords: Focal mechanism solution (FMS), Fault plane solution (FPS), Reservoir monitoring, earthquake prediction.

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11560 Detailed Mapping of Pyroclastic Flow Deposits by SAR Data Processing for an Active Volcano in the Torrid Zone

Authors: Asep Saepuloh, Katsuaki Koike

Abstract:

Field mapping activity for an active volcano mainly in the Torrid Zone is usually hampered by several problems such as steep terrain and bad atmosphere conditions. In this paper we present a simple solution for such problem by a combination Synthetic Aperture Radar (SAR) and geostatistical methods. By this combination, we could reduce the speckle effect from the SAR data and then estimate roughness distribution of the pyroclastic flow deposits. The main purpose of this study is to detect spatial distribution of new pyroclastic flow deposits termed as P-zone accurately using the β°data from two RADARSAT-1 SAR level-0 data. Single scene of Hyperion data and field observation were used for cross-validation of the SAR results. Mt. Merapi in central Java, Indonesia, was chosen as a study site and the eruptions in May-June 2006 were examined. The P-zones were found in the western and southern flanks. The area size and the longest flow distance were calculated as 2.3 km2 and 6.8 km, respectively. The grain size variation of the P-zone was mapped in detail from fine to coarse deposits regarding the C-band wavelength of 5.6 cm.

Keywords: Geostatistical Method, Mt. Merapi, Pyroclastic, RADARSAT-1.

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11559 A Hybrid Classification Method using Artificial Neural Network Based Decision Tree for Automatic Sleep Scoring

Authors: Haoyu Ma, Bin Hu, Mike Jackson, Jingzhi Yan, Wen Zhao

Abstract:

In this paper we propose a new classification method for automatic sleep scoring using an artificial neural network based decision tree. It attempts to treat sleep scoring progress as a series of two-class problems and solves them with a decision tree made up of a group of neural network classifiers, each of which uses a special feature set and is aimed at only one specific sleep stage in order to maximize the classification effect. A single electroencephalogram (EEG) signal is used for our analysis rather than depending on multiple biological signals, which makes greatly simplifies the data acquisition process. Experimental results demonstrate that the average epoch by epoch agreement between the visual and the proposed method in separating 30s wakefulness+S1, REM, S2 and SWS epochs was 88.83%. This study shows that the proposed method performed well in all the four stages, and can effectively limit error propagation at the same time. It could, therefore, be an efficient method for automatic sleep scoring. Additionally, since it requires only a small volume of data it could be suited to pervasive applications.

Keywords: Sleep, Sleep stage, Automatic sleep scoring, Electroencephalography, Decision tree, Artificial neural network

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11558 TOSOM: A Topic-Oriented Self-Organizing Map for Text Organization

Authors: Hsin-Chang Yang, Chung-Hong Lee, Kuo-Lung Ke

Abstract:

The self-organizing map (SOM) model is a well-known neural network model with wide spread of applications. The main characteristics of SOM are two-fold, namely dimension reduction and topology preservation. Using SOM, a high-dimensional data space will be mapped to some low-dimensional space. Meanwhile, the topological relations among data will be preserved. With such characteristics, the SOM was usually applied on data clustering and visualization tasks. However, the SOM has main disadvantage of the need to know the number and structure of neurons prior to training, which are difficult to be determined. Several schemes have been proposed to tackle such deficiency. Examples are growing/expandable SOM, hierarchical SOM, and growing hierarchical SOM. These schemes could dynamically expand the map, even generate hierarchical maps, during training. Encouraging results were reported. Basically, these schemes adapt the size and structure of the map according to the distribution of training data. That is, they are data-driven or dataoriented SOM schemes. In this work, a topic-oriented SOM scheme which is suitable for document clustering and organization will be developed. The proposed SOM will automatically adapt the number as well as the structure of the map according to identified topics. Unlike other data-oriented SOMs, our approach expands the map and generates the hierarchies both according to the topics and their characteristics of the neurons. The preliminary experiments give promising result and demonstrate the plausibility of the method.

Keywords: Self-organizing map, topic identification, learning algorithm, text clustering.

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