Search results for: empirical process

Authors: Maria Cecilia G. Cantos, Lorena W. Rabago, Bartolome T. Tanguilig III

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This paper describes a conducive and structured information exchange environment for the students of the College of Computer Studies in Manuel S. Enverga University Foundation in. The system was developed to help the students to check their academic result, manage profile, make self-enlistment and assist the students to manage their academic status that can be viewed also in mobile phones. Developing class schedules in a traditional way is a long process that involves making many numbers of choices. With Hill Climbing Algorithm, however, the process of class scheduling, particularly with regards to courses to be taken by the student aligned with the curriculum, can perform these processes and end up with an optimum solution. The proponent used Rapid Application Development (RAD) for the system development method. The proponent also used the PHP as the programming language and MySQL as the database.

Keywords: Hill climbing algorithm, integrated system, mobile web-based, student information system.

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Authors: Yul Y. Nazaruddin, Anas Y. Widiaribowo, Satriyo Nugroho

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Boiler is one of the critical unit in a petrochemical plant. Steam produced by the boiler is used for various processes in the plant such as urea and ammonia plant. An alternative method to optimize the boiler combustion system is presented in this paper. Adaptive Neuro-Fuzzy Inference System (ANFIS) approach is applied to model the boiler using real-time operational data collected from a boiler unit of the petrochemical plant. Nonlinear equation obtained is then used to optimize the air to fuel ratio using Genetic Algorithm, resulting an optimal ratio of 15.85. This optimal ratio is then maintained constant by ratio controller designed using inverse dynamics based on ANFIS. As a result, constant value of oxygen content in the flue gas is obtained which indicates more efficient combustion process.

Keywords: ANFIS, boiler, combustion process, genetic algorithm, optimization.

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Authors: Zhazira Kuanyshbayeva

Abstract:

Article is devoted to the problem of Kazakhstan people national values in the conditions of the Republic of Kazakhstan independence. Formation of ethnos national values is viewed as the mandatory constituent of this process in contemporary conditions. The article shows the dynamics of forming socialspiritual basis of Kazakhstan people-s national values. It depicts peculiarities of interethnic relations in poly-ethnic and multiconfessional Kazakhstan. The study reviews in every detail various directions of the state social policy development in the sphere of national values. It is aimed to consolidation of the society to achieve the shared objective, i.e. building democratic and civilized state. The author discloses peculiarities of ethnos national values development using specific sources. It is underlined that renewal and modernization of Kazakhstan society represents new stage in the national value development, and its typical feature is integration process based on peoples- friendship, cultural principles of interethnic communication.

Keywords: Interethnic relation, Kazakhstan people, national policy, national values.

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Authors: Engin Yesil, Leon Urbas

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Modeling of complex dynamic systems, which are very complicated to establish mathematical models, requires new and modern methodologies that will exploit the existing expert knowledge, human experience and historical data. Fuzzy cognitive maps are very suitable, simple, and powerful tools for simulation and analysis of these kinds of dynamic systems. However, human experts are subjective and can handle only relatively simple fuzzy cognitive maps; therefore, there is a need of developing new approaches for an automated generation of fuzzy cognitive maps using historical data. In this study, a new learning algorithm, which is called Big Bang-Big Crunch, is proposed for the first time in literature for an automated generation of fuzzy cognitive maps from data. Two real-world examples; namely a process control system and radiation therapy process, and one synthetic model are used to emphasize the effectiveness and usefulness of the proposed methodology.

Keywords: Big Bang-Big Crunch optimization, Dynamic Systems, Fuzzy Cognitive Maps, Learning.

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Authors: Tajul Urus, S., Molla, A., Teoh, S.Y.

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A number of studies highlighted problems related to ERP systems, yet, most of these studies focus on the problems during the project and implementation stages but not during the postimplementation use process. Problems encountered in the process of using ERP would hinder the effective exploitation and the extended and continued use of ERP systems and their value to organisations. This paper investigates the different types of problems users (operational, supervisory and managerial) faced in using ERP and how 'feral system' is used as the coping mechanism. The paper adopts a qualitative method and uses data collected from two cases and 26 interviews, to inductively develop a casual network model of ERP usage problem and its coping mechanism. This model classified post ERP usage problems as data quality, system quality, interface and infrastructure. The model is also categorised the different coping mechanism through use of 'feral system' inclusive of feral information system, feral data and feral use of technology.

Keywords: Case Studies, Coping Mechanism, Post Implementation ERP system, Usage Problem

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Authors: Eiad Yafi, Ahmed Sultan Al-Hegami, M. A. Alam, Ranjit Biswas

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Association rules are an important problem in data mining. Massively increasing volume of data in real life databases has motivated researchers to design novel and incremental algorithms for association rules mining. In this paper, we propose an incremental association rules mining algorithm that integrates shocking interestingness criterion during the process of building the model. A new interesting measure called shocking measure is introduced. One of the main features of the proposed approach is to capture the user background knowledge, which is monotonically augmented. The incremental model that reflects the changing data and the user beliefs is attractive in order to make the over all KDD process more effective and efficient. We implemented the proposed approach and experiment it with some public datasets and found the results quite promising.

Keywords: Knowledge discovery in databases (KDD), Data mining, Incremental Association rules, Domain knowledge, Interestingness, Shocking rules (SHR).

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Authors: Dalvin D. Hill, Hector M. Castro Garcia

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A growing number of individuals utilize wearable devices on a daily basis. The usage and functionality of these wearable devices vary from user to user. One popular usage of said devices is to track health-related activities that are typically stored on a device’s memory or uploaded to an account in the cloud; based on the current trend, the data accumulated from the wearable device are stored in a standalone location. In many of these cases, this health related datum is not a factor when considering the holistic view of a user’s health lifestyle or record. This health-related data generated from wearable and Internet of Things (IoT) devices can serve as empirical information to a medical provider, as the standalone data can add value to the holistic health record of a patient. This paper proposes a solution to incorporate the data gathered from these wearable and IoT devices, with that a patient’s Personal Health Record (PHR) stored within the confines of a Health Information Exchange (HIE).

Keywords: Electronic health record, health information exchanges, Internet of Things, personal health records, wearable devices, wearables.

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Authors: M. Karassartova, D. Shormanbayeva, A. Beissenova, S.Balshikeyev

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Forming a legal culture among citizens is a complicated and lengthy process, influencing all spheres of social life. It includes promoting justice, learning rights and duties, the introduction of juridical norms and knowledge, and also a process of developing a system of legal acts and constitutional norms. Currently, the evaluative and emotional influence of attempts to establish a legal culture among the citizens of Kazakhstan is limited by real legal practice. As a result, the values essential to a sound civil society are absent from the consciousness of the Kazakh people who are thus, in turn, not able to develop respect for these values. One of the disadvantages of the modern Kazakh educational system is a tendency to underrate the actual forces shaping the worldview of Kazakh youths. The mass-media, which are going through a personnel crisis, cannot provide society with the legal and political information necessary to form the sort of legal culture required for a true civil society.

Keywords: Kazakhstan society, Legal education, legal culture.

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Authors: A. Al-Sayyad, P. Lama, J. Bardon, P. Hirchenhahn, L. Houssiau, P. Plapper

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Composite metal–polymer materials, in particular titanium alloy (Ti-6Al-4V) to polyamide (PA6.6), fabricated by laser joining, have gained cogent interest among industries and researchers concerned with aerospace and biomedical applications. This work adopts infrared (IR) thermography technique to investigate effects of laser parameters used in the welding process on the three-dimensional temperature profile at the rear-side of titanium, at the region to be welded with polyamide. Cross sectional analysis of welded joints showed correlations between the morphology of titanium and polyamide at the weld zone with the corresponding temperature profile. In particular, spatial temperature profile was found to be correlated with the laser beam energy density, titanium molten pool width and depth, and polyamide heat affected zone depth.

Keywords: Laser welding, metals to polymers joining, process monitoring, temperature profile, thermography.

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Authors: Young-Jin Baik, Minsung Kim, Young-Soo Lee, Ki-Chang Chang, Seong-Ryong Park

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The compression-absorption heat pump (C-A HP), one of the promising heat recovery equipments that make process hot water using low temperature heat of wastewater, was evaluated by computer simulation. A simulation program was developed based on the continuity and the first and second laws of thermodynamics. Both the absorber and desorber were modeled using UA-LMTD method. In order to prevent an unfeasible temperature profile and to reduce calculation errors from the curved temperature profile of a mixture, heat loads were divided into lots of segments. A single-stage compressor was considered. A compressor cooling load was also taken into account. An isentropic efficiency was computed from the map data. Simulation conditions were given based on the system consisting of ordinarily designed components. The simulation results show that most of the total entropy generation occurs during the compression and cooling process, thus suggesting the possibility that system performance can be enhanced if a rectifier is introduced.

Keywords: Waste heat recovery, Heat Pump.

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Authors: Khalid Alnafjan, Tazar Hussain, Hanif Ullah, Zia ul haq Paracha

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Software and applications are subjected to serious and damaging security threats, these threats are increasing as a result of increased number of potential vulnerabilities. Security testing is an indispensable process to validate software security requirements and to identify security related vulnerabilities. In this paper we analyze and compare different available vulnerabilities testing techniques based on a pre defined criteria using analytical hierarchy process (AHP). We have selected five testing techniques which includes Source code analysis, Fault code injection, Robustness, Stress and Penetration testing techniques. These testing techniques have been evaluated against five criteria which include cost, thoroughness, Ease of use, effectiveness and efficiency. The outcome of the study is helpful for researchers, testers and developers to understand effectiveness of each technique in its respective domain. Also the study helps to compare the inner working of testing techniques against a selected criterion to achieve optimum testing results.

Keywords: Software Security, Security Testing, Testing techniques, vulnerability, AHP.

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Authors: Purnomo Yustianto, Robin Doss

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As a process of developing a service system, the term ‘service engineering’ evolves in scope and definition. To achieve an integrated understanding of the process, a general framework and an ontology are required. This paper extends a previously built service engineering framework by exploring metamodels for the framework artefacts based on a foundational ontology and a metamodel landscape. The first part of this paper presents a correlation map between the proposed framework with the ontology as a form of evaluation for the conceptual coverage of the framework. The mapping also serves to characterize the artefacts to be produced for each activity in the framework. The second part describes potential metamodels to be used, from the metamodel landscape, as alternative formats of the framework artefacts. The results suggest that the framework sufficiently covers the ontological concepts, both from general service context and software service context. The metamodel exploration enriches the suggested artefact format from the original eighteen formats to thirty metamodel alternatives.

Keywords: Artefact, framework, service, metamodel.

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Authors: Ahasanul Haque, Abdullah Sarwar, Khaliq Ahmad

Abstract:

Networking is important among students to achieve better understanding. Social networking plays an important role in the education. Realizing its huge potential, various organizations, including institutions of higher learning have moved to the area of social networks to interact with their students especially through Facebook. Therefore, measuring the effectiveness of Facebook as a learning tool has become an area of interest to academicians and researchers. Therefore, this study tried to integrate and propose new theoretical and empirical evidences by linking the western idea of adopting Facebook as an alternative learning platform from a Malaysian perspective. This study, thus, aimed to fill a gap by being among the pioneering research that tries to study the effectiveness of adopting Facebook as a learning platform across other cultural settings, namely Malaysia. Structural equation modeling was employed for data analysis and hypothesis testing. This study finding has provided some insights that would likely affect students’ awareness towards using Facebook as an alternative learning platform in the Malaysian higher learning institutions. At the end, future direction is proposed.

Keywords: Learning Management Tool, Social Networking, Education, Malaysia.

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Authors: M. Kaggwa

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Technology or lack of it will play an important role in Africa-s effort to achieve inclusive development. Although a key determinant of competitiveness, new technology can exacerbate exclusion of the majority from the mainstream economic activities. To minimise potential technology exclusion while leveraging its critical role in African-s development, requires insight into technology diffusion process. Using system dynamics approach, a technology diffusion model is presented. The frequency of interaction of people exposed to and those not exposed to technology, and the technology adoption rate - the fraction of people who embrace new technologies once they are exposed, are identified as the broad factors critical to technology diffusion to wider society enabling more people to be part of the economic growth process. Based on simulation results, it is recommends that these two broad factors should form part of national policy aimed at achieving inclusive and sustainable development in Africa.

Keywords: Inclusive Development, System Dynamics, Technology, Technology diffusion.

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Authors: Rosida Ab. Razak, Mohamad Shanudin Zakaria

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The fundamental issues in ICT Governance (ICTG) implementation for Malaysian Public Sector (MPS) is how ICT be applied to support improvements in productivity, management effectiveness and the quality of services offered to its citizens. Our main concern is to develop and adopt a common definition and framework to illustrate how ICTG can be used to better align ICT with government’s operations and strategic focus. In particular, we want to identify and categorize factors that drive a successful ICTG process. This paper presents the results of an exploratory study to identify, validate and refine such Critical Success Factors (CSFs) and confirmed seven CSFs and nineteen sub-factors as influential factors that fit MPS after further validated and refined. The Delphi method applied in validation and refining process before being endorsed as appropriate for MPS. The identified CSFs reflect the focus areas that need to be considered strategically to strengthen ICT Governance implementation and ensure business success.

Keywords: IT Governance, Critical Success Factors.

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Authors: Liwen Hou

Abstract:

The booming mobile business has been penetrating the taxi industry worldwide with P2P (peer to peer) taxi services, as an emerging business model, transforming the industry. Parallel with other mobile businesses, member recommendations and online reviews are believed to be very effective with regard to acquiring new users for P2P taxi services. Based on an empirical dataset of the taxi industry in China, this study aims to reveal which factors influence users’ recommendations and review-writing behaviors. Differing from the existing literature, this paper takes the taxi driver’s perspective into consideration and hence selects a group of variables related to the drivers. We built two models to reflect the factors that influence the number of recommendations and reviews posted on the platform (i.e., the app). Our models show that all factors, except the driver’s score, significantly influence the recommendation behavior. Likewise, only one factor, passengers’ bad reviews, is insignificant in generating more drivers’ reviews. In the conclusion, we summarize the findings and limitations of the research.

Keywords: Online recommendation, P2P taxi service, review-writing, word of mouth.

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Authors: Zenaide Carvalho da Silva, Leandro Rodrigues Ferreira, Andrey Ricardo Pimentel

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Learning styles (LS) refer to the ways and forms that the student prefers to learn in the teaching and learning process. Each student has their own way of receiving and processing information throughout the learning process. Therefore, knowing their LS is important to better understand their individual learning preferences, and also, understand why the use of some teaching methods and techniques give better results with some students, while others it does not. We believe that knowledge of these styles enables the possibility of making propositions for teaching; thus, reorganizing teaching methods and techniques in order to allow learning that is adapted to the individual needs of the student. Adapting learning would be possible through the creation of online educational resources adapted to the style of the student. In this context, this article presents the structure of a learning object interface adaptation based on the LS. The structure created should enable the creation of the adapted learning object according to the student's LS and contributes to the increase of student’s motivation in the use of a learning object as an educational resource.

Keywords: Adaptation, interface, learning object, learning style.

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Authors: Eric Kojo Wu Aikins

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This paper examines the relationships between and among the various drivers of climate change that have both climatic and ecological consequences for vegetation and land cover change in arctic areas, particularly in arctic Alaska. It discusses the various processes that have created spatial and climatic structures that have facilitated observable vegetation and land cover changes in the Arctic. Also, it indicates that the drivers of both climatic and ecological changes in the Arctic are multi-faceted and operate in a system with both positive and negative feedbacks that largely results in further increases or decreases of the initial drivers of climatic and vegetation change mainly at the local and regional scales. It demonstrates that the impact of arctic warming on land cover change and the Arctic ecosystems is not unidirectional and one dimensional in nature but it represents a multi-directional and multi-dimensional forces operating in a feedback system.

Keywords: Arctic Vegetation Change, Climate Change, Feedback System, Spatial Process and Structure.

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Authors: Richard L. Summers

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The advanced computational analysis of biological systems is becoming increasingly dependent upon an understanding of the information-theoretic structure of the materials, energy and interactive processes that comprise those systems. The stability and survival of these living systems is fundamentally contingent upon their ability to acquire and process the meaning of information concerning the physical state of its biological continuum (biocontinuum). The drive for adaptive system reconciliation of a divergence from steady state within this biocontinuum can be described by an information metric-based formulation of the process for actionable knowledge acquisition that incorporates the axiomatic inference of Kullback-Leibler information minimization driven by survival replicator dynamics. If the mathematical expression of this process is the Lagrangian integrand for any change within the biocontinuum then it can also be considered as an action functional for the living system. In the direct method of Lyapunov, such a summarizing mathematical formulation of global system behavior based on the driving forces of energy currents and constraints within the system can serve as a platform for the analysis of stability. As the system evolves in time in response to biocontinuum perturbations, the summarizing function then conveys information about its overall stability. This stability information portends survival and therefore has absolute existential meaning for the living system. The first derivative of the Lyapunov energy information function will have a negative trajectory toward a system steady state if the driving force is dissipating. By contrast, system instability leading to system dissolution will have a positive trajectory. The direction and magnitude of the vector for the trajectory then serves as a quantifiable signature of the meaning associated with the living system’s stability information, homeostasis and survival potential.

Keywords: Semiotic meaning, Shannon information, Lyapunov, living systems.

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Authors: Mahdi Yaghobi, Mohammad Haeri

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The current methods of predictive controllers are utilized for those processes in which the rate of output variations is not high. For such processes, therefore, stability can be achieved by implementing the constrained predictive controller or applying infinite prediction horizon. When the rate of the output growth is high (e.g. for unstable nonminimum phase process) the stabilization seems to be problematic. In order to avoid this, it is suggested to change the method in the way that: first, the prediction error growth should be decreased at the early stage of the prediction horizon, and second, the rate of the error variation should be penalized. The growth of the error is decreased through adjusting its weighting coefficients in the cost function. Reduction in the error variation is possible by adding the first order derivate of the error into the cost function. By studying different examples it is shown that using these two remedies together, the closed-loop stability of unstable nonminimum phase process can be achieved.

Keywords: GPC, Stability, Varying Weighting Coefficients.

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Authors: E. Giovanis

Abstract:

In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.

Keywords: Autoregressive model, Feed-Forward neuralnetworks, Genetic Algorithms, Gross Domestic Product

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Authors: Iwona Nowak, Jacek Smolka, Andrzej J. Nowak

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The paper discusses a 3D numerical solution of the inverse boundary problem for a continuous casting process of alloy. The main goal of the analysis presented within the paper was to estimate heat fluxes along the external surface of the ingot. The verified information on these fluxes was crucial for a good design of a mould, effective cooling system and generally the whole caster. In the study an enthalpy-porosity technique implemented in Fluent package was used for modeling the solidification process. In this method, the phase change interface was determined on the basis of the liquid fraction approach. In inverse procedure the sensitivity analysis was applied for retrieving boundary conditions. A comparison of the measured and retrieved values showed a high accuracy of the computations. Additionally, the influence of the accuracy of measurements on the estimated heat fluxes was also investigated.

Keywords: Boundary inverse problem, sensitivity analysis, continuous casting, numerical simulation.

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Authors: Changhyuk Jang, Keechul Jung

Abstract:

Human pose estimation can be executed using Active Shape Models. The existing techniques for applying to human-body research using Active Shape Models, such as human detection, primarily take the form of silhouette of human body. This technique is not able to estimate accurately for human pose to concern two arms and legs, as the silhouette of human body represents the shape as out of round. To solve this problem, we applied the human body model as stick-figure, “skeleton". The skeleton model of human body can give consideration to various shapes of human pose. To obtain effective estimation result, we applied background subtraction and deformed matching algorithm of primary Active Shape Models in the fitting process. The images which were used to make the model were 600 human bodies, and the model has 17 landmark points which indicate body junction and key features of human pose. The maximum iteration for the fitting process was 30 times and the execution time was less than .03 sec.

Keywords: Active shape models, skeleton, pose estimation.

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Authors: YongXian, JIN

Abstract:

Introducing survivability into embedded real-time system (ERTS) can improve the survivability power of the system. This paper mainly discusses about the survivability of ERTS. The first is the survivability origin of ERTS. The second is survivability analysis. According to the definition of survivability based on survivability specification and division of the entire survivability analysis process for ERTS, a survivability analysis profile is presented. The quantitative analysis model of this profile is emphasized and illuminated in detail, the quantifying analysis of system was showed helpful to evaluate system survivability more accurate. The third is platform design of survivability analysis. In terms of the profile, the analysis process is encapsulated and assembled into one platform, on which quantification, standardization and simplification of survivability analysis are all achieved. The fourth is survivability design. According to character of ERTS, strengthened design method is selected to realize system survivability design. Through the analysis of embedded mobile video-on-demand system, intrusion tolerant technology is introduced in whole survivability design.

Keywords: ERTS (embedded real-time system), survivability, quantitative analysis, survivability specification, intrusion tolerant

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

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

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

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Authors: N. V. Toan, S. Sangu, T. Saitoh, N. Inomata, T. Ono

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This paper presents the design and fabrication of an optical window for an optical modulator toward image sensing applications. An optical window consists of micrometer-order SiO2 capillaries (porous solid) that can modulate transmission light intensity by moving the liquid in and out of porous solid. A high optical transmittance of the optical window can be achieved due to refractive index matching when the liquid is penetrated into the porous solid. Otherwise, its light transmittance is lower because of light reflection and scattering by air holes and capillary walls. Silicon capillaries fabricated by deep reactive ion etching (DRIE) process are completely oxidized to form the SiO2 capillaries. Therefore, high aspect ratio SiO2 capillaries can be achieved based on silicon capillaries formed by DRIE technique. Large compressive stress of the oxide causes bending of the capillary structure, which is reduced by optimizing the design of device structure. The large stress of the optical window can be released via thin supporting beams. A 7.2 mm x 9.6 mm optical window area toward a fully integrated with the image sensor format is successfully fabricated and its optical transmittance is evaluated with and without inserting liquids (ethanol and matching oil). The achieved modulation range is approximately 20% to 35% with and without liquid penetration in visible region (wavelength range from 450 nm to 650 nm).

Keywords: Thermal oxidation process, SiO2 capillaries, optical window, light transmittance, image sensor, liquid penetration.

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Authors: Dewi S. Fardhyanti, Panut Mulyono, Wahyudi B. Sediawan, Muslikhin Hidayat

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Coal tar is a liquid by-product of the process of coal gasification and carbonation. This liquid oil mixture contains various kinds of useful compounds such as phenol, o-cresol, and p-cresol. These compounds are widely used as raw material for insecticides, dyes, medicines, perfumes, coloring matters, and many others. This research needed to be done that given the optimum conditions for the separation of phenol, o-cresol, and p-cresol from the coal tar by solvent extraction process. The aim of the present work was to study the effect of two kinds of aqueous were used as solvents: methanol and acetone solutions, the effect of temperature (298, 306, and 313K) and mixing (30, 35, and 40rpm) for the separation of phenol, o-cresol, and p-cresol from coal tar by solvent extraction. Results indicated that phenol, o-cresol, and p-cresol in coal tar were selectivity extracted into the solvent phase and these components could be separated by solvent extraction. The aqueous solution of methanol, mass ratio of solvent to feed, Eo/Ro=1, extraction temperature 306K and mixing 35 rpm were the most efficient for extraction of phenol, o-cresol, and p-cresol from coal tar.

Keywords: Coal tar, Distribution coefficient, Extraction, Yield.

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Authors: B. K. Yeoh, Z. Arsad, C. W. Hooy

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This paper tests the level of market integration between Malaysia and Singapore stock markets with the world market. Kalman Filter (KF) methodology is used on the International Capital Asset Pricing Model (ICAPM) and the pricing errors estimated within the framework of ICAPM are used as a measure of market integration or segmentation. The advantage of the KF technique is that it allows for time-varying coefficients in estimating ICAPM and hence able to capture the varying degree of market integration. Empirical results show clear evidence of varying degree of market integration for both case of Malaysia and Singapore. Furthermore, the results show that the changes in the level of market integration are found to coincide with certain economic events that have taken placed. The findings certainly provide evidence on the practicability of the KF technique to estimate stock markets integration. In the comparison between Malaysia and Singapore stock market, the result shows that the trends of the market integration indices for Malaysia and Singapore look similar through time but the magnitude is notably different with the Malaysia stock market showing greater degree of market integration. Finally, significant evidence of varying degree of market integration shows the inappropriate use of OLS in estimating the level of market integration.

Keywords: ICAPM, Kalman filter, stock market integration.

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Authors: Haluk Gümüskaya, Hüseyin Hakkoymaz

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This paper describes WiPoD (Wireless Position Detector) which is a pure software based location determination and tracking (positioning) system. It uses empirical signal strength measurements from different wireless access points for mobile user positioning. It is designed to determine the location of users having 802.11 enabled mobile devices in an 802.11 WLAN infrastructure and track them in real time. WiPoD is the first main module in our LBS (Location Based Services) framework. We tested K-Nearest Neighbor and Triangulation algorithms to estimate the position of a mobile user. We also give the analysis results of these algorithms for real time operations. In this paper, we propose a supportable, i.e. understandable, maintainable, scalable and portable wireless positioning system architecture for an LBS framework. The WiPoD software has a multithreaded structure and was designed and implemented with paying attention to supportability features and real-time constraints and using object oriented design principles. We also describe the real-time software design issues of a wireless positioning system which will be part of an LBS framework.

Keywords: Indoor location determination and tracking, positioning in Wireless LAN.

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Authors: Nora Taghavi, Ali Sadr

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System identification is the process of creating models of dynamic process from input- output signals. The aim of system identification can be identified as “ to find a model with adjustable parameters and then to adjust them so that the predicted output matches the measured output". This paper presents a method of modeling and simulating with system identification to achieve the maximum fitness for transformation function. First by using optimized KLM equivalent circuit for PVDF piezoelectric transducer and assuming different inputs including: sinuside, step and sum of sinusides, get the outputs, then by using system identification toolbox in MATLAB, we estimate the transformation function from inputs and outputs resulted in last program. Then compare the fitness of transformation function resulted from using ARX,OE(Output- Error) and BJ(Box-Jenkins) models in system identification toolbox and primary transformation function form KLM equivalent circuit.

Keywords: PVDF modeling, ARX, BJ(Box-Jenkins), OE(Output-Error), System Identification.

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