Search results for: time series analysis

Authors: J. R. Wang, S. W. Chen, Y. Chiang, W. S. Hsu, J. H. Yang, Y. S. Tseng, C. Shih

Abstract:

In this research, the HABIT analysis methodology was established for Maanshan nuclear power plant (NPP). The Final Safety Analysis Report (FSAR), reports, and other data were used in this study. To evaluate the control room habitability under the CO₂ storage burst, the HABIT methodology was used to perform this analysis. The HABIT result was below the R.G. 1.78 failure criteria. This indicates that Maanshan NPP habitability can be maintained. Additionally, the sensitivity study of the parameters (wind speed, atmospheric stability classification, air temperature, and control room intake flow rate) was also performed in this research.

Keywords: PWR, HABIT, habitability, Maanshan.

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Authors: E. Murányi, P. Pepó

Abstract:

The small plot experiment was set in 2013 at the RISFLátókép Experimental Farm of the Centre for Agricultural and Applied Economic Sciences of the University of Debrecen, on lime-coated chernozem soil in four replications. The final heights of the maize hybrids were studied at three plant densities (50, 70, and 90 thousand ha^-1) and two row spacing (45 and 76cm). During the experiment, we have investigated the development of the final plant heights of five maize hybrids of different vegetation time and genotype: Sarolta, DKC 4025, P 9175, Reseda/P 37M81, and SY Affinity. In the development of the plant heights, the tiller number and the hybrid were the decisive factors. The increasing stock density resulted in significant difference in the plant height values, while the row spacing did not. With the increase of plant density and the length of vegetation time, the heights of the individual plants increased.

Keywords: Maize, plant density, row spacing, plant height, genotype.

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Authors: A. Karsenty, A. Chelly

Abstract:

Ultrathin (UTD) and Nanoscale (NSD) SOI-MOSFET devices, sharing a similar W/L but with a channel thickness of 46nm and 1.6nm respectively, were fabricated using a selective “gate recessed” process on the same silicon wafer. The electrical transport characterization at room temperature has shown a large difference between the two kinds of devices and has been interpreted in terms of a huge unexpected series resistance. Electrical characteristics of the Nanoscale device, taken in the linear region, can be analytically derived from the ultrathin device ones. A comparison of the structure and composition of the layers, using advanced techniques such as Focused Ion Beam (FIB) and High Resolution TEM (HRTEM) coupled with Energy Dispersive X-ray Spectroscopy (EDS), contributes an explanation as to the difference of transport between the devices.

Keywords: Nanoscale Devices, SOI MOSFET, Analytical Model, Electron Transport.

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Authors: A. R. Rahmani, H. R. Ghaffari, M. T. Samadi

Abstract:

The present work was conducted for Arsenic (III) removal, which one of the most poisonous groundwater pollutants, by synthetic nano size zerovalent iron (nZVI). Batch experiments were performed to investigate the influence of As (III), nZVI concentration, pH of solution and contact time on the efficiency of As (III) removal. nZVI was synthesized by reduction of ferric chloride by sodium borohydrid. SEM and XRD were used to determine particle size and characterization of produced nanoparticles. Up to 99.9% removal efficiency for arsenic (III) was obtained by nZVI dosage of 1 g/L at time equal to 10 min. and pH=7. It could be concluded that the removal efficiency were enhanced with increasing of ZVI dosage and reaction time, but decreased with increasing of arsenic concentration and pH for nano sized ZVI. nZVI presented an outstanding ability to remove As (III) due to not only a high surface area and low particle size but also to high inherent activity.

Keywords: Arsenic removal, aqueous solution, zero valent iron.

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Authors: Faraj El Dabee, Romeo Marian, Yousef Amer

Abstract:

This paper implements the inventory model developed in the first part of this paper in a simplified problem to simultaneously reduce costs and risks in JIT systems. This model is developed to ascertain an optimal ordering strategy for procuring raw materials by using regular multi-external and local backup suppliers to reduce the total cost of the products, and at the same time to reduce the risks arising from this cost reduction within production systems. A comparison between the cost of using the JIT system and using the proposed inventory model shows the superiority of the use of the inventory model.

Keywords: Lean manufacturing, Just-in-Time (JIT), production system, cost-risk reduction, inventory model, eternal supplier, local backup supplier.

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Authors: S. Kulsri, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

We developed a method based on quasi-molecular modelling to simulate the fall of water drops on horizontally smooth and rough surfaces. Each quasi-molecule was a group of particles that interacted in a fashion entirely analogous to classical Newtonian molecular interactions. When a falling water droplet was simulated at low impact velocity on both smooth and rough surfaces, the droplets moved periodically (i.e. the droplets moved up and down for a certain period, finally they stopped moving and reached a steady state), spreading and recoiling without splash or break-up. Spreading rates of falling water droplets increased rapidly as time increased until the spreading rate reached its steady state at time t ~ 0.25 s for rough surface and t ~ 0.40 s for smooth surface. The droplet height above both surfaces decreased as time increased, remained constant after the droplet diameter attained a maximum value and reached its steady state at time t ~ 0.4 s. However, rough surface had higher spreading rates of falling water droplets and lower height on the surface than smooth one.

Keywords: Quasi-molecular modelling, particle modelling, molecular aggregate approach.

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Authors: Iveta Řepková

Abstract:

The aim of this paper is to estimate the efficiency of the Slovak commercial banks employing the Data Envelopment Analysis (DEA) window analysis approach during the period 2003-2012. The research is based on unbalanced panel data of the Slovak commercial banks. Undesirable output was included into analysis of banking efficiency. It was found that most efficient banks were Postovabanka, UniCredit Bank and Istrobanka in CCR model and the most efficient banks were Slovenskasporitelna, Istrobanka and UniCredit Bank in BCC model. On contrary, the lowest efficient banks were found Privatbanka and CitiBank. We found that the largest banks in the Slovak banking market were lower efficient than medium-size and small banks. Results of the paper is that during the period 2003-2008 the average efficiency was increasing and then during the period 2010-2011 the average efficiency decreased as a result of financial crisis.

Keywords: Data Envelopment Analysis, efficiency, Slovak banking sector, window analysis.

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Authors: Francisco J. Lopez-Jaquez, Sandra E. Ramirez-Jara

Abstract:

This paper presents an implementation and performance test of a distributed motion control system based on a master-slave configuration used to move a plasma-cutting torch over a predefined trajectory. The master is a general-purpose computer running on an open source operating system platform and software developer. Software running in the master computer generates commands on real time and we measure performance based on a selected set of differences between expected and observed distances. We are testing the null hypothesis that the outcome trajectory is identical to the input against the alternative hypothesis that there is a shift to the right or left of the input one. We used the Wilcoxon signed ranks test method for the hypothesis test.

Keywords: Distributed, motion, control, real-time, contouring.

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Authors: Yasuyuki Takahashi, Hayato Ishimura, Masao Miyagawa, Teruhito Mochizuki

Abstract:

Quantitative measurement of myocardium perfusion is possible with single photon emission computed tomography (SPECT) using a semiconductor detector. However, accumulation of ^99mTc-tetrofosmin in the liver may make it difficult to assess that accurately in the inferior myocardium. Our idea is to reduce the high accumulation in the liver by using dynamic SPECT imaging and a technique called time subtraction. We evaluated the performance of a new SPECT system with a cadmium-zinc-telluride solid-state semi- conductor detector (Discovery NM 530c; GE Healthcare). Our system acquired list-mode raw data over 10 minutes for a typical patient. From the data, ten SPECT images were reconstructed, one for every minute of acquired data. Reconstruction with the semiconductor detector was based on an implementation of a 3-D iterative Bayesian reconstruction algorithm. We studied 20 patients with coronary artery disease (mean age 75.4 ± 12.1 years; range 42-86; 16 males and 4 females). In each subject, 259 MBq of ^99mTc-tetrofosmin was injected intravenously. We performed both a phantom and a clinical study using dynamic SPECT. An approximation to a liver-only image is obtained by reconstructing an image from the early projections during which time the liver accumulation dominates (0.5~2.5 minutes SPECT image-5~10 minutes SPECT image). The extracted liver-only image is then subtracted from a later SPECT image that shows both the liver and the myocardial uptake (5~10 minutes SPECT image-liver-only image). The time subtraction of liver was possible in both a phantom and the clinical study. The visualization of the inferior myocardium was improved. In past reports, higher accumulation in the myocardium due to the overlap of the liver is un-diagnosable. Using our time subtraction method, the image quality of the ^99mTc-tetorofosmin myocardial SPECT image is considerably improved.

Keywords: 99mTc-tetrofosmin, dynamic SPECT, time subtraction, semiconductor detector.

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Authors: De Lellis E., Di Vito V., Garbarino L., Lai C., Corraro F.

Abstract:

This paper describes the design process and the realtime validation of an innovative autonomous mid-air flight and landing system developed by the Italian Aerospace Research Center in the framework of the Italian national funded project TECVOL (Technologies for the Autonomous Flight). In the paper it is provided an insight of the whole development process of the system under study. In particular, the project framework is illustrated at first, then the functional context and the adopted design and testing approach are described, and finally the on-ground validation test rig on purpose designed is addressed in details. Furthermore, the hardwarein- the-loop validation of the autonomous mid-air flight and landing system by means of the real-time test rig is described and discussed.

Keywords: Autonomous landing, autonomous mid-air flight, design and test approach, real-time hardware-in-the-loop validation

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Authors: Hamid Rafiei, Reza Janamiri, Mohammad Hossein Sedaghat, Amir Hatampour

Abstract:

In this work, the results of mixing study by a jet mixer in a tank have been investigated in the laboratory scale. The tank dimensions are H/D=1 and the jet entrance have been considered in the center of upper surface of tank. RNG-k-ε model is used as the turbulent model for the prediction of the pattern of turbulent flow inside the tank. For this purpose, a tank with volume of 110 liter is simulated and it has been divided into 410,000 tetrahedral control cells for performing the calculations. The grids at the vicinity of the nozzle and suction pare are finer to get more accurate results. The experimental results showed that in a vertical jet, the lowest mixing time takes place at 35 degree. In addition, mixing time decreased by increasing the Reynolds number. Furthermore, the CFD simulation predicted the items as well a flow patterns precisely that validates the experiments.

Keywords: Jet mixer, CFD, Turbulent model, Nozzle angle, Mixing time, Reynolds Number.

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Authors: E. S. Gower, T. Tsalaile, E. Rakgati, M. O. J. Hawksford

Abstract:

A frequency grouping approach for multi-channel instantaneous blind source separation (I-BSS) of convolutive mixtures is proposed for a lower net residual inter-symbol interference (ISI) and inter-channel interference (ICI) than the conventional short-time Fourier transform (STFT) approach. Starting in the time domain, STFTs are taken with overlapping windows to convert the convolutive mixing problem into frequency domain instantaneous mixing. Mixture samples at the same frequency but from different STFT windows are grouped together forming unique frequency groups. The individual frequency group vectors are input to the I-BSS algorithm of choice, from which the output samples are dispersed back to their respective STFT windows. After applying the inverse STFT, the resulting time domain signals are used to construct the complete source estimates via the weighted overlap-add method (WOLA). The proposed algorithm is tested for source deconvolution given two mixtures, and simulated along with the STFT approach to illustrate its superiority for fairly motionless sources.

Keywords: Blind source separation, short-time Fouriertransform, weighted overlap-add method

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Authors: Liping Zhang, Kelin Li

Abstract:

In this paper, a class of impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms is formulated and investigated. By establishing a delay differential inequality and M-matrix theory, some sufficient conditions ensuring the existence, uniqueness and global exponential stability of equilibrium point for impulsive BAM fuzzy cellular neural networks with time delays in the leakage terms are obtained. In particular, a precise estimate of the exponential convergence rate is also provided, which depends on system parameters and impulsive perturbation intention. It is believed that these results are significant and useful for the design and applications of BAM fuzzy cellular neural networks. An example is given to show the effectiveness of the results obtained here.

Keywords: Global exponential stability, bidirectional associative memory, fuzzy cellular neural networks, leakage delays, impulses.

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Authors: Zhang Yan, Yu Bin

Abstract:

Principle component analysis is often combined with the state-of-art classification algorithms to recognize human faces. However, principle component analysis can only capture these features contributing to the global characteristics of data because it is a global feature selection algorithm. It misses those features contributing to the local characteristics of data because each principal component only contains some levels of global characteristics of data. In this study, we present a novel face recognition approach using non-negative principal component analysis which is added with the constraint of non-negative to improve data locality and contribute to elucidating latent data structures. Experiments are performed on the Cambridge ORL face database. We demonstrate the strong performances of the algorithm in recognizing human faces in comparison with PCA and NREMF approaches.

Keywords: classification, face recognition, non-negativeprinciple component analysis (NPCA)

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Authors: Paul Osmond

Abstract:

This paper reports a new application of material accounting techniques to characterise and quantify material stocks and flows at the “neighbourhood" scale. The study area is the main campus of the University of New South Wales in Sydney, Australia. The system boundary is defined by the urban structural unit (USU), a typological construct devised to facilitate assessment of the metabolism of urban systems. A streamlined material flow analysis (MFA) was applied to quantify the stocks and flows of key construction materials within the campus USU over time, drawing on empirical data from a major campus development project. The results are reviewed to assess the efficacy of the method in supporting urban environmental evaluation and design practice, for example to facilitate estimation of significant impacts such as greenhouse gas emissions. It is concluded that linking a service (in this case, teaching students) enabled by a given product (university buildings) to the amount of materials used in creating that product offers a potential way to reduce the environmental impact of that service, through more efficient use of materials.

Keywords: Construction materials, material flow analysis, urban metabolism, urban structural unit.

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Authors: H. Z. Ulukan, E. Demircioğlu, M. Erol Genevois

Abstract:

The scope of this paper and the aim of proposed model were to apply monetary Input –Output (I-O) analysis to point out the importance of reusing know-how and other requirements in order to reduce the production costs in a manufacturing process for a laptop computer. I-O approach using the monetary input-output model is employed to demonstrate the impacts of different factors in a manufacturing process. A sensitivity analysis showing the correlation between these different factors is also presented. It is expected that the recommended model would have an advantageous effect in the cost minimization process.

Keywords: Input-Output Analysis, Monetary Input-Output Model, Manufacturing Process, Laptop Computer.

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Authors: MohammadReza EffatParvar, Akbar Bemana, Mehdi EffatParvar

Abstract:

Scheduling algorithms are used in operating systems to optimize the usage of processors. One of the most efficient algorithms for scheduling is Multi-Layer Feedback Queue (MLFQ) algorithm which uses several queues with different quanta. The most important weakness of this method is the inability to define the optimized the number of the queues and quantum of each queue. This weakness has been improved in IMLFQ scheduling algorithm. Number of the queues and quantum of each queue affect the response time directly. In this paper, we review the IMLFQ algorithm for solving these problems and minimizing the response time. In this algorithm Recurrent Neural Network has been utilized to find both the number of queues and the optimized quantum of each queue. Also in order to prevent any probable faults in processes' response time computation, a new fault tolerant approach has been presented. In this approach we use combinational software redundancy to prevent the any probable faults. The experimental results show that using the IMLFQ algorithm results in better response time in comparison with other scheduling algorithms also by using fault tolerant mechanism we improve IMLFQ performance.

Keywords: IMLFQ, Fault Tolerant, Scheduling, Queue, Recurrent Neural Network.

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Authors: Jeeeun Kim, Sungjoo Lee

Abstract:

This research proposes a methodology for patent-citation-based technology input-output analysis by applying the patent information to input-output analysis developed for the dependencies among different industries. For this analysis, a technology relationship matrix and its components, as well as input and technology inducement coefficients, are constructed using patent information. Then, a technology inducement coefficient is calculated by normalizing the degree of citation from certain IPCs to the different IPCs (International patent classification) or to the same IPCs. Finally, we construct a Dependency Structure Matrix (DSM) based on the technology inducement coefficient to suggest a useful application for this methodology.

Keywords: Technology spillover effect, technology relationship, IO table, technology inducement coefficients, patent analysis, patent citation.

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Authors: Li Li, Kai-Hsuan Chu

Abstract:

It is well known that the real estate price depends on a lot of factors. Each house current value is dependent on the location, room number, transportation, living convenience, year and surrounding environments. Although, there are different experienced models for housing agent to estimate the price, it is a case by case study without overall dynamic variation investigation. However, many economic parameters may more or less influence the real estate price variation. Here, the influences of most macroeconomic parameters on real estate price are investigated individually based on least-square scheme and grey correlation strategy. Then those parameters are classified into leading indices, simultaneous indices and laggard indices. In addition, the leading time period is evaluated based on least square method. The important leading and simultaneous indices can be used to establish an artificial intelligent neural network model for real estate price variation prediction. The real estate price variation of Taipei, Taiwan during 2005 ~ 2017 are chosen for this research data analysis and validation. The results show that the proposed method has reasonable prediction function for real estate business reference.

Keywords: Real estate price, least-square, grey correlation, macroeconomics.

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Authors: Md. Ashikur Rahman Khan, M. M. Rahman, K. Kadirgama

Abstract:

Artificial neural networks (ANN) are used in distinct researching fields and professions, and are prepared by cooperation of scientists in different fields such as computer engineering, electronic, structure, biology and so many different branches of science. Many models are built correlating the parameters and the outputs in electrical discharge machining (EDM) concern for different types of materials. Up till now model for Ti-5Al-2.5Sn alloy in the case of electrical discharge machining performance characteristics has not been developed. Therefore, in the present work, it is attempted to generate a model of material removal rate (MRR) for Ti-5Al-2.5Sn material by means of Artificial Neural Network. The experimentation is performed according to the design of experiment (DOE) of response surface methodology (RSM). To generate the DOE four parameters such as peak current, pulse on time, pulse off time and servo voltage and one output as MRR are considered. Ti-5Al-2.5Sn alloy is machined with positive polarity of copper electrode. Finally the developed model is tested with confirmation test. The confirmation test yields an error as within the agreeable limit. To investigate the effect of the parameters on performance sensitivity analysis is also carried out which reveals that the peak current having more effect on EDM performance.

Keywords: Ti-5Al-2.5Sn, material removal rate, copper tungsten, positive polarity, artificial neural network, multi-layer perceptron.

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Authors: Bilal Barakeh

Abstract:

In this paper we discuss the effect of unbounded particle interaction operator on particle growth and we study how this can address the choice of appropriate time steps of the numerical simulation. We provide also rigorous mathematical proofs showing that large particles become dominating with increasing time while small particles contribute negligibly. Second, we discuss the efficiency of the algorithm by performing numerical simulations tests and by comparing the simulated solutions with some known analytic solutions to the Smoluchowski equation.

Keywords: Stochastic processes, coagulation of particles, numerical scheme.

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Authors: Marija Lončar, Zorana Šuljug Vučica, Magdalena Nigoević

Abstract:

Diverse social, cultural and economic trends and changes in contemporary societies influence the ways masculinity is represented in a variety of media. Masculinity is constructed within media images as a dynamic process that changes slowly over time and is shaped by various social factors. In many societies, dominant masculinity is still associated with authority, heterosexuality, marriage, professional and financial success, ethnic dominance and physical strength. But contemporary media depict men in ways that suggest a change in the approach to media images. The number of media images of men, which promote men’s identity through their body, have increased. With the male body more scrutinized and commodified, it is necessary to highlight how the body is represented and which visual elements are crucial since the body has an important role in the construction of masculinities. The study includes content analysis of male body images in the advertisements of different men’s and women’s lifestyle magazines available in Croatia. The main aim was to explore how masculinities are currently being portrayed through body regarding age, physical appearance, fashion, touch and gaze. The findings are also discussed in relation to female images since women are central in many of the processes constructing masculinities and according to the recent conceptualization of masculinity. Although the construction of male images varies through body features, almost all of them convey the message that men’s identity could be managed through manipulation and by enhancing the appearance. Furthermore, they suggest that men should engage in “bodywork” through advertised products, activities and/or practices, in order to achieve their preferred social image.

Keywords: Body images, content analysis, lifestyle magazines, masculinity.

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Authors: M. H. Hussain, I. Musirin, A. F. Abidin, S. R. A. Rahim

Abstract:

This paper presents the implementation of Artificial Bees Colony (ABC) algorithm in solving Directional OverCurrent Relays (DOCRs) coordination problem for near-end faults occurring in fixed network topology. The coordination optimization of DOCRs is formulated as linear programming (LP) problem. The objective function is introduced to minimize the operating time of the associated relay which depends on the time multiplier setting. The proposed technique is to taken as a technique for comparison purpose in order to highlight its superiority. The proposed algorithms have been tested successfully on 8 bus test system. The simulation results demonstrated that the ABC algorithm which has been proved to have good search ability is capable in dealing with constraint optimization problems.

Keywords: Artificial bees colony, directional overcurrent relay coordination problem, relay settings, time multiplier setting.

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Authors: H. Sadjadian , H.D. Taghirad Member, A. Fatehi

Abstract:

In this paper, different approaches to solve the forward kinematics of a three DOF actuator redundant hydraulic parallel manipulator are presented. On the contrary to series manipulators, the forward kinematic map of parallel manipulators involves highly coupled nonlinear equations, which are almost impossible to solve analytically. The proposed methods are using neural networks identification with different structures to solve the problem. The accuracy of the results of each method is analyzed in detail and the advantages and the disadvantages of them in computing the forward kinematic map of the given mechanism is discussed in detail. It is concluded that ANFIS presents the best performance compared to MLP, RBF and PNN networks in this particular application.

Keywords: Forward Kinematics, Neural Networks, Numerical Solution, Parallel Manipulators.

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Authors: Mevlüt Burak Dalmış, Kemal Yaman

Abstract:

In this study, flutter characteristics of cantilever rectangular plate structure under incompressible flow regime are investigated by comparing the results of commercial flutter analysis program ZAERO^© with wind tunnel tests conducted in Ankara Wind Tunnel (ART). A rectangular polycarbonate (PC) plate, 5x125x1000 mm in dimensions, is used for both numerical and experimental investigations. Analysis and test results are very compatible with each other. A comparison between two different solution methods (g and k-method) of ZAERO^© is also done. It is seen that, k-method gives closer result than the other one. However, g-method results are on conservative side and it is better to use conservative results namely g-method results. Even if the modal analysis results are used for the flutter analysis for this simple structure, a modal test should be conducted in order to validate the modal analysis results to have accurate flutter analysis results for more complicated structures.

Keywords: Flutter, plate, subsonic flow, wind tunnel.

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Authors: Malaw Ndiaye, Karim Konate

Abstract:

Smart contracts are computer protocols that facilitate, verify, and execute the negotiation or execution of a contract, or that render a contractual term unnecessary. Blockchain and smart contracts can be used to facilitate almost any financial transaction. Thanks to these smart contracts, the settlement of dividends and coupons could be automated. Smart contracts have become lucrative and profitable targets for attackers because they can hold a great amount of money. Smart contracts, although widely used in blockchain technology, are far from perfect due to security concerns. Although a series of attacks are listed, there is a lack of discussions and proposals on improving security. This survey takes stock of smart contract security from a more comprehensive perspective by correlating the level of vulnerability and systematic review of security levels in smart contracts.

Keywords: Blockchain, bitcoin, smart Contract, criminal smart contract, security.

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Authors: Yasemin Gülşen Yılmaz, Süleyman Hakan Yılmaz, Muhammet Erbay

Abstract:

Social media is among the most important means of communication. Social media offers individuals and groups with an opportunity for participatory socialization over the internet, which is free of any time and place restrictions. Social media is a kind of interactive communication and bilateral social network. Various communication contents can be shared and put into mass circulation easily and quickly through social media. These sharings are not only limited to individuals but also happen to groups, institutions, and different constitutions. Their contents consist of any type of written message, audio and video files. We are living in the social media era now. It is not surprising that social media which has extensive communication facilities and massive prevalence is used in politics. Therefore, the use of social media (Facebook) by political parties during the Turkish general elections held on June 7, 2015, has been chosen as our research subject. Four parties namely, AKP, CHP, MHP and HDP who have the majority of votes in Turkey and participate in elections in Konya have been selected for our study. Their provincial centers’ and parliamentary candidates` use of social media (Facebook) on the last three days prior to the election have been examined and subjected to a qualitative analysis by means of content analysis.

Keywords: Social media, June 7 general elections, politics, Facebook.

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Authors: K. Nirmala Devi, V. Murali Bhaskaran

Abstract:

Traditional document representation for classification follows Bag of Words (BoW) approach to represent the term weights. The conventional method uses the Vector Space Model (VSM) to exploit the statistical information of terms in the documents and they fail to address the semantic information as well as order of the terms present in the documents. Although, the phrase based approach follows the order of the terms present in the documents rather than semantics behind the word. Therefore, a semantic concept based approach is used in this paper for enhancing the semantics by incorporating the ontology information. In this paper a novel method is proposed to forecast the intraday stock market price directional movement based on the sentiments from Twitter and money control news articles. The stock market forecasting is a very difficult and highly complicated task because it is affected by many factors such as economic conditions, political events and investor’s sentiment etc. The stock market series are generally dynamic, nonparametric, noisy and chaotic by nature. The sentiment analysis along with wisdom of crowds can automatically compute the collective intelligence of future performance in many areas like stock market, box office sales and election outcomes. The proposed method utilizes collective sentiments for stock market to predict the stock price directional movements. The collective sentiments in the above social media have powerful prediction on the stock price directional movements as up/down by using Granger Causality test.

Keywords: Bag of Words, Collective Sentiments, Ontology, Semantic relations, Sentiments, Social media, Stock Prediction, Twitter, Vector Space Model and wisdom of crowds.

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Authors: Joseph C. Chen, Joshua Cox

Abstract:

This research focuses on the use of the Taguchi method to reduce the surface roughness and improve dimensional accuracy of parts machined by Wire Electrical Discharge Machining (EDM) with S7 heat treated steel material. Due to its high impact toughness, the material is a candidate for a wide variety of tooling applications which require high precision in dimension and desired surface roughness. This paper demonstrates that Taguchi Parameter Design methodology is able to optimize both dimensioning and surface roughness successfully by investigating seven wire-EDM controllable parameters: pulse on time (ON), pulse off time (OFF), servo voltage (SV), voltage (V), servo feed (SF), wire tension (WT), and wire speed (WS). The temperature of the water in the Wire EDM process is investigated as the noise factor in this research. Experimental design and analysis based on L₁₈ Taguchi orthogonal arrays are conducted. This paper demonstrates that the Taguchi-based system enables the wire EDM process to produce (1) high precision parts with an average of 0.6601 inches dimension, while the desired dimension is 0.6600 inches; and (2) surface roughness of 1.7322 microns which is significantly improved from 2.8160 microns.

Keywords: Taguchi parameter design, surface roughness, dimensional accuracy, Wire EDM.

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Authors: Nadira Kaimova

Abstract:

In this paper it was examined the influence of margin regulation on stock market volatility in EU 1993 – 2014. Regulating margin requirements or haircuts for securities financing transactions has for a long time been considered as a potential tool to limit the build-up of leverage and dampen volatility in financial markets. The margin requirement dictates how much investors can borrow against these securities. Margin can be an important part of investment. Using daily and monthly stock returns and there is no convincing evidence that EU Regulation margin requirements have served to dampen stock market volatility. In this paper was detected the expected negative relation between margin requirements and the amount of margin credit outstanding. Also, it confirmed that changes in margin requirements by the EU regulation have tended to follow than lead changes in market volatility. For the analysis have been used the modified Levene statistics to test whether the standard deviation of stock returns in the 25, 50 and 100 days preceding margin changes is the same as that in the succeeding 25, 50 and 100 days. The analysis started in May 1993 when it was first empowered to set the initial margin requirement and the last sample was in May 2014. To test whether margin requirements influence stock market volatility over the long term, the sample of stock returns was divided into 14 periods, according to the 14 changes in margin requirements.

Keywords: Levene statistic, Margin Regulation, Stock Market, Volatility.

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