Search results for: fluid and structure interactions

Authors: Mohammad Javad Mollakazemi, Farhad Asadi, Aref Ghafouri

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Performance of different filtering approaches depends on modeling of dynamical system and algorithm structure. For modeling and smoothing the data the evaluation of posterior distribution in different filtering approach should be chosen carefully. In this paper different filtering approaches like filter KALMAN, EKF, UKF, EKS and smoother RTS is simulated in some trajectory tracking of path and accuracy and limitation of these approaches are explained. Then probability of model with different filters is compered and finally the effect of the noise variance to estimation is described with simulations results.

Keywords: Gaussian approximation, KALMAN smoother, Parameter estimation.

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Authors: Md Rabiul Islam, Ben Wadham

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This paper describes how indigenous students face challenges with various school activities due to inadequate equity and diversity principles in mainstream primary schools in Bangladesh. This study focuses on indigenous students’ interactions with mainstream class teachers and students through teaching-learning activities at public primary schools. Ethnographic research methods guided data collection under a case study methodology in Chittagong Hill Tracts (CHTs) region where maximum indigenous peoples’ inhabitants. The participants (class teachers) shared information through in-depth interviews about their experiences in the four selecting schools. The authors also observed the effects of school activities by use of equity and diversity lens for indigenous students’ situations in those schools. The authors argue that the socio-economic situations of indigenous families are not supportive of the educational development of their children. Similarly, the Bangladesh government does not have enough initiative programs based on equity and diversity principles for fundamental education of indigenous children at rural schools level. Besides this, the conventional teaching system cannot improve the diversification among the students in classrooms. The principles of equity and diversity are not well embedded in professional development of teachers, and using teaching materials in classrooms. The findings suggest that implementing equitable education; there are needed to arrange teachers’ education with equitable knowledge and introducing diversified teaching materials, and implementing teaching through students centered activities that promote the diversification among the multicultural students.

Keywords: Case study research, equity and diversity, Indigenous children.

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Authors: L. Richter, J. Lübkemann, P. Nyhuis

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In order to remain competitive in what is a turbulent environment; businesses must be able to react rapidly to change. The past response to volatile market conditions was to introduce an element of flexibility to production. Nowadays, what is often required is a redesign of factory structures in order to cope with the state of constant flux. The Institute of Production Systems and Logistics is currently developing a descriptive and causal model for the redesign of plant structures as part of an ongoing research project. This article presents the first research findings attained in devising this model.

Keywords: Causal model, change driven factory redesign, factory planning, plant structure.

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Authors: Vatasta Koul, Vaibhav Sharma, Ayush Gupta, Rajesh Yadav

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Exploratory missions to Mars and Titan have increased recently with various endeavors to find an alternate home to humankind. The use of surface rovers has its limitations due to rugged and uneven surfaces of these planetary bodies. The use of aerial robots requires the complete aerodynamic characterization of these vehicles in the atmospheric conditions of these planetary bodies. The dynamic stall phenomenon is extremely important for rotary wings performance under low Reynolds number that can be encountered in Martian and Titan’s atmosphere. The current research focuses on the aerodynamic characterization and exploration of the dynamic stall phenomenon of two different airfoils viz. E387 and Selig-Donovan7003 in Martian and Titan’s atmosphere at low Reynolds numbers of 10000 and 50000. The two-dimensional numerical simulations are conducted using commercially available finite volume solver with multi-species non-reacting mixture of gases as the working fluid. The k-epsilon (k-ε) turbulence model is used to capture the unsteady flow separation and the effect of turbulence. The dynamic characteristics are studied at a fixed different constant rotational extreme of angles of attack. This study of airfoils at different low Reynolds number and atmospheric conditions on Mars and Titan will be resulting in defining the aerodynamic characteristics of these airfoils for unmanned aerial missions for outer space exploration.

Keywords: Aerodynamic, dynamic stall, low Reynolds, Mars, Titan.

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Authors: Joo-Han Kim, Jung-Moo Seo, Ha Gyeong Sung, Se Hyun Rhyu

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This study presents a blower for air management system of fuel cell modules. A blower is composed of BLDC motor and impeller. Magnetic equivalent circuit model and finite element analysis are used to design the motor, and an improved structure is considered to reduce a mechanical loss induced from bearing units. Finally, air blower system combined with the motor and an impeller is manufactured and output properties, such as an air pressure and an amount of flowing air, are measured. Through the experimental results, a validity of the simulated one is confirmed.

Keywords: Fuel cell modules, BLDC motor, Impeller, Air management

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Authors: Xiaohuan Li, Wangmin Yi, Xinghui Wu

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In order to verify the performance of lunar lander structure, landing-impact test is urgently needed. And the test equipment is necessary for the test. The functions and the key points of the equipment are presented to satisfy the requirements of the test, and the design scheme is proposed. The composition, the major function and the critical parts’ design of the equipment are introduced. By the load test of releasing device and single-beam hoist, and the compatibility test of landing-impact testing system, the rationality and reliability of the equipment is proved.

Keywords: Landing-impact test, lunar lander, releasing device, test equipment.

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Authors: Mazin Z. Othman

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This paper presents the idea of a rough controller with application to control the overhead traveling crane system. The structure of such a controller is based on a suggested concept of a fuzzy logic controller. A measure of fuzziness in rough sets is introduced. A comparison between fuzzy logic controller and rough controller has been demonstrated. The results of a simulation comparing the performance of both controllers are shown. From these results we infer that the performance of the proposed rough controller is satisfactory.

Keywords: Accuracy measure, Fuzzy Logic Controller (FLC), Overhead Traveling Crane (OTC), Rough Set Theory (RST), Roughness measure

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Authors: Chien-Cheng Kuo

Abstract:

We design and discuss metal-dielectric antireflection coating on metallic substrates for Solar Selective Absorbers of Concentrating Solar Power Systems. The average reflectance is 8.5% at 400-3000nm and 84.4% at 3000nm-10000nm of the metal-dielectric structure.

Keywords: Concentrating solar power systems, solar thermal, solar selective absorber, absorptance, emittance.

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Authors: Tim D. Sass, Pe, Leed

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The rising price of fossil fuels, government incentives and growing public aware-ness for the need to implement sustainable energy supplies has resulted in a large in-crease in solar panel installations across the country. For many sites the most eco-nomical solar panel installation uses existing, southerly facing rooftops. Adding solar panels to an existing roof typically means increased loads that must be borne by the building-s structural elements. The structural design professional is responsible for ensuring a new solar panel installation is properly supported by an existing structure and configured to maximize energy generation.

Keywords: Solar Panel, Structures, Structural Design.

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Authors: Etim, Victoria Enefiok, Dada, Oluseyi Akintunde, Bassey Okon

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Phonological disorder is a serious and disturbing issue to many parents and teachers. Efforts towards resolving the problem have been undermined by other specific disabilities which were hidden to many regular and special education teachers. It is against this background that this study was motivated to provide data on the prevalence of phonological disorders in children with specific language impairment (CWSLI) as the first step towards critical intervention. The study was a survey of 15 CWSLI from St. Louise Inclusive schools, Ikot Ekpene in Akwa Ibom State of Nigeria. Phonological Processes Diagnostic Scale (PPDS) with 17 short sentences, which cut across the five phonological processes that were examined, were validated by experts in test measurement, phonology and special education. The respondents were made to read the sentences with emphasis on the targeted sounds. Their utterances were recorded and analyzed in the language laboratory using Praat Software. Data were also collected through friendly interactions at different times from the clients. The theory of generative phonology was adopted for the descriptive analysis of the phonological processes. Data collected were analyzed using simple percentage and composite bar chart for better understanding of the result. The study found out that CWSLI exhibited the five phonological processes under investigation. It was revealed that 66.7%, 80%, 73.3%, 80%, and 86.7% of the respondents have severe deficit in fricative stopping, velar fronting, liquid gliding, final consonant deletion and cluster reduction, respectively. It was therefore recommended that a nationwide survey should be carried out to have national statistics of CWSLI with phonological deficits and develop intervention strategies for effective therapy to remediate the disorder.

Keywords: Language disorders, phonology, phonological processes, specific language impairment.

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Authors: P. G. Siddheshwar, R. K. Vanishree, C. Kanchana

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A local nonlinear stability analysis using a eight-mode expansion is performed in arriving at the coupled amplitude equations for Rayleigh-Bénard-Brinkman convection (RBBC) in the presence of LTNE effects. Streamlines and isotherms are obtained in the two-dimensional unsteady finite-amplitude convection regime. The parameters’ influence on heat transport is found to be more pronounced at small time than at long times. Results of the Rayleigh-Bénard convection is obtained as a particular case of the present study. Additional modes are shown not to significantly influence the heat transport thus leading us to infer that five minimal modes are sufficient to make a study of RBBC. The present problem that uses rolls as a pattern of manifestation of instability is a needed first step in the direction of making a very general non-local study of two-dimensional unsteady convection. The results may be useful in determining the preferred range of parameters’ values while making rheometric measurements in fluids to ascertain fluid properties such as viscosity. The results of LTE are obtained as a limiting case of the results of LTNE obtained in the paper.

Keywords: Rayleigh-Bénard convection, heat transport, porous media, generalized Lorenz model, coupled Ginzburg-Landau model.

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Authors: Einalou Z., Najafi Z., Maghooli K. Zandi Y, Sheibeigi A

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In this study, an investigation over digestive diseases has been done in which the sound acts as a detector medium. Pursue to the preprocessing the extracted signal in cepstrum domain is registered. After classification of digestive diseases, the system selects random samples based on their features and generates the interest nonstationary, long-term signals via inverse transform in cepstral domain which is presented in digital and sonic form as the output. This structure is updatable or on the other word, by receiving a new signal the corresponding disease classification is updated in the feature domain.

Keywords: Cepstrum, databank, digestive disease, acousticsignal.

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Authors: Su Ying-Ming

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High density of high rise buildings in urban areas lead to a deteriorative Urban Heat Island Effect, gradually. This study focuses on discussing the relationship between urban layout and ventilation comfort in street canyons. This study takes Songjiang Nanjing Rd. area of Taipei, Taiwan as an example to evaluate the wind environment comfort index by field measurement and Computational Fluid Dynamics (CFD) to improve both the quality and quantity of the environment. In this study, different factors including street blocks size, the width of buildings, street width ratio and the direction of the wind were used to discuss the potential of ventilation. The environmental wind field was measured by the environmental testing equipment, Testo 480. Evaluation of blocks sizes, the width of buildings, street width ratio and the direction of the wind was made under the condition of constant floor area with the help of Stimulation CFD to adjust research methods for optimizing regional wind environment. The results of this study showed the width of buildings influences the efficiency of outdoor ventilation; improvement of the efficiency of ventilation with large street width was also shown. The study found that Block width and H/D value and PR value has a close relationship. Furthermore, this study showed a significant relationship between the alteration of street block geometry and outdoor comfortableness.

Keywords: Urban ventilation path, ventilation efficiency indices, CFD, building layout.

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Authors: Jelena Zagorska, Inga Ciprovica

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the obligatory step during immunoglobulin and lysozyme concentration process is thermal treatment. The combination of temperature and time used in processing can affect the structure of the proteins and involve unfolding and aggregation. The aim of the present study was to evaluate the heat stability of total Igs, the particular immunoglobulin classes and lysozyme in milk. Milk samples were obtained from conventional dairy herd in Latvia. Raw milk samples were pasteurized in different regimes: 63 °C 30 min, 72 °C 15-20 s, 78 °C 15-20 s, 85 °C 15-20 s, 95 °C 15-20 s. The concentrations of Igs (IgA, IgG, IgM) and lysozyme were determined by turbodimetric method. During research was established, that activity of antimicrobial proteins decreases differently. Less concentration reduce was established in a case of lysozyme.

Keywords: immunoglobulins, lysozyme, milk, pasteurization

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Authors: Dongsu Wu, Hongbin Gu

Abstract:

A motion protection system is designed for a parallel motion platform with subsided cabin. Due to its complex structure, parallel mechanism is easy to encounter interference problems including link length limits, joints limits and self-collision. Thus a virtual spring algorithm in operational space is developed for the motion protection system to avoid potential damages caused by interference. Simulation results show that the proposed motion protection system can effectively eliminate interference problems and ensure safety of the whole motion platform.

Keywords: Motion protection, motion platform, parallelmechanism, Stewart platform, collision avoidance.

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Authors: S. Rao, S. Khavtasi, C. Chassot, N. Van Wambeke, F. Armando, S. P. Romano, T. Castaldi

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The talks about technological convergence had been around for almost twenty years. Today Internet made it possible. And this is not only technical evolution. The way it changed our lives reflected in variety of applications, services and technologies used in day-to-day life. Such benefits imposed even more requirements on heterogeneous and unreliable IP networks. Current paper outlines QoS management system developed in the NetQoS [1] project. It describes an overall architecture of management system for heterogeneous networks and proposes automated multi-layer QoS management. Paper focuses on the structure of the most crucial modules of the system that enable autonomous and multi-layer provisioning and dynamic adaptation.

Keywords: Automated QoS management, multi-layerprovisioning and adaptation, QoS, QoE.

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Authors: N. Dahbi, D-E. Arafah

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Cd_1−xZn_xS thins films have been fabricated from ZnS/CdS/ZnS multilayer thin film systems, by using the vacuum deposition method; the Rutherford backscattering (RBS) technique have been applied in order to determine the: structure, composition, depth profile, and stoichiometric of these films. The influence of the chemical and heat treatments on the produced films also have been investigated; the RBS spectra of the films showed that homogenous Cd_1−xZn_xS can be synthesized with x=0.45.

Keywords: Cd1−xZnxS, chemical treatment, depth profile, heat treatment, RBS, RUMP simulation, thin film, vacuum deposition, ZnS/CdS/ZnS.

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Authors: Anis S. Shuib, Peter R. Hoskins, William J. Easson

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Cardiovascular diseases, principally atherosclerosis, are responsible for 30% of world deaths. Atherosclerosis is due to the formation of plaque. The fatty plaque may be at risk of rupture, leading typically to stroke and heart attack. The plaque is usually associated with a high degree of lumen reduction, called a stenosis.It is increasingly recognized that the initiation and progression of disease and the occurrence of clinical events is a complex interplay between the local biomechanical environment and the local vascular biology. The aim of this study is to investigate the flow behavior through a stenosed artery. A physical experiment was performed using an artery model and blood analogue fluid. An axisymmetric model constructed consists of contraction and expansion region that follow a mathematical form of cosine function. A 30% diameter reduction was used in this study. The flow field was measured using particle image velocimetry (PIV). Spherical particles with 20μm diameter were seeded in a water-glycerol-NaCl mixture. Steady flow Reynolds numbers are 250. The area of interest is the region after the stenosis where the flow separation occurs. The velocity field was measured and the velocity gradient was investigated. There was high particle concentration in the recirculation zone. High velocity gradient formed immediately after the stenosis throat created a lift force that enhanced particle migration to the flow separation area.

Keywords: Stenosis artery, Biofluid mechanics, PIV

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Authors: Hemant Kumar, Nilendu Das

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A study based on ANN structure gives us the information to predict the size of the future in realizing a past event. ANN, IMD (Indian meteorological department) data and remote sensing were used to enable a number of parameters for calculating the size that may occur in the future. A threshold selected specifically above the high-frequency harvest reached the area during the selected seismic activity. In the field of human and local biodiversity it remains to obtain the right parameter compared to the frequency of impact. But during the study the assumption is that predicting seismic activity is a difficult process, not because of the parameters involved here, which can be analyzed and funded in research activity.

Keywords: ANN, Bayesian class, earthquakes, IMD.

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Authors: A. Robbin

Abstract:

In a multilingual setting like Nigeria, the success of service encounters is enhanced by the use of a language that ensures the linguistic and persuasive demands of the interlocutors. This study examined motivations for code switching as a negotiation strategy in bank-hall desk service encounters in Ìbàdàn metropolis using Myers-Scotton’s exploration on markedness in language use. The data consisted of transcribed audio recording of bank-hall service encounters, and direct observation of bank interactions in two purposively sampled commercial banks in Ìbàdàn metropolis. The data was subjected to descriptive linguistic analysis using Myers Scotton’s Markedness Model.  Findings reveal that code switching is frequently employed during different stages of service encounter: greeting, transaction and closing to fulfil relational, bargaining and referential functions. Bank staff and customers code switch to make unmarked, marked and explanatory choices. A strategy used to identify with customer’s cultural affiliation, close status gap, and appeal to begrudged customer; or as an explanatory choice with non-literate customers for ease of communication. Bankers select English to maintain customers’ perceptions of prestige which is retained or diverged from depending on their linguistic preference or ability.  Yoruba is seen as an efficient negotiation strategy with both bankers and their customers, making choices within conversation to achieve desired conversational and functional aims.

Keywords: Markedness, bilingualism, code switching, service encounter, banking.

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Authors: Arishai Akraudom

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The objective of this research was to study the themes of alcoholic beverage advertisements in Thailand after the enactment of the 2008 Alcoholic Beverage Control Act. Data was collected through textual analysis of 35 television and cinema advertisements for alcoholic beverage products broadcast in Thailand. Nine themes were identified, seven of which were themes that had previously been used before the new law (i.e. power, competition, friendship, Thainess, success, romance and safety) and two of which were new themes (volunteerism and conservation) that were introduced as a form of adaptation and negotiation in response to the new law.

Keywords: Alcoholic Beverage Control Act 2008, Alcohol Advertising, Analysis of Themes, Narrative Structure, Health Communication.

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Authors: Takeshi Takeda

Abstract:

An experiment was performed for the OECD/NEA ROSA-2 Project employing the ROSA/LSTF (rig of safety assessment/large-scale test facility), which simulated a steam generator tube rupture (SGTR) accident induced by main steam line break (MSLB) with operator recovery actions in a pressurized water reactor (PWR). The primary pressure decreased to the pressure level nearly-equal to the intact steam generator (SG) secondary-side pressure even with coolant injection from the high-pressure injection (HPI) system of emergency core cooling system (ECCS) into cold legs. Multi-dimensional coolant behavior appeared such as thermal stratification in both hot and cold legs in intact loop. The RELAP5/MOD3.3 code indicated the insufficient predictions of the primary pressure, the SGTR break flow rate, and the HPI flow rate, and failed to predict the fluid temperatures in the intact loop hot and cold legs. Results obtained from the comparison among three LSTF SGTR-related tests clarified that the thermal stratification occurs in the horizontal legs by different mechanisms.

Keywords: LSTF, SGTR, thermal stratification, RELAP5.

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Authors: Hamimah Adnan, Norfashiha Hashim, Mohd Arif Marhani, Mohd Asri Yeop Johari

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The aim of this paper is to provide a better understanding of the implementation of Project Management practices by UiTM contractors to ensure project success. A questionnaire survey was administered to 120 UiTM contractors in Malaysia. The purpose of this method was to gather information on the contractors- project background and project management skills. It was found that all of the contractors had basic knowledge and understanding of project management skills. It is suggested that a reasonable project plan and an appropriate organizational structure are influential factors for project success. It is recommended that the contractors need to have an effective program of work and up to date information system are emphasized.

Keywords: Project management, success, contractors.

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Authors: Ahmet C. Kutlu, Seçkin Polat

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Organizational structure of the Turkish state universities is a form of bureaucracy, a high efficient system in rational and formal control. According to the dimensional approach bureaucracy can occur in an organization in a degree, as some bureaucracy characteristics can be stronger than others. In addition, the units of an organization due to their different specific characteristic properties can perceive the bureaucracy differently. In the study, Hall-s Organizational Inventory, which was developed for evaluating the degree of bureaucratization from the dimensional perspective, is used to find out if there is a difference in the perception of the bureaucracy between the academicians working in three different departments and two faculties in the same university.

Keywords: Degree of bureaucratization, Hall's Organizational Inventory, perceived bureaucracy.

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Authors: Brennan Lodge

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Amidst a complex regulatory landscape, Retrieval Augmented Generation (RAG) emerges as a transformative tool for Governance Risk and Compliance (GRC) officers. This paper details the application of RAG in synthesizing Large Language Models (LLMs) with external knowledge bases, offering GRC professionals an advanced means to adapt to rapid changes in compliance requirements. While the development for standalone LLMs is exciting, such models do have their downsides. LLMs cannot easily expand or revise their memory, and they cannot straightforwardly provide insight into their predictions, and may produce “hallucinations.” Leveraging a pre-trained seq2seq transformer and a dense vector index of domain-specific data, this approach integrates real-time data retrieval into the generative process, enabling gap analysis and the dynamic generation of compliance and risk management content. We delve into the mechanics of RAG, focusing on its dual structure that pairs parametric knowledge contained within the transformer model with non-parametric data extracted from an updatable corpus. This hybrid model enhances decision-making through context-rich insights, drawing from the most current and relevant information, thereby enabling GRC officers to maintain a proactive compliance stance. Our methodology aligns with the latest advances in neural network fine-tuning, providing a granular, token-level application of retrieved information to inform and generate compliance narratives. By employing RAG, we exhibit a scalable solution that can adapt to novel regulatory challenges and cybersecurity threats, offering GRC officers a robust, predictive tool that augments their expertise. The granular application of RAG’s dual structure not only improves compliance and risk management protocols but also informs the development of compliance narratives with pinpoint accuracy. It underscores AI’s emerging role in strategic risk mitigation and proactive policy formation, positioning GRC officers to anticipate and navigate the complexities of regulatory evolution confidently.

Keywords: Retrieval Augmented Generation, Governance Risk and Compliance, Cybersecurity, AI-driven Compliance, Risk Management, Generative AI.

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Authors: Hadas Sopher, Davide Schaumann, Yehuda E. Kalay

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This paper addresses the shortcomings of architectural computation tools in representing human behavior in built environments, prior to construction and occupancy of those environments. Evaluating whether a design fits the needs of its future users is currently done solely post construction, or is based on the knowledge and intuition of the designer. This issue is of high importance when designing complex buildings such as hospitals, where the quality of treatment as well as patient and staff satisfaction are of major concern. Existing computational pre-occupancy human behavior evaluation methods are geared mainly to test ergonomic issues, such as wheelchair accessibility, emergency egress, etc. As such, they rely on Agent Based Modeling (ABM) techniques, which emphasize the individual user. Yet we know that most human activities are social, and involve a number of actors working together, which ABM methods cannot handle. Therefore, we present an event-based model that manages the interaction between multiple Actors, Spaces, and Activities, to describe dynamically how people use spaces. This approach requires expanding the computational representation of Actors beyond their physical description, to include psychological, social, cultural, and other parameters. The model presented in this paper includes cognitive abilities and rules that describe the response of actors to their physical and social surroundings, based on the actors’ internal status. The model has been applied in a simulation of hospital wards, and showed adaptability to a wide variety of situated behaviors and interactions.

Keywords: Agent based modeling, architectural design evaluation, event modeling, human behavior simulation, spatial cognition.

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Authors: Sh. Hamada, N. Burtebayev, N. Amangeldi, A. Amar

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An experiment was performed with a 24.5 MeV 14N beam on a 12C target in the cyclotron DC-60 located in Astana, Kazakhstan, to study the elastic scattering of 14N on 12C; the scattering was also analyzed at different energies for tracking the phenomenon of remarkable structure at large angles. Its aims were to extend the measurements to very large angles, and attempt to uniquely identify the elastic scattering potential. Good agreement between the theoretical and experimental data has been obtained with suitable optical potential parameters. Optical model calculations with l -dependent imaginary potentials were also applied to the data and relatively good agreement was found.

Keywords: Optical Potential Codes, Elastic Scattering, SPIVALCode.

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Authors: Alireza Sadrmomtaz

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Positron emission particle tracking (PEPT) is a technique in which a single radioactive tracer particle can be accurately tracked as it moves. A limitation of PET is that in order to reconstruct a tomographic image it is necessary to acquire a large volume of data (millions of events), so it is difficult to study rapidly changing systems. By considering this fact, PEPT is a very fast process compared with PET. In PEPT detecting both photons defines a line and the annihilation is assumed to have occurred somewhere along this line. The location of the tracer can be determined to within a few mm from coincident detection of a small number of pairs of back-to-back gamma rays and using triangulation. This can be achieved many times per second and the track of a moving particle can be reliably followed. This technique was invented at the University of Birmingham [1]. The attempt in PEPT is not to form an image of the tracer particle but simply to determine its location with time. If this tracer is followed for a long enough period within a closed, circulating system it explores all possible types of motion. The application of PEPT to industrial process systems carried out at the University of Birmingham is categorized in two subjects: the behaviour of granular materials and viscous fluids. Granular materials are processed in industry for example in the manufacture of pharmaceuticals, ceramics, food, polymers and PEPT has been used in a number of ways to study the behaviour of these systems [2]. PEPT allows the possibility of tracking a single particle within the bed [3]. Also PEPT has been used for studying systems such as: fluid flow, viscous fluids in mixers [4], using a neutrally-buoyant tracer particle [5].

Keywords: PET, BGO, Particle Tracking, ECAT 931, List mode, PEPT.

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Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

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The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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Authors: Young-Seok Choi

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We present a subband adaptive infinite-impulse response (IIR) filtering method, which is based on a polyphase decomposition of IIR filter. Motivated by the fact that the polyphase structure has benefits in terms of convergence rate and stability, we introduce the polyphase decomposition to subband IIR filtering, i.e., in each subband high order IIR filter is decomposed into polyphase IIR filters with lower order. Computer simulations demonstrate that the proposed method has improved convergence rate over conventional IIR filters.

Keywords: Subband adaptive filter, IIR filtering. Polyphase decomposition.

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