Search results for: Solution methods
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6172

Search results for: Solution methods

4132 Predictive Analysis for Big Data: Extension of Classification and Regression Trees Algorithm

Authors: Ameur Abdelkader, Abed Bouarfa Hafida

Abstract:

Since its inception, predictive analysis has revolutionized the IT industry through its robustness and decision-making facilities. It involves the application of a set of data processing techniques and algorithms in order to create predictive models. Its principle is based on finding relationships between explanatory variables and the predicted variables. Past occurrences are exploited to predict and to derive the unknown outcome. With the advent of big data, many studies have suggested the use of predictive analytics in order to process and analyze big data. Nevertheless, they have been curbed by the limits of classical methods of predictive analysis in case of a large amount of data. In fact, because of their volumes, their nature (semi or unstructured) and their variety, it is impossible to analyze efficiently big data via classical methods of predictive analysis. The authors attribute this weakness to the fact that predictive analysis algorithms do not allow the parallelization and distribution of calculation. In this paper, we propose to extend the predictive analysis algorithm, Classification And Regression Trees (CART), in order to adapt it for big data analysis. The major changes of this algorithm are presented and then a version of the extended algorithm is defined in order to make it applicable for a huge quantity of data.

Keywords: Predictive analysis, big data, predictive analysis algorithms. CART algorithm.

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4131 Efficient Tuning Parameter Selection by Cross-Validated Score in High Dimensional Models

Authors: Yoonsuh Jung

Abstract:

As DNA microarray data contain relatively small sample size compared to the number of genes, high dimensional models are often employed. In high dimensional models, the selection of tuning parameter (or, penalty parameter) is often one of the crucial parts of the modeling. Cross-validation is one of the most common methods for the tuning parameter selection, which selects a parameter value with the smallest cross-validated score. However, selecting a single value as an ‘optimal’ value for the parameter can be very unstable due to the sampling variation since the sample sizes of microarray data are often small. Our approach is to choose multiple candidates of tuning parameter first, then average the candidates with different weights depending on their performance. The additional step of estimating the weights and averaging the candidates rarely increase the computational cost, while it can considerably improve the traditional cross-validation. We show that the selected value from the suggested methods often lead to stable parameter selection as well as improved detection of significant genetic variables compared to the tradition cross-validation via real data and simulated data sets.

Keywords: Cross Validation, Parameter Averaging, Parameter Selection, Regularization Parameter Search.

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4130 Service Identification Approach to SOA Development

Authors: Nafise Fareghzadeh

Abstract:

Service identification is one of the main activities in the modeling of a service-oriented solution, and therefore errors made during identification can flow down through detailed design and implementation activities that may necessitate multiple iterations, especially in building composite applications. Different strategies exist for how to identify candidate services that each of them has its own benefits and trade offs. The approach presented in this paper proposes a selective identification of services approach, based on in depth business process analysis coupled with use cases and existing assets analysis and goal service modeling. This article clearly emphasizes the key activities need for the analysis and service identification to build a optimized service oriented architecture. In contrast to other approaches this article mentions some best practices and steps, wherever appropriate, to point out the vagueness involved in service identification.

Keywords: SOA, service identification, service taxonomy, service layer.

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4129 Uranium Adsorption Using a Composite Material Based on Platelet SBA-15 Supported Tin Salt Tungstomolybdophosphoric Acid

Authors: H. Aghayan, F. A. Hashemi, R. Yavari, S. Zolghadri

Abstract:

In this work, a new composite adsorbent based on a mesoporous silica SBA-15 with platelet morphology and tin salt of tungstomolybdophosphoric (TWMP) acid was synthesized and applied for uranium adsorption from aqueous solution. The sample was characterized by X-ray diffraction, Fourier transfer infra-red, and N2 adsorption-desorption analysis, and then, effect of various parameters such as concentration of metal ions and contact time on adsorption behavior was examined. The experimental result showed that the adsorption process was explained by the Langmuir isotherm model very well, and predominant reaction mechanism is physisorption. Kinetic data of adsorption suggest that the adsorption process can be described by the pseudo second-order reaction rate model.

Keywords: Platelet SBA-15, tungstomolybdophosphoric acid, adsorption, uranium ion.

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4128 Study on Hydrophilicity of Anodic Aluminum Oxide Templates with TiO2-NTs

Authors: Yu-Wei Chang, Hsuan-Yu Ku, Jo-Shan Chiu, Shao-Fu Chang, Chien-Chon Chen

Abstract:

This paper aims to discuss the hydrophilicity about the anodic aluminum oxide (AAO) template with titania nanotubes (NTs). The AAO templates with pore size diameters of 20-250 nm were generated by anodizing 6061 aluminum alloy substrates in acid solution of sulfuric acid (H2SO4), oxalic acid (COOH)2, and phosphoric acid (H3PO4), respectively. TiO2-NTs were grown on AAO templates by the sol-gel deposition process successfully. The water contact angle on AAO/TiO2-NTs surface was lower compared to the water contact angle on AAO surface. So, the characteristic of hydrophilicity was significantly associated with the AAO pore size and what kinds of materials were immersed variables.

Keywords: Anodic aluminum oxide, nanotube, anodization, Sol-Gel, hydrophilicity.

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4127 Choice of Exchange Rate Regimes: Case of Ex-Yugoslavia Countries

Authors: Ivan Lovrinović, Gordana Kordić, Martina Nakić

Abstract:

There are little subjects in macroeconomics that are so widely discussed, but at the same time controversial and without a clear solution such as the choice of exchange rate regime. National authorities need to take into consideration numerous fundamentals, trying to fulfil goals of economic growth, low and stable inflation and international stability. This paper focuses on the countries of ex- Yugoslavia and their exchange rate history as independent states. We follow the development of the regimes in 6 countries during the transition through the financial crisis of the second part of the 2000s to the prospects of their final goal: full membership in the European Union. Main question is to what extent has the exchange regime contributed to their economic success, considering other objective factors.

Keywords: European Union, exchange rate regime, ex- Yugoslavia countries

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4126 Empowering Communications Challenged users using Development Kits

Authors: Winsy P.S. Dissanayake, Chandana P. W. Prasad, Ashutosh K. Singh

Abstract:

The rapid pace of technological advancement and its consequential widening digital divide has resulted in the marginalization of the disabled especially the communication challenged. The dearth of suitable technologies for the development of assistive technologies has served to further marginalize the communications challenged user population and widen this chasm even further. Given the varying levels of disability there and its associated requirement for customized solution based. This paper explains the use of a Software Development Kits (SDK) for the bridging of this communications divide through the use of industry poplar communications SDKs towards identification of requirements for communications challenged users as well as identification of appropriate frameworks for future development initiatives.

Keywords: Assistive Technology, Communication, Disability, Marginalization, Software Development Kit, Waveform and Wideband

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4125 Traveling Wave Solutions for Shallow Water Wave Equation by (G'/G)-Expansion Method

Authors: Anjali Verma, Ram Jiwari, Jitender Kumar

Abstract:

This paper presents a new function expansion method for finding traveling wave solution of a non-linear equation and calls it the (G'/G)-expansion method. The shallow water wave equation is reduced to a non linear ordinary differential equation by using a simple transformation. As a result the traveling wave solutions of shallow water wave equation are expressed in three forms: hyperbolic solutions, trigonometric solutions and rational solutions.

Keywords: Shallow water wave equation, Exact solutions, (G'/G) expansion method.

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4124 The Surface Adsorption of Nano-pore Template

Authors: M. J. Kao, S.F. Chang, C.C. Chen, C.G. Kuo

Abstract:

This paper aims to fabricated high quality anodic aluminum oxide (AAO) film by anodization method. AAO pore size, pore density, and film thickness can be controlled in 10~500 nm, 108~1011 pore.cm-2, and 1~100 μm. AAO volume and surface area can be computed based on structural parameters such as thickness, pore size, pore density, and sample size. Base on the thetorical calculation, AAO has 100 μm thickness with 15 nm, 60 nm, and 500 nm pore diameters AAO surface areas are 1225.2 cm2, 3204.4 cm2, and 549.7 cm2, respectively. The large unit surface area which is useful for adsorption application. When AAO adsorbed pH indictor of bromphenol blue presented a sensitive pH detection of solution change. This testing method can further be used for the precise measurement of biotechnology, convenience measurement of industrial engineering.

Keywords: AAO, Pore, Surface area, Adsorption, Indicator

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4123 Artificial Intelligence Techniques Applications for Power Disturbances Classification

Authors: K.Manimala, Dr.K.Selvi, R.Ahila

Abstract:

Artificial Intelligence (AI) methods are increasingly being used for problem solving. This paper concerns using AI-type learning machines for power quality problem, which is a problem of general interest to power system to provide quality power to all appliances. Electrical power of good quality is essential for proper operation of electronic equipments such as computers and PLCs. Malfunction of such equipment may lead to loss of production or disruption of critical services resulting in huge financial and other losses. It is therefore necessary that critical loads be supplied with electricity of acceptable quality. Recognition of the presence of any disturbance and classifying any existing disturbance into a particular type is the first step in combating the problem. In this work two classes of AI methods for Power quality data mining are studied: Artificial Neural Networks (ANNs) and Support Vector Machines (SVMs). We show that SVMs are superior to ANNs in two critical respects: SVMs train and run an order of magnitude faster; and SVMs give higher classification accuracy.

Keywords: back propagation network, power quality, probabilistic neural network, radial basis function support vector machine

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4122 Study on the Use of Manganese-Containing Materials as a Micro Fertilizer Based on the Local Mineral Resources and Industrial Wastes in Hydroponic Systems

Authors: Marine Shavlakadze

Abstract:

Hydroponic greenhouses systems (production of the artificial substrate without soil) are becoming popular in the world. Mostly the system is used to grow vegetables and berries. Different countries are taking action to participate in the development of hydroponic technology and solutions such as EU members, Turkey, Australia, New Zealand, Israel, Scandinavian countries, etc. Many vegetables and berries are grown by hydroponics in Europe. As a result of our research, we have obtained material containing manganese and nitrogen. It became possible to produce this fertilizer by means of one-stage thermal processing, using industrial waste containing manganese (ores and sludges) and mineral substance (ammonium nitrate) that exist in Georgia. The received material is usable as a micro-fertilizer with economic efficiency. It became possible to turn practically water-insoluble manganese dioxide substance into the soluble condition from industrial waste in an indirect way. The ability to use the material as a fertilizer is predetermined by its chemical and phase composition, as the amount of the active component of the material in relation to manganese is 30%. At the same time, the active component elements presented non-ballast sustained action compounds. The studies implemented in Poland and in Georgia by us have shown that the manganese-containing micro-fertilizer- Mn(NO3)2 can provide the plant with nitrate nitrogen, which is a form that can be used for plants, providing the economy and simplicity of the application of fertilizers. Given the fact that the application of the manganese-containing micro-fertilizers significantly increases the productivity and improves the quality of the big number of agricultural products, it is necessary to mention that it is recommended to introduce the manganese containing fertilizers into the following cultures: sugar beet, corn, potato, vegetables, vine grape, fruit, berries, and other cultures. Also, as a result of the study, it was established that the material obtained is the predominant fertilizer for vegetable cultures in the soil. Based on the positive results of the research, we consider it expedient to conduct research in hydroponic systems, which will enable us to provide plants the required amount of manganese; we also introduce nitrogen in solution and regulate the solution of pH, which is one of the main problems in hydroponic production. The findings of our research will be used in hydroponic greenhouse farms to increase the fertility of vegetable crops and, consequently, to get bountiful and high-quality harvests, which will promote the development of hydroponic greenhouses in Georgia as well as abroad.

Keywords: Hydroponics, micro-fertilizers, manganese ore, chemical amelioration.

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4121 Main Tendencies of Youth Unemployment and the Regulation Mechanisms for Decreasing Its Rate in Georgia

Authors: Nino Paresashvili, Nino Abesadze

Abstract:

The modern world faces huge challenges. Globalization changed the socio-economic conditions of many countries. The current processes in the global environment have a different impact on countries with different cultures. However, an alleviation of poverty and improvement of living conditions is still the basic challenge for the majority of countries, because much of the population still lives under the official threshold of poverty. It is very important to stimulate youth employment. In order to prepare young people for the labour market, it is essential to provide them with the appropriate professional skills and knowledge. It is necessary to plan efficient activities for decreasing an unemployment rate and for developing the perfect mechanisms for regulation of a labour market. Such planning requires thorough study and analysis of existing reality, as well as development of corresponding mechanisms. Statistical analysis of unemployment is one of the main platforms for regulation of the labour market key mechanisms. The corresponding statistical methods should be used in the study process. Such methods are observation, gathering, grouping, and calculation of the generalized indicators. Unemployment is one of the most severe socioeconomic problems in Georgia. According to the past as well as the current statistics, unemployment rates always have been the most problematic issue to resolve for policy makers. Analytical works towards to the above-mentioned problem will be the basis for the next sustainable steps to solve the main problem. The results of the study showed that the choice of young people is not often due to their inclinations, their interests and the labour market demand. That is why the wrong professional orientation of young people in most cases leads to their unemployment. At the same time, it was shown that there are a number of professions in the labour market with a high demand because of the deficit the appropriate specialties. To achieve healthy competitiveness in youth employment, it is necessary to formulate regional employment programs with taking into account the regional infrastructure specifications.

Keywords: Unemployment. analysis, methods, tendencies, regulation mechanisms.

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4120 Survey of Curriculum Quality of Postgraduate Studies of Insurance Management Field Case: University of Allameh Taba Tabaee

Authors: F. Havas Beigi, E. Mohammadi, M.Vafaee Yeganeh

Abstract:

Curriculum is one of the most important inputs in higher education system and for knowing the strong and weak spots of it we need evaluation. The main purpose of this study was to survey of the curriculum quality of Insurance Management field. Case: University of Allameh Taba Tabaee(according to view point of students,alumni,employer and faculty members).Descriptive statistics (mean, tables, percentages, frequency distribution) and inferential statistics (CHI SQUARE) were used to analyze the data. Six criterions considered for the Quality of curriculum: objectives, content, teaching and learning methods, space and facilities, Time, assessment of learning. objectives, teaching and learning methods criterions was desirable level, content criteria was undesirable level, space and facilities, time and assessment of learning were rather desirable level. The quality of curriculum of insurance management field was relatively desirable level.

Keywords: Quality, curriculum, insurance management, higher education.

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4119 Performance Boundaries for Interactive Finite Element Applications

Authors: Jaewon Jang, Gregory R. Miller

Abstract:

This paper presents work characterizing finite element performance boundaries within which live, interactive finite element modeling is feasible on current and emerging systems. These results are based on wide-ranging tests performed using a prototype finite element program implemented specifically for this study, thereby enabling the unified investigation of numerous direct and iterative solver strategies and implementations in a variety of modeling contexts. The results are intended to be useful for researchers interested in interactive analysis by providing baseline performance estimates, to give guidance in matching solution strategies to problem domains, and to spur further work addressing the challenge of extending the present boundaries.

Keywords: Finite Elements, Interactive Modeling, NumericalAnalysis.

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4118 Introduce the FWA in the Band 3300-3400 MHz

Authors: Lway F. Abdulrazak, Zaid A. Shamsan, Ali K. Aswad, Tharek Abd. Rahman

Abstract:

This paper gives a study about forging solution to deploy the fixed wireless access (FWA) in the band 3300-3400MHz instead of 3400-3600MHz to eschew the harmful interference between from the FWA towards fixed satellite services receiver presented in this band. The impact of FWA services toward the FSS and the boundaries of spectrum emission mask had been considered to calculate the possible Guard band required in this case. In addition, supplementary separation distance added to improve the coexistence between the two adjacent bands. Simulation had been done using Matlab software base on ITU models reliance on the most popular specification used for the tropical weather countries. Review the current problem of interference between two systems and some mitigation techniques which adopted in Malaysia as a case study is a part of this research.

Keywords: Coexistence, FSS, FWA, mask.

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4117 Strategy Analysis and Creation by Simulation in the General Game

Authors: Gábor Szűcs, Gábor Neszveda, Xin Fang

Abstract:

In this paper the General Game problem is described. In this problem the competition or cooperation dilemma occurs as the two basic types of strategies. The strategy possibilities have been analyzed for finding winning strategy in uncertain situations (no information about the number of players and their strategy types). The winning strategy is missing, but a good solution can be found by simulation by varying the ratio of the two types of strategies. This new method has been used in a real contest with human players, where the created strategies by simulation have reached very good ranks. This construction can be applied in other real social games as well.

Keywords: competition, cooperation, finding good strategy, General Game

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4116 Simulation of Immiscibility Regions in Sodium Borosilicate Glasses

Authors: D. Aboutaleb, B. Safi

Abstract:

In this paper, sodium borosilicates glasses were prepared by melting in air. These heat-resistant transparent glasses have subjected subsequently isothermal treatments at different times, which have transformed them at opaque glass (milky white color). Such changes indicate that these glasses showed clearly phase separation (immiscibility). The immiscibility region in a sodium borosilicate ternary system was investigated in this work, i.e. to determine the regions from which some compositions can show phase separation. For this we went through the conditions of thermodynamic equilibrium, which were translated later by mathematical equations to find an approximate solution. The latter has been translated in a simulation which was established thereafter to find the immiscibility regions in this type of special glasses.

Keywords: Sodium borosilicate, heat-resistant, isothermal treatments, immiscibility, thermodynamics four.

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4115 On Convergence Property of MINRES Method for Solving a Complex Shifted Hermitian Linear System

Authors: Guiding Gu, Guo Liu

Abstract:

We discuss the convergence property of the minimum residual (MINRES) method for the solution of complex shifted Hermitian system (αI + H)x = f. Our convergence analysis shows that the method has a faster convergence than that for real shifted Hermitian system (Re(α)I + H)x = f under the condition Re(α) + λmin(H) > 0, and a larger imaginary part of the shift α has a better convergence property. Numerical experiments show such convergence properties.

Keywords: complex shifted linear system, Hermitian matrix, MINRES method.

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4114 Hydrodynamic Processes in Bubbly Liquid Flow in Tubes and Nozzles

Authors: Raisa Kh. Bolotnova, Marat N. Galimzianov, Andrey S. Topolnikov, Valeria A. Buzina, Uliana O. Agisheva

Abstract:

The hydrodynamic processes in bubbly liquid flowing in tubes and nozzles are studied theoretically and numerically. The principal regularities of non-stationary processes of boiling liquid outflow are established under conditions of experiments when the depressurization of a tube with high pressure inside occurs. The steady-state solution of bubbly liquid flow in the nozzle of round cross section with high pressure and temperature conditions inside bubbles is studied accounting for phase transition and chemical reactions.

Keywords: bubbly liquid, cavitation, chemical reactions, phase transition.

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4113 Sustainable Renovation and Restoration of the Rural Based on the View Point of Psychology

Authors: Luo Jin, Jin Fang

Abstract:

Countryside has been generally recognized and regarded as a characteristic symbol which presents in human memory for a long time. As a result of the change of times, because of it is failure to meet the growing needs of the growing life and mental decline, the vast rural area began to decline. But their history feature image which accumulated by the ancient tradition provides people with the origins of existence on the spiritual level, such as "identity" and "belonging", makes people closer to the others in the spiritual and psychological aspects of a common experience about the past, thus the sense of a lack of culture caused by the losing of memory symbols is weakened. So, in the modernization process, how to repair its vitality and transform and planning it in a sustainable way has become a hot topics in architectural and urban planning. This paper aims to break the constraints of disciplines, from the perspective of interdiscipline, using the research methods of systems science to analyze and discuss the theories and methods of rural form factors, which based on the viewpoint of memory in psychology. So we can find a right way to transform the Rural to give full play to the role of the countryside in the actual use and the shape of history spirits.

Keywords: The rural, sustainable renovation, restoration, psychology, memory.

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4112 Comparison of Proportional Control and Fuzzy Logic Control to Develop an Ideal Thermoelectric Renal Hypothermia System

Authors: Hakan Işık, Esra Saraçoğlu

Abstract:

In this study, a comparison of two control methods, Proportional Control (PC) and Fuzzy Logic Control (FLC), which have been used to develop an ideal thermoelectric renal hypothermia system in order to use in renal surgery, has been carried out. Since the most important issues in long-lasting parenchymatous renal surgery are to provide an operation medium free of blood and to prevent renal dysfunction in the postoperative period, control of the temperature has become very important in renal surgery. The final product is seriously affected from the changes in temperature, therefore, it is necessary to reach some desired temperature points quickly and avoid large overshoot. PIC16F877 microcontroller has been used as controller for both of these two methods. Each control method can simply ensure extra renal hypothermia in the targeted way. But investigation of advantages and disadvantages of every control method to each other is aimed and carried out by the experimental implementations. Shortly, investigation of the most appropriate method to use for development of system and that can be applied to people safely in the future, has been performed. In this sense, experimental results show that fuzzy logic control gives out more reliable responses and efficient performance.

Keywords: renal hypothermia, renal cooling, temperature control, proportional control fuzzy logic control

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4111 New Iterative Algorithm for Improving Depth Resolution in Ionic Analysis: Effect of Iterations Number

Authors: N. Dahraoui, M. Boulakroune, D. Benatia

Abstract:

In this paper, the improvement by deconvolution of the depth resolution in Secondary Ion Mass Spectrometry (SIMS) analysis is considered. Indeed, we have developed a new Tikhonov- Miller deconvolution algorithm where a priori model of the solution is included. This is a denoisy and pre-deconvoluted signal obtained from: firstly, by the application of wavelet shrinkage algorithm, secondly by the introduction of the obtained denoisy signal in an iterative deconvolution algorithm. In particular, we have focused the light on the effect of the iterations number on the evolution of the deconvoluted signals. The SIMS profiles are multilayers of Boron in Silicon matrix.

Keywords: DRF, in-depth resolution, multiresolution deconvolution, SIMS, wavelet shrinkage.

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4110 Development and Range Testing of a LoRaWAN System in an Urban Environment

Authors: N. R. Harris, J. Curry

Abstract:

This paper describes the construction and operation of an experimental LoRaWAN network surrounding the University of Southampton in the United Kingdom. Following successful installation, an experimental node design is built and characterised, with particular emphasis on radio range. Several configurations are investigated, including different data rates, and varying heights of node. It is concluded that although range can be great (over 8 km in this case), environmental topology is critical. However, shorter range implementations, up to about 2 km in an urban environment, are relatively insensitive although care is still needed. The example node and the relatively simple base station reported demonstrate that LoraWan can be a very low cost and practical solution to Internet of Things type applications for distributed monitoring systems with sensors spread over distances of several km.

Keywords: Wireless sensor network, LoRa, internet of things, propagation.

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4109 File Format of Flow Chart Simulation Software - CFlow

Authors: Syahanim Mohd Salleh, Zaihosnita Hood, Hairulliza Mohd Judi, Marini Abu Bakar

Abstract:

CFlow is a flow chart software, it contains facilities to draw and evaluate a flow chart. A flow chart evaluation applies a simulation method to enable presentation of work flow in a flow chart solution. Flow chart simulation of CFlow is executed by manipulating the CFlow data file which is saved in a graphical vector format. These text-based data are organised by using a data classification technic based on a Library classification-scheme. This paper describes the file format for flow chart simulation software of CFlow.

Keywords: CFlow, flow chart, file format.

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4108 Static Voltage Stability Margin Enhancement Using SVC and TCSC

Authors: Mohammed Amroune, Hadi Sebaa, Tarek Bouktir

Abstract:

Reactive power limit of power system is one of the major causes of voltage instability. The only way to save the system from voltage instability is to reduce the reactive power load or add additional reactive power to reaching the point of voltage collapse. In recent times, the application of FACTS devices is a very effective solution to prevent voltage instability due to their fast and very flexible control. In this paper, voltage stability assessment with SVC and TCSC devices is investigated and compared in the modified IEEE 30-bus test system. The fast voltage stability indicator (FVSI) is used to identify weakest bus and to assess the voltage stability of power system.

Keywords: SVC, TCSC, Voltage stability, Fast Voltage Stability Index (FVSI), Reactive power.

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4107 How Can We Carry Out Green Incentives Most Efficiently?

Authors: Peter Yang

Abstract:

Green incentives are included in the “American Recovery and Reinvestment Act of 2009" (ARRA). It is, however, unclear how these government incentives can be carried out most effectively according to market-based principles and if they can serve as a catalyst for an accelerated green transformation and an ultimate solution to the current U.S. and global economic and financial crisis. The article will compare the existing U.S. green economic policies with those in Germany, identify problems, and suggest improvements to allow the green stimulus incentives to achieve the best results in the process of an accelerated green transformation. The author argues that the current U.S. green stimulus incentives can only be most successful if they are carried out as part of a visionary, comprehensive, long-term, and consistent strategy of the green economic transformation.

Keywords: Green incentives, financial crisis, green economy, renewable energy sources, energy efficiency.

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4106 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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4105 Adaptive Pulse Coupled Neural Network Parameters for Image Segmentation

Authors: Thejaswi H. Raya, Vineetha Bettaiah, Heggere S. Ranganath

Abstract:

For over a decade, the Pulse Coupled Neural Network (PCNN) based algorithms have been successfully used in image interpretation applications including image segmentation. There are several versions of the PCNN based image segmentation methods, and the segmentation accuracy of all of them is very sensitive to the values of the network parameters. Most methods treat PCNN parameters like linking coefficient and primary firing threshold as global parameters, and determine them by trial-and-error. The automatic determination of appropriate values for linking coefficient, and primary firing threshold is a challenging problem and deserves further research. This paper presents a method for obtaining global as well as local values for the linking coefficient and the primary firing threshold for neurons directly from the image statistics. Extensive simulation results show that the proposed approach achieves excellent segmentation accuracy comparable to the best accuracy obtainable by trial-and-error for a variety of images.

Keywords: Automatic Selection of PCNN Parameters, Image Segmentation, Neural Networks, Pulse Coupled Neural Network

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4104 Potential of Agro-Waste Extracts as Supplements for the Continuous Bioremediation of Free Cyanide Contaminated Wastewater

Authors: Seteno K. O. Ntwampe, Bruno A. Q. Santos

Abstract:

Different agricultural waste peels were assessed for their suitability to be used as primary substrates for the bioremediation of free cyanide (CN-) by a cyanide-degrading fungus Aspergillus awamori isolated from cyanide containing wastewater. The bioremediated CN- concentration were in the range of 36 to 110 mg CN-/L, with Orange (C. sinensis) > Carrot (D. carota) > Onion (A. cepa) > Apple (M. pumila), being chosen as suitable substrates for large scale CN- degradation processes due to: 1) the high concentration of bioremediated CN-, 2) total reduced sugars released into solution to sustain the biocatalyst, and 3) minimal residual NH4- N concentration after fermentation. The bioremediation rate constants (k) were 0.017h-1 (0h < t < 24h), with improved bioremediation rates (0.02189h-1) observed after 24h. The averaged nitrilase activity was ~10 U/L.

Keywords: Agricultural waste, Bioremediation, Cyanide, Wastewater.

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4103 Rotor Flow Analysis using Animplicit Harmonic Balance Method

Authors: D. Im, S. Choi, H. Kwon, S. H. Park, J. H. Kwon

Abstract:

This paper is an extension of a previous work where a diagonally implicit harmonic balance method was developed and applied to simulate oscillatory motions of pitching airfoil and wing. A more detailed study on the accuracy, convergence, and the efficiency of the method is carried out in the current paperby varying the number of harmonics in the solution approximation. As the main advantage of the method is itsusage for the design optimization of the unsteady problems, its application to more practical case of rotor flow analysis during forward flight is carried out and compared with flight test data and time-accurate computation results.

Keywords: Design optimization, Implicit harmonic balancemethod, number of harmonics, rotor flows

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