Search results for: SIMPLE algorithm

Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković

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Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.

Keywords: Variance, lower semi-variance, range-based volatility.

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Authors: Gholamreza Zahedi, M. Tarin, M. Biglari

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This work investigated the steady state and dynamic simulation of a fixed bed industrial naphtha reforming reactors. The performance of the reactor was investigated using a heterogeneous model. For process simulation, the differential equations are solved using the 4th order Runge-Kutta method .The models were validated against measured process data of an existing naphtha reforming plant. The results of simulation in terms of components yields and temperature of the outlet were in good agreement with empirical data. The simple model displays a useful tool for dynamic simulation, optimization and control of naphtha reforming.

Keywords: Dynamic simulation, fixed bed reactor, modeling, reforming

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Authors: Costin Badica, Maria Ganzha, Maciej Gawinecki, Pawel Kobzdej, Marcin Paprzycki

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Recently, we have presented an initial implementation of a model agent-based e-commerce system, which utilized a simple price negotiation mechanism–English Auction. In this note we discuss how a Dutch Auction involving multiple units of a product can be included in our system. We present UML diagrams of agents involved in price negotiations and briefly discuss rule-based mechanism exemplifying Dutch Auction.

Keywords: e-commerce, rule-based price negotiation mechanism, Dutch Auction, agent system.

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Authors: K.H.Khairul Anuar, K.I.Othman, F.Ishak, Z.B.Ibrahim, Z.Majid

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Solving Ordinary Differential Equations (ODEs) by using Partitioning Block Intervalwise (PBI) technique is our aim in this paper. The PBI technique is based on Block Adams Method and Backward Differentiation Formula (BDF). Block Adams Method only use the simple iteration for solving while BDF requires Newtonlike iteration involving Jacobian matrix of ODEs which consumes a considerable amount of computational effort. Therefore, PBI is developed in order to reduce the cost of iteration within acceptable maximum error

Keywords: Adam Block Method, BDF, Ordinary Differential Equations, Partitioning Block Intervalwise

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Authors: Y. Heyrani Birak, R. Hizaji, J. Shahkarami

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Reinforced Concrete (RC) deep beams are special structural elements because of their geometry and behavior under loads. For example, assumption of strain- stress distribution is not linear in the cross section. These types of beams may have simple supports or fixed supports. A lot of research works have been conducted on simply supported deep beams, but little study has been done in the fixed-end RC deep beams behavior. Recently, using of fixed-ended deep beams has been widely increased in structures. In this study, the behavior of fixed-ended deep beams is investigated, and the important parameters in capacity of this type of beams are mentioned.

Keywords: Deep beam, capacity, reinforced concrete, fixed-ended.

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Authors: M. Glomski, M. Lopes

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Seemingly simple probabilities in the m-player game bingo have never been calculated. These probabilities include expected game length and the expected number of winners on a given turn. The difficulty in probabilistic analysis lies in the subtle interdependence among the m-many bingo game cards in play. In this paper, the game i got it!, a bingo variant, is considered. This variation provides enough weakening of the inter-player dependence to allow probabilistic analysis not possible for traditional bingo. The probability of winning in exactly k turns is calculated for a one-player game. Given a game of m-many players, the expected game length and tie probability are calculated. With these calculations, the game-s interesting payout scheme is considered.

Keywords: Conditional probability, games of chance, npersongames, probability theory.

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Authors: Javier Rivas, Olga Gimeno, Maria Carbajo, Teresa Borralho

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The elimination of ranitidine (a pharmaceutical compound) has been carried out in the presence of UV-C radiation. After some preliminary experiments, it has been experienced the no influence of the gas nature (air or oxygen) bubbled in photolytic experiments. From simple photolysis experiments the quantum yield of this compound has been determined. Two photolytic approximation has been used, the linear source emission in parallel planes and the point source emission in spherical planes. The quantum yield obtained was in the proximity of 0.05 mol Einstein-1 regardless of the method used. Addition of free radical promoters (hydrogen peroxide) increases the ranitidine removal rate while the use of photocatalysts (TiO2) negatively affects the process.

Keywords: Quantum yield, photolysis, ranitidine, watertreatment.

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Authors: Samee Ullah Khan, C. Ardil

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Smart Dust particles, are small smart materials used for generating weather maps. We investigate question of the optimal number of Smart Dust particles necessary for generating precise, computationally feasible and cost effective 3–D weather maps. We also give an optimal matching algorithm for the generalized scenario, when there are N Smart Dust particles and M ground receivers.

Keywords: Remote sensing, smart dust, matching, optimization.

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Authors: Jaedo Kim, Youngjoon Han, Hernsoo Hahn

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The purpose of this paper is to detect human in images. This paper proposes a method for extracting human body feature descriptors consisting of projected edge component series. The feature descriptor can express appearances and shapes of human with local and global distribution of edges. Our method evaluated with a linear SVM classifier on Daimler-Chrysler pedestrian dataset, and test with various sub-region size. The result shows that the accuracy level of proposed method similar to Histogram of Oriented Gradients(HOG) feature descriptor and feature extraction process is simple and faster than existing methods.

Keywords: Human detection, Projected edge descriptor, Linear SVM, Local appearance feature

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Authors: M. Khoshab, M. J. Sedigh

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Dynamic systems, which in mathematical point of view are those governed by differential equations, are much more difficult to study and to predict their behavior in comparison with static systems which are governed by algebraic equations. Economical systems such as market are among complicated dynamic systems. This paper tries to adopt a very simple mathematical model for market and to study effect of supply and demand function on behavior of the market while the supply side experiences a lag due to production restrictions.

Keywords: Dynamic System, Lag on Supply Demand, Market Stability, Supply Demand Model.

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Authors: Oktay Emir

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The objective of this study is to determine how entrepreneurs perceive the economic, social and physical impacts of tourism. The study was conducted in the city of Afyonkarahisar, Turkey, which is rich in thermal tourism resources and investments. A survey was used as the data collection method, and the questionnaire was applied to 472 entrepreneurs. A simple random sampling method was used to identify the sample. Independent sampling t-tests and ANOVA tests were used to analyse the data obtained. Additionally, some statistically significant differences (p<0.05) were found based on the participants’ demographic characteristics regarding their opinions about the social, economic and physical impacts of tourism activities.

Keywords: Tourism, perception, entrepreneurship, entrepreneurs, structural equation modelling.

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Authors: Udomporn Yingpaisuk, Premwadee Karuhadej

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The purposed of this research was to study the eating habit of teenage pregnancy and its relationship to the knowledge of nutrition during pregnancy. The 100 samples were derived from simple random sampling technique of the teenage pregnancy in Bangkae District. The questionnaire was used to collect data with the reliability of 0.8. The data were analyzed by SPSS for Windows with multiple regression technique. Percentage, mean and the relationship of knowledge of eating and eating behavior were obtained. The research results revealed that their knowledge in nutrition was at the average of 4.07 and their eating habit that they mentioned most was to refrain from alcohol and caffeine at 82% and the knowledge in nutrition influenced their eating habits at 54% with the statistically significant level of 0.001.

Keywords: Teenage pregnancy, knowledge of nutrition, eating habit.

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Authors: Won-Jun Choi, Seung-Jun Yu, Jung-In Baik, Hyoung-Kyu Song

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Cooperative communication scheme can be substituted for multiple-input multiple-output (MIMO) technique when it may not be able to support multiple antennas due to size, cost or hardware limitations. In other words, cooperative communication scheme is an efficient method to achieve spatial diversity without multiple antennas. For satisfaction of rising QoS, we propose a reliable cooperative communication scheme with M-QAM based Dual Carrier Modulation (M-DCM), which can increase diversity gain. Although our proposed scheme is very simple method, it gives us frequency and spatial diversity. Simulation result shows our proposed scheme obtains diversity gain more than the conventional cooperative communication scheme.

Keywords: cooperation, diversity, M-DCM, OFDM.

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Authors: S. N. Hussain, H. M. A. Asghar, E. P. L. Roberts, N. W. Brown

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Arvia®, a spin-out company of University of Manchester, UK is commercialising a water treatment technology for the removal of low concentrations of organics from water. This technology is based on the adsorption of organics onto graphite based adsorbents coupled with their electrochemical regeneration in a simple electrochemical cell. In this paper, the potential of the process to adsorb microorganisms and electrochemically disinfect them present in water has been demonstrated. Bench scale experiments have indicated that the process of adsorption using graphite adsorbents with electrochemical regeneration can be used for water disinfection effectively. The most likely mechanisms of disinfection of water through this process include direct electrochemical oxidation and electrochemical chlorination.

Keywords: Arvia, Adsorption, Electrochemical Regeneration, Nyex

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Authors: Kuo-Lung Wu

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The weighting exponent m is called the fuzzifier that can have influence on the clustering performance of fuzzy c-means (FCM) and mÎ[1.5,2.5] is suggested by Pal and Bezdek [13]. In this paper, we will discuss the robust properties of FCM and show that the parameter m will have influence on the robustness of FCM. According to our analysis, we find that a large m value will make FCM more robust to noise and outliers. However, if m is larger than the theoretical upper bound proposed by Yu et al. [14], the sample mean will become the unique optimizer. Here, we suggest to implement the FCM algorithm with mÎ[1.5,4] under the restriction when m is smaller than the theoretical upper bound.

Keywords: Fuzzy c-means, robust, fuzzifier.

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Authors: Jan Sindelar

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The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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Authors: Chutimon Thitipornvanid, Siripun Sanguansintukul

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Choosing the right metadata is a critical, as good information (metadata) attached to an image will facilitate its visibility from a pile of other images. The image-s value is enhanced not only by the quality of attached metadata but also by the technique of the search. This study proposes a technique that is simple but efficient to predict a single human image from a website using the basic image data and the embedded metadata of the image-s content appearing on web pages. The result is very encouraging with the prediction accuracy of 95%. This technique may become a great assist to librarians, researchers and many others for automatically and efficiently identifying a set of human images out of a greater set of images.

Keywords: Metadata, Prediction, Multi-layer perceptron, Human facial image, Image mining.

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Authors: Agata M. Kołodziejczyk, Mateusz Harasymczuk, Pierre-Yves Girardin, Lucie Davidová

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Subjective time perception implies connection to cognitive functions, attention, memory and awareness, but a little is known about connections with homeostatic states of the body coordinated by circadian clock. In this paper, we present results from experimental study of subjective time perception in volunteers performing physical activity on treadmill in various phases of their circadian rhythms. Subjects were exposed to several time illusions simulated by programmed timing systems. This study brings better understanding for further improvement of of work quality in isolated areas. 

Keywords: Biological clock, light, time illusions, treadmill.

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Authors: M.A. Hosseini, P. Ebrahimi Naghani

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In this research work, a novel parallel manipulator with high positioning and orienting rate is introduced. This mechanism has two rotational and one translational degree of freedom. Kinematics and Jacobian analysis are investigated. Moreover, workspace analysis and optimization has been performed by using genetic algorithm toolbox in Matlab software. Because of decreasing moving elements, it is expected much more better dynamic performance with respect to other counterpart mechanisms with the same degrees of freedom. In addition, using couple of cylindrical and revolute joints increased mechanism ability to have more extended workspace.

Keywords: Kinematics, Workspace, 3-CRS/PU, Parallel robot

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Authors: Naiqin Feng, Yuhui Qiu, Yingshan Zhang, Fang Wang

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A logic model for analyzing complex systems- stability is very useful to many areas of sciences. In the real world, we are enlightened from some natural phenomena such as “biosphere", “food chain", “ecological balance" etc. By research and practice, and taking advantage of the orthogonality and symmetry defined by the theory of multilateral matrices, we put forward a logic analysis model of stability of complex systems with three relations, and prove it by means of mathematics. This logic model is usually successful in analyzing stability of a complex system. The structure of the logic model is not only clear and simple, but also can be easily used to research and solve many stability problems of complex systems. As an application, some examples are given.

Keywords: Complex system, logic model, relation, stability.

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Authors: Liliana Zisu

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The first and best known quantum protocol BB84, whose security is unconditional allows the transmission of a key with a length equal to that of the message. This key used with an encryption algorithm leads to an unbreakable cryptographic scheme. Despite advantages the protocol still can be improved in at least two aspects: its efficiency which is of about 50%, only half of the photons transmitted are used to create the encryption key and the second aspect refers to the communication that takes place on the classic channel, as it must be reduced or even eliminated. The paper presents a method that improves the two aspects of the BB84 protocol by using quantum memory and eight states of polarization. The implementation of both the proposed method and the BB84 protocol was done through a C# application.

Keywords: BB84, protocol, quantum cryptography, quantum key distribution.

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Authors: Hanmin Jung, Mikyoung Lee, Won-kyung Sung

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Academic research information service is a must for surveying previous studies in research and development process. OntoFrame is an academic research information service under Semantic Web framework different from simple keyword-based services such as CiteSeer and Google Scholar. The first purpose of this study is for revealing user behavior in their surveys, the objects of using academic research information services, and their needs. The second is for applying lessons learned from the results to OntoFrame.

Keywords: User Behavior, Usability Evaluation, OntoFrame, CiteSeer, Google Scholar, Academic Research Information Service.

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Authors: Abdullah E. Al-Mazrooei

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In this paper, we present a new kind of the bilinear systems in the form of state space model. The evolution of this system depends on the product of state vector by its self. The well known Lotak Volterra and Lorenz models are special cases of this new model. We also present here a generalization of Kalman filter which is suitable to work with the new bilinear model. An application to real measurements is introduced to illustrate the efficiency of the proposed algorithm.

Keywords: Bilinear systems, state space model, Kalman filter.

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Authors: Mohsen Zand, Ahmadreza Naghsh Nilchi, S. Amirhassan Monadjemi

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Optical character recognition of cursive scripts presents a number of challenging problems in both segmentation and recognition processes in different languages, including Persian. In order to overcome these problems, we use a newly developed Persian word segmentation method and a recognition-based segmentation technique to overcome its segmentation problems. This method is robust as well as flexible. It also increases the system-s tolerances to font variations. The implementation results of this method on a comprehensive database show a high degree of accuracy which meets the requirements for commercial use. Extended with a suitable pre and post-processing, the method offers a simple and fast framework to develop a full OCR system.

Keywords: OCR, Persian, Recognition, Segmentation.

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Authors: Ahmet Y. Arabul, Ibrahim Senol, Fatma Keskin Arabul, Mustafa G. Aydeniz, Yasemin Oner, Gokhan Kalkan

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In the standards of IEC 60076-2 and IEC 60076-7, three different hot-spot temperature estimation methods are suggested. In this study, the algorithms which used in hot-spot temperature calculations are analyzed by comparing the algorithms with the results of an experimental set-up made by a Transformer Monitoring System (TMS) in use. In tested system, TMS uses only top oil temperature and load ratio for hot-spot temperature calculation. And also, it uses some constants from standards which are on agreed statements tables. During the tests, it came out that hot-spot temperature calculation method is just making a simple calculation and not uses significant all other variables that could affect the hot-spot temperature.

Keywords: Hot-spot temperature, monitoring system, power transformer, smart grid.

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Authors: S. Rathilal

Abstract:

Numeracy, like Literacy is considered to be a core value of modern societies. Most higher education institutions in South Africa include being numerate as an important graduate attribute. It is argued that a suitability numerate society contributes to social justice, empowerment, financial and environmental sustainability and a lack of numeracy practices can contribute to disempowerment. Numeracy is commonly misconstrued as a basic and simple practice, similar in nature to basic arithmetic. This study highlights the complexities of higher education numeracy practices by analyzing a programme in a higher education institution in South Africa using the New Literacies Studies perspective.

Keywords: Higher Education, New Literacy Studies, Numeracy Practices.

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Authors: Mousavian, M. Moghimi Mofrad, M. H. Vakili, D. Ashouri, R. Alizadeh

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The aim of this research is to use artificial neural networks computing technology for estimating the net heating value (NHV) of crude oil by its Properties. The approach is based on training the neural network simulator uses back-propagation as the learning algorithm for a predefined range of analytically generated well test response. The network with 8 neurons in one hidden layer was selected and prediction of this network has been good agreement with experimental data.

Keywords: Neural Network, Net Heating Value, Crude Oil, Experimental, Modeling.

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Authors: Oscar Fernandez-Flores, Tony Speer, Rodney Day

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This paper identifies five key design characteristics of production scheduling software systems in printed circuit board (PCB) manufacturing. The authors consider that, in addition to an effective scheduling engine, a scheduling system should be able to process a preventative maintenance calendar, to give the user the flexibility to handle data using a variety of electronic sources, to run simulations to support decision-making, and to have simple and customisable graphical user interfaces. These design considerations were the result of a review of academic literature, the evaluation of commercial applications and a compilation of requirements of a PCB manufacturer. It was found that, from those systems that were evaluated, those that effectively addressed all five characteristics outlined in this paper were the most robust of all and could be used in PCB manufacturing.

Keywords: Decision-making, ERP, PCB, scheduling.

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Authors: Zhazgul Kelgenbaeva, Emil Omurzak, Saadat Sulaimankulova, Tsutomu Mashimo

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Spherical shaped magnetite (Fe3O4) and Au@Fe3O4 nanoparticles were successfully synthesized from Fe electrodes immersed in water with CTAB surfactant and HAuCl4 solution using simple method-pulsed plasma in liquid, without the use of dopants or special conditions for stabilization. Vibrating sample magnetometer indicated ferromagnetic behavior of particles at room temperature with coercivity and saturation magnetization of (Hc=105 Oe, Ms=6.83 emu/g) for Fe3O4 and (Hc=175, Ms=3.56emu/g) for Au@Fe3O4 nanoparticles. Structure and morphology of nanoparticles were characterized by X-ray Diffraction analysis and HR-TEM measurements. The cytotoxicity of nanoparticles was indicated using a XTT assay to be very low (cell viability: 98-89% with Fe3O4 and 99-91% for Au@Fe3O4 NPs).

Keywords: Magnetite, Gold coated magnetite, Nanoparticles, Pulsed Plasma in Liquid, Cytotoxicity.

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Authors: Ayman A. AbuBaker, Rami S.Qahwaji, Musbah J. Aqel, Mohmmad H. Saleh

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Two algorithms are proposed to reduce the storage requirements for mammogram images. The input image goes through a shrinking process that converts the 16-bit images to 8-bits by using pixel-depth conversion algorithm followed by enhancement process. The performance of the algorithms is evaluated objectively and subjectively. A 50% reduction in size is obtained with no loss of significant data at the breast region.

Keywords: Breast cancer, Image processing, Image reduction, Mammograms, Image enhancement

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