Search results for: Fast Neural Networks

Authors: Fadilah Fadilah, Rochmadi Rochmadi, Siti Syamsiah, Djagal W. Marseno

Abstract:

Glucomannan can be found in the tuber of porang together with starch and proteinaceous components which were regarded as impurities. An enzymatic process for obtaining higher glucomannan content from Porang flour have been conducted. Papain was used for hydrolysing proteinaceous components in Porang flour which was conducted after a simultaneous extraction of glucomannan and enzymatic starch hydrolysis. Three variables affecting the rate were studied, i.e. temperature, the amount of enzyme and the stirring speed. The ninhydrin method was used to determine degree of protein hydrolysis. Results showed that the rising of degree of hydrolysis were fast in the first ten minutes of the reaction and then proceeded slowly afterward. The optimum temperature for hydrolysis was 60 ^oC. Increasing the amount of enzyme showed a remarkable effect to degree of hydrolysis, but the stirring speed had no significant effect. This indicated that the reaction controlled the rate of hydrolysis.

Keywords: Degree of hydrolysis, ninhydrin, papain, porang flour, proteinaceous components.

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Authors: Harshit Mehrotra, Gaurav Agrawal, M.C. Srivastava

Abstract:

Computerized lip reading has been one of the most actively researched areas of computer vision in recent past because of its crime fighting potential and invariance to acoustic environment. However, several factors like fast speech, bad pronunciation, poor illumination, movement of face, moustaches and beards make lip reading difficult. In present work, we propose a solution for automatic lip contour tracking and recognizing letters of English language spoken by speakers using the information available from lip movements. Level set method is used for tracking lip contour using a contour velocity model and a feature vector of lip movements is then obtained. Character recognition is performed using modified k nearest neighbor algorithm which assigns more weight to nearer neighbors. The proposed system has been found to have accuracy of 73.3% for character recognition with speaker lip movements as the only input and without using any speech recognition system in parallel. The approach used in this work is found to significantly solve the purpose of lip reading when size of database is small.

Keywords: Contour Velocity Model, Lip Contour Tracking, LipReading, Visual Character Recognition.

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Authors: Ágoston Winkler, Sándor Juhász, Zoltán Benedek

Abstract:

The vehicle fleet of public transportation companies is often equipped with intelligent on-board passenger information systems. A frequently used but time and labor-intensive way for keeping the on-board controllers up-to-date is the manual update using different memory cards (e.g. flash cards) or portable computers. This paper describes a compression algorithm that enables data transmission using low bandwidth wireless radio networks (e.g. GPRS) by minimizing the amount of data traffic. In typical cases it reaches a compression rate of an order of magnitude better than that of the general purpose compressors. Compressed data can be easily expanded by the low-performance controllers, too.

Keywords: Data analysis, data compression, differentialencoding, run-length encoding, vehicle control.

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Authors: S. Balaji, M. Rajaram

Abstract:

The method of introducing the proxy interpretation for sending and receiving requests increase the capability of the server and our approach UDIV (User-Data Identity Security) to solve the data and user authentication without extending size of the data makes better than hybrid IDS (Intrusion Detection System). And at the same time all the security stages we have framed have to pass through less through that minimize the response time of the request. Even though an anomaly detected, before rejecting it the proxy extracts its identity to prevent it to enter into system. In case of false anomalies, the request will be reshaped and transformed into legitimate request for further response. Finally we are holding the normal and abnormal requests in two different queues with own priorities.

Keywords: IDS, Data & User authentication, UDIS.

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Authors: J. Mehena, M. C. Adhikary

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In this paper, a spatial multiple-kernel fuzzy C-means (SMKFCM) algorithm is introduced for segmentation problem. A linear combination of multiples kernels with spatial information is used in the kernel FCM (KFCM) and the updating rules for the linear coefficients of the composite kernels are derived as well. Fuzzy cmeans (FCM) based techniques have been widely used in medical image segmentation problem due to their simplicity and fast convergence. The proposed SMKFCM algorithm provides us a new flexible vehicle to fuse different pixel information in medical image segmentation and detection of MR images. To evaluate the robustness of the proposed segmentation algorithm in noisy environment, we add noise in medical brain tumor MR images and calculated the success rate and segmentation accuracy. From the experimental results it is clear that the proposed algorithm has better performance than those of other FCM based techniques for noisy medical MR images.

Keywords: Clustering, fuzzy C-means, image segmentation, MR images, multiple kernels.

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Authors: Phyoung Jung Kim, Seogyun Kim

Abstract:

In mobile computing environments, there are many new non existing problems in the distributed system, which is consisted of stationary hosts because of host mobility, sudden disconnection by handoff in wireless networks, voluntary disconnection for efficient power consumption of a mobile host, etc. To solve the problems, we proposed the architecture of Partial Connection Manager (PCM) in this paper. PCM creates the limited number of mobile agents according to priority, sends them in parallel to servers, and combines the results to process the user request rapidly. In applying the proposed PCM to the mobile market agent service, we understand that the mobile agent technique could be suited for the mobile computing environment and the partial connection problem management.

Keywords: Mobile agent, mobile computing, partial connection

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Authors: M. Hamad Hassan, S.A.M. Gilani

Abstract:

In this paper, a semi-fragile watermarking scheme is proposed for color image authentication. In this particular scheme, the color image is first transformed from RGB to YST color space, suitable for watermarking the color media. Each channel is divided into 4×4 non-overlapping blocks and its each 2×2 sub-block is selected. The embedding space is created by setting the two LSBs of selected sub-block to zero, which will hold the authentication and recovery information. For verification of work authentication and parity bits denoted by 'a' & 'p' are computed for each 2×2 subblock. For recovery, intensity mean of each 2×2 sub-block is computed and encoded upto six to eight bits depending upon the channel selection. The size of sub-block is important for correct localization and fast computation. For watermark distribution 2DTorus Automorphism is implemented using a private key to have a secure mapping of blocks. The perceptibility of watermarked image is quite reasonable both subjectively and objectively. Our scheme is oblivious, correctly localizes the tampering and able to recovery the original work with probability of near one.

Keywords: Image Authentication, YST Color Space, Intensity Mean, LSBs, PSNR.

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Authors: M. M. Seraj, M. S. Gadala

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This study presents a systematic analysis of wetted region due to cooling of aluminum plate by water spray impingement with respect to different water flow rates, spray nozzle heights, and subcooling. Unlike jet impingement, the wetting is not commenced upon spray impingement and there is a delay in wetness of hot test surface. After initiation, the wetting (black zone) progresses gradually to cover all test plate and provides efficient cooling in nucleate boiling regime. Generally, spray cooling is found function of spray flow rate, spray-to-surface distance and water subcooling. Wetting delay is decreasing by increasing of spray flow rate until spray impact area is not become bigger that test surface. Otherwise, higher spray flow rate is not practically accelerated start of wetting. Very fast wetting due to spray cooling can be obtained by dense spray (high floe rate) discharged from adjacent nozzle to the test surface. Highly subcooling water spray also triggers earlier wetting of hot aluminum plate.

Keywords: Water spray, wetting, aluminum plate, flow rate.

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Authors: V. Arabadzhi

Abstract:

We attempted investigate a boat model, based on the conversion of energy of surface wave into a sequence of unidirectional pulses of jet spurts, in other words - model of the boat, which is thrusting by the waves field on water surface. These pulses are forming some average reactive stream from the output nozzle on the stern of boat. The suggested model provides the conversion of its oscillatory motions (both pitching and rolling) into a jet flow. This becomes possible due to special construction of the boat and due to several details, sensitive to the local wave field. The boat model presents the uniflow jet engine without slow conversions of mechanical energy into intermediate forms and without any external sources of energy (besides surface waves). Motion of boat is characterized by fast jerks and average onward velocity, which exceeds the velocities of liquid particles in the wave.

Keywords: Flat-bottomed boat, Underwater wing, Input and output nozzles, Wave thrust, Conversion of wave into a jet stream, Oscillatory motion and onward motion, Squid-like pump, Hatch-like pump, The thrust due to lifting float, The thrust due to radiation reaction.

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Authors: Ionel Zagan, Vasile Gheorghita Gaitan

Abstract:

Minimizing the response time to asynchronous events in a real-time system is an important factor in increasing the speed of response and an interesting concept in designing equipment fast enough for the most demanding applications. The present article will present the results regarding the validation of the nMPRA (Multi Pipeline Register Architecture) architecture using the FPGA Virtex-7 circuit. The nMPRA concept is a hardware processor with the scheduler implemented at the processor level; this is done without affecting a possible bus communication, as is the case with the other CPU solutions. The implementation of static or dynamic scheduling operations in hardware and the improvement of handling interrupts and events by the real-time executive described in the present article represent a key solution for eliminating the overhead of the operating system functions. The nMPRA processor is capable of executing a preemptive scheduling, using various algorithms without a software scheduler. Therefore, we have also presented various scheduling methods and algorithms used in scheduling the real-time tasks.

Keywords: nMPRA architecture, pipeline processor, preemptive scheduling, real-time system.

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Authors: Ibrahim M. Buamod, Muattaz Elaneizi

Abstract:

Mobile Ad hoc Network (MANET) is a wireless ad hoc self-configuring network of mobile routers (and associated hosts) connected by wireless links, the union of which forms an arbitrary topology, cause of the random mobility of the nodes. In this paper, an attempt has been made to compare these three protocols DSDV, AODV and DSR on the performance basis under different traffic protocols namely CBR and TCP in a large network. The simulation tool is NS2, the scenarios are made to see the effect of pause times. The results presented in this paper clearly indicate that the different protocols behave differently under different pause times. Also, the results show the main characteristics of different traffic protocols operating on MANETs and thus select the best protocol on each scenario.

Keywords: Awk, CBR, Random waypoint model, TCP.

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Authors: Hui Chen, Xiao Feng

Abstract:

Depressurization and pressurization streams in industrial systems constitute a work exchange network (WEN). In this paper, a novel graphical approach for targeting energy conservation potential of a WEN is proposed. Through constructing the composite work curves in the pressure-work diagram and assuming all of the mechanical energy of the depressurization streams is recovered by expanders, the maximum work target of a WEN can be determined via the proposed targeting steps. A WEN in an ammonia production process is used as a case study to illustrate the applicability of the proposed graphical approach.

Keywords: Expanders, Graphical approach, Pressure-work diagram, Work exchange network, Work target

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Authors: Maleika Heenaye- Mamode Khan , Naushad Mamode Khan, Raja K.Subramanian

Abstract:

Dorsal hand vein pattern is an emerging biometric which is attracting the attention of researchers, of late. Research is being carried out on existing techniques in the hope of improving them or finding more efficient ones. In this work, Principle Component Analysis (PCA) , which is a successful method, originally applied on face biometric is being modified using Cholesky decomposition and Lanczos algorithm to extract the dorsal hand vein features. This modified technique decreases the number of computation and hence decreases the processing time. The eigenveins were successfully computed and projected onto the vein space. The system was tested on a database of 200 images and using a threshold value of 0.9 to obtain the False Acceptance Rate (FAR) and False Rejection Rate (FRR). This modified algorithm is desirable when developing biometric security system since it significantly decreases the matching time.

Keywords: Dorsal hand vein pattern, PCA, Cholesky decomposition, Lanczos algorithm.

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Authors: S. Sendilkumar, B. L. Mathur, Joseph Henry

Abstract:

A new approach for protection of power transformer is presented using a time-frequency transform known as Wavelet transform. Different operating conditions such as inrush, Normal, load, External fault and internal fault current are sampled and processed to obtain wavelet coefficients. Different Operating conditions provide variation in wavelet coefficients. Features like energy and Standard deviation are calculated using Parsevals theorem. These features are used as inputs to PNN (Probabilistic neural network) for fault classification. The proposed algorithm provides more accurate results even in the presence of noise inputs and accurately identifies inrush and fault currents. Overall classification accuracy of the proposed method is found to be 96.45%. Simulation of the fault (with and without noise) was done using MATLAB AND SIMULINK software taking 2 cycles of data window (40 m sec) containing 800 samples. The algorithm was evaluated by using 10 % Gaussian white noise.

Keywords: Power Transformer, differential Protection, internalfault, inrush current, Wavelet Energy, Db9.

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Authors: Mohammad J. Heydari, Farnaz Derakhshan

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In this paper, we focus on the problem of driving and herding a collection of autonomous actors to a given area. Then, a new method based on multi-agent coordination is proposed for solving the problem. In our proposed method, we assume that the environment is covered by sensors. When an event is occurred, sensors forward information to a sink node. Based on received information, the sink node will estimate the direction and the speed of movement of actors and announce the obtained value to the actors. The actors coordinate to reach the target location.

Keywords: Coordination, Environmental Inspection, Multiagent systems, Wireless Sensor and Actor Networks (WSANs)

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Authors: Grace E. Santella, Shawn G. Gallaher, Joseph P. Smith

Abstract:

In order to determine the importance of small-system riverine heat flux on regional landfast sea ice breakup, our study explores the annual spring freshet of the Sagavanirktok River from 2014-2019. Seasonal heat cycling ultimately serves as the driving mechanism behind the freshet; however, as an emerging area of study, the extent to which inland thermodynamics influence coastal tundra geomorphology and connected landfast sea ice has not been extensively investigated in relation to small-scale Arctic river systems. The Sagavanirktok River is a small-to-midsized river system that flows south-to-north on the Alaskan North Slope from the Brooks mountain range to the Beaufort Sea at Prudhoe Bay. Seasonal warming in the spring rapidly melts snow and ice in a northwards progression from the Brooks Range and transitional tundra highlands towards the coast and when coupled with seasonal precipitation, results in a pulsed freshet that propagates through the Sagavanirktok River. The concentrated presence of newly exposed vegetation in the transitional tundra region due to spring melting results in higher absorption of solar radiation due to a lower albedo relative to snow-covered tundra and/or landfast sea ice. This results in spring flood runoff that advances over impermeable early-season permafrost soils with elevated temperatures relative to landfast sea ice and sub-ice flow. We examine the extent to which interannual temporal variability influences the onset and magnitude of river discharge by analyzing field measurements from the United States Geological Survey (USGS) river and meteorological observation sites. Rapid influx of heat to the Arctic Ocean via riverine systems results in a noticeable decay of landfast sea ice independent of ice breakup seaward of the shear zone. Utilizing MODIS imagery from NASA’s Terra satellite, interannual variability of river discharge is visualized, allowing for optical validation that the discharge flow is interacting with landfast sea ice. Thermal erosion experienced by sediment fast ice at the arrival of warm overflow preconditions the ice regime for rapid thawing. We investigate the extent to which interannual heat flux from the Sagavanirktok River’s freshet significantly influences the onset of local landfast sea ice breakup. The early-season warming of atmospheric temperatures is evidenced by the presence of storms which introduce liquid, rather than frozen, precipitation into the system. The resultant decreased albedo of the transitional tundra supports the positive relationship between early-season precipitation events, inland thermodynamic cycling, and degradation of landfast sea ice. Early removal of landfast sea ice increases coastal erosion in these regions and has implications for coastline geomorphology which stress industrial, ecological, and humanitarian infrastructure.

Keywords: Albedo, freshet, landfast sea ice, riverine heat flux, seasonal heat cycling.

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Authors: Radim Farana, Bogdan Walek, Michal Janosek, Jaroslav Zacek

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This paper presents the advantages of fuzzy control use in technological processes control. The paper presents a real application of the Linguistic Fuzzy-Logic Control, developed at the University of Ostrava for the control of physical models in the Intelligent Systems Laboratory. The paper presents an example of a sensitive non-linear model, such as a magnetic levitation model and obtained results which show how modern information technologies can help to solve actual technical problems. A special method based on the LFLC controller with partial components is presented in this paper followed by the method of automatic context change, which is very helpful to achieve more accurate control results. The main advantage of the used system is its robustness in changing conditions demonstrated by comparing with conventional PID controller. This technology and real models are also used as a background for problem-oriented teaching, realized at the department for master students and their collaborative as well as individual final projects.

Keywords: Control, fuzzy logic, sensitive system, technological proves.

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Authors: Widod Budiharto, Muhsin Shodiq, Bayu Kanigoro, Jurike V. Moniaga Hutomo

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We present a BeeBot, Binus Multi-client Intelligent Telepresence Robot, a custom-build robot system specifically designed for teleconference with multiple person using omni directional actuator. The robot is controlled using a computer networks, so the manager/supervisor can direct the robot to the intended person to start a discussion/inspection. People tracking and autonomous navigation are intelligent features of this robot. We build a web application for controlling the multi-client telepresence robot and open-source teleconference system used. Experimental result presented and we evaluated its performance.

Keywords: Telepresence robot, robot vision, intelligent robot.

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Authors: Jaime Martín-de-Nicolás, David Mata-Moya, Nerea del-Rey-Maestre, Pedro Gómez-del-Hoyo, María-Pilar Jarabo-Amores

Abstract:

Ship detection is nowadays quite an important issue in tasks related to sea traffic control, fishery management and ship search and rescue. Although it has traditionally been carried out by patrol ships or aircrafts, coverage and weather conditions and sea state can become a problem. Synthetic aperture radars can surpass these coverage limitations and work under any climatological condition. A fast CFAR ship detector based on a robust statistical modeling of sea clutter with respect to sea states in SAR images is used. In this paper, the minimum SNR required to obtain a given detection probability with a given false alarm rate for any sea state is determined. A Gaussian target model using real SAR data is considered. Results show that SNR does not depend heavily on the class considered. Provided there is some variation in the backscattering of targets in SAR imagery, the detection probability is limited and a post-processing stage based on morphology would be suitable.

Keywords: SAR, generalized gamma distribution, detection curves, radar detection.

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Authors: P.Varzakas

Abstract:

In this paper, an accurate theoretical analysis for the achievable average channel capacity (in the Shannon sense) per user of a hybrid cellular direct-sequence/fast frequency hopping code-division multiple-access (DS/FFH-CDMA) system operating in a Rayleigh fading environment is presented. The analysis covers the downlink operation and leads to the derivation of an exact mathematical expression between the normalized average channel capacity available to each system-s user, under simultaneous optimal power and rate adaptation and the system-s parameters, as the number of hops per bit, the processing gain applied, the number of users per cell and the received signal-tonoise power ratio over the signal bandwidth. Finally, numerical results are presented to illustrate the proposed mathematical analysis.

Keywords: Shannon capacity, adaptive systems, code-division multiple access, fading channels.

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Authors: Zeeshan Furqan, Shahabuddin Muhammad, Ratan Guha

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IEEE has designed 802.11i protocol to address the security issues in wireless local area networks. Formal analysis is important to ensure that the protocols work properly without having to resort to tedious testing and debugging which can only show the presence of errors, never their absence. In this paper, we present the formal verification of an abstract protocol model of 802.11i. We translate the 802.11i protocol into the Strand Space Model and then prove the authentication property of the resulting model using the Strand Space formalism. The intruder in our model is imbued with powerful capabilities and repercussions to possible attacks are evaluated. Our analysis proves that the authentication of 802.11i is not compromised in the presented model. We further demonstrate how changes in our model will yield a successful man-in-the-middle attack.

Keywords: authentication, formal analysis, formal verification, security.

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

Abstract:

Water quality and freshwater fish diversity from nine waterfalls at Khao Luang National Park, Thailand was examined. Streams were shallow, fast flowing with clear water and rocky and sandy substrate. The mean water quality of waterfalls at Khao Luang National Park were as following pH 7.50, air temperature 24.27 °C, water temperature 26.37 °C, dissolved oxygen 7.88 mg/l, hardness 4.44-21.33 mg/l, alkalinity 3.55-11.88 mg/(as CaCO3). Twenty fish species were found at Khao Luang National Park belonging to nine families. A cluster analysis of water quality at Khao Luang National Park revealed that waterfalls at Khao Luang National Park were divided into two groups: A and B. Group A composed of two waterfalls (i.e. Aie Kaew and Wangmaipak) that flew to the Gulf of Thailand side. Group B composed of seven waterfalls (i.e. Promlok, Kalom, Nuafa, Suankun, Soidaw, Suanhai, and Thapae) that flew to the Andaman Sea side (Fig. 2) .The Cyprinids represented the major species in all the waterfalls comprising of 45%.

Keywords: Water quality, Freshwater fishes, National Park, Khao Luang, Thailand.

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Authors: Basem Mustafa Abd. Amer , Syed Abdul Rahman Al-Attas

Abstract:

The aim of this research is to develop a fast and reliable surveillance system based on a personal digital assistant (PDA) device. This is to extend the capability of the device to detect moving objects which is already available in personal computers. Secondly, to compare the performance between Background subtraction (BS) and Temporal Frame Differencing (TFD) techniques for PDA platform as to which is more suitable. In order to reduce noise and to prepare frames for the moving object detection part, each frame is first converted to a gray-scale representation and then smoothed using a Gaussian low pass filter. Two moving object detection schemes i.e., BS and TFD have been analyzed. The background frame is updated by using Infinite Impulse Response (IIR) filter so that the background frame is adapted to the varying illuminate conditions and geometry settings. In order to reduce the effect of noise pixels resulting from frame differencing morphological filters erosion and dilation are applied. In this research, it has been found that TFD technique is more suitable for motion detection purpose than the BS in term of speed. On average TFD is approximately 170 ms faster than the BS technique

Keywords: Surveillance, PDA, Motion Detection, ImageProcessing , Background Subtraction.

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Authors: Kwok Tak Kit

Abstract:

The trend of autonomous vehicles is the future solution to road networks congestion in terms of their advanced ability to drive closer together and at higher speeds than humans can do safely. Infrastructure sector can drive the economic prosperity and provide a balance and inclusive growth of sustainable economy development. In this paper, the road infrastructure and the future development of electric car, self-driving of autonomous vehicles and the increasing demand of automated car parking system are critically revised and this paper aims to provide the insight and achieve better sustainable infrastructure and community in smart city.

Keywords: Autonomous vehicles, sustainable infrastructure, real time parking, automated car parking.

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Authors: J. Bouchard, B. Prosperi, G. Bavre, M. Daudé, E. Jeandupeux

Abstract:

Young patients suffering from Cerebral Palsy are facing difficult choices concerning heavy surgeries. Diagnosis settled by surgeons can be complex and on the other hand decision for patient about getting or not such a surgery involves important reflection effort. Proposed software combining prediction for surgeries and post surgery kinematic values, and from 3D model representing the patient is an innovative tool helpful for both patients and medicine professionals. Beginning with analysis and classification of kinematics values from Data Base extracted from gait analysis in 3 separated clusters, it is possible to determine close similarity between patients. Prediction surgery best adapted to improve a patient gait is then determined by operating a suitable preconditioned neural network. Finally, patient 3D modeling based on kinematic values analysis, is animated thanks to post surgery kinematic vectors characterizing the closest patient selected from patients clustering.

Keywords: Cerebral Palsy, Clustering, Crouch Gait, 3-D Modeling.

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Authors: V. Zangeneh, S. Mohammadi

Abstract:

Today, node-disjoint routing becomes inessential technique in communication of packets among various nodes in networks. Meanwhile AODV (Ad Hoc On-demand Multipath Distance Vector) creates single-path route between a pair of source and destination nodes. Some researches has done so far to make multipath node-disjoint routing based on AODV protocol. But however their overhead and end-to-end delay are relatively high, while the detail of their code is not available too. This paper proposes a new approach of multipath node-disjoint routing based on AODV protocol. Then the algorithm of analytical model is presented. The extensive results of this algorithm will be presented in the next paper.

Keywords: AODV; MANET; Multipath Routing; Node-disjoint;transmission delay.

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Authors: Karen Armstrong

Abstract:

This paper examines the issues, the dangers and the saving graces of life in a transparent global community where there is truly “no place to hide". In recent years, social networks and online groups have transformed issues of privacy and the ways in which we perceive and interact with others. The idea of reputation is critical to this dynamic. The discussion begins with a brief etymological history of the concept of reputation and moves to an exploration of how and why online communication changes our basic nature, our various selves and the Bakhtin idea of the polyphonic nature of truth. The discussion considers the damaging effects of bullying and gossip, both of which constitute an assault on reputation and the latter of which is not limited to the lifetime of the person. It concludes with guidelines and specific recommendations.

Keywords: online reputation, gossip, cyberbullying, privacy

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Authors: Dae-ho Won, Jong-wook Hong, Yeon-Mo Yang, Jinung An

Abstract:

To reduce accidents in the industry, WSNs(Wireless Sensor networks)- sensor data is used. WSNs- sensor data has the persistence and continuity. therefore, we design and exploit the buffer management system that has the persistence and continuity to avoid and delivery data conflicts. To develop modules, we use the multi buffers and design the buffer management modules that transfer sensor data through the context-aware methods.

Keywords: safe management system, buffer management, context-aware, input data stream

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Jaroslav Masek, Juraj Camaj, Eva Nedeliakova

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The paper is focused on the operational model for transport the single wagon consignments on railway network by using two different models of train formation. The paper gives an overview of possibilities of improving the quality of transport services. Paper deals with two models used in problematic of train formatting - time continuously and time discrete. By applying these models in practice, the transport company can guarantee a higher quality of service and expect increasing of transport performance. The models are also applicable into others transport networks. The models supplement a theoretical problem of train formation by new ways of looking to affecting the organization of wagon flows.

Keywords: Train formation, wagon flows, marshalling yard, railway technology.

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