Search results for: fractional dimension
274 Evaluating Service Quality of Online Auction by Fuzzy MCDM
Authors: Wei-Hsuan Lee, Chien-Hua Wang, Chin-Tzong Pang
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This paper applies fuzzy set theory to evaluate the service quality of online auction. Service quality is a composition of various criteria. Among them many intangible attributes are difficult to measure. This characteristic introduces the obstacles for respondent in replying to the survey. So as to overcome this problem, we invite fuzzy set theory into the measurement of performance. By using AHP in obtaining criteria and TOPSIS in ranking, we found the most concerned dimension of service quality is Transaction Safety Mechanism and the least is Charge Item. Regarding to the most concerned attributes are information security, accuracy and information.Keywords: AHP, Fuzzy set theory, TOPSIS, Online auction, Servicequality
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1794273 Effect of Be, Zr and Heat Treatment on Mechanical Behavior of Cast Al-Mg-Zn-Cu Alloys (7075)
Authors: Mahmoud M. Tash
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The present study was undertaken to investigate the effect of aging parameters (time and temperature) on the mechanical properties of Be-and/or Zr- treated Al-Mg-Zn (7075) alloys. Ultimate tensile strength, 0.5% offset yield strength and % elongation measurements were carried out on specimens prepared from cast and heat treated 7075 alloys containing Be and/or Zr. Different aging treatment were carried out for the as solution treated (SHT) specimens (after quenching in warm water). The specimens were aged at different conditions; Natural and artificial aging was carried out at room temperature, 120C, 150C, 180C and 220C for different periods of time. Duplex aging was performed for SHT conditions (pre-aged at different time and temperature followed by high temperature aging). Ultimate tensile strength, yield strength and % elongation data results as a function of different aging parameters are analysed. A statistical design of experiments (DOE) approach using fractional factorial design is applied to acquire an understanding of the effects of these variables and their interactions on the mechanical properties of Be- and/or Zr- treated 7075 alloys. Mathematical models are developed to relate the alloy mechanical properties with the different aging parameters.
Keywords: Casting, Aging Treatment, Mechanical Properties, Al-Mg-Zn (7075) alloys, Be- and/or Zr-Treatment, Experimental Correlation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1974272 Petrology and Geochemistry of Granitic Rocks in South Sulawesi, Indonesia: Implication for Origin of Magma and Geodynamic Setting
Authors: Adi Maulana, Koichiro Watanabe, Akira Imai, Kotaro Yonezu
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Petrology and geochemical characteristics of granitic rocks from South Sulawesi, especially from Polewaliand Masamba area are presented in order to elucidate their origin of magma and geodynamic setting. The granitic rocks in these areas are dominated by granodiorite and granite in composition. Quartz, K-feldspar and plagioclase occur as major phases with hornblende and biotite as major ferromagnesian minerals. All of the samples were plotted in calc-alkaline field, show metaluminous affinity and typical of I-type granitic rock. Harker diagram indicates that granitic rocks experienced fractional crystallization during magmatic evolution. Both groups displayed an extreme enrichment of LILE, LREE and a slight negative Eu anomaly which resemble upper continental crust affinity. They were produced from partial melting of upper continental crust and have close relationship of sources composition within a suite. The geochemical characteristics explained the arc related subduction environment which later give an evidence of continent-continent collision between Australia-derived microcontinent and Sundalandto form continental arc environment.Keywords: Geochemistry, Granitic Rock, Petrology, Sulawesi
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3714271 Design of Laboratory Pilot Reactor for Filtering and Separation of Water – oil Emulsions
Authors: Irena Markovska, Nikolai Zaicev, Bogdan Bogdanov, Dimitar Georgiev, Yancho Hristov
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The present paper deals with problems related to the possibilities to use fractal systems to solve some important scientific and practical problems connected with filtering and separation of aqueous phases from organic ones. For this purpose a special separator have been designed. The reactor was filled with a porous material with fractal dimension, which is an integral part of the set for filtration and separation of emulsions. As a model emulsion hexadecan mixture with water in equal quantities (1:1) was used. We examined the hydrodynamics of the separation of the emulsion at different rates of submission of the entrance of the reactor.Keywords: pilot reactor, fractal systems, separation, emulsions
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1595270 Multi-matrix Real-coded Genetic Algorithm for Minimising Total Costs in Logistics Chain Network
Authors: Pupong Pongcharoen, Aphirak Khadwilard, Anothai Klakankhai
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The importance of supply chain and logistics management has been widely recognised. Effective management of the supply chain can reduce costs and lead times and improve responsiveness to changing customer demands. This paper proposes a multi-matrix real-coded Generic Algorithm (MRGA) based optimisation tool that minimises total costs associated within supply chain logistics. According to finite capacity constraints of all parties within the chain, Genetic Algorithm (GA) often produces infeasible chromosomes during initialisation and evolution processes. In the proposed algorithm, chromosome initialisation procedure, crossover and mutation operations that always guarantee feasible solutions were embedded. The proposed algorithm was tested using three sizes of benchmarking dataset of logistic chain network, which are typical of those faced by most global manufacturing companies. A half fractional factorial design was carried out to investigate the influence of alternative crossover and mutation operators by varying GA parameters. The analysis of experimental results suggested that the quality of solutions obtained is sensitive to the ways in which the genetic parameters and operators are set.Keywords: Genetic Algorithm, Logistics, Optimisation, Supply Chain.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1810269 A New Splitting H1-Galerkin Mixed Method for Pseudo-hyperbolic Equations
Authors: Yang Liu, Jinfeng Wang, Hong Li, Wei Gao, Siriguleng He
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A new numerical scheme based on the H1-Galerkin mixed finite element method for a class of second-order pseudohyperbolic equations is constructed. The proposed procedures can be split into three independent differential sub-schemes and does not need to solve a coupled system of equations. Optimal error estimates are derived for both semidiscrete and fully discrete schemes for problems in one space dimension. And the proposed method dose not requires the LBB consistency condition. Finally, some numerical results are provided to illustrate the efficacy of our method.
Keywords: Pseudo-hyperbolic equations, splitting system, H1-Galerkin mixed method, error estimates.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1502268 A New Dimension in Software Risk Managment
Authors: Masood Uzzafer
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A dynamic risk management framework for software projects is presented. Currently available software risk management frameworks and risk assessment models are static in nature and lacks feedback capability. Such risk management frameworks are not capable of providing the risk assessment of futuristic changes in risk events. A dynamic risk management framework for software project is needed that provides futuristic assessment of risk events.Keywords: Software Risk Management, Dynamic Models, Software Project Managment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1740267 Using Rao-Blackwellised Particle Filter Track 3D Arm Motion based on Hierarchical Limb Model
Authors: XueSong Yu, JiaFeng Liu, XiangLong Tang, JianHua Huang
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For improving the efficiency of human 3D tracking, we present an algorithm to track 3D Arm Motion. First, the Hierarchy Limb Model (HLM) is proposed based on the human 3D skeleton model. Second, via graph decomposition, the arm motion state space, modeled by HLM, can be discomposed into two low dimension subspaces: root nodes and leaf nodes. Finally, Rao-Blackwellised Particle Filter is used to estimate the 3D arm motion. The result of experiment shows that our algorithm can advance the computation efficiency.Keywords: Hierarchy Limb Model; Rao-Blackwellised Particle Filter; 3D tracking
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1590266 Experimental and Graphical Investigation on Oil Recovery by Buckley-Leveret Theory
Authors: Khwaja Naweed Seddiqi, Zabihullah Mahdi, Shigeo Honma
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Recently increasing oil production from petroleum reservoirs is one of the most important issues in the global energy sector. So, in this paper, the recovery of oil by the waterflooding technique from petroleum reservoir are considered. To investigate the aforementioned phenomena, the relative permeability of two immiscible fluids in sand is measured in the laboratory based on the steady-state method. Two sorts of oils, kerosene and heavy oil, and water are pumped simultaneously into a vertical sand column with different pumping ratio. From the change in fractional discharge measured at the outlet, a method for determining the relative permeability is developed focusing on the displacement mechanism in sand. Then, displacement mechanism of two immiscible fluids in the sand is investigated under the Buckley-Leveret frontal displacement theory and laboratory experiment. Two sorts of experiments, one is the displacement of pore water by oil, the other is the displacement of pore oil by water, are carried out. It is revealed that the relative permeability curves display tolerably different shape owing to the properties of oils, and produce different amount of residual oils and irreducible water saturation.Keywords: Petroleum reservoir engineering, relative permeability, two-phase flow, immiscible displacement in porous media, steady-state method, waterflooding.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1151265 Block-Based 2D to 3D Image Conversion Method
Authors: S. Sowmyayani, V. Murugan
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With the advent of three-dimension (3D) technology, there are lots of research in converting 2D images to 3D images. The main difference between 2D and 3D is the visual illusion of depth in 3D images. In the recent era, there are more depth estimation techniques. The objective of this paper is to convert 2D images to 3D images with less computation time. For this, the input image is divided into blocks from which the depth information is obtained. Having the depth information, a depth map is generated. Then the 3D image is warped using the original image and the depth map. The proposed method is tested on Make3D dataset and NYU-V2 dataset. The experimental results are compared with other recent methods. The proposed method proved to work with less computation time and good accuracy.
Keywords: Depth map, 3D image warping, image rendering, bilateral filter, minimum spanning tree.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 359264 Approximation to the Hardy Operator on Topological Measure Spaces
Authors: Kairat T. Mynbaev, Elena N. Lomakina
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We consider a Hardy type operator generated by a family of open subsets of a Hausdorff topological space. The family is indexed with non-negative real numbers and is totally ordered. For this operator, we obtain two-sided bounds of its norm, a compactness criterion and bounds for its approximation numbers. Previously bounds for its approximation numbers have been established only in the one-dimensional case, while we do not impose any restrictions on the dimension of the Hausdorff space. The bounds for the norm and conditions for compactness have been found earlier but our approach is different in that we use domain partitions for all problems under consideration.
Keywords: Approximation numbers, boundedness and compactness, multidimensional Hardy operator, Hausdorff topological space.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 117263 Simulation of the Finite Difference Time Domain in Two Dimension
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The finite-difference time-domain (FDTD) method is one of the most widely used computational methods in electromagnetic. This paper describes the design of two-dimensional (2D) FDTD simulation software for transverse magnetic (TM) polarization using Berenger's split-field perfectly matched layer (PML) formulation. The software is developed using Matlab programming language. Numerical examples validate the software.Keywords: Finite difference time domain (FDTD) method, perfectly matched layer (PML), split-filed formulation, transverse magnetic (TM) polarization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5620262 An Approximation Method for Exact Boundary Controllability of Euler-Bernoulli System
Authors: Abdelaziz Khernane, Naceur Khelil, Leila Djerou
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The aim of this work is to study the numerical implementation of the Hilbert Uniqueness Method for the exact boundary controllability of Euler-Bernoulli beam equation. This study may be difficult. This will depend on the problem under consideration (geometry, control and dimension) and the numerical method used. Knowledge of the asymptotic behaviour of the control governing the system at time T may be useful for its calculation. This idea will be developed in this study. We have characterized as a first step, the solution by a minimization principle and proposed secondly a method for its resolution to approximate the control steering the considered system to rest at time T.Keywords: Boundary control, exact controllability, finite difference methods, functional optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1487261 Long-Term Economic-Ecological Assessment of Optimal Local Heat-Generating Technologies for the German Unrefurbished Residential Building Stock on the Quarter Level
Authors: M. A. Spielmann, L. Schebek
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In order to reach the long-term national climate goals of the German government for the building sector, substantial energetic measures have to be executed. Historically, those measures were primarily energetic efficiency measures at the buildings’ shells. Advanced technologies for the on-site generation of heat (or other types of energy) often are not feasible at this small spatial scale of a single building. Therefore, the present approach uses the spatially larger dimension of a quarter. The main focus of the present paper is the long-term economic-ecological assessment of available decentralized heat-generating (CHP power plants and electrical heat pumps) technologies at the quarter level for the German unrefurbished residential buildings. Three distinct terms have to be described methodologically: i) Quarter approach, ii) Economic assessment, iii) Ecological assessment. The quarter approach is used to enable synergies and scaling effects over a single-building. For the present study, generic quarters that are differentiated according to significant parameters concerning their heat demand are used. The core differentiation of those quarters is made by the construction time period of the buildings. The economic assessment as the second crucial parameter is executed with the following structure: Full costs are quantized for each technology combination and quarter. The investment costs are analyzed on an annual basis and are modeled with the acquisition of debt. Annuity loans are assumed. Consequently, for each generic quarter, an optimal technology combination for decentralized heat generation is provided in each year of the temporal boundaries (2016-2050). The ecological assessment elaborates for each technology combination and each quarter a Life Cycle assessment. The measured impact category hereby is GWP 100. The technology combinations for heat production can be therefore compared against each other concerning their long-term climatic impacts. Core results of the approach can be differentiated to an economic and ecological dimension. With an annual resolution, the investment and running costs of different energetic technology combinations are quantified. For each quarter an optimal technology combination for local heat supply and/or energetic refurbishment of the buildings within the quarter is provided. Coherently to the economic assessment, the climatic impacts of the technology combinations are quantized and compared against each other.
Keywords: Building sector, heat, LCA, quarter level, systemic approach.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 944260 Relative Injective Modules and Relative Flat Modules
Authors: Jianmin Xing, Rufeng Xing
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Let R be a ring, n a fixed nonnegative integer. The concepts of (n, 0)-FI-injective and (n, 0)-FI-flat modules, and then give some characterizations of these modules over left n-coherent rings are introduced . In addition, we investigate the left and right n-FI-resolutions of R-modules by left (right) derived functors Extn(−,−) (Torn(−,−) ) over a left n-coherent ring, where n-FI stands for the categories of all (n, 0)- injective left R-modules. These modules together with the left or right derived functors are used to study the (n, 0)-injective dimensions of modules and rings.
Keywords: (n, 0)-injective module, (n, 0)-injective dimension, (n, 0)-FI-injective(flat) module, (Pre)cover, (Pre)envelope.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1896259 The Relations between the Fractal Properties of the River Networks and the River Flow Time Series
Authors: M. H. Fattahi, H. Jahangiri
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All the geophysical phenomena including river networks and flow time series are fractal events inherently and fractal patterns can be investigated through their behaviors. A non-linear system like a river basin can well be analyzed by a non-linear measure such as the fractal analysis. A bilateral study is held on the fractal properties of the river network and the river flow time series. A moving window technique is utilized to scan the fractal properties of them. Results depict both events follow the same strategy regarding to the fractal properties. Both the river network and the time series fractal dimension tend to saturate in a distinct value.Keywords: river flow time series, fractal, river networks
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1688258 Learning Style and Learner Satisfaction in a Course Delivery Context
Authors: Paul David Henry
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This paper describes the results and implications of a correlational study of learning styles and learner satisfaction. The relationship of these empirical concepts was examined in the context of traditional versus e-blended modes of course delivery in an introductory graduate research course. Significant results indicated that the visual side of the visual-verbal dimension of students- learning style(s) was positively correlated to satisfaction with themselves as learners in an e-blended course delivery mode and negatively correlated to satisfaction with the classroom environment in the context of a traditional classroom course delivery mode.
Keywords: Course delivery mode, e-blended, hybrid, learner satisfaction, learning style.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1690257 The Effect of Directional Search Using Iterated Functional System for Matching Range and Domain Blocks
Authors: Shimal Das, Dibyendu Ghoshal
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The effect of directional search using iterated functional system has been studied on four images taken from databases. The images are portioned successively towards smaller dimension. Presented method provides the faster rate of convergence with respect to processing time in the flat region, but the same has been found to be slower at the border of the images and edges. It has also been revealed that the PSNR is lower at the edges and border portions of the image, and it is found to be higher in the uniform gray region, under the same external illumination and external noise environment.Keywords: Iterated functional system, fractal compression, structural similarity index measure, fractal block coding, affine transformations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 918256 Particle Swarm Optimization and Quantum Particle Swarm Optimization to Multidimensional Function Approximation
Authors: Diogo Silva, Fadul Rodor, Carlos Moraes
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This work compares the results of multidimensional function approximation using two algorithms: the classical Particle Swarm Optimization (PSO) and the Quantum Particle Swarm Optimization (QPSO). These algorithms were both tested on three functions - The Rosenbrock, the Rastrigin, and the sphere functions - with different characteristics by increasing their number of dimensions. As a result, this study shows that the higher the function space, i.e. the larger the function dimension, the more evident the advantages of using the QPSO method compared to the PSO method in terms of performance and number of necessary iterations to reach the stop criterion.Keywords: PSO, QPSO, function approximation, AI, optimization, multidimensional functions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 978255 An Evolutionary Statistical Learning Theory
Authors: Sung-Hae Jun, Kyung-Whan Oh
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Statistical learning theory was developed by Vapnik. It is a learning theory based on Vapnik-Chervonenkis dimension. It also has been used in learning models as good analytical tools. In general, a learning theory has had several problems. Some of them are local optima and over-fitting problems. As well, statistical learning theory has same problems because the kernel type, kernel parameters, and regularization constant C are determined subjectively by the art of researchers. So, we propose an evolutionary statistical learning theory to settle the problems of original statistical learning theory. Combining evolutionary computing into statistical learning theory, our theory is constructed. We verify improved performances of an evolutionary statistical learning theory using data sets from KDD cup.Keywords: Evolutionary computing, Local optima, Over-fitting, Statistical learning theory
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1776254 Model Reference Adaptive Control and LQR Control for Quadrotor with Parametric Uncertainties
Authors: Alia Abdul Ghaffar, Tom Richardson
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A model reference adaptive control and a fixed gain LQR control were implemented in the height controller of a quadrotor that has parametric uncertainties due to the act of picking up an object of unknown dimension and mass. It is shown that an adaptive controller, unlike the fixed gain controller, is capable of ensuring a stable tracking performance under such condition, although adaptive control suffers from several limitations. The combination of both adaptive and fixed gain control in the controller architecture can result in an enhanced tracking performance in the presence parametric uncertainties.
Keywords: UAV, quadrotor, model reference adaptive control, LQR control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5561253 Chloride Transport in Ultra High Performance Concrete
Authors: R. Pernicová
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Chloride resistance in Ultra High Performance Concrete (UHPC) is determined in this paper. This work deals with the one dimension chloride transport, which can be potentially dangerous particularly for the durability of concrete structures. Risk of reinforcement corrosion due to exposure to the concrete surface to direct the action of chloride ions (mainly in the form de-icing salts or groundwater) is dangerously increases. The measured data are investigated depending on the depth of penetration of chloride ions into the concrete structure. Comparative measurements with normal strength concrete are done as well. The experimental results showed that UHCP have improved resistance of chlorides penetration than NSC and also chloride diffusion depth is significantly lower in UHCP.
Keywords: Chloride, One dimensional diffusion, Transport, Salinity, UHPC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2100252 Seven step Adams Type Block Method With Continuous Coefficient For Periodic Ordinary Differential Equation
Authors: Olusheye Akinfenwa
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We consider the development of an eight order Adam-s type method, with A-stability property discussed by expressing them as a one-step method in higher dimension. This makes it suitable for solving variety of initial-value problems. The main method and additional methods are obtained from the same continuous scheme derived via interpolation and collocation procedures. The methods are then applied in block form as simultaneous numerical integrators over non-overlapping intervals. Numerical results obtained using the proposed block form reveals that it is highly competitive with existing methods in the literature.Keywords: Block Adam's type Method; Periodic Ordinary Differential Equation; Stability.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1584251 Some Aspects of the Sustainable Development in Romania
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The paper presents the Romanian realities and perspectives from the point of view of reaching the sustainable development model in the context of the recent accession to the European Union, based on the analysis of the indicators listed in the EU Sustainable Development Strategy. The analysis of the economic-social potential for sustainable development and of the environment aspects show that the objectives stipulated in the renewed EU Sustainable Development Strategy of 2006 can be reached, but an extra effort must be put-in in order to overcome the existing substantial gaps in several areas in relation to the developed countries of the EU. The paper-s conclusions show that even if sustainable development is not an easy target to reach in Romania, there are resources and a growing potential, which can lead to sustainable development if used rationally.
Keywords: Ecological dimension, economic-social potential, strategy, sustainable development
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2059250 Effect of Mean Stress on Fatigue Crack Growth Behavior of Stainless Steel 304L
Authors: M. Benachour, N. Benachour
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Stainless steel has been employed in many engineering applications ranging from pharmaceutical equipment to piping in the nuclear reactors and storage to chemical products. In this attempt, simulation of fatigue crack growth based on experimental results of austenitic stainless steel 304L was presented using AFGROW code when NASGRO mode laws adopted. Double through crack at hole specimen is used in this investigation under constant amplitude loading. Effect of mean stress is highlighted. Results show that fatigue crack growth rate (FCGR) and fatigue life were affected by maximum applied load and dimension of hole. An equivalent of Paris law for this material was estimated.Keywords: Fatigue crack, stainless steel, mean stress, amplitudeloading.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3156249 K-Means Based Matching Algorithm for Multi-Resolution Feature Descriptors
Authors: Shao-Tzu Huang, Chen-Chien Hsu, Wei-Yen Wang
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Matching high dimensional features between images is computationally expensive for exhaustive search approaches in computer vision. Although the dimension of the feature can be degraded by simplifying the prior knowledge of homography, matching accuracy may degrade as a tradeoff. In this paper, we present a feature matching method based on k-means algorithm that reduces the matching cost and matches the features between images instead of using a simplified geometric assumption. Experimental results show that the proposed method outperforms the previous linear exhaustive search approaches in terms of the inlier ratio of matched pairs.
Keywords: Feature matching, k-means clustering, scale invariant feature transform, linear exhaustive search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1086248 The Impact of Transaction Costs on Rebalancing an Investment Portfolio in Portfolio Optimization
Authors: B. Marasović, S. Pivac, S. V. Vukasović
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Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.
Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2946247 Recent Trends in Nonlinear Methods of HRV Analysis: A Review
Authors: Ramesh K. Sunkaria
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The linear methods of heart rate variability analysis such as non-parametric (e.g. fast Fourier transform analysis) and parametric methods (e.g. autoregressive modeling) has become an established non-invasive tool for marking the cardiac health, but their sensitivity and specificity were found to be lower than expected with positive predictive value <30%. This may be due to considering the RR-interval series as stationary and re-sampling them prior to their use for analysis, whereas actually it is not. This paper reviews the non-linear methods of HRV analysis such as correlation dimension, largest Lyupnov exponent, power law slope, fractal analysis, detrended fluctuation analysis, complexity measure etc. which are currently becoming popular as these uses the actual RR-interval series. These methods are expected to highly accurate cardiac health prognosis.Keywords: chaos, nonlinear dynamics, sample entropy, approximate entropy, detrended fluctuation analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2351246 Air Quality Forecast Based on Principal Component Analysis-Genetic Algorithm and Back Propagation Model
Authors: Bin Mu, Site Li, Shijin Yuan
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Under the circumstance of environment deterioration, people are increasingly concerned about the quality of the environment, especially air quality. As a result, it is of great value to give accurate and timely forecast of AQI (air quality index). In order to simplify influencing factors of air quality in a city, and forecast the city’s AQI tomorrow, this study used MATLAB software and adopted the method of constructing a mathematic model of PCA-GABP to provide a solution. To be specific, this study firstly made principal component analysis (PCA) of influencing factors of AQI tomorrow including aspects of weather, industry waste gas and IAQI data today. Then, we used the back propagation neural network model (BP), which is optimized by genetic algorithm (GA), to give forecast of AQI tomorrow. In order to verify validity and accuracy of PCA-GABP model’s forecast capability. The study uses two statistical indices to evaluate AQI forecast results (normalized mean square error and fractional bias). Eventually, this study reduces mean square error by optimizing individual gene structure in genetic algorithm and adjusting the parameters of back propagation model. To conclude, the performance of the model to forecast AQI is comparatively convincing and the model is expected to take positive effect in AQI forecast in the future.
Keywords: AQI forecast, principal component analysis, genetic algorithm, back propagation neural network model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1028245 STM Spectroscopy of Alloyed Nanocrystal Composite CdSxSe1-X
Authors: T. Abdallah, K. Easawi, A. Khalid, S. Negm, H. Talaat
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Nanocrystals (NC) alloyed composite CdSxSe1-x(x=0 to 1) have been prepared using the chemical solution deposition technique. The energy band gap of these alloyed nanocrystals of approximately the same size, have been determined by scanning tunneling spectroscopy (STS) technique at room temperature. The values of the energy band gap obtained directly using STS are compared to those measured by optical spectroscopy. Increasing the molar fraction ratio x from 0 to 1 causes clearly observed increase in the band gap of the alloyed composite nanocrystal. Vegard-s law was applied to calculate the parameters of the effective mass approximation (EMA) model and the dimension obtained were compared to the values measured by STM. The good agreement of the calculated and measured values is a direct result of applying Vegard's law in the nanocomposites.Keywords: Alloy semiconductor nanocrystals, STM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1467