Search results for: measurement system

Authors: F. Forouharmajd, S. Pourabdian, N. Ziayi Ghahnavieh

Abstract:

For many years, the ear protectors have been used to preventing the audio and non-audio effects of received noise from occupation environments. Despite performing hearing protection programs, there are many people which still suffer from noise-induced hearing loss. This study was conducted with the aim of determination of human hearing system response to received noise and the effectiveness of ear protectors on preventing of noise-induced hearing loss. Sound pressure microphones were placed in a simulated ear canal. The severity of noise measured inside and outside of ear canal. The noise reduction values due to installing ear protectors were calculated in the octave band frequencies and LabVIEW programmer. The results of noise measurement inside and outside of ear canal showed a different in received sound levels by ear canal. The effectiveness of ear protectors has been considerably reduced for the low frequency limits. A change in resonance frequency also was observed after using ear protectors. The study indicated the ear canal structure may affect the received noise and it may lead a difference between the received sound from the measured sound by a sound level meter, and hearing system. It means the human hearing system may probably respond different from a sound level meter. Hearing protectors’ efficiency declines by increasing the noise levels, and thus, they are not suitable to protect workers against industrial noise particularly low frequency noise. Hearing protectors may be solely a reason to damaging of hearing system in a special frequency via changing of human hearing system acoustical structure. We need developing the subjective method of hearing protectors testing, because their evaluation is not designed based on industrial noise or in the field.

Keywords: Ear protector, hearing system, occupational noise, workers.

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Authors: A. I. Alateyah, H. N. Dhakal, Z. Y. Zhang

Abstract:

Contact angle measurement was utilized in order to study the subject of the wettability and surface chemistry of the nanocomposites materials. Water and glycerol droplets were used in this study. The incorporation of layered silicate into the vinyl ester matrix helped to improve the wettability and reduced the θ values of both liquids used. The addition of 2 wt.% clay loading reduced the θ values of water and glycerol by up to 21% and 6% respectively. Likewise, the incorporation of 4 wt.% clay loading reduced the water and glycerol θ values by 49% and 38% respectively. Also this study confirms the findings in the literature regarding the relationship between the intercalation nanocomposites level and the wettability. Wide Angle X-ray Diffraction, Scanning Electron Microscopy and Transmission Electron Microscopy were utilised in order to characterise the interlamellar structure of nanocomposites.

Keywords: Vinyl ester, nanocomposites, layered silicate, characterisations, contact angle measurement, wettability.

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Authors: R. Bourziza, A. Hammani, M. Kuper, A. Bouaziz

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In oases, the surface water resources are becoming increasingly scarce and groundwater resources, which generally have a poor quality due to the high levels of salinity, are often overexploited. Water saving have therefore become imperative for better oases sustainability. If drip irrigation is currently recommended in Morocco for saving water and valuing, its use in the sub-desert areas does not keep water safe from high evaporation rates. An alternative to this system would be the use of subsurface drip irrigation. This technique is defined as an application of water under the soil surface through drippers, which deliver water at rates generally similar to surface drip irrigation. As subsurface drip irrigation is a recently introduced in Morocco, a better understanding of the infiltration process around a buried source, in local conditions, and its impact on plant growth is necessarily required. This study aims to contribute to improving the water use efficiency by testing the performance of subsurface irrigation system, especially in areas where water is a limited source. The objectives of this research are performance evaluation in arid conditions of the subsurface drip irrigation system for young date palms compared to the surface drip. In this context, an experimental test is installed at a farmer’s field in the area of Erfoud (Errachidia Province, southeastern Morocco), using the subsurface drip irrigation system in comparison with the classic drip system for young date palms. Flow measurement to calculate the uniformity of the application of water was done through two methods: a flow measurement of drippers above the surface and another one underground. The latter method has also helped us to estimate losses through evaporation for both irrigation techniques. In order to compare the effect of two irrigation modes, plants were identified for each type of irrigation to monitor certain agronomic parameters (cumulative numbers of palms and roots development). Experimentation referred to a distribution uniformity of about 88%; considered acceptable for subsurface drip irrigation while it is around 80% for the surface drip irrigation. The results also show an increase in root development and in the number of palm, as well as a substantial water savings due to lower evaporation losses compared to the classic drip irrigation. The results of this study showed that subsurface drip irrigation is an efficient technique, which allows sustainable irrigation in arid areas.

Keywords: Subsurface drip irrigation, Water conservation, Arid areas, Young date palms.

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Authors: R. Kabila

Abstract:

IPsec has now become a standard information security technology throughout the Internet society. It provides a well-defined architecture that takes into account confidentiality, authentication, integrity, secure key exchange and protection mechanism against replay attack also. For the connectionless security services on packet basis, IETF IPsec Working Group has standardized two extension headers (AH&ESP), key exchange and authentication protocols. It is also working on lightweight key exchange protocol and MIB's for security management. IPsec technology has been implemented on various platforms in IPv4 and IPv6, gradually replacing old application-specific security mechanisms. IPv4 and IPv6 are not directly compatible, so programs and systems designed to one standard can not communicate with those designed to the other. We propose the design and implementation of controlled Internet security system, which is IPsec-based Internet information security system in IPv4/IPv6 network and also we show the data of performance measurement. With the features like improved scalability and routing, security, ease-of-configuration, and higher performance of IPv6, the controlled Internet security system provides consistent security policy and integrated security management on IPsec-based Internet security system.

Keywords: IDS, IPS, IP-Sec, IPv6, IPv4, VPN.

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Authors: Cesar H. Ortega Jimenez, Ignacio Eguia Salinas, Pedro Garrido Vega, Jose A. Dominguez Machuca

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The aim of this study is to identify the conditions of implementation for reconfigurability in summarizing past flexible manufacturing systems (FMS) research by drawing overall conclusions from many separate High Performance Manufacturing (HPM) studies. Meta-analysis will be applied to links between HPM programs and their practices related to FMS and manufacturing performance with particular reference to responsiveness performance. More specifically, an application of meta-analysis will be made with reference to two of the main steps towards the development of an empirically-tested theory: testing the adequacy of the measurement of variables and testing the linkages between the variables.

Keywords: FMS (flexible manufacturing system), HPM (highperformance manufacturing), reconfigurability, RMS (reconfigurablemanufacturing system), responsiveness

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Authors: A. Hadi-Vencheh, N. Shayesteh Moghadam

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Data envelopment analysis (DEA) has gained great popularity in environmental performance measurement because it can provide a synthetic standardized environmental performance index when pollutants are suitably incorporated into the traditional DEA framework. Since some of the environmental performance indicators cannot be controlled by companies managers, it is necessary to develop the model in a way that it could be applied when discretionary and/or non-discretionary factors were involved. In this paper, we present a semi-radial DEA approach to measuring environmental performance, which consists of non-discretionary factors. The model, then, has been applied on a real case.

Keywords: Environmental performance, efficiency, non-discretionary variables, data envelopment analysis.

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Authors: Ki-Tae Park, Young-Joon Yu, Chin-Hyung Lee, Woosang Lee

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Recently, as the scale of construction projects has increases, more ground excavation for foundations is carried out than ever before. Consequently, damage to underground ducts (gas, water/sewage or oil pipelines, communication cables or power cable ducts) or superannuated pipelines frequently cause serious accidents resulting in damage to life and property. (In Korea, the total length of city water pipelines was approximately 2,000 km as of the end of 2009.) In addition, large amounts of damage caused by fractures, water and gas leakage caused by superannuation or damage to underground ducts in construction has been reported. Therefore, a system is required to precisely detect defects and deterioration in underground pipelines and the locations of such defects, for timely and accurate maintenance or replacement of the ducts. In this study, a system was developed which can locate underground structures (gas and water pipelines, power cable ducts, etc.) in 3D-coordinates and monitor the degree and position of defects using an Inertial Measurement Unit (IMU) sensing technique. The system can prevent damage to underground ducts and superannuated pipelines during construction, and provide reliable data for maintenance. The utility of the IMU sensing technique used in aircraft and ships in civil applications was verified.

Keywords: IMU, Pipelines, 3D-Coordinate, monitor.

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Authors: Z. Pavlík, M. Pavlíková, P. Volfová, M. Keppert, R. Černý

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Properties of cement pastes with fine-ground ceramics used as an alternative binder replacing Portland cement up to 20% of its mass are investigated. At first, the particle size distribution of cement and fine-ground ceramics is measured using laser analyser. Then, the material properties are studied in the early hardening period up to 28 days. The hydration process of studied materials is monitored by electrical conductivity measurement using TDR sensors. The changes of materials- structures within the hardening are observed using pore size distribution measurement. The compressive strength measurements are done as well. Experimental results show that the replacement of Portland cement by fine-ground ceramics in the amount of up to 20% by mass is acceptable solution from the mechanical point of view. One can also assume similar physical properties of designed materials to the reference material with only Portland cement as binder.

Keywords: Fine-ground ceramics, cement pastes, early age properties, mechanical properties, pore size distribution, electrical conductivity measurement.

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Authors: Seiya Teshima, Kazushige Magatani

Abstract:

Currently, many types of no-reversible compressed sound source, represented by MP3 (MPEG Audio Layer-3) are popular in the world and they are widely used to make the music file size smaller. The sound data created in this way has less information as compared to pre-compressed data. The objective of this study is by analyzing EEG to determine if people can recognize such difference as differences in sound. A measurement system that can measure and analyze EEG when a subject listens to music were experimentally developed. And ten subjects were studied with this system. In this experiment, a WAVE formatted music data and a MP3 compressed music data that is made from the WAVE formatted data were prepared. Each subject was made to hear these music sources at the same volume. From the results of this experiment, clear differences were confirmed between two wound sources.

Keywords: EEG, Biological signal , Sound , MP3

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Authors: S. Al-Sowayan

Abstract:

Rogowski coils are increasingly used for measurement of AC and transient electric currents. Mostly used Rogowski coils now are with circular or rectangular cores. In order to increase the sensitivity of the measurement of Rogowski coil and perform smooth wire winding, this paper studies the effect of increasing the mutual inductance in order to increase the coil sensitivity by presenting the calculation and simulation of a Rogowski coil with equilateral hexagonal shaped core and comparing the resulted mutual inductance with commonly used core shapes.

Keywords: Rogowski coil, Mutual inductance, magnetic flux density.

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Authors: Johanna Anteroinen, Wonjae Kim, Kari Stadius, Juha Riikonen, Harri Lipsanen, Jussi Ryynanen

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Graphene-metal contact resistance limits the performance of graphene-based electrical devices. In this work, we have fabricated both graphene field-effect transistors (GFET) and transfer length measurement (TLM) test devices with titanium contacts. The purpose of this work is to compare the contact resistances that can be numerically extracted from the GFETs and measured from the TLM structures. We also provide a brief review of the work done in the field to solve the contact resistance problem.

Keywords: Contact resistance, graphene, TLM

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Authors: Guoliang Fan, Aiping Li, Nan Xie, Liyun Xu, Xuemei Liu

Abstract:

Mass customization production increases the difficulty of the production line layout planning. The material distribution process for variety of parts is very complex, which greatly increases the cost of material handling and logistics. In response to this problem, this paper presents an approach of production line layout planning based on complexity measurement. Firstly, by analyzing the influencing factors of equipment layout, the complexity model of production line is established by using information entropy theory. Then, the cost of the part logistics is derived considering different variety of parts. Furthermore, the function of optimization including two objectives of the lowest cost, and the least configuration complexity is built. Finally, the validity of the function is verified in a case study. The results show that the proposed approach may find the layout scheme with the lowest logistics cost and the least complexity. Optimized production line layout planning can effectively improve production efficiency and equipment utilization with lowest cost and complexity.

Keywords: Production line, layout planning, complexity measurement, optimization, mass customization.

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Authors: Hideki.Kobayashi, Hiroshi.Osada

Abstract:

The service industry accounts for about 70% of GDP of Japan, and the importance of the service innovation is pointed out. The importance of the system use and the support service increases in the information system that is one of the service industries. However, because the system is not used enough, the purpose for which it was originally intended cannot often be achieved in the CRM system. To promote the use of the system, the effective service method is needed. It is thought that the service model's making and the clarification of the success factors are necessary to improve the operation service of the CRM system. In this research the model of the operation service in the CRM system is made.

Keywords: Information system, Operation service, Serviceinnovation, Solution

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Authors: Edward C. W. Chan, Benny C. F. Cheung

Abstract:

In the knowledge economy, the financial indicator is not the unique instrument to gauge the performance of a company. The role of intellectual capital contributing to the company performance is increasing. To measure the company performance due to intellectual capital, the value-added intellectual capital (VAIC) model is adopted to measure the intellectual capital utilization efficiency of the subject companies. The purpose of this study is to review the readiness of measuring intellectual capital for the Hong Kong listed companies in the property development and property investment industry by using VAIC model. This study covers the financial reports from the representative Hong Kong listed property development companies and property investment companies in the period 2014-2019. The findings from this study indicated the industry is ready for IC measurement employing VAIC framework but not yet ready for using the extended VAIC model.

Keywords: Intellectual capital, intellectual capital measurement, property development, property investment, Skandia Navigator, VAIC.

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Authors: M. Ravindra, R. Srinivasa Rao, V. Shanmukha Naga Raju

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This paper presents state estimation with Phasor Measurement Unit (PMU) allocation to obtain complete observability of network. A matrix is designed with modeling of zero injection constraints to minimize PMU allocations. State estimation algorithm is developed with optimal allocation of PMUs to find accurate states of network. The incorporation of PMU into traditional state estimation process improves accuracy and computational performance for large power systems. The nonlinearity integrated with zero injection (ZI) constraints is remodeled to linear frame to optimize number of PMUs. The problem of optimal PMU allocation is regarded with modeling of ZI constraints, PMU loss or line outage, cost factor and redundant measurements. The proposed state estimation with optimal PMU allocation has been compared with traditional state estimation process to show its importance. MATLAB programming on IEEE 14, 30, 57, and 118 bus networks is implemented out by Binary Integer Programming (BIP) method and compared with other methods to show its effectiveness.

Keywords: Observability, phasor measurement units, synchrophasors, SCADA measurements, zero injection bus.

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Authors: Anant Oonsivilai, Sanom Saichoomdee

Abstract:

To determine the presence and location of faults in a transmission by the adaptation of protective distance relay based on the measurement of fixed settings as line impedance is achieved by several different techniques. Moreover, a fast, accurate and robust technique for real-time purposes is required for the modern power systems. The appliance of radial basis function neural network in transmission line protection is demonstrated in this paper. The method applies the power system via voltage and current signals to learn the hidden relationship presented in the input patterns. It is experiential that the proposed technique is competent to identify the particular fault direction more speedily. System simulations studied show that the proposed approach is able to distinguish the direction of a fault on a transmission line swiftly and correctly, therefore suitable for the real-time purposes.

Keywords: radial basis function neural network, transmission lines protection, relaying, power system.

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Authors: Seyed Hossein Iranmanesh, Mansoureh Zarezadeh

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This paper presents an application of Artificial Neural Network (ANN) to forecast actual cost of a project based on the earned value management system (EVMS). For this purpose, some projects randomly selected based on the standard data set , and it is produced necessary progress data such as actual cost ,actual percent complete , baseline cost and percent complete for five periods of project. Then an ANN with five inputs and five outputs and one hidden layer is trained to produce forecasted actual costs. The comparison between real and forecasted data show better performance based on the Mean Absolute Percentage Error (MAPE) criterion. This approach could be applicable to better forecasting the project cost and result in decreasing the risk of project cost overrun, and therefore it is beneficial for planning preventive actions.

Keywords: Earned Value Management System (EVMS), Artificial Neural Network (ANN), Estimate At Completion, Forecasting Methods, Project Performance Measurement.

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Authors: C. T. S. Ching, P. W. C hen, T. P. Sun, H. L. Shieh

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The biomarker for colorectal cancer (CRC) is CEACAM-6 antigen (C6AG). Therefore, this study aims to develop a novel, simple and low-cost CEACAM-6 antigen immumosensor (C6AG-IMS), based on electrical impedance measurement, for precise determination of C6AG. A low-cost screen-printed graphite electrode was constructed and used as the sensor, with CEACAM-6 antibody (C6AB) immobilized on it. The procedures of sensor fabrication and antibody immobilization are simple and low-cost. Measurement of the electrical impedance at a definite frequency ranges (0.43 – 1.26 MHz) showed that the C6AG-IMS has an excellent linear (r2>0.9) response range (8.125 – 65 pg/mL), covering the normal physiological and pathological ranges of blood C6AG levels. Also, the C6AG-IMS has excellent reliability and validity, with the intraclass correlation coefficient being 0.97. In conclusion, a novel, simple, low-cost and reliable C6AG-IMS was designed and developed, being able to accurately determine blood C6AG levels in the range of pathological and normal physiological regions. The C6AG-IMS can provide a point-of-care and immediate screening results to the user at home.

Keywords: Colorectal Cancer, Immunosensor, Electrical Impedance, CEACAM-6, Measurement, Point-of-Care

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Authors: Mohd Hazwan bin Yusof, Hiroshi Katanoda

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In order to clarify the structure of the cold flow discharged from the vortex tube (VT), the pressure of the cold flow was measured, and a simple flow visualization technique using a 0.75mm-diameter needle and an oily paint is made to study the reverse flow at the cold exit. It is clear that a negative pressure and positive pressure region exist at a certain pressure and cold fraction area, and that a reverse flow is observed in the negative pressure region.

Keywords: Flow visualization, Pressure measurement, Reverse flow, Vortex tube.

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Authors: Khaled M. El Naggar

Abstract:

This paper introduces a digital method for fault section identification in transmission lines. The method uses digital set of the measured short circuit current to locate faults in electrical power systems. The digitized current is used to construct a set of overdetermined system of equations. The problem is then constructed and solved using the proposed digital optimization technique to find the fault distance. The proposed optimization methodology is an application of simulated annealing optimization technique. The method is tested using practical case study to evaluate the proposed method. The accurate results obtained show that the algorithm can be used as a powerful tool in the area of power system protection.

Keywords: Optimization, estimation, faults, measurement, high voltage, simulated annealing.

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Authors: El Miloud Ar Reyouchi, Kamal Ghoumid, Koutaiba Ameziane, Otman El Mrabet, Slimane Mekaoui

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In this paper we focus on the Round Trip Delay (RTD) time measurement technique which is an easy way to obtain the operating condition information in wireless network (WN). RTD measurement is affected by various parameters of wireless network. We illustrate how these RTD parameters vary (in a telemanagement application) versus distance, baud rates, number of hops, between nodes, using radio modem & router unit as a means of transmission and wireless routing.

Keywords: Wireless Network, Round Trip Delay, Radio modem, Router.

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Authors: Seongsoo Lee, Jong-Bae Lee, Wookkang Lee, Duyen Hai Pham

Abstract:

In the image sensors, the acquired image often differs from the real image in luminance or chrominance due to fabrication defects or nonlinear characteristics, which often lead to pixel defects or sensor failure. Therefore, the image acquisition characteristics of image sensors should be measured and tested before they are mounted on the target product. In this paper, the standardized test and measurement methods of image sensors are introduced. It applies standard light source to the image sensor under test, and the characteristics of the acquired image is compared with ideal values.

Keywords: Image Sensor, Image Acquisition Characteristics, Defect, Failure, Standard, Test, Measurement.

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Authors: Norman Wu, Darren Sun

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Key performance indicators (KPIs) are used for post result evaluation in the construction industry, and they normally do not have provisions for changes. This paper proposes a set of dynamic key performance indicators (d-KPIs) which predicts the future performance of the activity being measured and presents the opportunity to change practice accordingly. Critical to the predictability of a construction project is the ability to achieve automated data collection. This paper proposes an effective way to collect the process and engineering management data from an integrated construction management system. The d-KPI matrix, consisting of various indicators under seven categories, developed from this study can be applied to close monitoring of the development projects of aged-care facilities. The d-KPI matrix also enables performance measurement and comparison at both project and organization levels.

Keywords: Aged-care project, construction, dynamic KPI, healthcare system.

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Authors: S. Sutha, N. Kamaraj

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In deregulated operating regime power system security is an issue that needs due thoughtfulness from researchers in the horizon of unbundling of generation and transmission. Electric power systems are exposed to various contingencies. Network contingencies often contribute to overloading of branches, violation of voltages and also leading to problems of security/stability. To maintain the security of the systems, it is desirable to estimate the effect of contingencies and pertinent control measurement can be taken on to improve the system security. This paper presents the application of particle swarm optimization algorithm to find the optimal location of multi type FACTS devices in a power system in order to eliminate or alleviate the line over loads. The optimizations are performed on the parameters, namely the location of the devices, their types, their settings and installation cost of FACTS devices for single and multiple contingencies. TCSC, SVC and UPFC are considered and modeled for steady state analysis. The selection of UPFC and TCSC suitable location uses the criteria on the basis of improved system security. The effectiveness of the proposed method is tested for IEEE 6 bus and IEEE 30 bus test systems.

Keywords: Contingency Severity Index, Particle Swarm Optimization, Performance Index, Static Security Assessment.

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Authors: Mihails Kulikovs, Ernests Petersons

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Network management techniques have long been of interest to the networking research community. The queue size plays a critical role for the network performance. The adequate size of the queue maintains Quality of Service (QoS) requirements within limited network capacity for as many users as possible. The appropriate estimation of the queuing model parameters is crucial for both initial size estimation and during the process of resource allocation. The accurate resource allocation model for the management system increases the network utilization. The present paper demonstrates the results of empirical observation of memory allocation for packet-based services.

Keywords: Queuing System, Packet Loss Probability, Measurement-Based Admission Control (MBAC), Performanceevaluation, Quality of Service (QoS).

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Authors: Rômulo Volpato, Filipe Ramos, Paulo Crepaldi, Michel Santana, Tales C Pimenta

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This work presents an approach for the measurement of mutual inductance on near field inductive coupling. The mutual inductance between inductive circuits allows the simulation of energy transfer from reader to tag, that can be used in RFID and powerless implantable devices. It also allows one to predict the maximum voltage in the tag of the radio-frequency system.

Keywords: RFID, Inductive Coupling, Energy Transfer, Implantable Device

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Authors: Othman Maklouf, Abdurazag Ghila, Ahmed Abdulla, Ameer Yousef

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Land vehicle navigation system technology is a subject of great interest today. Global Positioning System (GPS) is a common choice for positioning in such systems. However, GPS alone is incapable of providing continuous and reliable positioning, because of its inherent dependency on external electromagnetic signals. Inertial Navigation is the implementation of inertial sensors to determine the position and orientation of a vehicle. As such, inertial navigation has unbounded error growth since the error accumulates at each step. Thus in order to contain these errors some form of external aiding is required. The availability of low cost Micro-Electro-Mechanical-System (MEMS) inertial sensors is now making it feasible to develop Inertial Navigation System (INS) using an inertial measurement unit (IMU), in conjunction with GPS to fulfill the demands of such systems. Typically IMU’s are very expensive systems; however this INS will use “low cost” components. Unfortunately with low cost also comes low performance and is the main reason for the inclusion of GPS and Kalman filtering into the system. The aim of this paper is to develop a GPS/MEMS INS integrated system, which is able to provide a navigation solution with accuracy levels appropriate for land vehicle navigation. The primary piece of equipment used was a MEMS-based Crista IMU (from Cloud Cap Technology Inc.) and a Garmin GPS 18 PC (which is both a receiver and antenna). The integration of GPS with INS can be implemented using a Kalman filter in loosely coupled mode. In this integration mode the INS error states, together with any navigation state (position, velocity, and attitude) and other unknown parameters of interest, are estimated using GPS measurements. All important equations regarding navigation are presented along with discussion.

Keywords: GPS, IMU, Kalman Filter.

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Authors: S. Botman, D. Borchevkin, V. Petrov, E. Bogdanov, M. Patrushev, N. Shusharina

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In this paper, we report the development of the device for diagnostics of cardiovascular system state and associated automated workstation for large-scale medical measurement data collection and analysis. It was shown that optimal design for the monitoring device is wristband as it represents engineering trade-off between accuracy and usability. Monitoring device is based on the infrared reflective photoplethysmographic sensor, which allows collecting multiple physiological parameters, such as heart rate and pulsing wave characteristics. Developed device uses BLE interface for medical and supplementary data transmission to the coupled mobile phone, which processes it and send it to the doctor's automated workstation. Results of this experimental model approbation confirmed the applicability of the proposed approach.

Keywords: Cardiovascular diseases, health monitoring systems, photoplethysmography, pulse wave, remote diagnostics.

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Authors: Farhad Asadi, Mohammad Javad Mollakazemi

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In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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Authors: Ioan Popa, Cristiana Tudor, Radu Lupu

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The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.

Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis

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