Search results for: Experimental Evaluation

Authors: Walid K. M. Bani Salameh, Hesham Ahmad, Mohammad Al-Shannag

Abstract:

In Jordan having deficit atmospheric precipitation, an increase in water demand occurs during summer months. Jordan can be regarded with a relatively high potential for wastewater recycling and reuse. The main purpose of this paper was to investigate the removal of total suspended solids (TSS) and chemical oxygen demand (COD) for olive mill wastewater (OMW) by electrocoagulation (EC) process. In the combination of electrocoagulation by using coupled iron–aluminum electrodes, the optimum working pH was found to be around 6. Results indicated that the electrocoagulation process allowed removal of TSS and COD of about 82.5% and 47.5%, respectively at 45 mA/cm2 after 70 minutes by using coupled iron–aluminum electrodes. It was demonstrated that the maximum TSS and COD removals were obtained at some optimum experimental parameters for current density, pH, and reaction time.

Keywords: Olive Mill Wastewater, Electrode, Electrocoagulation (EC), TSS, COD.

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Authors: Marco Raciti Castelli, Paolo Cioppa, Ernesto Benini

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This paper presents a CFD analysis of the flow field around a thin flat plate of infinite span inclined at 90° to a fluid stream of infinite extent. Numerical predictions have been compared to experimental measurements, in order to assess the potential of the finite volume code of determining the aerodynamic forces acting on a bluff body invested by a fluid stream of infinite extent. Several turbulence models and spatial node distributions have been tested. Flow field characteristics in the neighborhood of the flat plate have been investigated, allowing the development of a preliminary procedure to be used as guidance in selecting the appropriate grid configuration and the corresponding turbulence model for the prediction of the flow field over a two-dimensional vertical flat plate.

Keywords: CFD, vertical flat plate, aerodynamic force

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Authors: S. Sowmyayani, P. Arockia Jansi Rani

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Fall detection is one of the challenging problems in elderly care system. The objective of this paper is to identify falls in elderly care system. In this paper, an efficient fall detection method is proposed to identify falls using correlation factor and Motion History Image (MHI). The proposed method is tested on URF (University of Rzeszow Fall detection) dataset and evaluated with some efficient measures like sensitivity, specificity, precision and classification accuracy. It is compared with other recent methods. The experimental results substantially proved that the proposed method achieves 1.5% higher sensitivity when compared to other methods.

Keywords: Pearson correlation coefficient, motion history image, human shape identification.

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Authors: Wenhsuan Lee, Yachi Chang, Yingyih Shih

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In clinical practices, it is common that while facing the unknown progress of their disease, palliative care patients may easily feel anxious and depressed. These types of reactions are a cause of psychosomatic diseases and may also influence treatment results. However, the purpose of palliative care is to provide relief from all kinds of pains. Therefore, how to make patients more comfortable is an issue worth studying. This study adopted the “bio-psycho-social model” proposed by Engel and applied spontaneous breathing training, in the hope of seeing patients’ psychological state changes caused by their physiological state changes, improvements in their anxious conditions, corresponding adjustments of their cognitive functions, and further enhancement of their social functions and the social support system. This study will be a one-year study. Palliative care outpatients will be recruited and assigned to the experimental group or the control group for six outpatient visits (once a month), with 80 patients in each group. The patients of both groups agreed that this study can collect their physiological quantitative data using an HRV device before the first outpatient visit. They also agreed to answer the “Beck Anxiety Inventory (BAI)”, the “Taiwanese version of the WHOQOL-BREF questionnaire” before the first outpatient visit, to fill a self-report questionnaire after each outpatient visit, and to answer the “Beck Anxiety Inventory (BAI)”, the “Taiwanese version of the WHOQOL-BREF questionnaire” after the last outpatient visit. The patients of the experimental group agreed to receive the breathing training under HRV monitoring during the first outpatient visit of this study. Before each of the following three outpatient visits, they were required to fill a self-report questionnaire regarding their breathing practices after going home. After the outpatient visits, they were taught how to practice breathing through an HRV device and asked to practice it after going home. Later, based on the results from the HRV data analyses and the pre-tests and post-tests of the “Beck Anxiety Inventory (BAI)”, the “Taiwanese version of the WHOQOL-BREF questionnaire”, the influence of the breathing training in the bio, psycho, and social aspects were evaluated. The data collected through the self-report questionnaires of the patients of both groups were used to explore the possible interfering factors among the bio, psycho, and social changes. It is expected that this study will support the “bio-psycho-social model” proposed by Engel, meaning that bio, psycho, and social supports are closely related, and that breathing training helps to transform palliative care patients’ psychological feelings of anxiety and depression, to facilitate their positive interactions with others, and to improve the quality medical care for them.

Keywords: Palliative care, breathing training, bio-psycho-social Model, heart rate variability.

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Authors: Didik Nurhadiyanto , Moch Agus Choiron , Ken Kaminishi , Shigeyuki Haruyama

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At the previous study of new metal gasket, contact width and contact stress were important design parameter for optimizing metal gasket performance. However, the range of contact stress had not been investigated thoroughly. In this study, we conducted a gasket design optimization based on an elastic and plastic contact stress analysis considering forming effect using FEM. The gasket model was simulated by using two simulation stages which is forming and tightening simulation. The optimum design based on an elastic and plastic contact stress was founded. Final evaluation was determined by helium leak quantity to check leakage performance of both type of gaskets. The helium leak test shows that a gasket based on the plastic contact stress design better than based on elastic stress design.

Keywords: Contact stress, metal gasket, plastic, elastic

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Authors: Mohsin Talib Mohammed, Zahid A. Khan, Arshad N. Siddiquee

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Biometallic materials are the most important materials for use in biomedical applications especially in manufacturing a variety of biological artificial replacements in a modern worlds, e.g. hip, knee or shoulder joints, due to their advanced characteristics. Titanium (Ti) and its alloys are used extensively in biomedical applications based on their high specific strength and excellent corrosion resistance. Beta-Ti alloys containing completely biocompatible elements are exceptionally prospective materials for manufacturing of bioimplants. They have superior mechanical, chemical and electrochemical properties for use as biomaterials. These biomaterials have the ability to introduce the most important property of biochemical compatibility which is low elastic modulus. This review examines current information on the recent developments in alloying elements leading to improvements of beta Ti alloys for use as biomaterials. Moreover, this paper focuses mainly on the evolution, evaluation and development of the modulus of elasticity as an effective factor on the performance of beta alloys.

Keywords: Beta Alloys, Biomedical Applications, Titanium Alloys, Young's Modulus.

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Authors: Dariush Semnani, Hossein Ghayoor

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In this paper a novel method was presented for evaluating the fabric pills using digital image processing techniques. This work provides a novel technique for detecting pills and also measuring their heights, surfaces and volumes. Surely, measuring the intensity of defects by human vision is an inaccurate method for quality control; as a result, this problem became a motivation for employing digital image processing techniques for detection of defects of fabric surface. In the former works, the systems were just limited to measuring of the surface of defects, but in the presented method the height and the volume of defects were also measured, which leads to a more accurate quality control. An algorithm was developed to first, find pills and then measure their average intensity by using three criteria of height, surface and volume. The results showed a meaningful relation between the number of rotations and the quality of pilled fabrics.

Keywords: 3D analysis, computer vision, fabric, pile, surface evaluation

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Authors: P. Ramprasad, H. C. Nagaraj, M. K. Parasuram

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Image registration plays an important role in the diagnosis of dental pathologies such as dental caries, alveolar bone loss and periapical lesions etc. This paper presents a new wavelet based algorithm for registering noisy and poor contrast dental x-rays. Proposed algorithm has two stages. First stage is a preprocessing stage, removes the noise from the x-ray images. Gaussian filter has been used. Second stage is a geometric transformation stage. Proposed work uses two levels of affine transformation. Wavelet coefficients are correlated instead of gray values. Algorithm has been applied on number of pre and post RCT (Root canal treatment) periapical radiographs. Root Mean Square Error (RMSE) and Correlation coefficients (CC) are used for quantitative evaluation. Proposed technique outperforms conventional Multiresolution strategy based image registration technique and manual registration technique.

Keywords: Diagnostic imaging, geometric transformation, image registration, multiresolution.

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Authors: Xiaowen Zhang, Wanda Luen-Wun Siu

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The paper reviews the insights gained in combating COVID-19 in the US, Japan, and China. After evaluation and investigation, we found that China’s and Japan’s experience of fighting COVID-19 is commendable. The Chinese government and the Japanese administration have implemented highly effective governance and public health course of action to fight COVID-19. Government-led epidemic control with a staunch belief in science can roll out effective pandemic control strategies. In contrast, the US failed to react to COVID-19 effectively. The relaxed public health measures of ending shutdowns prematurely were not working. When the US keeps business open after the spring shutdown, COVID-19 cases are soaring. Such experiences inform us effective governance and a mandatory and stricter approach can better curb a pandemic than milder measures in handling a public health emergency. And China and Japan, where collectivistic culture reins, can better maneuver a public health crisis with collective efforts.

Keywords: COVID-19, China, Japan, US.

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Authors: M. V. Ramana Rao, T. Adilakshmi

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Based on application requirements, nodes are static or mobile in Wireless Sensor Networks (WSNs). Mobility poses challenges in protocol design, especially at the link layer requiring mobility adaptation algorithms to localize mobile nodes and predict link quality to be established with them. This study implements XMAC and Berkeley Media Access Control (BMAC) routing protocols to evaluate performance under WSN’s static and mobility conditions. This paper gives a comparative study of mobility-aware MAC protocols. Routing protocol performance, based on Average End to End Delay, Average Packet Delivery Ratio, Average Number of hops, and Jitter is evaluated.

Keywords: Wireless Sensor Network (WSN), Medium Access Control (MAC), Berkeley Media Access Control (BMAC), mobility.

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Authors: Arash Habibi Lashkari, Azizah Abdul Manaf, Maslin Masrom

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In today's day and age, one of the important topics in information security is authentication. There are several alternatives to text-based authentication of which includes Graphical Password (GP) or Graphical User Authentication (GUA). These methods stems from the fact that humans recognized and remembers images better than alphanumerical text characters. This paper will focus on the security aspect of GP algorithms and what most researchers have been working on trying to define these security features and attributes. The goal of this study is to develop a fuzzy decision model that allows automatic selection of available GP algorithms by taking into considerations the subjective judgments of the decision makers who are more than 50 postgraduate students of computer science. The approach that is being proposed is based on the Fuzzy Analytic Hierarchy Process (FAHP) which determines the criteria weight as a linear formula.

Keywords: Graphical Password, Authentication Security, Attack Patterns, Brute force attack, Dictionary attack, Guessing Attack, Spyware attack, Shoulder surfing attack, Social engineering Attack, Password Entropy, Password Space.

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Authors: Cesar Hernández, Diego Giral, Ingrid Páez

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This article proposes a hybrid algorithm for spectrum allocation in cognitive radio networks based on the algorithms Analytical Hierarchical Process (AHP) and Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) to improve the performance of the spectrum mobility of secondary users in cognitive radio networks. To calculate the level of performance of the proposed algorithm a comparative analysis between the proposed AHP-TOPSIS, Grey Relational Analysis (GRA) and Multiplicative Exponent Weighting (MEW) algorithm is performed. Four evaluation metrics are used. These metrics are accumulative average of failed handoffs, accumulative average of handoffs performed, accumulative average of transmission bandwidth, and accumulative average of the transmission delay. The results of the comparison show that AHP-TOPSIS Algorithm provides 2.4 times better performance compared to a GRA Algorithm and, 1.5 times better than the MEW Algorithm.

Keywords: Cognitive radio, decision making, hybrid algorithm, spectrum handoff, wireless networks.

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Authors: Qiu Chen, Feifei Lee, Koji Kotani, Tadahiro Ohmi

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In this paper, we propose an efficient hierarchical DNA sequence search method to improve the search speed while the accuracy is being kept constant. For a given query DNA sequence, firstly, a fast local search method using histogram features is used as a filtering mechanism before scanning the sequences in the database. An overlapping processing is newly added to improve the robustness of the algorithm. A large number of DNA sequences with low similarity will be excluded for latter searching. The Smith-Waterman algorithm is then applied to each remainder sequences. Experimental results using GenBank sequence data show the proposed method combining histogram information and Smith-Waterman algorithm is more efficient for DNA sequence search.

Keywords: Fast search, DNA sequence, Histogram feature, Smith-Waterman algorithm, Local search

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Authors: Sang-Wan Kim, Hoon Lee, Kyung-Ho Choi, Soon-Young Park

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A talking head system (THS) is presented to animate the face of a speaking 3D avatar in such a way that it realistically pronounces the given Korean text. The proposed system consists of SAPI compliant text-to-speech (TTS) engine and MPEG-4 compliant face animation generator. The input to the THS is a unicode text that is to be spoken with synchronized lip shape. The TTS engine generates a phoneme sequence with their duration and audio data. The TTS applies the coarticulation rules to the phoneme sequence and sends a mouth animation sequence to the face modeler. The proposed THS can make more natural lip sync and facial expression by using the face animation generator than those using the conventional visemes only. The experimental results show that our system has great potential for the implementation of talking head for Korean text.

Keywords: Talking head, Lip sync, TTS, MPEG4.

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Authors: Funmilola O. Omoya, Joseph O. Obameso, Titus A. Olukibiti

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This study was carried out to reveal the bacterial composition of aerosol in the studied abattoirs. Bacteria isolated were characterized according to microbiological standards. Factors such as temperature and distance were considered as variable in this study. The isolation was carried out at different temperatures such as 27^oC, 31^oC and 29^oC and at various distances of 100meters and 200meters away from the slaughter sites. Result obtained showed that strains of Staphylococcus aureus, Escherichia coli, Bacillus subtilis, Lactobacillus alimentarius and Micrococcus sp. were identified. The total viable counts showed that more microorganisms were present in the morning while the least viable count of 388cfu was recorded in the evening period of this study. This study also showed that more microbial loads were recorded the further the distance is to the slaughter site. Conclusively, the array of bacteria isolated suggests that abattoir sites may be a potential source of pathogenic organisms to commuters if located within residential environment.

Keywords: Abattoir, Aerosol, Bacterial Composition, Environment.

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Authors: Timothy Hinchman, Carrie Taylor

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This quantitative quasi-experimental research investigated disparities in mean and median performance among millennial soccer players. According to research, the fear of failure causes millennials to struggle with difficult jobs. The application of specified limitations has been found to increase individual productivity. The study utilized the constraint-based model of novelty (C-BMN) framework and the game performance assessment instrument (GPAI) to assess data concerning constraint-type and its impact on the productivity of 18 soccer players. Individual components cooperation and trapping had statistical significance throughout the intervention, while positioning, passing, and dribbling did not. The GPAI was statistically significant between the control and both restriction types. A two-way mixed ANOVA revealed no significant interaction between limitations and temperaments, however only 72% of individuals completed the temperament exam.

Keywords: Constraints, temperament, physical performance, GPAI.

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Authors: Amin Mojiri, Lou Ziyang

Abstract:

Constructed Wetland (CW) is a reasonable method to treat wastewater. Current study was carried out to co-treat landfill leachate and domestic wastewater using a CW system. Typha domingensis was transplanted to CW, which encloses two substrate layers of adsorbents named ZELIAC and zeolite. Response surface methodology and central composite design were employed to evaluate experimental data. Contact time (h) and leachate-towastewater mixing ratio (%; v/v) were selected as independent factors. Phenols and manganese removal were selected as dependent responses. At optimum contact time (48.7 h) and leachate-towastewater mixing ratio (20.0%), removal efficiencies of phenols and manganese removal efficiencies were 90.5%, and 89.4%, respectively.

Keywords: Constructed wetland, manganese, phenols, Thypha domingensis.

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Authors: M. H. Pol, A. Bidi, A.V. Hoseini, G.H. Liaghat

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In this note, a theoretical model for analyzing of normal penetration of the ogive – nose projectile into metallic targets is presented .The failure is assumed to be asymmetry petalling and the analysis is performed by using the energy balance and work done .The work done consist of the work required for plastic deformation Wp, the work for transferring the matter to new position Wd and the work for bending of the petals Wb. In several studies, it has been shown that we can neglect the loss of energy by temperature. In this present study, in first, by assuming the crater formation after perforation, the value of work done is calculated during the normal penetration of conical projectiles into thin metallic targets. Then the value of residual velocity and ballistic limit of the projectile is predicated by using the energy balance. In final, theoretical and experimental results is compared.

Keywords: Ogive Projectile, normal impact, penetration, thinmetallic target.

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Authors: Seung-Hun Kim, Kye-Hoon Jeon, Byoung-Doo Kang, I1-Kyun Jung

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Intelligent traffic surveillance technology is an issue in the field of traffic data analysis. Therefore, we need the technology to detect moving objects in real-time while there are variations in background and natural light. In this paper, we proposed a Weighted-Center Surround Difference method for object detection in outdoor environments. The proposed system detects objects using the saliency map that is obtained by analyzing the weight of each layers of Gaussian pyramid. In order to validate the effectiveness of our system, we implemented the proposed method using a digital signal processor, TMS320DM6437. Experimental results show that blurred noisy around objects was effectively eliminated and the object detection accuracy is improved.

Keywords: Saliency Map, Center Surround Difference, Object Detection, Surveillance System

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Authors: Mohamed EL Boujnouni, Mohamed Jedra, Noureddine Zahid

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Support Vector Domain Description (SVDD) is one of the best-known one-class support vector learning methods, in which one tries the strategy of using balls defined on the feature space in order to distinguish a set of normal data from all other possible abnormal objects. As all kernel-based learning algorithms its performance depends heavily on the proper choice of the kernel parameter. This paper proposes a new approach to select kernel's parameter based on maximizing the distance between both gravity centers of normal and abnormal classes, and at the same time minimizing the variance within each class. The performance of the proposed algorithm is evaluated on several benchmarks. The experimental results demonstrate the feasibility and the effectiveness of the presented method.

Keywords: Gravity centers, Kernel’s parameter, Support Vector Domain Description, Variance.

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Authors: A. Alirezaei, S. Vahdani

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This study estimates the seismic demands of tall buildings with central symmetric setbacks by using nonlinear time history analysis. Three setback structures, all 60-story high with setback in three levels, are used for evaluation. The effects of irregularities occurred by setback are evaluated by determination of global-drift, story-displacement and story drift. Story-displacement is modified by roof displacement and first story displacement and story drift is modified by global drift. All results are calculated at the center of mass and in x and y direction. Also the absolute values of these quantities are determined. The results show that increasing of vertical irregularities increases the global drift of the structure and enlarges the deformations in the height of the structure. It is also observed that the effects of geometry irregularity in the seismic deformations of setback structures are higher than those of mass irregularity.

Keywords: Deformation demand, drift, setback, tall building.

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Authors: V. Sacca, A. Sarica, F. Novellino, S. Barone, T. Tallarico, E. Filippelli, A. Granata, P. Valentino, A. Quattrone

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In the last few years, resting-state functional MRI (rs-fMRI) was widely used to investigate the architecture of brain networks by investigating the Blood Oxygenation Level Dependent response. This technique represented an interesting, robust and reliable approach to compare pathologic and healthy subjects in order to investigate neurodegenerative diseases evolution. On the other hand, the elaboration of rs-fMRI data resulted to be very prone to noise due to confounding factors especially the head motion. Head motion has long been known to be a source of artefacts in task-based functional MRI studies, but it has become a particularly challenging problem in recent studies using rs-fMRI. The aim of this work was to evaluate in MS patients a well-known motion correction algorithm from the FMRIB's Software Library - MCFLIRT - that could be applied to minimize the head motion distortions, allowing to correctly interpret rs-fMRI results.

Keywords: Head motion correction, MCFLIRT algorithm, multiple sclerosis, resting state fMRI.

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Authors: Dhinu Johnson, Gurdip Singh

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Sensor network applications are often data centric and involve collecting data from a set of sensor nodes to be delivered to various consumers. Typically, nodes in a sensor network are resource-constrained, and hence the algorithms operating in these networks must be efficient. There may be several algorithms available implementing the same service, and efficient considerations may require a sensor application to choose the best suited algorithm. In this paper, we present a systematic evaluation of a set of algorithms implementing the data gathering service. We propose a modular infrastructure for implementing such algorithms in TOSSIM with separate configurable modules for various tasks such as interest propagation, data propagation, aggregation, and path maintenance. By appropriately configuring these modules, we propose a number of data gathering algorithms, each of which incorporates a different set of heuristics for optimizing performance. We have performed comprehensive experiments to evaluate the effectiveness of these heuristics, and we present results from our experimentation efforts.

Keywords: Data Centric Protocols, Shortest Paths, Sensor networks, Message passing systems.

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Authors: C. C. Su, S. H. Chang

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The carbon based coils with the nanometer scale have the 3 dimension helix geometry. We synthesized the carbon nano-coils by the use of chemical vapor deposition technique with iron and tin as the catalysts. The fabricated coils have the external diameter of ranging few hundred nm to few thousand nm. The Scanning Electro-Microscope (SEM) and Tunneling Electro-Microscope has shown detail images of the coil-s structure. The fabrication of the carbon nano-coils can be grown on the metal and non-metal substrates, such as the stainless steel and silicon substrates. Besides growth on the flat substrate; they also can be grown on the stainless steel wires. After the synthesis of the coils, the mechanical and electro-mechanical property is measured. The experimental results were reported.

Keywords: Carbon nanocoils, chemical vapor deposition, nano-materials

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Authors: Ling Zheng, Yaping Wei, Kang Cao, Songpo Shi, Jinxing Wang

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It-s difficult for China-s current land transfer institutions limited to county-wide to solve the contradiction between urban-rural development and construction land shortage. On the basis of analyzing China-s construction land transfer system, and evaluation toward Transfer of development rights (TDR) practices in Anhui and Chongqing, the passage proposes: (1) we should establish a multi-level land indicators trade market under the guidance of regional spatial objectives, and allow land transfer paid across cities and counties within a specific area following the regulation of both government and market; (2) it would be better to combine organically the policy ntentions of land plan, regional plan, urban plan and economic plan, and link them with land indicators transfer to promote a wider range of urban-rural balance and regional coordination.

Keywords: China's land institutions, transfer of development rights, urban-rural balance, regional coordination.

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Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammadhossein Sedaaghi

Abstract:

Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy CMeans (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic CMeans (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.

Keywords: Facial image, segmentation, PCM, FCM, skin error, facial surgery.

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Authors: Naci Büyükkaracığan

Abstract:

Today, the need for water sources is swiftly increasing due to population growth. At the same time, it is known that some regions will face with shortage of water and drought because of the global warming and climate change. In this context, evaluation and analysis of hydrological data such as the observed trends, drought and flood prediction of short term flow has great deal of importance. The most accurate selection probability distribution is important to describe the low flow statistics for the studies related to drought analysis. As in many basins In Turkey, Gediz River basin will be affected enough by the drought and will decrease the amount of used water. The aim of this study is to derive appropriate probability distributions for frequency analysis of annual minimum flows at 6 gauging stations of the Gediz Basin. After applying 10 different probability distributions, six different parameter estimation methods and 3 fitness test, the Pearson 3 distribution and general extreme values distributions were found to give optimal results.

Keywords: Gediz Basin, goodness-of-fit tests, Minimum flows, probability distribution.

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Authors: Kei Fujii, Jun Okawa, Kaori Suigetsu

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Concatenative speech synthesis is a method that can make speech sound which has naturalness and high-individuality of a speaker by introducing a large speech corpus. Based on this method, in this paper, we propose a voice conversion method whose conversion speech has high-individuality and naturalness. The authors also have two subjective evaluation experiments for evaluating individuality and sound quality of conversion speech. From the results, following three facts have be confirmed: (a) the proposal method can convert the individuality of speakers well, (b) employing the framework of unit selection (especially join cost) of concatenative speech synthesis into conventional voice conversion improves the sound quality of conversion speech, and (c) the proposal method is robust against the difference of genders between a source speaker and a target speaker.

Keywords: concatenative speech synthesis, join cost, speaker individuality, unit selection, voice conversion

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Authors: Alicia Y. C. Tang, Sharifuddin M. Zain, Noorsaadah A. Rahman, Rukaini Abdullah

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This paper discusses a qualitative simulator QRiOM that uses Qualitative Reasoning (QR) technique, and a process-based ontology to model, simulate and explain the behaviour of selected organic reactions. Learning organic reactions requires the application of domain knowledge at intuitive level, which is difficult to be programmed using traditional approach. The main objective of QRiOM is to help learners gain a better understanding of the fundamental organic reaction concepts, and to improve their conceptual comprehension on the subject by analyzing the multiple forms of explanation generated by the software. This paper focuses on the generation of explanation based on causal theories to explicate various phenomena in the chemistry subject. QRiOM has been tested with three classes problems related to organic chemistry, with encouraging results. This paper also presents the results of preliminary evaluation of QRiOM that reveal its explanation capability and usefulness.

Keywords: Artificial intelligence, explanation, ontology, organicreactions, qualitative reasoning, QPT.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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