Search results for: Yield curve.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1133

Search results for: Yield curve.

1133 The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

Authors: Tea Poklepović, Zdravka Aljinović, Branka Marasović

Abstract:

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Keywords: Nelson-Siegel model, Neural networks, Svensson model, Vector autoregressive model, Yield curve.

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1132 The Control Vector Scheme for Design of Planar Primitive PH curves

Authors: Ching-Shoei Chiang, Sheng-Hsin Tsai, James Chen

Abstract:

The PH curve can be constructed by given parameters, but the shape of the curve is not so easy to image from the value of the parameters. On the contract, Bézier curve can be constructed by the control polygon, and from the control polygon, we can image the figure of the curve. In this paper, we want to use the hodograph of Bézier curve to construct PH curve by selecting part of the control vectors, and produce other control vectors, so the property of PH curve exists.

Keywords: PH curve, hodograph, Bézier curve.

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1131 Comparison of the Distillation Curve Obtained Experimentally with the Curve Extrapolated by a Commercial Simulator

Authors: Lívia B. Meirelles, Erika C. A. N. Chrisman, Flávia B. de Andrade, Lilian C. M. de Oliveira

Abstract:

True Boiling Point distillation (TBP) is one of the most common experimental techniques for the determination of petroleum properties. This curve provides information about the performance of petroleum in terms of its cuts. The experiment is performed in a few days. Techniques are used to determine the properties faster with a software that calculates the distillation curve when a little information about crude oil is known. In order to evaluate the accuracy of distillation curve prediction, eight points of the TBP curve and specific gravity curve (348 K and 523 K) were inserted into the HYSYS Oil Manager, and the extended curve was evaluated up to 748 K. The methods were able to predict the curve with the accuracy of 0.6%-9.2% error (Software X ASTM), 0.2%-5.1% error (Software X Spaltrohr).

Keywords: Distillation curve, petroleum distillation, simulation, true boiling point curve.

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1130 Comparative Analysis of the Stochastic and Parsimonious Interest Rates Models on Croatian Government Market

Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

Abstract:

The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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1129 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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1128 Approximating Maximum Speed on Road from Curvature Information of Bezier Curve

Authors: M. Y. Misro, A. Ramli, J. M. Ali

Abstract:

Bezier curves have useful properties for path generation problem, for instance, it can generate the reference trajectory for vehicles to satisfy the path constraints. Both algorithms join cubic Bezier curve segment smoothly to generate the path. Some of the useful properties of Bezier are curvature. In mathematics, curvature is the amount by which a geometric object deviates from being flat, or straight in the case of a line. Another extrinsic example of curvature is a circle, where the curvature is equal to the reciprocal of its radius at any point on the circle. The smaller the radius, the higher the curvature thus the vehicle needs to bend sharply. In this study, we use Bezier curve to fit highway-like curve. We use different approach to find the best approximation for the curve so that it will resembles highway-like curve. We compute curvature value by analytical differentiation of the Bezier Curve. We will then compute the maximum speed for driving using the curvature information obtained. Our research works on some assumptions; first, the Bezier curve estimates the real shape of the curve which can be verified visually. Even though, fitting process of Bezier curve does not interpolate exactly on the curve of interest, we believe that the estimation of speed are acceptable. We verified our result with the manual calculation of the curvature from the map.

Keywords: Speed estimation, path constraints, reference trajectory, Bezier curve.

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1127 Effects of Different Plant Densities on the Yield and Quality of Second Crop Sesame

Authors: Ö. Öztürk, O. Şaman

Abstract:

Sesame is one of the oldest and most important oil crops as main crop and second crop agriculture. This study was carried out to determine the effects of different inter- and intra-row spacings on the yield and yield components on second crop sesame; was set up in Antalya West Mediterranean Agricultural Research Institue in 2009. Muganlı 57 sesame cultivar was used as plant material. The field experiment was set up in a split plot design and row spacings (30, 40, 50, 60 and 70 cm) were assigned to the main plots and and intra-row spacings (5, 10, 20 and 30 cm) were assigned to the subplots. Seed yield, oil ratio, oil yield, protein ratio and protein yield were investigated. In general, wided inter row spacings and intra-row spacings, resulted in decreased seed yield, oil yield and protein yield. The highest seed yield, oil yield and protein yield (respectively, 1115.0 kg ha-1, 551.3 kg ha-1, 224.7 kg ha-1) were obtained from 30x5 cm plant density while the lowest seed yield, oil yield and protein yield (respectively, 677.0 kg ha-1, 327.0 kg ha-1, 130.0 kg ha-1) were recorded from 70x30 cm plant density. As a result, in terms of oil yield for second crop sesame agriculture, 30 cm row spacing, and 5 cm intra row spacing are the most suitable plant densities.

Keywords: Sesamum indicum L., oil ratio, oil yield, protein ratio, protein yield

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1126 Determination of Stress-Strain Characteristics of Railhead Steel using Image Analysis

Authors: Bandula-Heva, T., Dhanasekar, M.

Abstract:

True stress-strain curve of railhead steel is required to investigate the behaviour of railhead under wheel loading through elasto-plastic Finite Element (FE) analysis. To reduce the rate of wear, the railhead material is hardened through annealing and quenching. The Australian standard rail sections are not fully hardened and hence suffer from non-uniform distribution of the material property; usage of average properties in the FE modelling can potentially induce error in the predicted plastic strains. Coupons obtained at varying depths of the railhead were, therefore, tested under axial tension and the strains were measured using strain gauges as well as an image analysis technique, known as the Particle Image Velocimetry (PIV). The head hardened steel exhibit existence of three distinct zones of yield strength; the yield strength as the ratio of the average yield strength provided in the standard (σyr=780MPa) and the corresponding depth as the ratio of the head hardened zone along the axis of symmetry are as follows: (1.17 σyr, 20%), (1.06 σyr, 20%-80%) and (0.71 σyr, > 80%). The stress-strain curves exhibit limited plastic zone with fracture occurring at strain less than 0.1.

Keywords: Stress-Strain Curve, Tensile Test, Particle Image Velocimetry, Railhead Metal Properties

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1125 Parametric Transition as a Spiral Curve and Its Application in Spur Gear Tooth with FEA

Authors: S. H. Yahaya, J. M. Ali, T.A. Abdullah

Abstract:

The exploration of this paper will focus on the Cshaped transition curve. This curve is designed by using the concept of circle to circle where one circle lies inside other. The degree of smoothness employed is curvature continuity. The function used in designing the C-curve is Bézier-like cubic function. This function has a low degree, flexible for the interactive design of curves and surfaces and has a shape parameter. The shape parameter is used to control the C-shape curve. Once the C-shaped curve design is completed, this curve will be applied to design spur gear tooth. After the tooth design procedure is finished, the design will be analyzed by using Finite Element Analysis (FEA). This analysis is used to find out the applicability of the tooth design and the gear material that chosen. In this research, Cast Iron 4.5 % Carbon, ASTM A-48 is selected as a gear material.

Keywords: Bézier-like cubic function, Curvature continuity, Cshapedtransition curve, Spur gear tooth.

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1124 Determination the Curve Number Catchment by Using GIS and Remote Sensing

Authors: Abouzar Nasiri, Hamid Alipur

Abstract:

In recent years, geographic information systems (GIS) and remote sensing using has increased to estimate runoff catchment. In this research, runoff curve number maps for captive catchment of Tehran by helping GIS and also remote sensing which based on factors such as vegetation, lands using, group of soil hydrology and hydrological conditions were obtained. Runoff curve numbers map was obtained by combining these maps in ARC GIS and SCS table. To evaluate the accuracy of the results, the maximum flow rate of flood which was obtained from curve numbers, was compared with the measured maximum flood rate at the watershed outlet and correctness of curve numbers were approved.

Keywords: Curve number, GIS, Remote sensing, Runoff.

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1123 Effects of Sowing Time on Yield and Oil Content of Different Sunflower Genotypes in Years with Different Water Supply

Authors: A. Novák, K. Máriás

Abstract:

We examined the effects of the sowing time on the yield production and oil content of the sunflower hybrids in 2010 and 2012. The crop year and the sowing time had both a strong impact on the yield, on the oil- content and yield. By delaying the sowing time both the yield crop result and the oil yield increased. In 2010 in terms of crop yield and oil yield results PR64H42 was the best, in 2012 NK Neoma, in all three sowing times. The oil content of the hybrids was better in 2010. The highest oil content was recorded at early sowing time. We found out that the hybrid had a stronger impact in 2010 on both crop yield result and on oil content than in 2012. The sowing time played a bigger role regarding yield results in 2012. In addition the sowing time influenced oil content development highly.

Keywords: Genotypes, oil content, sowing time, sunflower, yield.

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1122 Accurate Dimensional Measurement of 3D Round Holes Based on Stereo Vision

Authors: Zhiguo Ren, Lilong Cai

Abstract:

This paper present an effective method to accurately reconstruct and measure the 3D curve edges of small industrial parts based on stereo vision. To effectively fit the curve of the measured parts using a series of line segments in the images, a strategy from coarse to fine is employed based on multi-scale curve fitting. After reconstructing the 3D curve of a hole through a curved surface, its axis is adjusted so that it is parallel to the Z axis with least squares error and the dimensions of the hole can be calculated on the XY plane easily. Experimental results show that the presented method can accurately measure the dimensions of round holes through a curved surface.

Keywords: Stereo Vision, 3D Round Hole Measurement, Curve Fitting, 3D Curve Reconstruction, Least Squares Error.

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1121 Solving 94-bit ECDLP with 70 Computers in Parallel

Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

Abstract:

Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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1120 Generating Arabic Fonts Using Rational Cubic Ball Functions

Authors: Fakharuddin Ibrahim, Jamaludin Md. Ali, Ahmad Ramli

Abstract:

In this paper, we will discuss about the data interpolation by using the rational cubic Ball curve. To generate a curve with a better and satisfactory smoothness, the curve segments must be connected with a certain amount of continuity. The continuity that we will consider is of type G1 continuity. The conditions considered are known as the G1 Hermite condition. A simple application of the proposed method is to generate an Arabic font satisfying the required continuity.

Keywords: Continuity, data interpolation, Hermite condition, rational Ball curve.

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1119 Proposed Developments of Elliptic Curve Digital Signature Algorithm

Authors: Sattar B. Sadkhan, Najlae Falah Hameed

Abstract:

The Elliptic Curve Digital Signature Algorithm (ECDSA) is the elliptic curve analogue of DSA, where it is a digital signature scheme designed to provide a digital signature based on a secret number known only to the signer and also on the actual message being signed. These digital signatures are considered the digital counterparts to handwritten signatures, and are the basis for validating the authenticity of a connection. The security of these schemes results from the infeasibility to compute the signature without the private key. In this paper we introduce a proposed to development the original ECDSA with more complexity.

Keywords: Elliptic Curve Digital Signature Algorithm, DSA.

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1118 Detection of Keypoint in Press-Fit Curve Based on Convolutional Neural Network

Authors: Shoujia Fang, Guoqing Ding, Xin Chen

Abstract:

The quality of press-fit assembly is closely related to reliability and safety of product. The paper proposed a keypoint detection method based on convolutional neural network to improve the accuracy of keypoint detection in press-fit curve. It would provide an auxiliary basis for judging quality of press-fit assembly. The press-fit curve is a curve of press-fit force and displacement. Both force data and distance data are time-series data. Therefore, one-dimensional convolutional neural network is used to process the press-fit curve. After the obtained press-fit data is filtered, the multi-layer one-dimensional convolutional neural network is used to perform the automatic learning of press-fit curve features, and then sent to the multi-layer perceptron to finally output keypoint of the curve. We used the data of press-fit assembly equipment in the actual production process to train CNN model, and we used different data from the same equipment to evaluate the performance of detection. Compared with the existing research result, the performance of detection was significantly improved. This method can provide a reliable basis for the judgment of press-fit quality.

Keywords: Keypoint detection, curve feature, convolutional neural network, press-fit assembly.

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1117 Effect of Nutrient Supply on Yield and Photosynthetic Parameters of Maize Hybrids

Authors: L. G. Karancsi, K. Máriás

Abstract:

We examined the crop yield results of hybrids in 2012. We found out that in the control treatments the lowest yield was reached with the hybrid PR37M81: 10,012 kg ha-1. The highest yield was in case of hybrid P37N01: 11,581 kg ha-1. As we raised the nutrient doses the lowest yield of all examined nutrient levels was in case of hybrid PR37M81. We measured at N60+PK nutrient level 12,517 kg ha-1, at N120+PK nutrient level 12,760 kg ha-1, and at N150+PK nutrient level 12,535 kg ha-1 yield results. At N60+PK and N120+PK nutrient level the highest yield was reached with the hybrid P9494 (N60+PK: 13,970 kg ha-1, N120+PK: 13,871 kg ha-1). In case of the N150+PK fertilization treatment the hybrid P37N01 gave the highest yield results (13,962 kg ha-1).

Keywords: Hybrids, maize, nutrient levels, SPAD and LAI values.

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1116 Determination of Yield and Yield Components of Fodder Beet (Beta vulgaris L. var. rapacea Koch.) Cultivars under the Konya Region Conditions

Authors: A. Özköse

Abstract:

This study was conducted to determination of yield and yield components of some fodder beet types (Amarilla Barres, Feldherr, Kyros, Magnum ve Rota) under the Konya region conditions. Fodder beet was obtained from the Selcuk University, Faculty of Agriculture, at 2006-2007 season and the experiment was established in a randomized complete block design with three replicates. Differences among the averages of the fodder beet cultivars are statistically important in terms of all the characteristics investigated. Leaf attitude value was 1.2 – 2.2 (1=erect; 5= prostrate), root shape scale value was (1=spheroidal – 9=cylindrical), root diameter 11.0 – 12.2cm, remaining part of root on the ground was 6.3 – 13.7cm, root length was 21.4 – 29.6cm, leaf yield 1592 – 1917 kg/da, root yield was 10083 – 12258 kg/da, root dry matter content was %8.2 – 18.6 and root dry matter yield was 889 – 1887 kg/da. As a result of the study, it was determined that fodder beet cultivars are different conditions in terms of yield and yield components. Therefore, determination of appropriate cultivars for each region affect crop yield importantly.

Keywords: Fodder beet, root yield, yield components.

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1115 Choosing between the Regression Correlation, the Rank Correlation, and the Correlation Curve

Authors: Roger L Goodwin

Abstract:

This paper presents a rank correlation curve. The traditional correlation coefficient is valid for both continuous variables and for integer variables using rank statistics. Since the correlation coefficient has already been established in rank statistics by Spearman, such a calculation can be extended to the correlation curve. This paper presents two survey questions. The survey collected non-continuous variables. We will show weak to moderate correlation. Obviously, one question has a negative effect on the other. A review of the qualitative literature can answer which question and why. The rank correlation curve shows which collection of responses has a positive slope and which collection of responses has a negative slope. Such information is unavailable from the flat, ”first-glance” correlation statistics.

Keywords: Bayesian estimation, regression model, rank statistics, correlation, correlation curve.

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1114 Cost and Productivity Experiences of Pakistan with Aggregate Learning Curve

Authors: Jamshaid ur Rehman, Shahida Wizarat

Abstract:

The principal focus of this study is on the measurement and analysis of labor learnings in Pakistan. The study at the aggregate economy level focus on the labor productivity movements and at large-scale manufacturing level focus on the cost structure, with isolating the contribution of the learning curve. The analysis of S-shaped curve suggests that learnings are only below one half of aggregate learning curve and other half shows the retardation in learning, hence retardation in productivity movements. The study implies the existence of learning economies in term of cost reduction that is input cost per unit produced decreases by 0.51 percent every time the cumulative production output doubles.

Keywords: Cost, Inflection Point, Learning Curve, Minima, Maxima, and Productivity

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1113 Effects of Different Sowing Dates on Oil Yield of Castor (Ricinus communis L.)

Authors: Ö. Öztürk, G. P. Gerem, A. Yenici, B. Haspolat

Abstract:

Castor (Ricinus communis L.) is one of the important non-edible oilseed crops having immense industrial and medicinal value. Oil yield per unit area is the ultimate target in growing oilseed plants and sowing date is one of the important factors which have a clear role on production of active substances particularly in oilseeds. This study was conducted to evaluate the effect of sowing date on the seed and oil yield of castor in Central Anatolia of Turkey in 2011. The field experiment was set up in a completely randomized block design with three replications. Black Diamond-2 castor cultivar was used as plant material. The treatment was four sowing dates of May 10, May 25, June 10, June 25. In this research; seed yield, oil content and oil yield were investigated. Results showed that the effect of different sowing dates were significant on all of characteristics. In general; delayed sowing dates, resulted in decreased seed yield, oil content and oil yield. The highest value of seed yield, oil content and oil yield (respectively, 2523.7 kg ha-1, 51.18% and 1292.2 kg ha-1) were obtained from the first sowing date (May 10) while the lowest seed yield, oil content and oil yield (respectively, 1550 kg ha-1, 43.67%, 677.3 kg ha-1) were recorded from the latest sowing date (June 25). Therefore, it can be concluded that early May could be recommended as an appropriate sowing date in the studied location and similar climates for achieved high oil yield of castor.

Keywords: Castor bean, Ricinus communis L., sowing date, seed yield, oil content.

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1112 Determination of Yield and Some Quality Characteristics of Winter Canola (Brassica napus ssp. oleifera L.) Cultivars

Authors: B. Coşgun, Ö. Öztürk

Abstract:

Canola is a specific edible type of rapeseed, developed in the 1970s, which contains about 40 percent oil. This research was carried out to determine the yield and some quality characteristics of some winter canola cultivars during the 2010-2011 vegetation period in Central Anatolia of Turkey. In this research; Oase, Dante, Californium, Excalibur, Elvis, ES Hydromel, Licord, Orkan, Vectra, Nelson, Champlain and NK Petrol winter canola varieties were used as material. The field experiment was set up in a “Randomized Complete Block Design” with three replications on 21 September 2010. In this research; seed yield, oil content, protein content, oil yield and protein yield were examined. As a result of this research; seed yield, oil content, oil yield and protein yield (except protein content) were significant differences between the cultivars. The highest seed yield (6348 kg ha-1) was obtained from the NK Petrol, while the lowest seed yield (3949 kg ha-1) was determined from the Champlain cultivar was obtained. The highest oil content (46.73%) was observed from Oase and the lowest value was obtained from Vectra (41.87%) cultivar. The highest oil yield (2950 kg ha-1) was determined from NK Petrol while the least value (1681 kg ha-1) was determined from Champlain cultivar. The highest protein yield (1539.3 kg ha-1) was obtained from NK Petrol and the lowest protein yield (976.5 kg ha-1) was obtained from Champlain cultivar. The main purpose of the cultivation of oil crops, to increase the yield of oil per unit area. According the result of this research, NK Petrol cultivar which ranks first with regard to both seed yield and oil yield between cultivars as the most suitable winter canola cultivar of local conditions.

Keywords: Cultivar, Oil yield, Rapeseed, Seed Yield.

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1111 Preparing the Curve Number (CN) and Surface Runoff Coefficient (C) Map of the Basin in the Aghche Watershed, Iran

Authors: Ali Gholami, Ebrahim Panahpour, Amir Hossein Davami

Abstract:

In this research, a part of Aghche basin in Isfahan province with an area about 2000 hectars, was chosen to be obtain curve number coefficient runoff and W indicator in second Cook method By using aerial photos 1968 and 1995, the satellite data of the IRS in 2008. Then the process of land use changes in the period of study and its effect on the changes of curve number (CN), W indicator and surface runoff coefficient (C) of the basin was investigated. These results showed that on the track of these land use changes the weight averages curve number (CN), surface runoff coefficient (C) and W indicator of the basin were increased to 0.92, 0.02 and 0.78 unit in the first period of study and 1.18, 0.03, 0.99 Unit in the second period of study respectively.

Keywords: Aghche Watershed, Curve Numbers (CV), Land UseChanges, Surface Runoff Coefficient(C) Map, W indicator

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1110 On the Determination of a Time-like Dual Curve in Dual Lorentzian Space

Authors: Emin Özyılmaz

Abstract:

In this work, position vector of a time-like dual curve according to standard frame of D31 is investigated. First, it is proven that position vector of a time-like dual curve satisfies a dual vector differential equation of fourth order. The general solution of this dual vector differential equation has not yet been found. Due to this, in terms of special solutions, position vectors of some special time-like dual curves with respect to standard frame of D31 are presented.

Keywords: Classical Differential Geometry, Dual Numbers, DualFrenet Equations, Time-like Dual Curve, Position Vector, DualLorentzian Space.

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1109 Effects of Winter and Spring Sowing on Yield Components of Safflower Genotypes

Authors: Rahim Ada

Abstract:

The research was conducted with three replications as “Randomized Block Design” in Konya-Turkey ecological conditions. In the study, 16 of promising safflower lines (A8, E1, F4, F6, G16, H14, I1), and 1 cultivar (Dinçer) were evaluated in 2008-09 growing season. Some of the yield components such as plant height (cm), first branch height (cm), number of branches per plant, 1000 seed weight (g), seed yield (kg ha-1), oil content (%), oil yield (kg ha-1) were determined. Winter sowing showed higher values than spring sowing. The highest values were taken from Dinçer for plant height (86.7 cm), E1 (37.5 cm) for first branch height, F6 for number of branch (11.6 per plant), I1 for number of head (24.9 per plant), A8 for 1000 seed weight (51.75 g), Dinçer for seed yield (2927.1 kg ha-1), oil content (28.79 %) and also for oil yield (87.44 kg ha-1) respectively.

Keywords: Oil yield, Safflower, Sowing time, Yield components

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1108 The Effects of Sowing Dates and Densities on Yield and Yield Components of Coriander(Coriandrum sativum L.)

Authors: M. E. Ghobadi, M. Ghobadi

Abstract:

Sowing date and density are two important factors in produce of coriander. A field experiment was conducted with treatments: sowing time (5 May, 20 May, 4 June and 19 June 2009) and plant density (10, 30, 50 and 70 plants m-2). The experimental plots were laid out in a factorial according to a RCBD with three replications. Results showed that the effect of sowing dates and densities were significant on grain yield and yield components, but interaction effects between sowing time and density were non significant for all of traits in this trial. At sowing times 5 May, 20 May, 4 June and 19 June, grain yield obtained 736.9, 837.8, 1003.1 and 1299.6 kg ha-1, respectively. At 10, 30, 50 and 70 plants m-2, grain yield were 794.9, 1031.0, 1092.3 and 959.3 kg ha-1, respectively. In this experiment, sowing at 19 June and 50 and 30 plants m-2 had the most grain yield.

Keywords: Coriander, sowing date, plant density, yield andyield components.

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1107 ROC Analysis of PVC Detection Algorithm using ECG and Vector-ECG Charateristics

Authors: J. S. Nah, A. Y. Jeon, J. H. Ro, G. R. Jeon

Abstract:

ECG analysis method was developed using ROC analysis of PVC detecting algorithm. ECG signal of MIT-BIH arrhythmia database was analyzed by MATLAB. First of all, the baseline was removed by median filter to preprocess the ECG signal. R peaks were detected for ECG analysis method, and normal VCG was extracted for VCG analysis method. Four PVC detecting algorithm was analyzed by ROC curve, which parameters are maximum amplitude of QRS complex, width of QRS complex, r-r interval and geometric mean of VCG. To set cut-off value of parameters, ROC curve was estimated by true-positive rate (sensitivity) and false-positive rate. sensitivity and false negative rate (specificity) of ROC curve calculated, and ECG was analyzed using cut-off value which was estimated from ROC curve. As a result, PVC detecting algorithm of VCG geometric mean have high availability, and PVC could be detected more accurately with amplitude and width of QRS complex.

Keywords: Vectorcardiogram (VCG), Premature Ventricular contraction (PVC), ROC (receiver operating characteristic) curve, ECG

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1106 The Study of Relative Efficiency in Growth Curve Model

Authors: Nan Chen, Baoguang Tian

Abstract:

In this paper, some relative efficiency have been discussed, including the LSE estimate with respect to BLUE in curve model. Four new kinds of relative efficiency have defined, and their upper bounds have been discussed.

Keywords: Relative efficiency, LSE estimate, BLUE estimate, Upper bound, Curve model.

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1105 A Bathtub Curve from Nonparametric Model

Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

Abstract:

This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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1104 A Simple Method for Tracing PV Curve of a Radial Transmission Line

Authors: Asfar Ali Khan

Abstract:

Analytical expression for maximum power transfer through a transmission line limited by voltage stability has been formulated using exact representation of transmission line with ABCD parameters. The expression has been used for plotting PV curve at different power factors of a radial transmission line. Limiting values of reactive power have been obtained.

Keywords: Power Transfer, PV Curve, Voltage Stability.

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