Search results for: Diversity Indices
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 535

Search results for: Diversity Indices

295 Power System Load Shedding: Key Issues and New Perspectives

Authors: H. Bevrani, A. G. Tikdari, T. Hiyama

Abstract:

Optimal load shedding (LS) design as an emergency plan is one of the main control challenges posed by emerging new uncertainties and numerous distributed generators including renewable energy sources in a modern power system. This paper presents an overview of the key issues and new challenges on optimal LS synthesis concerning the integration of wind turbine units into the power systems. Following a brief survey on the existing LS methods, the impact of power fluctuation produced by wind powers on system frequency and voltage performance is presented. The most LS schemas proposed so far used voltage or frequency parameter via under-frequency or under-voltage LS schemes. Here, the necessity of considering both voltage and frequency indices to achieve a more effective and comprehensive LS strategy is emphasized. Then it is clarified that this problem will be more dominated in the presence of wind turbines.

Keywords: Load shedding, emergency control, voltage, frequency, wind turbine.

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294 Predicting Dispersion Coefficient in Free-Flowing Zones of Rivers by Genetic Programming

Authors: Rajeev Ranjan Sahay

Abstract:

Transient storage zones along the flow paths of rivers have great influence on the dispersion of pollutants that are either accidentally or otherwise led into them. The speed with which these pollution clouds get transported and dispersed downstream is, to a large extent, explained by the longitudinal dispersion coefficients in the free-flowing zones of rivers (Kf). In the present work, a new empirical expression for Kf has been derived employing genetic programming (GP) on published dispersion data. The proposed expression uses few hydraulic and geometric characteristics of a river that are readily available to field engineers. Based on various performance indices, the proposed expression is found superior to other existing expression for Kf.

Keywords: Dispersion, parameter estimation, rivers, transient pollutant.

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293 Lecture Video Indexing and Retrieval Using Topic Keywords

Authors: B. J. Sandesh, Saurabha Jirgi, S. Vidya, Prakash Eljer, Gowri Srinivasa

Abstract:

In this paper, we propose a framework to help users to search and retrieve the portions in the lecture video of their interest. This is achieved by temporally segmenting and indexing the lecture video using the topic keywords. We use transcribed text from the video and documents relevant to the video topic extracted from the web for this purpose. The keywords for indexing are found by applying the non-negative matrix factorization (NMF) topic modeling techniques on the web documents. Our proposed technique first creates indices on the transcribed documents using the topic keywords, and these are mapped to the video to find the start and end time of the portions of the video for a particular topic. This time information is stored in the index table along with the topic keyword which is used to retrieve the specific portions of the video for the query provided by the users.

Keywords: Video indexing and retrieval, lecture videos, content based video search, multimodal indexing.

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292 Modernization of the Economic Price Adjustment Software

Authors: Roger L Goodwin

Abstract:

The US Consumer Price Indices (CPIs) measures hundreds of items in the US economy. Many social programs and government benefits index to the CPIs. The purpose of this project is to modernize an existing process. This paper will show the development of a small, visual, software product that documents the Economic Price Adjustment (EPA) for longterm contracts. The existing workbook does not provide the flexibility to calculate EPAs where the base-month and the option-month are different. Nor does the workbook provide automated error checking. The small, visual, software product provides the additional flexibility and error checking. This paper presents the feedback to project.

Keywords: Consumer Price Index, Economic Price Adjustment, contracts, visualization tools, database, reports, forms, event procedures.

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291 Assessment of Maternal and Embryo-Fetal Toxicity of Copper Oxide Fungicide

Authors: André M. Ornelas, Lise P. Labéjof, Ligia V. Lage dos Santos, Jackson A. Santos

Abstract:

The excessive use of agricultural pesticides and the resulting contamination of food and beds of rivers have been a recurring problem nowadays. Some of these substances can cause changes in endocrine balance and impair reproductive function of human and animal population. In the present study, we evaluated the possible effects of the fungicide cuprous copper oxide Sandoz® on pregnant Wistar rats. They received a daily oral administration of 103 or 3.103 mg/kg of the fungicide from the 6th to the 15th day of gestation. On day 21 of gestation, the maternal and fetal toxicity parameters and indices were determined. The administration of cuprous oxide (Copper Sandoz) in Wistar rats, the period of organogenesis, revealed no evidence of maternal toxicity or embryo at the studied doses.

Keywords: Reproductive toxicity, endocrine disrupter, cupper Sandoz®, rodent

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290 Optimal DG Placement in Distribution systems Using Cost/Worth Analysis

Authors: M Ahmadigorji, A. Abbaspour, A Rajabi-Ghahnavieh, M. Fotuhi- Firuzabad

Abstract:

DG application has received increasing attention during recent years. The impact of DG on various aspects of distribution system operation, such as reliability and energy loss, depend highly on DG location in distribution feeder. Optimal DG placement is an important subject which has not been fully discussed yet. This paper presents an optimization method to determine optimal DG placement, based on a cost/worth analysis approach. This method considers technical and economical factors such as energy loss, load point reliability indices and DG costs, and particularly, portability of DG. The proposed method is applied to a test system and the impacts of different parameters such as load growth rate and load forecast uncertainty (LFU) on optimum DG location are studied.

Keywords: Distributed generation, optimal placement, cost/worthanalysis, customer interruption cost, Dynamic programming

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289 What is the Key Element for the Territory's State of Development?

Authors: J. Lonska, V. Boronenko

Abstract:

The result of process of territory-s development is the territory-s state of development (TSoD), which is pointed towards the provision and improvement of people-s life conditions. The authors offer to measure the TSoD according to their own developed model. Using the available statistical data regarding the values of model-s elements, the authors empirically show which element mainly determines the TSoD. The findings of the research showed that the key elements of the TSoD are the “Material welfare of people" and “People-s health". Performing a deeper statistical analysis of correlation between these elements, it turned out that it is not so necessary for a country to be bent on trying to increase the material growth of a territory, because a relatively high index of life expectancy at birth could be ensured also by much more modest material resources. On the other hand, the economical feedback of longer lifespan within countries with lower material performance is also relatively low.

Keywords: Development indices, health, territory's state of development, wealth.

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288 Land Surface Temperature and Biophysical Factors in Urban Planning

Authors: Illyani Ibrahim, Azizan Abu Samah, Rosmadi Fauzi

Abstract:

Land surface temperature (LST) is an important parameter to study in urban climate. The understanding of the influence of biophysical factors could improve the establishment of modeling urban thermal landscape. It is well established that climate hold a great influence on the urban landscape. However, it has been recognize that climate has a low priority in urban planning process, due to the complex nature of its influence. This study will focus on the relatively cloud free Landsat Thematic Mapper image of the study area, acquired on the 2nd March 2006. Correlation analyses were conducted to identify the relationship of LST to the biophysical factors; vegetation indices, impervious surface, and albedo to investigate the variation of LST. We suggest that the results can be considered by the stackholders during decision-making process to create a cooler and comfortable environment in the urban landscape for city dwellers.

Keywords: Biophysical factors, land surface temperature, urban planning.

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287 Integration of Asian Stock Markets

Authors: Noor A. Auzairy, Rubi Ahmad, Catherine S.F. Ho, Ros Z. Z. Sapian

Abstract:

This paper is to explore the relationship and the level of stock market integration of the Asian countries, primarily concentrating on Malaysia, Thailand, Indonesia, and South Korea, with the world from January 1997 to December 2009. The degree of short-run and long-run stock market integration of those Asian countries are analyzed in order to determine the significance of series of regional and world financial crises, liberalization policies and other financial reforms in influencing the level of stock market integration. To test for cointegration, this paper applies coefficient correlation, univariate regression analyses, cointegration tests, and vector autoregressive models (VAR) by using the four Asian stock markets main indices and the MSCI World index. The empirical findings from this work reveal that there is no long-run stock market integration for the four countries and the world market. However, there is short run integration.

Keywords: Asia, integration, relationship, stock market.

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286 A Structural Equation Model of Knowledge Management Based On Organizational Climate in Universities

Authors: F. Nazem, M. Mozaiini, A. Seifi

Abstract:

The purpose of the present study was to provide a structural model of knowledge management in universities based on organizational climate. The population of the research included all employees of Islamic Azad University (IAU). The sample consisted of 1590 employees selected using stratified and cluster random sampling method. The research instruments were two questionnaires which were administered in 78 IAU branches and education centers: Sallis and Jones’s (2002) Knowledge Management Questionnaire (α= 0.97); and Latwin & Stringer’s (1968) Organizational Climate Questionnaire (α= 0.83). The results of path analysis using LISREL software indicated that dimensions of organizational climate had a direct effect on knowledge management with the indices of 0.94. The model also showed that the factor of support in organizational climate had the highest direct effect on the knowledge management.

Keywords: Knowledge management, Organizational climate, Structural model, Universities.

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285 Leadership Branding for Sustainable Customer Engagement

Authors: Fauziah Sh. Ahmad, Rosmini Omar, Siti Zaleha Abdul Rasid, Muslim Amin

Abstract:

The purpose of this paper is to examine the inter relationships among various leadership branding constructs of entrepreneurs in small and medium sized enterprises (SMEs). We employ a quantitative structural equation modeling through a new leadership branding engagement model comprises constructs of leader-s or entrepreneur-s personality, branding practice and customer engagement. The results confirm that there are significant relationships between the three constructs and the major fit indices indicate that the data fits the proposed model. The findings provide insights and fill in the literature gaps on statistically validated representation of leadership branding for SMEs across new economic regions of Malaysia that may implicate other economic zones with similar situations. This study extends the establishment of a leadership branding engagement model with a new mechanism of using leaders- personality as a predictor to branding practice and customer engagement performance.

Keywords: Leadership Branding, Malaysia Brands, Customer Engagement, SME Branding.

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284 Multimachine Power System Stabilizers Design Using PSO Algorithm

Authors: H. Shayeghi, A. Safari, H. A. Shayanfar

Abstract:

In this paper, multiobjective design of multi-machine Power System Stabilizers (PSSs) using Particle Swarm Optimization (PSO) is presented. The stabilizers are tuned to simultaneously shift the lightly damped and undamped electro-mechanical modes of all machines to a prescribed zone in the s-plane. A multiobjective problem is formulated to optimize a composite set of objective functions comprising the damping factor, and the damping ratio of the lightly damped electromechanical modes. The PSSs parameters tuning problem is converted to an optimization problem which is solved by PSO with the eigenvalue-based multiobjective function. The proposed PSO based PSSs is tested on a multimachine power system under different operating conditions and disturbances through eigenvalue analysis and some performance indices to illustrate its robust performance.

Keywords: PSS Design, Particle Swarm Optimization, Dynamic Stability, Multiobjective Optimization.

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283 Challenges and Opportunities in Nuclear Energy: Promising Option in Turkey?

Authors: I. Mahariq, I. Arpacı

Abstract:

Dramatic growth in the population requires a parallel increase in the total installed capacity of electricity. Diversity, independency of resources and global warming call for installing renewable and nuclear energy plants. Several types of energy plants exist in Turkey; however, nuclear energy with its several attractive features is not utilized at all. This study presents the available energy resources in Turkey and reviews major challenges and opportunities in nuclear energy. At the end of this paper, some conclusions are stated.

Keywords: Nuclear, energy resources, challenges, opportunities, Turkey.

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282 High Performance Liquid Chromatography Determination of Urinary Hippuric Acid and Benzoic Acid as Indices for Glue Sniffer Urine

Authors: Abdul Rahim Yacob, Mohamad Raizul Zinalibdin

Abstract:

A simple method for the simultaneous determination of hippuric acid and benzoic acid in urine using reversed-phase high performance liquid chromatography was described. Chromatography was performed on a Nova-Pak C18 (3.9 x 150 mm) column with a mobile phase of mixed solution methanol: water: acetic acid (20:80:0.2) and UV detection at 254 nm. The calibration curve was linear within concentration range at 0.125 to 6.0 mg/ml of hippuric acid and benzoic acid. The recovery, accuracy and coefficient variance of hippuric acid were 104.54%, 0.2% and 0.2% respectively and for benzoic acid were 98.48%, 1.25% and 0.60% respectively. The detection limit of this method was 0.01ng/l for hippuric acid and 0.06ng/l for benzoic acid. This method has been applied to the analysis of urine samples from the suspected of toluene abuser or glue sniffer among secondary school students at Johor Bahru.

Keywords: Glue sniffer, High Performance LiquidChromatography, Hippuric Acid, Toluene, Urine.

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281 Combining Bagging and Additive Regression

Authors: Sotiris B. Kotsiantis

Abstract:

Bagging and boosting are among the most popular re-sampling ensemble methods that generate and combine a diversity of regression models using the same learning algorithm as base-learner. Boosting algorithms are considered stronger than bagging on noise-free data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using an averaging methodology of bagging and boosting ensembles with 10 sub-learners in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-learners on standard benchmark datasets and the proposed ensemble gave better accuracy.

Keywords: Regressors, statistical learning.

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280 Moroccan Mountains: Forest Ecosystems and Biodiversity Conservation Strategies

Authors: Mohammed Sghir Taleb

Abstract:

Forest ecosystems in Morocco are subject increasingly to natural and human pressures. Conscious of this problem, Morocco set a strategy that focuses on programs of in-situ and ex-situ biodiversity conservation. This study is the result of a synthesis of various existing studies on biodiversity and forest ecosystems. It gives an overview of Moroccan mountain forest ecosystems and flora diversity. It also focuses on the efforts made by Morocco to conserve and sustainably manage biodiversity.

Keywords: Mountain, forest, ecosystems, conservation, Morocco.

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279 Tuning of Power System Stabilizers in a Multi- Machine Power System using C-Catfish PSO

Authors: M. H. Moradi, S. M. Moosavi, A. R. Reisi

Abstract:

The main objective of this paper is to investigate the enhancement of power system stability via coordinated tuning of Power System Stabilizers (PSSs) in a multi-machine power system. The design problem of the proposed controllers is formulated as an optimization problem. Chaotic catfish particle swarm optimization (C-Catfish PSO) algorithm is used to minimize the ITAE objective function. The proposed algorithm is evaluated on a two-area, 4- machines system. The robustness of the proposed algorithm is verified on this system under different operating conditions and applying a three-phase fault. The nonlinear time-domain simulation results and some performance indices show the effectiveness of the proposed controller in damping power system oscillations and this novel optimization algorithm is compared with particle swarm optimization (PSO).

Keywords: Power system stabilizer, C-Catfish PSO, ITAE objective function, Power system control, Multi-machine power system

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278 Neutrophil-to-Lymphocyte Ratio: A Predictor of Cardiometabolic Complications in Morbid Obese Girls

Authors: Mustafa M. Donma, Orkide Donma

Abstract:

Obesity is a low-grade inflammatory state. Childhood obesity is a multisystem disease, which is associated with a number of complications as well as potentially negative consequences. Gender is an important universal risk factor for many diseases. Hematological indices differ significantly by gender. This should be considered during the evaluation of obese children. The aim of this study is to detect hematologic indices that differ by gender in morbid obese (MO) children. A total of 134 MO children took part in this study. The parents filled an informed consent form and the approval from the Ethics Committee of Namik Kemal University was obtained. Subjects were divided into two groups based on their genders (64 females aged 10.2±3.1 years and 70 males aged 9.8±2.2 years; p ≥ 0.05). Waist-to-hip as well as head-to-neck ratios and body mass index (BMI) values were calculated. The children, whose WHO BMI-for age and sex percentile values were > 99 percentile, were defined as MO. Hematological parameters [haemoglobin, hematocrit, erythrocyte count, mean corpuscular volume, mean corpuscular haemoglobin, mean corpuscular haemoglobin concentration, red blood cell distribution width, leukocyte count, neutrophil %, lymphocyte %, monocyte %, eosinophil %, basophil %, platelet count, platelet distribution width, mean platelet volume] were determined by the automatic hematology analyzer. SPSS was used for statistical analyses. P ≤ 0.05 was the degree for statistical significance. The groups included children having mean±SD value of BMI as 26.9±3.4 kg/m2 for males and 27.7±4.4 kg/m2 for females (p ≥ 0.05). There was no significant difference between ages of females and males (p ≥ 0.05). Males had significantly increased waist-to-hip ratios (0.95±0.08 vs 0.91±0.08; p=0.005) and mean corpuscular hemoglobin concentration values (33.6±0.92 vs 33.1±0.83; p=0.001) compared to those of females. Significantly elevated neutrophil (4.69±1.59 vs 4.02±1.42; p=0.011) and neutrophil-to-lymphocyte ratios (1.70±0.71 vs 1.39±0.48; p=0.004) were detected in females. There was no statistically significant difference between groups in terms of C-reactive protein values (p ≥ 0.05). Adipose tissue plays important roles during the development of obesity and associated diseases such as metabolic syndrom and cardiovascular diseases (CVDs). These diseases may cause changes in complete blood cell count parameters. These alterations are even more important during childhood. Significant gender effects on the changes of neutrophils, one of the white blood cell subsets, were observed. The findings of the study demonstrate the importance of considering gender in clinical studies. The males and females may have distinct leukocyte-trafficking profiles in inflammation. Female children had more circulating neutrophils, which may be the indicator of an increased risk of CVDs, than male children within this age range during the late stage of obesity. In recent years, females represent about half of deaths from CVDs; therefore, our findings may be the indicator of the increasing tendency of this risk in females starting from childhood.

Keywords: Children, gender, morbid obesity, neutrophil-to-lymphocyte ratio.

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277 Association of Overweight and Obesity with Breast Cancer

Authors: Amir Ghasemlouei, Alireza Khalaj

Abstract:

Breast cancer is in the top rate of cancer. We analyzed the prevalence of obesity and its association with breast cancer and finally we reviewed 25 article that 320 patient and 320 control which enrolled to our study. The distribution of breast cancer patients and controls with respect to their anthropometric indices in patients with higher weight, which was statistically significant (60.2 ± 10.2 kg) compared with control group (56.1 ± 11.3 kg). The body mass index of patients was (26.06+/-3.42) and significantly higher than the control group (24.1+/-1.7). Obesity leads to increased levels of adipose tissue in the body that can be stored toxins and carcinogens to produce a continuous supply. Due to the high level of fat and the role of estrogen in a woman which is endogenous estrogen of the tumor and regulates the activities of growth steroids, obesity has confirmed as a risk factor for breast cancer. Our study and other studies have shown that obesity is a risk factor for breast cancer. And it can be prevented with a weight loss intervention for breast cancer in the future.

Keywords: Breast cancer, review study, obesity, overweight.

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276 Phase Transition and Molecular Polarizability Studies in Liquid Crystalline Mixtures

Authors: M. Shahina, K. Fakruddin, C. M. Subhan, S. Rangappa

Abstract:

In this work, two mixtures with equal concentrations of 1) 4ꞌ-(6-(4-(pentylamino) methyl)-3-hydroxyphenoxy) hexyloxy) biphenyl-4-carbonitrile+-4-((4-(hexyloxy) benzylidene) amino) phenyl 4-butoxy benzoate and 2) 4ꞌ - (6-(4-(hexylamino) methyl)-3-hydroxyphenoxy) hexyloxy) biphenyl-4-carbonitrile+-4-((4-(octyloxy) benzylidene) amino) phenyl 4-butoxy benzoate, have been prepared. The transition temperature and optical texture are observed by using thermal microscopy. Density and birefringence studies are carried out on the above liquid crystalline mixtures. Using density and refractive indices data, the molecular polarizabilities are evaluated by using well-known Vuks and Neugebauer models. The molecular polarizability is also evaluated theoretically by Lippincott δ function model. The results reveal that the polarizability values are same in both experimental and theoretical methods.

Keywords: Liquid crystals, optical textures, transition temperature, birefringence, polarizability.

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275 Biodegradation Behavior of Cellulose Acetate with DS 2.5 in Simulated Soil

Authors: Roberta Ranielle M. de Freitas, Vagner R. Botaro

Abstract:

The relationship between biodegradation and mechanical behavior is fundamental for studies of the application of cellulose acetate films as a possible material for biodegradable packaging. In this work, the biodegradation of cellulose acetate (CA) with DS 2.5 was analyzed in simulated soil. CA films were prepared by casting and buried in the simulated soil. Samples were taken monthly and analyzed, the total time of biodegradation was 6 months. To characterize the biodegradable CA, the DMA technique was employed. The main result showed that the time of exposure to the simulated soil affects the mechanical properties of the films and the values of crystallinity. By DMA analysis, it was possible to conclude that as the CA is biodegraded, its mechanical properties were altered, for example, storage modulus has increased with biodegradation and the modulus of loss has decreased. Analyzes of DSC, XRD, and FTIR were also carried out to characterize the biodegradation of CA, which corroborated with the results of DMA. The observation of the carbonyl band by FTIR and crystalline indices obtained by XRD were important to evaluate the degradation of CA during the exposure time.

Keywords: Biodegradation, cellulose acetate, DMA, simulated soil.

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274 Gender Diversity Culture Check: Study of the Influencing Factors of the Organizational Culture on the Number and Acceptance of Women in Leadership Positions in the Aviation Industry in Germany

Authors: Yvonne Ziegler, Regine Graml, Caprice Weissenrieder

Abstract:

Under-representation of women in leadership positions" is still a general phenomenon in Germany despite the high number of implemented measures. The under-representation of female executives in the aviation sector is even worse. In this context our research hypothesis is that the representation and acceptance of women in management positions is determined by corporate culture.

Keywords: Aviation industry, women in leadership, CorporateCulture

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273 Quick Spatial Assessment of Drought Information Derived from MODIS Imagery Using Amplitude Analysis

Authors: Meng-Lung Lin, Qiubing Wang, Fujun Sun, Tzu-How Chu, Yi-Shiang Shiu

Abstract:

The normalized difference vegetation index (NDVI) and normalized difference moisture index (NDMI) derived from the moderate resolution imaging spectroradiometer (MODIS) have been widely used to identify spatial information of drought condition. The relationship between NDVI and NDMI has been analyzed using Pearson correlation analysis and showed strong positive relationship. The drought indices have detected drought conditions and identified spatial extents of drought. A comparison between normal year and drought year demonstrates that the amplitude analysis considered both vegetation and moisture condition is an effective method to identify drought condition. We proposed the amplitude analysis is useful for quick spatial assessment of drought information at a regional scale.

Keywords: NDVI, NDMI, Drought, remote sensing, spatialassessment.

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272 Reliability-based Selection of Wind Turbines for Large-Scale Wind Farms

Authors: M. Fotuhi-Firuzabad, A. Salehi Dobakhshari

Abstract:

This paper presents a reliability-based approach to select appropriate wind turbine types for a wind farm considering site-specific wind speed patterns. An actual wind farm in the northern region of Iran with the wind speed registration of one year is studied in this paper. An analytic approach based on total probability theorem is utilized in this paper to model the probabilistic behavior of both turbines- availability and wind speed. Well-known probabilistic reliability indices such as loss of load expectation (LOLE), expected energy not supplied (EENS) and incremental peak load carrying capability (IPLCC) for wind power integration in the Roy Billinton Test System (RBTS) are examined. The most appropriate turbine type achieving the highest reliability level is chosen for the studied wind farm.

Keywords: Wind Turbine Generator, Wind Farm, Power System Reliability, Wind Turbine Type Selection

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271 Quantification of Heart Rate Variability: A Measure based on Unique Heart Rates

Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, A. Naseem, N. G. Karthick, T. K. Abdul Jaleel, Paul K.Joseph

Abstract:

It is established that the instantaneous heart rate (HR) of healthy humans keeps on changing. Analysis of heart rate variability (HRV) has become a popular non invasive tool for assessing the activities of autonomic nervous system. Depressed HRV has been found in several disorders, like diabetes mellitus (DM) and coronary artery disease, characterised by autonomic nervous dysfunction. A new technique, which searches for pattern repeatability in a time series, is proposed specifically for the analysis of heart rate data. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are compared with approximate entropy and sample entropy. In our analysis, based on the method developed, it is observed that heart rate variability is significantly different for DM patients, particularly for patients with diabetic foot ulcer.

Keywords: Autonomic nervous system, diabetes mellitus, heart rate variability, pattern identification, sample entropy

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270 Combining Bagging and Boosting

Authors: S. B. Kotsiantis, P. E. Pintelas

Abstract:

Bagging and boosting are among the most popular resampling ensemble methods that generate and combine a diversity of classifiers using the same learning algorithm for the base-classifiers. Boosting algorithms are considered stronger than bagging on noisefree data. However, there are strong empirical indications that bagging is much more robust than boosting in noisy settings. For this reason, in this work we built an ensemble using a voting methodology of bagging and boosting ensembles with 10 subclassifiers in each one. We performed a comparison with simple bagging and boosting ensembles with 25 sub-classifiers, as well as other well known combining methods, on standard benchmark datasets and the proposed technique was the most accurate.

Keywords: data mining, machine learning, pattern recognition.

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269 VaR Forecasting in Times of Increased Volatility

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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268 An Efficient Graph Query Algorithm Based on Important Vertices and Decision Features

Authors: Xiantong Li, Jianzhong Li

Abstract:

Graph has become increasingly important in modeling complicated structures and schemaless data such as proteins, chemical compounds, and XML documents. Given a graph query, it is desirable to retrieve graphs quickly from a large database via graph-based indices. Different from the existing methods, our approach, called VFM (Vertex to Frequent Feature Mapping), makes use of vertices and decision features as the basic indexing feature. VFM constructs two mappings between vertices and frequent features to answer graph queries. The VFM approach not only provides an elegant solution to the graph indexing problem, but also demonstrates how database indexing and query processing can benefit from data mining, especially frequent pattern mining. The results show that the proposed method not only avoids the enumeration method of getting subgraphs of query graph, but also effectively reduces the subgraph isomorphism tests between the query graph and graphs in candidate answer set in verification stage.

Keywords: Decision Feature, Frequent Feature, Graph Dataset, Graph Query

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267 Treatment of Eutrophic-lake Water by Free Water Surface Wetland

Authors: Haodong Wu, Ping Huang, Junsan Wang

Abstract:

In China, with the rapid urbanization and industrialization, and highly accelerated economic development have resulted in degradation of water resource. The water quality deterioration usual result from eutrophication in most cases, so how to dispose this type pollution water higher efficiently is an urgent task. Hower, different with traditional technology, constructed wetlands are effective treatment systems that can be very useful because they are simple technology and low operational cost. A pilot-scale treatment including constructed wetlands was constructed at XingYun Lake, Yuxi, China, and operated as primary treatment measure before eutrophic-lake water draining to riverine landscape. Water quality indices were determined during the experiment, the results indicated that treatment removal efficiencies were high for Nitrate nitrogen, Chlorophyll–a and Algae, the final removal efficiency reached to 95.20%, 93.33% and 99.87% respectively, but the removal efficiency of Total phosphorous and Total nitrogen only reach to 68.83% and 50.00% respectively.

Keywords: Constructed wetland, Eutrophic-lake water, Nutrientremoval, Removal efficiency

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266 Effect of Neighborhood Size on Negative Weights in Punctual Kriging Based Image Restoration

Authors: Asmatullah Chaudhry, Anwar M. Mirza

Abstract:

We present a general comparison of punctual kriging based image restoration for different neighbourhood sizes. The formulation of the technique under consideration is based on punctual kriging and fuzzy concepts for image restoration in spatial domain. Three different neighbourhood windows are considered to estimate the semivariance at different lags for studying its effect in reduction of negative weights resulted in punctual kriging, consequently restoration of degraded images. Our results show that effect of neighbourhood size higher than 5x5 on reduction in negative weights is insignificant. In addition, image quality measures, such as structure similarity indices, peak signal to noise ratios and the new variogram based quality measures; show that 3x3 window size gives better performance as compared with larger window sizes.

Keywords: Image restoration, punctual kriging, semi-variance, structure similarity index, negative weights in punctual kriging.

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