Search results for: Implied adjusted volatility

Authors: Hamed Rahmani, Wim Groot

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The term "youth not in employment, education or training (NEET)" refers to a combination of youth unemployment and school dropout. This study investigates the variables that increase the risk of becoming NEET in Iran. A selection bias-adjusted Probit model was employed using machine learning to identify these risk factors. We used cross-sectional data obtained from the Statistical Center of Iran and the Ministry of Cooperatives Labor and Social Welfare that are taken from the labor force survey conducted in the spring of 2021. We look at years of education, work experience, housework, the number of children under the age of 6 years in the home, family education, birthplace, and the amount of land owned by households. Results show that hours spent performing domestic chores enhance the likelihood of youth becoming NEET, and years of education, years of potential work experience decrease the chance of being NEET. The findings also show that female youth born in cities were less likely than those born in rural regions to become NEET.

Keywords: NEET youth, probit, CART, machine learning, unemployment.

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Authors: Steven W. Carruthers

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The purpose of the present research is to equate two test forms as part of a study to evaluate the educational effectiveness of the ARTé: Mecenas art history learning game. The researcher applied Item Response Theory (IRT) procedures to calculate item, test, and mean-sigma equating parameters. With the sample size n=134, test parameters indicated “good” model fit but low Test Information Functions and more acute than expected equating parameters. Therefore, the researcher applied equipercentile equating and linear equating to raw scores and compared the equated form parameters and effect sizes from each method. Item scaling in IRT enables the researcher to select a subset of well-discriminating items. The mean-sigma step produces a mean-slope adjustment from the anchor items, which was used to scale the score on the new form (Form R) to the reference form (Form Q) scale. In equipercentile equating, scores are adjusted to align the proportion of scores in each quintile segment. Linear equating produces a mean-slope adjustment, which was applied to all core items on the new form. The study followed a quasi-experimental design with purposeful sampling of students enrolled in a college level art history course (n=134) and counterbalancing design to distribute both forms on the pre- and posttests. The Experimental Group (n=82) was asked to play ARTé: Mecenas online and complete Level 4 of the game within a two-week period; 37 participants completed Level 4. Over the same period, the Control Group (n=52) did not play the game. The researcher examined between group differences from post-test scores on test Form Q and Form R by full-factorial Two-Way ANOVA. The raw score analysis indicated a 1.29% direct effect of form, which was statistically non-significant but may be practically significant. The researcher repeated the between group differences analysis with all three equating methods. For the IRT mean-sigma adjusted scores, form had a direct effect of 8.39%. Mean-sigma equating with a small sample may have resulted in inaccurate equating parameters. Equipercentile equating aligned test means and standard deviations, but resultant skewness and kurtosis worsened compared to raw score parameters. Form had a 3.18% direct effect. Linear equating produced the lowest Form effect, approaching 0%. Using linearly equated scores, the researcher conducted an ANCOVA to examine the effect size in terms of prior knowledge. The between group effect size for the Control Group versus Experimental Group participants who completed the game was 14.39% with a 4.77% effect size attributed to pre-test score. Playing and completing the game increased art history knowledge, and individuals with low prior knowledge tended to gain more from pre- to post test. Ultimately, researchers should approach test equating based on their theoretical stance on Classical Test Theory and IRT and the respective  assumptions. Regardless of the approach or method, test equating requires a representative sample of sufficient size. With small sample sizes, the application of a range of equating approaches can expose item and test features for review, inform interpretation, and identify paths for improving instruments for future study.

Keywords: Effectiveness, equipercentile equating, IRT, learning games, linear equating, mean-sigma equating.

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Authors: Mohammed Qasim, Kyoung-Dae Kim

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In this paper, we present the design of the super-ellipsoidal potential function (SEPF), that can be used for autonomous collision avoidance of an unmanned aerial vehicle (UAV) in a 3-dimensional space. In the design of SEPF, we have the full control over the shape and size of the potential function. In particular, we can adjust the length, width, height, and the amount of flattening at the tips of the potential function so that the collision avoidance motion vector generated from the potential function can be adjusted accordingly. Based on the idea of the SEPF, we also propose an approach for the local autonomy of a UAV for its collision avoidance when the UAV is teleoperated by a human operator. In our proposed approach, a teleoperated UAV can not only avoid collision autonomously with other surrounding objects but also track the operator’s control input as closely as possible. As a result, an operator can always be in control of the UAV for his/her high-level guidance and navigation task without worrying too much about the UAVs collision avoidance while it is being teleoperated. The effectiveness of the proposed approach is demonstrated through a human-in-the-loop simulation of quadrotor UAV teleoperation using virtual robot experimentation platform (v-rep) and Matlab programs.

Keywords: Artificial potential function, autonomy, collision avoidance, teleoperation, quadrotor, UAV.

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Authors: Brownhilder N. Neneh, A. Van Aardt Smit

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Underpricing is one anomaly in initial public offerings (IPO) literature that has been widely observed across different stock markets with different trends emerging over different time periods. This study seeks to determine how IPOs on the JSE performed on the first day, first week and first month over the period of 1996-2011. Underpricing trends are documented for both hot and cold market periods in terms of four main sectors (cyclical, defensive, growth stock and interest rate sensitive stocks). Using a sample of 360 listed companies on the JSE, the empirical findings established that IPOs on the JSE are significantly underpriced with an average market adjusted first day return of 62.9%. It is also established that hot market IPOs on the JSE are more underpriced than the cold market IPOs. Also observed is the fact that as the offer price per share increases above the median price for any given period, the level of underpricing decreases substantially. While significant differences exist in the level of underpricing of IPOs in the four different sectors in the hot and cold market periods, interest rates sensitive stocks showed a different trend from the other sectors and thus require further investigation to uncover this pattern.

Keywords: Underpricing, hot and cold markets, South Africa, JSE.

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Authors: Asmawi A., Affendey L. S., Udzir N. I., Mahmod R.

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The topic of enhancing security in XML databases is important as it includes protecting sensitive data and providing a secure environment to users. In order to improve security and provide dynamic access control for XML databases, we presented XLog file to calculate user trust values by recording users’ bad transaction, errors and query severities. Severity-aware trust-based access control for XML databases manages the access policy depending on users' trust values and prevents unauthorized processes, malicious transactions and insider threats. Privileges are automatically modified and adjusted over time depending on user behaviour and query severity. Logging in database is an important process and is used for recovery and security purposes. In this paper, the Xlog file is presented as a dynamic and temporary log file for XML databases to enhance the level of security.

Keywords: XML database, trust-based access control, severity-aware, trust values, log file.

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Authors: N. Rugthaicharoencheep, A. Charlangsut, B. Ainsuk, A. Phayomhom

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This paper presents the significant factor and give some suggestion that should know before design. The main objective of this paper is guide the first step for someone who attends to design of grounding system before study in details later. The overview of grounding system can protect damage from fault such as can save a human life and power system equipment. The unsafe conditions have three cases. Case 1) maximum touch voltage exceeds the safety criteria. In this case, the conductor compression ratio of the ground gird should be first adjusted to have optimal spacing of ground grid conductors. If it still over limit, earth resistivity should be consider afterward. Case 2) maximum step voltage exceeds the safety criteria. In this case, increasing the number of ground grid conductors around the boundary can solve this problem. Case 3) both of maximum touch and step voltage exceed the safety criteria. In this case, follow the solutions explained in case 1 and case 2. Another suggestion, vary depth of ground grid until maximum step and touch voltage do not exceed the safety criteria.

Keywords: Grounding System, Touch Voltage, Step Voltage, Safety Criteria.

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Authors: Qianhua He, Weili Zhou, Aiwu Chen

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A sparse representation speech denoising method based on adapted stopping residue error was presented in this paper. Firstly, the cross-correlation between the clean speech spectrum and the noise spectrum was analyzed, and an estimation method was proposed. In the denoising method, an over-complete dictionary of the clean speech power spectrum was learned with the K-singular value decomposition (K-SVD) algorithm. In the sparse representation stage, the stopping residue error was adaptively achieved according to the estimated cross-correlation and the adjusted noise spectrum, and the orthogonal matching pursuit (OMP) approach was applied to reconstruct the clean speech spectrum from the noisy speech. Finally, the clean speech was re-synthesised via the inverse Fourier transform with the reconstructed speech spectrum and the noisy speech phase. The experiment results show that the proposed method outperforms the conventional methods in terms of subjective and objective measure.

Keywords: Speech denoising, sparse representation, K-singular value decomposition, orthogonal matching pursuit.

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Authors: K. Lee

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Many teachers are experienced; however, experience does not necessarily equate to excellence. Excellence in teaching is the single most powerful influence on student achievement. This qualitative, interpretivist case study investigates the practices of one of the nation’s most acknowledged teachers in enterprise education. In a number of semi-structured interviews, and observational visits, this remote regional teacher talked freely about what skills and strategies she used to achieve this success. Findings from this study were compared to key ideas developed by Professor John Hattie with regards to differences between expert, excellent and experienced teachers. Key findings showed the ‘expert teacher’ central to this study; ensured learning was engaging, challenging yet achievable for all (for both teacher and student of all abilities), authentic and driven by local needs, involved community supports; and ensured the process and learning was constantly monitored and teaching adjusted accordingly. It is anticipated that the data collected via observations, semi-structured interviews, and document analysis will help others to support students to gain greater success (in whatever form that may take).

Keywords: Expert teacher, enterprise education, excellence, skills and strategies.

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Authors: Fazıl Gökgöz, Fahrettin Filiz

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Electricity prices have sophisticated features such as high volatility, nonlinearity and high frequency that make forecasting quite difficult. Electricity price has a volatile and non-random character so that, it is possible to identify the patterns based on the historical data. Intelligent decision-making requires accurate price forecasting for market traders, retailers, and generation companies. So far, many shallow-ANN (artificial neural networks) models have been published in the literature and showed adequate forecasting results. During the last years, neural networks with many hidden layers, which are referred to as DNN (deep neural networks) have been using in the machine learning community. The goal of this study is to investigate electricity price forecasting performance of the shallow-ANN and DNN models for the Turkish day-ahead electricity market. The forecasting accuracy of the models has been evaluated with publicly available data from the Turkish day-ahead electricity market. Both shallow-ANN and DNN approach would give successful result in forecasting problems. Historical load, price and weather temperature data are used as the input variables for the models. The data set includes power consumption measurements gathered between January 2016 and December 2017 with one-hour resolution. In this regard, forecasting studies have been carried out comparatively with shallow-ANN and DNN models for Turkish electricity markets in the related time period. The main contribution of this study is the investigation of different shallow-ANN and DNN models in the field of electricity price forecast. All models are compared regarding their MAE (Mean Absolute Error) and MSE (Mean Square) results. DNN models give better forecasting performance compare to shallow-ANN. Best five MAE results for DNN models are 0.346, 0.372, 0.392, 0,402 and 0.409.

Keywords: Deep learning, artificial neural networks, energy price forecasting, Turkey.

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Authors: Abdessamad Essaouabi, Ibnelhaj Elhassane

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Efficient storage, transmission and use of video information are key requirements in many multimedia applications currently being addressed by MPEG-4. To fulfill these requirements, a new approach for representing video information which relies on an object-based representation, has been adopted. Therefore, objectbased watermarking schemes are needed for copyright protection. This paper proposes a novel blind object watermarking scheme for images and video using the in place lifting shape adaptive-discrete wavelet transform (SA-DWT). In order to make the watermark robust and transparent, the watermark is embedded in the average of wavelet blocks using the visual model based on the human visual system. Wavelet coefficients n least significant bits (LSBs) are adjusted in concert with the average. Simulation results shows that the proposed watermarking scheme is perceptually invisible and robust against many attacks such as lossy image/video compression (e.g. JPEG, JPEG2000 and MPEG-4), scaling, adding noise, filtering, etc.

Keywords: Watermark, visual model, robustness, in place lifting shape adaptive-discrete wavelet transform.

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Authors: M. K. Pradhan, C. K. Biswas

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In this research, Response Surface Methodology (RSM) is used to investigate the effect of four controllable input variables namely: discharge current, pulse duration, pulse off time and applied voltage Surface Roughness (SR) of on Electrical Discharge Machined surface. To study the proposed second-order polynomial model for SR, a Central Composite Design (CCD) is used to estimation the model coefficients of the four input factors, which are alleged to influence the SR in Electrical Discharge Machining (EDM) process. Experiments were conducted on AISI D2 tool steel with copper electrode. The response is modeled using RSM on experimental data. The significant coefficients are obtained by performing Analysis of Variance (ANOVA) at 5% level of significance. It is found that discharge current, pulse duration, and pulse off time and few of their interactions have significant effect on the SR. The model sufficiency is very satisfactory as the Coefficient of Determination (R2) is found to be 91.7% and adjusted R2-statistic (R2 adj ) 89.6%.

Keywords: Electrical discharge machining, surface roughness, response surface methodology, ANOVA, central composite design.

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Authors: Laura Sapranaviciute-Zabazlajeva, Abdonas Tamosiunas, Dalia Luksiene, Dalia Virviciute

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The cardiovascular diseases (CVD) is the leading cause of death in the EU, especially in the middle aged and elderly population. Psychological wellbeing (PWB) has been linked with better cardiovascular health and survival in the elderly. The aim of the study is to evaluate associations between CVD risk and PWB in middle-aged and elderly population. 10,940 middle aged and older Lithuanians of age 45-74 years, were invited to participate in the study. A study sample was a random and stratified by gender and age. In 2006-2008 7,087 responders participated in the survey, so the response rate was 64.8%. A follow-up study was conducted from 2006 till 2015. New CVD cases and deaths from CVD were evaluated using the Kaunas population-based CVD register and death register of Kaunas. Study results revealed that good PWB predicts longer life in female participants (Log Rank = 13.7, p < 0.001). In the fully adjusted model for socio-demographic, social and CVD risk factors, hazard ratio for CVD mortality risk was lower amongst women with good PWB (HR = 0.28, 95% CI 0.11-0.72), but not significantly for men. Our study concludes, that lower CVD mortality rates is being associated with better PWB in female aged 45-74 years.

Keywords: Psychological wellbeing, cardiovascular disease, elderly.

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Authors: J. Hossen, A. Rahman, K. Samsudin, F. Rokhani, S. Sayeed, R. Hasan

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The Neuro-Fuzzy hybridization scheme has become of research interest in pattern classification over the past decade. The present paper proposes a novel Modified Adaptive Fuzzy Inference Engine (MAFIE) for pattern classification. A modified Apriori algorithm technique is utilized to reduce a minimal set of decision rules based on input output data sets. A TSK type fuzzy inference system is constructed by the automatic generation of membership functions and rules by the fuzzy c-means clustering and Apriori algorithm technique, respectively. The generated adaptive fuzzy inference engine is adjusted by the least-squares fit and a conjugate gradient descent algorithm towards better performance with a minimal set of rules. The proposed MAFIE is able to reduce the number of rules which increases exponentially when more input variables are involved. The performance of the proposed MAFIE is compared with other existing applications of pattern classification schemes using Fisher-s Iris and Wisconsin breast cancer data sets and shown to be very competitive.

Keywords: Apriori algorithm, Fuzzy C-means, MAFIE, TSK

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Authors: Oscar Javier Herrera, Manuel Ángel Camacho

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This paper addresses a cutting edge method of business demand forecasting, based on an empirical probability function when the historical behavior of the data is random. Additionally, it presents error determination based on the numerical method technique ‘propagation of errors.’ The methodology was conducted characterization and process diagnostics demand planning as part of the production management, then new ways to predict its value through techniques of probability and to calculate their mistake investigated, it was tools used numerical methods. All this based on the behavior of the data. This analysis was determined considering the specific business circumstances of a company in the sector of communications, located in the city of Bogota, Colombia. In conclusion, using this application it was possible to obtain the adequate stock of the products required by the company to provide its services, helping the company reduce its service time, increase the client satisfaction rate, reduce stock which has not been in rotation for a long time, code its inventory, and plan reorder points for the replenishment of stock.

Keywords: Demand Forecasting, Empirical Distribution, Propagation of Error.

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Authors: Nor Hayati Ibrahim, Yaakob B. Che Man, Chin Ping Tan, Nor Aini Idris

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Interaction effects of xanthan gum (XG), carboxymethyl cellulose (CMC), and locust bean gum (LBG) on the flow properties of oil-in-water emulsions were investigated by a mixture design experiment. Blends of XG, CMC and LBG were prepared according to an augmented simplex-centroid mixture design (10 points) and used at 0.5% (wt/wt) in the emulsion formulations. An appropriate mathematical model was fitted to express each response as a function of the proportions of the blend components that are able to empirically predict the response to any blend of combination of the components. The synergistic interaction effect of the ternary XG:CMC:LBG blends at approximately 33-67% XG levels was shown to be much stronger than that of the binary XG:LBG blend at 50% XG level (p < 0.05). Nevertheless, an antagonistic interaction effect became significant as CMC level in blends was more than 33% (p < 0.05). Yield stress and apparent viscosity (at 10 s-1) responses were successfully fitted with a special quartic model while flow behaviour index and consistency coefficient were fitted with a full quartic model (R2 adjusted ≥ 0.90). This study found that a mixture design approach could serve as a valuable tool in better elucidating and predicting the interaction effects beyond the conventional twocomponent blends.

Keywords: O/W emulsions, flow behavior, polysaccharideinteraction, mixture design.

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Authors: S. Amirhassan Monadjemi, Narges Zarrabi, Naser Neamatbakhsh

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As days go by, we hear more and more about HIV, Ebola, Bird Flu and other dreadful viruses which were unknown a few decades ago. In both detecting and fighting viral diseases ordinary methods have come across some basic and important difficulties. Vaccination is by a sense introduction of the virus to the immune system before the occurrence of the real case infection. It is very successful against some viruses (e.g. Poliomyelitis), while totally ineffective against some others (e.g. HIV or Hepatitis-C). On the other hand, Anti-virus drugs are mostly some tools to control and not to cure a viral disease. This could be a good motivation to try alternative treatments. In this study, some key features of possible physical-based alternative treatments for viral diseases are presented. Electrification of body parts or fluids (especially blood) with micro electric signals with adjusted current or frequency is also studied. The main approach of this study is to find a suitable energy field, with appropriate parameters that are able to kill or deactivate viruses. This would be a lengthy, multi-disciplinary research which needs the contribution of virology, physics, and signal processing experts. It should be mentioned that all the claims made by alternative cures researchers must be tested carefully and are not advisable at the time being.

Keywords: Alternative Cure, Viral disease, HIV, signals, energy filed.

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Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

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In this paper we consider the problem of distributed adaptive estimation in wireless sensor networks for two different observation noise conditions. In the first case, we assume that there are some sensors with high observation noise variance (noisy sensors) in the network. In the second case, different variance for observation noise is assumed among the sensors which is more close to real scenario. In both cases, an initial estimate of each sensor-s observation noise is obtained. For the first case, we show that when there are such sensors in the network, the performance of conventional distributed adaptive estimation algorithms such as incremental distributed least mean square (IDLMS) algorithm drastically decreases. In addition, detecting and ignoring these sensors leads to a better performance in a sense of estimation. In the next step, we propose a simple algorithm to detect theses noisy sensors and modify the IDLMS algorithm to deal with noisy sensors. For the second case, we propose a new algorithm in which the step-size parameter is adjusted for each sensor according to its observation noise variance. As the simulation results show, the proposed methods outperforms the IDLMS algorithm in the same condition.

Keywords: Distributes estimation, sensor networks, adaptive filter, IDLMS.

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Authors: Ahmad Tariq Sheikh, Shahzad Amin Sheikh

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A new distance-adjusted approach is proposed in which static square contours are defined around an estimated symbol in a QAM constellation, which create regions that correspond to fixed step sizes and weighting factors. As a result, the equalizer tap adjustment consists of a linearly weighted sum of adaptation criteria that is scaled by a variable step size. This approach is the basis of two new algorithms: the Variable step size Square Contour Algorithm (VSCA) and the Variable step size Square Contour Decision-Directed Algorithm (VSDA). The proposed schemes are compared with existing blind equalization algorithms in the SCA family in terms of convergence speed, constellation eye opening and residual ISI suppression. Simulation results for 64-QAM signaling over empirically derived microwave radio channels confirm the efficacy of the proposed algorithms. An RTL implementation of the blind adaptive equalizer based on the proposed schemes is presented and the system is configured to operate in VSCA error signal mode, for square QAM signals up to 64-QAM.

Keywords: Adaptive filtering, Blind Equalization, Square Contour Algorithm.

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Authors: Do Hoai Nam, Keiko Udo, Akira Mano

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This paper presents the combination of different precipitation data sets and the distributed hydrological model, in order to examine the flood runoff reproductivity of scattered observation catchments. The precipitation data sets were obtained from observation using rain-gages, satellite based estimate (TRMM), and numerical weather prediction model (NWP), then were coupled with the super tank model. The case study was conducted in three basins (small, medium, and large size) located in Central Vietnam. Calculated hydrographs based on ground observation rainfall showed best fit to measured stream flow, while those obtained from TRMM and NWP showed high uncertainty of peak discharges. However, calculated hydrographs using the adjusted rainfield depicted a promising alternative for the application of TRMM and NWP in flood modeling for scattered observation catchments, especially for the extension of forecast lead time.

Keywords: Flood forecast, rainfall-runoff model, satellite rainfall estimate, numerical weather prediction, quantitative precipitation forecasting.

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Authors: Changyi Liu, Gui Wang, Matthew Dargusch

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Helical milling operations are used to generate or enlarge boreholes by means of a milling tool. The bore diameter can be adjusted through the diameter of the helical path. The kinematics of helical milling on a three axis machine tool is analysed firstly. The relationships between processing parameters, cutting tool geometry characters with machined hole feature are formulated. The feed motion of the cutting tool has been decomposed to plane circular feed and axial linear motion. In this paper, the time varying cutting forces acted on the side cutting edges and end cutting edges of the flat end cylinder miller is analysed using a discrete method separately. These two components then are combined to produce the cutting force model considering the complicated interaction between the cutters and workpiece. The time varying cutting force model describes the instantaneous cutting force during processing. This model could be used to predict cutting force, calculate statics deflection of cutter and workpiece, and also could be the foundation of dynamics model and predicting chatter limitation of the helical milling operations.

Keywords: Helical milling, Hole machining, Cutting force, Analytical model, Time domain

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Authors: Nuanpan Nangsue

Abstract:

Ratio and regression type estimators have been used by previous authors to estimate a population mean for the principal variable from samples in which both auxiliary x and principal y variable data are available. However, missing data are a common problem in statistical analyses with real data. Ratio and regression type estimators have also been used for imputing values of missing y data. In this paper, six new ratio and regression type estimators are proposed for imputing values for any missing y data and estimating a population mean for y from samples with missing x and/or y data. A simulation study has been conducted to compare the six ratio and regression type estimators with a previous estimator of Rueda. Two population sizes N = 1,000 and 5,000 have been considered with sample sizes of 10% and 30% and with correlation coefficients between population variables X and Y of 0.5 and 0.8. In the simulations, 10 and 40 percent of sample y values and 10 and 40 percent of sample x values were randomly designated as missing. The new ratio and regression type estimators give similar mean absolute percentage errors that are smaller than the Rueda estimator for all cases. The new estimators give a large reduction in errors for the case of 40% missing y values and sampling fraction of 30%.

Keywords: Auxiliary variable, missing data, ratio and regression type estimators.

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Authors: N. Demirsoy, N. Uçar, A. Önen, N. Kızıldağ, Ö. F. Vurur, O. Eren, İ. Karacan

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Polymer composite nano-fibers including (1, 3 wt %) silver nano-particles have been produced by electrospinning method. Polyacrylonitrile/N,N-dimethylformamide (PAN/DMF) solution have been prepared and the amount of silver nitrate have been adjusted to PAN weight. Silver nano-particles were obtained from reduction of silver ions into silver nano-particles by chemical reduction by hydrazine hydroxide (N2H5OH). The different amount of silver salt was loaded into polymer matrix to obtain polyacrylonitrile composite nano-fiber containing silver nano-particles. The effect of the amount of silver nano-particles on the properties of composite nano-fiber web was investigated. Electrical conductivity, mechanical properties, thermal properties were examined by Microtest LCR Meter 6370 (0.01 mΩ-100 MΩ), Tensile tester, Differential scanning calorimeter DSC (Q10) and SEM respectively. Also antimicrobial efficiency test (ASTM E2149-10) was done against to Staphylococcus aureus bacteria. It has been seen that breaking strength, conductivity, antimicrobial effect, enthalpy during cyclization increase by use of silver nano-particles while the diameter of nano-fiber decreases.

Keywords: Composite polyacrylonitrile nano-fiber, electrical conductivity, electrospinning, mechanical and thermal properties, silver nano-particles.

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Authors: S. Montenegro, W. Hu

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The objective of this paper is to develop a neural network-based residual generator to detect the fault in the actuators for a specific communication satellite in its attitude control system (ACS). First, a dynamic multilayer perceptron network with dynamic neurons is used, those neurons correspond a second order linear Infinite Impulse Response (IIR) filter and a nonlinear activation function with adjustable parameters. Second, the parameters from the network are adjusted to minimize a performance index specified by the output estimated error, with the given input-output data collected from the specific ACS. Then, the proposed dynamic neural network is trained and applied for detecting the faults injected to the wheel, which is the main actuator in the normal mode for the communication satellite. Then the performance and capabilities of the proposed network were tested and compared with a conventional model-based observer residual, showing the differences between these two methods, and indicating the benefit of the proposed algorithm to know the real status of the momentum wheel. Finally, the application of the methods in a satellite ground station is discussed.

Keywords: Satellite, Attitude Control, Momentum Wheel, Neural Network, Fault Detection.

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Authors: Promise A. Azor, Avievie Igodo, Esabai M. Ase

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The paper merged the return of premium clause and voluntary contributions to investigate retirees’ investment plan in a defined contributory (DC) pension scheme with a portfolio comprising of a risk-free asset and a risky asset whose price process is described by geometric Brownian motion (GBM). The paper considers additional voluntary contributions paid by members, charge on balance by pension fund administrators and the mortality risk of members of the scheme during the accumulation period by introducing return of premium clause. To achieve this, the Weilbull mortality force function is used to establish the mortality rate of members during accumulation phase. Furthermore, an optimization problem from the Hamilton Jacobi Bellman (HJB) equation is obtained using dynamic programming approach. Also, the Legendre transformation method is used to transform the HJB equation which is a nonlinear partial differential equation to a linear partial differential equation and solves the resultant equation for the value function and the optimal distribution plan under logarithm utility function. Finally, numerical simulations of the impact of some important parameters on the optimal distribution plan were obtained and it was observed that the optimal distribution plan is inversely proportional to the initial fund size, predetermined interest rate, additional voluntary contributions, charge on balance and instantaneous volatility.

Keywords: Legendre transform, logarithm utility, optimal distribution plan, return clause of premium, charge on balance, Weibull mortality function.

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Authors: Simeon Karafolas, Maciej Woźniak

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Mostly of public financing programs at national and regional level are funded from European Union sources. EU can participate directly to a national and regional program (example LEADER initiative, URBAN…) or indirectly by funding regional or national funds.Funds from European Union are provided from EU multiannual financial framework form which the annual budget is programmed. The adjusted program 2007-2013 of the EU considered commitments of almost 1 trillion Euros for the EU-28 countries. Provisions of the new program 2014-2020 consider commitments of more than 1 trillion Euros. Sustainable growth, divided to Cohesion and Competitiveness for Growth an Employment, is one of the two principal categories; the other is the preservation and management of natural resources.Through this financing process SMEs benefited of EU and public sources by receiving grants for their investments. Most of the financial instruments are available indirectly through the national financial intermediaries. Part of them is managed by the European Investment Fund.The paper focuses on the public financing to SMEs by examining case studies on divers forms of public help. It tries to distinguish the efficiency of the examined good practices and therefore try to have some conclusions on the possibility of application to other regions.

Keywords: DIFASS, financing, grants, SMEs.

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Authors: Yi-Haur Shiau, Sun-In Lin, Shi-Wei Lo, Hsiu-Mei Chou, Yi-Hsuan Chen

Abstract:

This paper proposes a novel multi-format stream grid architecture for real-time image monitoring system. The system, based on a three-tier architecture, includes stream receiving unit, stream processor unit, and presentation unit. It is a distributed computing and a loose coupling architecture. The benefit is the amount of required servers can be adjusted depending on the loading of the image monitoring system. The stream receive unit supports multi capture source devices and multi-format stream compress encoder. Stream processor unit includes three modules; they are stream clipping module, image processing module and image management module. Presentation unit can display image data on several different platforms. We verified the proposed grid architecture with an actual test of image monitoring. We used a fast image matching method with the adjustable parameters for different monitoring situations. Background subtraction method is also implemented in the system. Experimental results showed that the proposed architecture is robust, adaptive, and powerful in the image monitoring system.

Keywords: Motion detection, grid architecture, image monitoring system, and background subtraction.

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Authors: Dariush Semnani, Mehdi Ahangareianabhari, Hossein Ghayoor

Abstract:

In recent five decades, textured yarns of polyester fiber produced by false twist method are the most important and mass-produced manmade fibers. There are many parameters of cross section which affect the physical and mechanical properties of textured yarns. These parameters are surface area, perimeter, equivalent diameter, large diameter, small diameter, convexity, stiffness, eccentricity, and hydraulic diameter. These parameters were evaluated by digital image processing techniques. To find trends between production criteria and evaluated parameters of cross section, three criteria of production line have been adjusted and different types of yarns were produced. These criteria are temperature, drafting ratio, and D/Y ratio. Finally the relations between production criteria and cross section parameters were considered. The results showed that the presented technique can recognize and measure the parameters of fiber cross section in acceptable accuracy. Also, the optimum condition of adjustments has been estimated from results of image analysis evaluation.

Keywords: Computer Vision, Cross Section Analysis, Fibers Deformation, Textured Yarn

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Authors: Kazumoto Tanaka, Takayuki Fujino

Abstract:

Sports games conducted as a group are a form of therapeutic exercise for aged people with decreased strength and for people suffering from permanent damage of stroke and other conditions. However, it is difficult for patients with different athletic abilities to play a game on an equal footing. This study specifically examines a computer video game designed for therapeutic exercise, and a game system with support given depending on athletic ability. Thereby, anyone playing the game can participate equally. This video-game, to be specific, is a popular variant of balloon volleyball, in which players hit a balloon by hand before it falls to the floor. In this game system, each player plays the game watching a monitor on which the system displays tailor-made video-game images adjusted to the person’s athletic ability, providing players with player-adaptive assist support. We have developed a multiplayer game system with an image generation technique for the tailor-made video-game and conducted tests to evaluate it.

Keywords: Therapeutic exercise, computer video game, disability-adaptive assist, tailor-made video-game image.

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Authors: Robertoes K. K. Wibowo, Siswoyo Soekarno, Irma Puspitasari

Abstract:

Indonesian people use trains for their transportation, especially they use economy class train transportation because it is cheaper and has a more precise schedule than any other ground transportation. Nevertheless, the economy class passenger seat raises some inconvenience issues for passengers. This is due to the design of the chair on the economic class of trains that did not adjusted to the shape of anthropometry of Indonesian people. Thus, research needs to be conducted on the design of the seats in the economic class of trains. The purpose of this research is to make the design of economy class passenger seats ergonomic. This research method uses questionnaires and anthropometry measurements. The data obtained is processed using House of Quality of Ergonomic Function Development. From the results of analysis and data processing were obtained important changes from the original design. Ergonomic chair design according to the analysis is a stainless steel frame, seat height 390 mm, with a seat width for each passenger of 400 mm and a depth of 400 mm. Design of the backrest has a height of 840 mm, width of 430 mm and length of 300 mm that can move at the angle of 105-115 degrees. The width of the footrest is 42 mm and 400 mm length. The thickness of the seat cushion is 100 mm.

Keywords: Chair, ergonomics, function development, train passenger.

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Authors: Hoda Zolfagharnejad, Behnam Kamkar, Omid Abdi

Abstract:

Crop coefficient (Kc) is an important factor contributing to estimation of evapotranspiration, and is also used to determine the irrigation schedule. This study investigated and determined the monthly Kc of winter wheat (Triticum aestivum L.) using five vegetation indices (VIs): Normalized Difference Vegetation Index (NDVI), Difference Vegetation Index (DVI), Soil Adjusted Vegetation Index (SAVI), Infrared Percentage Vegetation Index (IPVI), and Ratio Vegetation Index (RVI) of four basins in Golestan province, Iran. 14 Landsat-8 images according to crop growth stage were used to estimate monthly Kc of wheat. VIs were calculated based on infrared and near infrared bands of Landsat 8 images using Geographical Information System (GIS) software. The best VIs were chosen after establishing a regression relationship among these VIs with FAO Kc and Kc that was modified for the study area by the previous research based on R² and Root Mean Square Error (RMSE). The result showed that local modified SAVI with R²= 0.767 and RMSE= 0.174 was the best index to produce monthly wheat Kc maps.

Keywords: Crop coefficient, remote sensing, vegetation indices, wheat.

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