Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1926

Search results for: Industrial Index

1926 Assessing Relationship between Type of Financial Market and Market Indices in Tehran Stock Exchange

Authors: Zahra Amirhosseini, Alireza Bashiri

Abstract:

The aim of this study was to examine and identify the type of Iranian financial market in terms of being symmetrical or asymmetrical and to measure relationship between type of market and the market's indices. In this study, daily information on the market-s Share Price Index, Industrial Index and Top Fifty Most Active Companies during the years 1999-2010 has been used. In addition, to determine type of the financial market, rate of return on Security is taken into account. In this research, by using logistic regression analysis methods, relationship of the market type with the above mentioned indices have been examined. The results showed that the type of the financial market has a positive significant association with market share price index and Industrial Index. Index of Top Fifty Most Active Companies is significantly associated with type of financial market, however this relationship is inverse.

Keywords: All Share Price Index, Asymmetrical Market, Industrial Index, Symmetrical Market, Top Fifty Most Active Companies Index

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1925 Energy Efficiency Index Applied to Reactive Systems

Authors: P. Góes, J. Manzi

Abstract:

This paper focuses on the development of an energy efficiency index that will be applied to reactive systems, which is based in the First and Second Law of Thermodynamics, by giving particular consideration to the concept of maximum entropy. Among the requirements of such energy efficiency index, the practical feasibility must be essential. To illustrate the performance of the proposed index, such an index was used as decisive factor of evaluation for the optimization process of an industrial reactor. The results allow the conclusion to be drawn that the energy efficiency index applied to the reactive system is consistent because it extracts the information expected of an efficient indicator, and that it is useful as an analytical tool besides being feasible from a practical standpoint. Furthermore, it has proved to be much simpler to use than tools based on traditional methodologies.

Keywords: Energy efficiency, maximum entropy, reactive systems.

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1924 The Extremal Graph with the Largest Merrifield-Simmons Index of (n, n + 2)-graphs

Authors: M. S. Haghighat, A. Dolati, M. Tabari, E. Mohseni

Abstract:

The Merrifield-Simmons index of a graph G is defined as the total number of its independent sets. A (n, n + 2)-graph is a connected simple graph with n vertices and n + 2 edges. In this paper we characterize the (n, n+2)-graph with the largest Merrifield- Simmons index. We show that its Merrifield-Simmons index i.e. the upper bound of the Merrifield-Simmons index of the (n, n+2)-graphs is 9 × 2n-5 +1 for n ≥ 5.

Keywords: Merrifield-Simmons index, (n, n+2)-graph.

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1923 Comparison of the H-Index of Researchers of Google Scholar and Scopus

Authors: Adian Fatchur Rochim, Abdul Muis, Riri Fitri Sari

Abstract:

H-index has been widely used as a performance indicator of researchers around the world especially in Indonesia. The Government uses Scopus and Google scholar as indexing references in providing recognition and appreciation. However, those two indexing services yield to different H-index values. For that purpose, this paper evaluates the difference of the H-index from those services. Researchers indexed by Webometrics, are used as reference’s data in this paper. Currently, Webometrics only uses H-index from Google Scholar. This paper observed and compared corresponding researchers’ data from Scopus to get their H-index score. Subsequently, some researchers with huge differences in score are observed in more detail on their paper’s publisher. This paper shows that the H-index of researchers in Google Scholar is approximately 2.45 times of their Scopus H-Index. Most difference exists due to the existence of uncertified publishers, which is considered in Google Scholar but not in Scopus.

Keywords: Google Scholar, H-index, Scopus.

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1922 The Assessment of Reforms in Different Countries by Social-Economic Development Integral Index

Authors: Samson Davoyan, Tatevik Sahakyan

Abstract:

The purpose of this report is to suggest a new methodology for the assessment of the comparative efficiency of the reforms made in different countries by an integral index. We have highlighted the reforms made in post-crisis period in 21 former socialist countries. The integral index describes the social-economic development level. The integral index contains of six indexes: The Global Competitiveness Index, Doing Business, The Corruption Perception, The Index of Economic Freedom, The Human Development, and The Democracy Index, which are reported by different international organizations. With the help of our methodology we first summarized the above-mentioned 6 indexes and attained 1 general index, besides, our new method enables us to assess the comparative efficiency of the reforms made in different countries by analyzing them. The purpose is to reveal the opportunities and threats of socialeconomic reforms in different directions.

Keywords: Assessment, comparative, effectiveness, reforms

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1921 Eccentric Connectivity Index, First and Second Zagreb Indices of Corona Graph

Authors: A. Kulandai Therese

Abstract:

The eccentric connectivity index based on degree and eccentricity of the vertices of a graph is a widely used graph invariant in mathematics. In this paper, we present the explicit eccentric connectivity index, first and second Zagreb indices for a Corona graph and sub divisionrelated corona graphs.

Keywords: Corona graph, Degree, Eccentricity, Eccentric Connectivity Index, First Zagreb index, Second Zagreb index and Subdivision graphs.

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1920 An Efficiency Measurement of E-Government Performance for United Nation Ranking Index

Authors: Yassine Jadi, Lin Jie

Abstract:

In order to serve the society in an electronic manner, many developing countries have launched tremendous e-government projects. The strategies of development and implementation e-government system have reached different levels, and to ensure consistency of development, the governments need to evaluate e-government performance. The United nation has design e-government development ranking index (EGDI) that rely on three indexes, Online service index (OSI), Telecommunication Infrastructure index (TII), and human capital index( HCI) which are not reflecting the interaction between a government and their citizens. Based on data envelopment analyses (DEA) technique, we are using E-participating index (EPI) as an output of government effort to evaluate the performance of e-government system. Therefore, the ranking index can be achieved in efficiency manner.

Keywords: E-government, DEA, efficiency measurement, EGDI.

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1919 A Novel Spectral Index for Automatic Shadow Detection in Urban Mapping Based On WorldView-2 Satellite Imagery

Authors: Kaveh Shahi, Helmi Z. M. Shafri, Ebrahim Taherzadeh

Abstract:

In remote sensing, shadow causes problems in many applications such as change detection and classification. It is caused by objects which are elevated, thus can directly affect the accuracy of information. For these reasons, it is very important to detect shadows particularly in urban high spatial resolution imagery which created a significant problem. This paper focuses on automatic shadow detection based on a new spectral index for multispectral imagery known as Shadow Detection Index (SDI). The new spectral index was tested on different areas of WorldView-2 images and the results demonstrated that the new spectral index has a massive potential to extract shadows with accuracy of 94% effectively and automatically. Furthermore, the new shadow detection index improved road extraction from 82% to 93%.

Keywords: Spectral index, shadow detection, remote sensing images, WorldView-2.

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1918 Public Transport: Punctuality Index for Bus Operation

Authors: Noorfakhriah Yaakub, Madzlan Napiah

Abstract:

Public bus service plays a significant role in our society as people movers and to facilitate travels within towns and districts. The quality of service of public bus is always being regarded as poor, or rather, underestimated as second class means of transportation. Reliability of service, or the ability to deliver service as planned, is one key element in perceiving the quality of bus service and the punctuality index is one of the performance parameters in determining the service reliability. This study concentrates on evaluating the reliability performance of bus operation using punctuality index assessment. A week data for each of six city bus routes is recorded using the on-board methodology to calculate the punctuality index for city bus service in Kota Bharu. The results revealed that the punctuality index for the whole city bus network is 94.25% (LOS B).

Keywords: Punctuality Index, Reliability Performance, Service Performance.

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1917 Construction Methods for Sign Patterns Allowing Nilpotence of Index k

Authors: Jun Luo

Abstract:

In this paper, the smallest such integer k is called by the index (of nilpotence) of B such that Bk = 0. In this paper, we study sign patterns allowing nilpotence of index k and obtain four methods to construct sign patterns allowing nilpotence of index at most k, which generalizes some recent results.

Keywords: Sign pattern, Nilpotence, Jordan block.

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1916 Estimation of Reconnaissance Drought Index (RDI) for Bhavnagar District, Gujarat, India

Authors: Ravi Shah, V. L. Manekar, R. A. Christian, N. J. Mistry

Abstract:

There are two types of drought as conceptual drought and operational drought. The three parameters as the beginning, the end and the degree of severity of the drought can be identifying in operational drought by average precipitation in the whole region. One of the methods classified to measure drought is Reconnaissance Drought Index (RDI). Evapotranspiration is calculated using Penman-Monteith method by analyzing thirty nine years prolong climatic data. The evapotranspiration is then utilized in RDI to classify normalized and standardized RDI. These RDI classifications led to what kind of drought faced in Bhavnagar region on 12 month time scale basis. The comparison between actual drought conditions and RDI method used to find out drought are also illustrated. It can be concluded that the index results of drought in a particular year are same in both methods but having different index values where as severity remain same.

Keywords: Drought, Drought index, Reconnaissance Drought Index (RDI), Precipitation.

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1915 Analysis of Influenza Cases and Seasonal Index in Thailand

Authors: S. Youthao, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study investigated the pattern and seasonal index of influenza cases in Thailand. Our results showed that southern Thailand had the highest influenza incidence among the four regions of Thailand (i.e. north, northeast, central and southern Thailand). The influenza pattern in southern Thailand was similar to that of northeastern Thailand. Seasonal index values of influenza cases in Thailand were higher in the hot season than in the wet season. Influenza cases started to increase at the beginning of the hot season (April), reached a maximum in August, rapidly declined in the middle of the wet season and reached the lowest value in December. Seasonal index values for northern Thailand differed from other regions of Thailand.

Keywords: Influenza, disease index, seasonal index, Thailand.

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1914 On Estimating the Headcount Index by Using the Logistic Regression Estimator

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

Abstract:

The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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1913 Drought Stress Indices in Some Silage Maize Cultivars

Authors: Ehsan Shahrabian, Ali Soleymani

Abstract:

Several yield-based stress indices have been developed that may be more applicable to work on drought tolerance. In this study, we investigate possibility of using stress susceptibility index (SSI), tolerance index (TOL), yield stability index (YSI), yield index (YI), stress tolerance index (STI), geometric mean productivity (GMP), harmonic mean (HARM), mean productivity (MP) to identify genotypic performance of some maize cultivars under normal and stressed condition. The results indicate that it was possible to identify superior genotypes for drought tolerance based on their stress indices and generally SSI indices which showed the lowest negative correlation with dry matter yield can be used as the best index for maize breeding programs to introduce drought tolerant hybrids. It was found that SC 647 showed the best behavior under drought stress condition based on TOL and SSI. A higher STI, GMP, and HARM values were attained for ko6. It can be suggested that ko6 should be cultivated in moderate stressful environment of Iran.

Keywords: Index, productivity, stress, susceptibility tolerance, yield.

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1912 Application of Scientific Metrics to Evaluate Academic Reputation in Different Research Areas

Authors: Cristiano R. Cervi, Renata Galante, José Palazzo M. de Oliveira

Abstract:

In this paper, we address the problem of identifying academic reputation of researchers using scientific metrics in different research areas. Due to the characteristics of each area, researchers can present different behaviors. In previous work, we define Rep-Index that makes use of a profile template to individually identify the reputation of researchers. The Rep-Index is comprehensive and adaptive because involves hole trajectory of the researcher built throughout his career and can be used in different areas and in different contexts. Now, we compare our metric (Rep-Index) with the h-index and the g-index through experiments with researchers in the fields of Economics, Dentistry and Computer Science. We analyze the trajectory of 830 Brazilian researchers from the National Council of Technological and Scientific Development (CNPq), which receive grants research productivity. The grants are aimed at productivity researchers that stand out among their peers, enhancing their scientific normative criteria established by CNPq. Of the 830 researchers, 210 are in the area of Economics, 216 of Dentistry e 404 of Computer Science. The experiments show that our metric is strongly correlated with h-index, g-index and CNPq ranking. We also show good results for our hypothesis that our metric can be used to evaluate research in several areas. We apply our metric (Rep-Index) to compare the behavior of researchers in relation to their h-index and g-index through extensive experiments. The experiments showed that our metric is strongly correlated with h-index, g-index and CNPq ranking.

Keywords: Researcher reputation, profile model, scientific metrics.

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1911 Brainwave Classification for Brain Balancing Index (BBI) via 3D EEG Model Using k-NN Technique

Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

Abstract:

In this paper, the comparison between k-Nearest Neighbor (kNN) algorithms for classifying the 3D EEG model in brain balancing is presented. The EEG signal recording was conducted on 51 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, maximum PSD values were extracted as features from the model. There are three indexes for balanced brain; index 3, index 4 and index 5. There are significant different of the EEG signals due to the brain balancing index (BBI). Alpha-α (8–13 Hz) and beta-β (13–30 Hz) were used as input signals for the classification model. The k-NN classification result is 88.46% accuracy. These results proved that k-NN can be used in order to predict the brain balancing application.

Keywords: Brain balancing, kNN, power spectral density, 3D EEG model.

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1910 Analyzing Disclosure Practice of Religious Nonprofit Organizations using Partial Disclosure Index

Authors: Ruhaya Atan, Saunah Zainon, Roland Yeow Theng Nam, Sharifah Aliman

Abstract:

This study examines the relevance of disclosure practices in improving the accountability and transparency of religious nonprofit organizations (RNPOs). The assessment of disclosure is based on the annual returns of RNPOs for the financial year 2010. In order to quantify the information disclosed in the annual returns, partial disclosure indexes of basic information (BI) disclosure index, financial information (FI) disclosure index and governance information (GI) disclosure index have been built which takes into account the content of information items in the annual returns. The empirical evidence obtained revealed low disclosure practices among RNPOs in the sample. The multiple regression results showed that the organizational attribute of the board size appeared to be the most significant predictor for both partial index on the extent of BI disclosure index, and FI disclosure index. On the other hand, the extent of financial information disclosure is related to the amount of donation received by RNPOs. On GI disclosure index, the existence of an external audit appeared to be significant variable. This study has contributed to the academic literature in providing empirical evidence of the disclosure practices among RNPOs.

Keywords: disclosure, index, partial, NPOs, religious

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1909 Terminal Wiener Index for Graph Structures

Authors: J. Baskar Babujee, J. Senbagamalar,

Abstract:

The topological distance between a pair of vertices i and j, which is denoted by d(vi, vj), is the number of edges of the shortest path joining i and j. The Wiener index W(G) is the sum of distances between all pairs of vertices of a graph G. W(G) = i

Keywords: Graph, Degree, Distance, Pendent vertex, Wiener index, Tree.

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1908 Development for the Evaluation Index of an Anesthesia Depth using the Bispectrum Analysis

Authors: Soo-young Ye, Jun-mo Park, Jae-hyung Kim, Jae-hee Jung, Ah-young Jeon, In-cheol Kim, Jung-man Son, Ki-gon Nam, Seong-wan Baik, Jung-hoon Ro, Gye-rok Jeon

Abstract:

The linear SEF (Spectral Edge Frequency) parameter and spectrum analysis method can not reflect the non-linear of EEG. This method can not contribute to acquire real time analysis and obtain a high confidence in the clinic due to low discrimination. To solve the problems, the development of a new index is carried out using the bispectrum analyzing the EEG(electroencephalogram) including the non-linear characteristic. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. New index could afford to effectively discriminate the awake and anesthesia state.

Keywords: Bispectrum, anesthesia depth, EEG, SEF.

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1907 Comparison of Diagnostic Performance of Soluble Transferrin Receptor and Soluble Transferrin Receptor-Ferritin Index Tests in the Diagnosis of Iron Deficiency Anemia

Authors: Hafiz Muhammad Obaid, Bilal Wajid, Nauman Haider, Muhammad Zafrullah

Abstract:

In this research article, a comprehensive analysis is performed to compare the diagnostic performance of soluble transferrin receptor (sTfR) and sTfR/log ferritin index tests in the differential diagnosis of iron deficiency anemia (IDA) and anemia of chronic disease (ACD). The analysis is performed for both sTfR and sTfR/log ferritin index using a set of 11 studies. The overall odds ratios for sTfR and sTfR/log ferritin index were 36.79 and 119.32 respectively, using 95% confidence interval. The relative sensitivity, specificity. positive likelihood ratio (LR) and negative LR values for sTfR in relation to sTfR/log ferritin index were 81% vs 85%, 84% vs 93%, 6.31 vs 13.95 and 0.18 vs 0.14 respectively. The summary receiver operating characteristic (SROC) curves are also plotted for both sTfR and sTfR/log ferritin index. The area under SROC curves for sTfR and sTfR/log ferritin index was found to be 0.9296 and 0.9825 respectively. Although both tests are useful, the sTfR/log ferritin index seems to be more effective when compared with sTfR.

Keywords: Anemia, sTfR, iron deficiency, ferritin, odds ratio, sensitivity.

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1906 ABURAS Index: A Statistically Developed Index for Dengue-Transmitting Vector Population Prediction

Authors: Hani M. Aburas

Abstract:

“Dengue" is an African word meaning “bone breaking" because it causes severe joint and muscle pain that feels like bones are breaking. It is an infectious disease mainly transmitted by female mosquito, Aedes aegypti, and causes four serotypes of dengue viruses. In recent years, a dramatic increase in the dengue fever confirmed cases around the equator-s belt has been reported. Several conventional indices have been designed so far to monitor the transmitting vector populations known as House Index (HI), Container Index (CI), Breteau Index (BI). However, none of them describes the adult mosquito population size which is important to direct and guide comprehensive control strategy operations since number of infected people has a direct relationship with the vector density. Therefore, it is crucial to know the population size of the transmitting vector in order to design a suitable and effective control program. In this context, a study is carried out to report a new statistical index, ABURAS Index, using Poisson distribution based on the collection of vector population in Jeddah Governorate, Saudi Arabia.

Keywords: Poisson distribution, statistical index, prediction, Aedes aegypti.

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1905 Comparison of the Parameter using ECG with Bisepctrum Parameter using EEG during General Anesthesia

Authors: Seong-wan Baik, Soo-young Ye, Byeong-cheol Choi, Gye-rok Jeon

Abstract:

The measurement of anesthetic depth is necessary in anesthesiology. NN10 is very simple method among the RR intervals analysis methods. NN10 parameter means the numbers of above the 10 ms intervals of the normal to normal RR intervals. Bispectrum analysis is defined as 2D FFT. EEG signal reflected the non-linear peristalsis phenomena according to the change brain function. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. In this paper, the relation between NN10 parameter using ECG and bisepctrum index using EEG is observed to estimate the depth of anesthesia during anesthesia and then we estimated the utility of the anesthetic.

Keywords: Anesthesia, Bispectrum index, ECG, EEG

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1904 An Approaching Index to Evaluate a forward Collision Probability

Authors: Yuan-Lin Chen

Abstract:

This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.

Keywords: Approaching index, forward collision probability, time to collision, time headway.

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1903 Using Data Mining Methodology to Build the Predictive Model of Gold Passbook Price

Authors: Chien-Hui Yang, Che-Yang Lin, Ya-Chen Hsu

Abstract:

Gold passbook is an investing tool that is especially suitable for investors to do small investment in the solid gold. The gold passbook has the lower risk than other ways investing in gold, but its price is still affected by gold price. However, there are many factors can cause influences on gold price. Therefore, building a model to predict the price of gold passbook can both reduce the risk of investment and increase the benefits. This study investigates the important factors that influence the gold passbook price, and utilize the Group Method of Data Handling (GMDH) to build the predictive model. This method can not only obtain the significant variables but also perform well in prediction. Finally, the significant variables of gold passbook price, which can be predicted by GMDH, are US dollar exchange rate, international petroleum price, unemployment rate, whole sale price index, rediscount rate, foreign exchange reserves, misery index, prosperity coincident index and industrial index.

Keywords: Gold price, Gold passbook price, Group Method ofData Handling (GMDH), Regression.

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1902 Curing Methods Yield Multiple Refractive Index of Benzocyclobutene Polymer Film

Authors: N.A.M. Yahya, W.H. Lim, S.W. Phang, H. Ahmad, R. Zakaria, F.R. Mahamd Adikan

Abstract:

Refractive index control of benzocyclobutene (BCB 4024-40) is achieved by facilitating different conditions during the thermal curing of BCB film. Refractive index (RI) change of 1.49% is obtained with curing of BCB film using an oven, while the RI change is 0.1% when the BCB is cured using a hotplate. The two different curing methods exhibit a temperature dependent refractive index change of the BCB photosensitive polymer. By carefully controlling the curing conditions, multiple layers of BCB with different RI can be fabricated, which can then be applied in the fabrication of optical waveguides.

Keywords: BCB 4024-40, curing method, multiple refractiveindex, polymers.

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1901 Evaluating Refactoring with a Quality Index

Authors: Crt Gerlec, Marjan Hericko

Abstract:

The aim of every software product is to achieve an appropriate level of software quality. Developers and designers are trying to produce readable, reliable, maintainable, reusable and testable code. To help achieve these goals, several approaches have been utilized. In this paper, refactoring technique was used to evaluate software quality with a quality index. It is composed of different metric sets which describes various quality aspects.

Keywords: Refactoring, Software Metrics, Software Quality, Quality Index, Agile methodologies

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1900 Dynamic Inverted Index Maintenance

Authors: Leo Galambos

Abstract:

The majority of today's IR systems base the IR task on two main processes: indexing and searching. There exists a special group of dynamic IR systems where both processes (indexing and searching) happen simultaneously; such a system discards obsolete information, simultaneously dealing with the insertion of new in¬formation, while still answering user queries. In these dynamic, time critical text document databases, it is often important to modify index structures quickly, as documents arrive. This paper presents a method for dynamization which may be used for this task. Experimental results show that the dynamization process is possible and that it guarantees the response time for the query operation and index actualization.

Keywords: Search engine, inverted file, index management.

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1899 Detecting Financial Bubbles Using Gap between Common Stocks and Preferred Stocks

Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

Abstract:

How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

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1898 Information Filtering using Index Word Selection based on the Topics

Authors: Takeru YOKOI, Hidekazu YANAGIMOTO, Sigeru OMATU

Abstract:

We have proposed an information filtering system using index word selection from a document set based on the topics included in a set of documents. This method narrows down the particularly characteristic words in a document set and the topics are obtained by Sparse Non-negative Matrix Factorization. In information filtering, a document is often represented with the vector in which the elements correspond to the weight of the index words, and the dimension of the vector becomes larger as the number of documents is increased. Therefore, it is possible that useless words as index words for the information filtering are included. In order to address the problem, the dimension needs to be reduced. Our proposal reduces the dimension by selecting index words based on the topics included in a document set. We have applied the Sparse Non-negative Matrix Factorization to the document set to obtain these topics. The filtering is carried out based on a centroid of the learning document set. The centroid is regarded as the user-s interest. In addition, the centroid is represented with a document vector whose elements consist of the weight of the selected index words. Using the English test collection MEDLINE, thus, we confirm the effectiveness of our proposal. Hence, our proposed selection can confirm the improvement of the recommendation accuracy from the other previous methods when selecting the appropriate number of index words. In addition, we discussed the selected index words by our proposal and we found our proposal was able to select the index words covered some minor topics included in the document set.

Keywords: Information Filtering, Sparse NMF, Index wordSelection, User Profile, Chi-squared Measure

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1897 Increase of Heat Index over Bangladesh: Impact of Climate Change

Authors: Mohammad Adnan Rajib, Md.Rubayet Mortuza, Saranah Selmi, Asif Khan Ankur, Md. Mujibur Rahman

Abstract:

Heat Index describes the combined effect of temperature and humidity on human body. This combined effect is causing a serious threat to the health of people because of the changing climate. With climate change, climate variability and thus the occurrence of heat waves is likely to increase. Evidence is emerging from the analysis of long-term climate records of an increase in the frequency and duration of extreme temperature events in all over Bangladesh particularly during summer. Summer season has prolonged while winters have become short in Bangladesh. Summers have become hotter and thus affecting the lives of the people engaged in outdoor activities during scorching sun hours. In 2003 around 62 people died due to heat wave across the country. In this paper Bangladesh is divided in four regions and heat index has been calculated from 1960 to 2010 in these regions of the country. The aim of this paper is to identify the spots most vulnerable to heat strokes and heat waves due to high heat index. The results show upward trend of heat index in almost all the regions of Bangladesh. The highest increase in heat index value has been observed in areas of South-west region and North-west Region. The highest change in average heat index has been found in Jessore by almost 5.50C.

Keywords: Anomaly, Heat index, Relative humidity, Temperature

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