Search results for: Moving node

Authors: M.K.Jeya Kumar

Abstract:

Many advanced Routing protocols for wireless sensor networks have been implemented for the effective routing of data. Energy awareness is an essential design issue and almost all of these routing protocols are considered as energy efficient and its ultimate objective is to maximize the whole network lifetime. However, the introductions of video and imaging sensors have posed additional challenges. Transmission of video and imaging data requires both energy and QoS aware routing in order to ensure efficient usage of the sensors and effective access to the gathered measurements. In this paper, the performance of the energy-aware QoS routing Protocol are analyzed in different performance metrics like average lifetime of a node, average delay per packet and network throughput. The parameters considered in this study are end-to-end delay, real time data generation/capture rates, packet drop probability and buffer size. The network throughput for realtime and non-realtime data was also has been analyzed. The simulation has been done in NS2 simulation environment and the simulation results were analyzed with respect to different metrics.

Keywords: Cluster nodes, end-to-end delay, QoS routing, routing protocols, sensor networks, least-cost-path.

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Authors: Peter Hardi, Bala Mulloth

Abstract:

To be considered a socially entrepreneurial organization today requires achieving what can be termed a “hybrid middle ground” equilibrium, comprising of economic as well as social sustainability. This middle ground requires some blend of both business and social commitments. In this paper, we use the case of Hungary's second ranked mobile operator, Telenor Hungary to illustrate an example of a company that is moving to the hybrid middle ground by transitioning from a for-profit company to a socially responsible business using the concept of strategic CSR. In this line of thinking, the organization explicitly supports programs and initiatives that have a direct link to the core business and bring operational and/or financial advantages for the company, while creating a positive social and/or environmental impact. The important lessons learned from the company transition are also discussed. 

Keywords: Hybrid middle ground, social entrepreneurship, strategic corporate social responsibility.

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Authors: Broderick Crawford, Ricardo Soto, Natalia Berrios, Eduardo Olguin

Abstract:

In this paper, we present a binary cat swarm optimization for solving the Set covering problem. The set covering problem is a well-known NP-hard problem with many practical applications, including those involving scheduling, production planning and location problems. Binary cat swarm optimization is a recent swarm metaheuristic technique based on the behavior of discrete cats. Domestic cats show the ability to hunt and are curious about moving objects. The cats have two modes of behavior: seeking mode and tracing mode. We illustrate this approach with 65 instances of the problem from the OR-Library. Moreover, we solve this problem with 40 new binarization techniques and we select the technical with the best results obtained. Finally, we make a comparison between results obtained in previous studies and the new binarization technique, that is, with roulette wheel as transfer function and V3 as discretization technique.

Keywords: Binary cat swarm optimization, set covering problem, metaheuristic, binarization methods.

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Authors: Manoj Kumar, A.K. Verma, A. Srividya

Abstract:

Time varying network induced delays in networked control systems (NCS) are known for degrading control system-s quality of performance (QoP) and causing stability problems. In literature, a control method employing modeling of communication delays as probability distribution, proves to be a better method. This paper focuses on modeling of network induced delays as probability distribution. CAN and MIL-STD-1553B are extensively used to carry periodic control and monitoring data in networked control systems. In literature, methods to estimate only the worst-case delays for these networks are available. In this paper probabilistic network delay model for CAN and MIL-STD-1553B networks are given. A systematic method to estimate values to model parameters from network parameters is given. A method to predict network delay in next cycle based on the present network delay is presented. Effect of active network redundancy and redundancy at node level on network delay and system response-time is also analyzed.

Keywords: NCS (networked control system), delay analysis, response-time distribution, worst-case delay, CAN, MIL-STD-1553B, redundancy

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Authors: V. Vassiliou, M. Menicou, M. Charalambides, J. DeCew, I. Tsukrov

Abstract:

Cyprus- offshore aquaculture industry has promising prospects taking into account that Cyprus is an island. Its production trend is increasing overtaking bigger countries such Greece and Italy. However, current mooring systems seem to be under-performing acting as obstacles for its future development. Furthermore, shallow coastal waters scarcity due to competing industries dictates future development to come by moving further from shore exposing fish farms and subsequently mooring systems to harsher environmental loadings. It is, therefore, of paramount importance to design mooring systems based on engineering and scientific principles and leave behind the present “trial and error" methods. This paper presents the current state of Cyprus- offshore aquaculture industry and focuses of its mooring designs by proposing a new methodology for designing more reliable systems, hence ensuring its future.

Keywords: Environmental loadings, mooring systems design, numerical modeling, offshore aquaculture

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Authors: Razilan A. Kadir, Wan A. K. W. Dollah, Fatimah A. Saaid, S. Diljit

Abstract:

Academic digital libraries emerged as a result of advances in computing and information systems technologies, and had been introduced in universities and to public. As results, moving in parallel with current technology in learning and researching environment indeed offers myriad of advantages especially to students and academicians, as well as researchers. This is due to dramatic changes in learning environment through the use of digital library system which giving spectacular impact on these societies- way of performing their study/research. This paper presents a survey of current criteria for evaluating academic digital libraries- performance. The goal is to discuss criteria being applied so far for academic digital libraries evaluation in the context of user-centered design. Although this paper does not comprehensively take into account all previous researches in evaluating academic digital libraries but at least it can be a guide in understanding the evaluation criteria being widely applied.

Keywords: Academic digital libraries, evaluation criteria, performance, user-centered.

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Authors: Siddhartha Chauhan, Nitin Kumar Kotania

Abstract:

Traditional Wireless Sensor Networks (WSNs) generally use static sinks to collect data from the sensor nodes via multiple forwarding. Therefore, network suffers with some problems like long message relay time, bottle neck problem which reduces the performance of the network.

Many approaches have been proposed to prevent this problem with the help of mobile sink to collect the data from the sensor nodes, but these approaches still suffer from the buffer overflow problem due to limited memory size of sensor nodes. This paper proposes an energy efficient scheme for data gathering which overcomes the buffer overflow problem. The proposed scheme creates virtual grid structure of heterogeneous nodes. Scheme has been designed for sensor nodes having variable sensing rate. Every node finds out its buffer overflow time and on the basis of this cluster heads are elected. A controlled traversing approach is used by the proposed scheme in order to transmit data to sink. The effectiveness of the proposed scheme is verified by simulation.

Keywords: Buffer overflow problem, Mobile sink, Virtual grid, Wireless sensor networks.

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Authors: Mehdi Ghommem, Daniel Garcia, Nathan Collier, Victor Calo

Abstract:

We develop a fast, user-friendly implementation of a potential flow solver based on the unsteady vortex lattice method (UVLM). The computational framework uses the Python programming language which has easy integration with the scripts requiring computationally-expensive operations written in Fortran. The mixed-language approach enables high performance in terms of solution time and high flexibility in terms of easiness of code adaptation to different system configurations and applications. This computational tool is intended to predict the unsteady aerodynamic behavior of multiple moving bodies (e.g., flapping wings, rotating blades, suspension bridges...) subject to an incoming air. We simulate different aerodynamic problems to validate and illustrate the usefulness and effectiveness of the developed computational tool.

Keywords: Unsteady aerodynamics, numerical simulations, mixed-language approach, potential flow.

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Authors: Benjamin Y. M. Kwan, Hon Keung Kwan

Abstract:

Noise contamination in a magnetic resonance (MR) image could occur during acquisition, storage, and transmission in which effective filtering is required to avoid repeating the MR procedure. In this paper, an iterative asymmetrical triangle fuzzy filter with moving average center (ATMAVi filter) is used to reduce different levels of salt and pepper noise in a brain MR image. Besides visual inspection on filtered images, the mean squared error (MSE) is used as an objective measurement. When compared with the median filter, simulation results indicate that the ATMAVi filter is effective especially for filtering a higher level noise (such as noise density = 0.45) using a smaller window size (such as 3x3) when operated iteratively or using a larger window size (such as 5x5) when operated non-iteratively.

Keywords: Brain images, Fuzzy filters, Magnetic resonance imaging, Salt and pepper noise reduction.

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Authors: Hossein Pazhoumand-Dar, Amir Mohsen Toliyat Abolhassani, Ehsan Saeedi

Abstract:

Speed estimation is one of the important and practical tasks in machine vision, Robotic and Mechatronic. the availability of high quality and inexpensive video cameras, and the increasing need for automated video analysis has generated a great deal of interest in machine vision algorithms. Numerous approaches for speed estimation have been proposed. So classification and survey of the proposed methods can be very useful. The goal of this paper is first to review and verify these methods. Then we will propose a novel algorithm to estimate the speed of moving object by using fuzzy concept. There is a direct relation between motion blur parameters and object speed. In our new approach we will use Radon transform to find direction of blurred image, and Fuzzy sets to estimate motion blur length. The most benefit of this algorithm is its robustness and precision in noisy images. Our method was tested on many images with different range of SNR and is satisfiable.

Keywords: Blur Analysis, Fuzzy sets, Speed estimation.

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Authors: Aref Aasi, Sadegh Mehdi Aghaei, Balaji Panchapakesan

Abstract:

This work aims to evaluate the free and forced vibration of a beam with two end joints subjected to a concentrated moving mass and a load using the Euler-Bernoulli method. The natural frequency is calculated for different locations of the concentrated mass and load on the beam. The analytical results are verified by the experimental data. The variations of natural frequency as a function of the location of the mass, the effect of the forced frequency on the vibrational amplitude, and the displacement amplitude versus time are investigated. It is discovered that as the concentrated mass moves toward the center of the beam, the natural frequency of the beam and the relative error between experimental and analytical data decreases. There is a close resemblance between analytical data and experimental observations.

Keywords: Euler-Bernoulli beam, natural frequency, forced vibration, experimental setup.

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Authors: Phornpat Chewasoonthorn, Surat Kwanmuang

Abstract:

Indoor positioning technologies have been evolved rapidly. They augment the Global Positioning System (GPS) which requires line-of-sight to the sky to track the location of people or objects. In this study, we developed an error correction method for an indoor real-time location system (RTLS) based on an ultra-wideband (UWB) sensor from Decawave. Multiple stationary nodes (anchor) were installed throughout the workspace. The distance between stationary and moving nodes (tag) can be measured using a two-way-ranging (TWR) scheme. The result has shown that the uncorrected ranging error from the sensor system can be as large as 1 m. To reduce ranging error and thus increase positioning accuracy, we present an online correction algorithm using the Kalman filter. The results from experiments have shown that the system can reduce ranging error down to 5 cm.

Keywords: Indoor positioning, ultra-wideband, error correction, Kalman filter.

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Authors: Raksha Sharma, Vishnu Kant Soni, Manoj Kumar Mishra, Prachet Bhuyan, Utpal Chandra Dey

Abstract:

Grid computing is a group of clusters connected over high-speed networks that involves coordinating and sharing computational power, data storage and network resources operating across dynamic and geographically dispersed locations. Resource management and job scheduling are critical tasks in grid computing. Resource selection becomes challenging due to heterogeneity and dynamic availability of resources. Job scheduling is a NP-complete problem and different heuristics may be used to reach an optimal or near optimal solution. This paper proposes a model for resource and job scheduling in dynamic grid environment. The main focus is to maximize the resource utilization and minimize processing time of jobs. Grid resource selection strategy is based on Max Heap Tree (MHT) that best suits for large scale application and root node of MHT is selected for job submission. Job grouping concept is used to maximize resource utilization for scheduling of jobs in grid computing. Proposed resource selection model and job grouping concept are used to enhance scalability, robustness, efficiency and load balancing ability of the grid.

Keywords: Agent, Grid Computing, Job Grouping, Max Heap Tree (MHT), Resource Scheduling.

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Authors: Pragati Garg, Naveen Aggarwal, Sanjeev Sofat

Abstract:

With the development of ubiquitous computing, current user interaction approaches with keyboard, mouse and pen are not sufficient. Due to the limitation of these devices the useable command set is also limited. Direct use of hands as an input device is an attractive method for providing natural Human Computer Interaction which has evolved from text-based interfaces through 2D graphical-based interfaces, multimedia-supported interfaces, to fully fledged multi-participant Virtual Environment (VE) systems. Imagine the human-computer interaction of the future: A 3Dapplication where you can move and rotate objects simply by moving and rotating your hand - all without touching any input device. In this paper a review of vision based hand gesture recognition is presented. The existing approaches are categorized into 3D model based approaches and appearance based approaches, highlighting their advantages and shortcomings and identifying the open issues.

Keywords: Computer Vision, Hand Gesture, Hand Posture, Human Computer Interface.

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Authors: Fatih Tosunoğlu, İbrahim Can

Abstract:

The flow duration curve (FDC) is an informative method that represents the flow regime’s properties for a river basin. Therefore, the FDC is widely used for water resource projects such as hydropower, water supply, irrigation and water quality management. The primary purpose of this study is to obtain synthetic daily flow duration curves for Çoruh Basin, Turkey. For this aim, we firstly developed univariate auto-regressive moving average (ARMA) models for daily flows of 9 stations located in Çoruh basin and then these models were used to generate 100 synthetic flow series each having same size as historical series. Secondly, flow duration curves of each synthetic series were drawn and the flow values exceeded 10, 50 and 95% of the time and 95% confidence limit of these flows were calculated. As a result, flood, mean and low flows potential of Çoruh basin will comprehensively be represented.

Keywords: ARMA models, Çoruh basin, flow duration curve, Turkey.

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Authors: C. Iraklis, G. Evmiridis, A. Iraklis

Abstract:

Renewable energy sources and distributed power generation units already have an important role in electrical power generation. A mixture of different technologies penetrating the electrical grid, adds complexity in the management of distribution networks. High penetration of distributed power generation units creates node over-voltages, huge power losses, unreliable power management, reverse power flow and congestion. This paper presents an optimization algorithm capable of reducing congestion and power losses, both described as a function of weighted sum. Two factors that describe congestion are being proposed. An upgraded selective particle swarm optimization algorithm (SPSO) is used as a solution tool focusing on the technique of network reconfiguration. The upgraded SPSO algorithm is achieved with the addition of a heuristic algorithm specializing in reduction of power losses, with several scenarios being tested. Results show significant improvement in minimization of losses and congestion while achieving very small calculation times.

Keywords: Congestion, distribution networks, loss reduction, particle swarm optimization, smart grid.

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Authors: A. Jomartov, A. Tuleshov, B. Tultaev

Abstract:

One of the main tasks in the development of textile machinery is to increase the rapidity of automatic looms, and consequently, their productivity. With increasing automatic loom speeds, the dynamic loads on their separate mechanisms and moving joints sharply increase. Dynamic research allows us to determine the weakest mechanisms of the automatic loom. The modern automatic loom consists of a large number of structurally different mechanisms. These are cam, lever, gear, friction and combined cyclic mechanisms. The modern automatic loom contains various mechatronic devices: A device for the automatic removal of faulty weft, electromechanical drive warp yarns, electronic controllers, servos, etc. In the paper, we consider the multibody dynamic model of the automatic loom on the software complex SimulationX. SimulationX is multidisciplinary software for modeling complex physical and technical facilities and systems. The multibody dynamic model of the automatic loom allows consideration of: The transition processes, backlash at the joints and nodes, the force of resistance and electric motor performance.

Keywords: Automatic loom, dynamics, model, multibody, SimulationX.

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Authors: Qian Wang, Sylvain Lassalle, Antony R. Mileham, Geraint W. Owen

Abstract:

This paper mathematically analyses the varying magnitude of production loss, which may occur due to idle time (inprocess waiting time and traveling time) on a linear walking worker assembly line. Within this flexible and reconfigurable assembly system, each worker travels down the line carrying out each assembly task at each station; and each worker accomplishes the assembly of a unit from start to finish and then travels back to the first station to start the assembly of a new product. This strategy of system design attempts to combine the flexibility of the U-shaped moving worker assembly cell with the efficiency of the conventional fixed worker assembly line. The paper aims to evaluate the effect of idle time that may offset the labor efficiency of each walking worker providing an insight into the mechanism of such a flexible and reconfigurable assembly system.

Keywords: Production lines, manufacturing systems, assemblysystems, walking workers.

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Authors: Khaled. M. Faqih

Abstract:

A model of vortex wake is suggested to determine the induced power during animal hovering flight. The wake is modeled by a series of equi-spaced rigid rectangular vortex plates, positioned horizontally and moving vertically downwards with identical speeds; each plate is generated during powering of the functionally wing stroke. The vortex representation of the wake considered in the current theory allows a considerable loss of momentum to occur. The current approach accords well with the nature of the wingbeat since it considers the unsteadiness in the wake as an important fluid dynamical characteristic. Induced power in hovering is calculated as the aerodynamic power required to generate the vortex wake system. Specific mean induced power to mean wing tip velocity ratio is determined by solely the normal spacing parameter (f) for a given wing stroke amplitude. The current theory gives much higher specific induced power estimate than anticipated by classical methods.

Keywords: vortex theory, hovering flight, induced power, Prandlt's tip theory.

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Authors: P.S. Prakash, S. Selvan

Abstract:

Quality of Service (QoS) Routing aims to find path between source and destination satisfying the QoS requirements which efficiently using the network resources and underlying routing algorithm and to fmd low-cost paths that satisfy given QoS constraints. One of the key issues in providing end-to-end QoS guarantees in packet networks is determining feasible path that satisfies a number of QoS constraints. We present a Optimized Multi- Constrained Routing (OMCR) algorithm for the computation of constrained paths for QoS routing in computer networks. OMCR applies distance vector to construct a shortest path for each destination with reference to a given optimization metric, from which a set of feasible paths are derived at each node. OMCR is able to fmd feasible paths as well as optimize the utilization of network resources. OMCR operates with the hop-by-hop, connectionless routing model in IP Internet and does not create any loops while fmding the feasible paths. Nodes running OMCR not necessarily maintaining global view of network state such as topology, resource information and routing updates are sent only to neighboring nodes whereas its counterpart link-state routing method depend on complete network state for constrained path computation and that incurs excessive communication overhead.

Keywords: QoS Routing, Optimization, feasible path, multiple constraints.

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Authors: E. Giovanis

Abstract:

In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.

Keywords: Autoregressive model, Feed-Forward neuralnetworks, Genetic Algorithms, Gross Domestic Product

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Authors: A. Faro, D. Giordano, F. Maiorana

Abstract:

Data mining uses a variety of techniques each of which is useful for some particular task. It is important to have a deep understanding of each technique and be able to perform sophisticated analysis. In this article we describe a tool built to simulate a variation of the Kohonen network to perform unsupervised clustering and support the entire data mining process up to results visualization. A graphical representation helps the user to find out a strategy to optmize classification by adding, moving or delete a neuron in order to change the number of classes. The tool is also able to automatically suggest a strategy for number of classes optimization.The tool is used to classify macroeconomic data that report the most developed countries? import and export. It is possible to classify the countries based on their economic behaviour and use an ad hoc tool to characterize the commercial behaviour of a country in a selected class from the analysis of positive and negative features that contribute to classes formation.

Keywords: Unsupervised classification, Kohonen networks, macroeconomics, Visual data mining, cluster interpretation.

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Authors: T. N. Janakiraman, J. Janet Lourds Rani

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In practice, wireless networks has the property that the signal strength attenuates with respect to the distance from the base station, it could be better if the nodes at two hop away are considered for better quality of service. In this paper, we propose a procedure to identify delay preserving substructures for a given wireless ad-hoc network using a new graph operation G 2 – E (G) = G* (Edge difference of square graph of a given graph and the original graph). This operation helps to analyze some induced substructures, which preserve delay in communication among them. This operation G* on a given graph will induce a graph, in which 1- hop neighbors of any node are at 2-hop distance in the original network. In this paper, we also identify some delay preserving substructures in G*, which are (i) set of all nodes, which are mutually at 2-hop distance in G that will form a clique in G*, (ii) set of nodes which forms an odd cycle C2k+1 in G, will form an odd cycle in G* and the set of nodes which form a even cycle C2k in G that will form two disjoint companion cycles ( of same parity odd/even) of length k in G*, (iii) every path of length 2k+1 or 2k in G will induce two disjoint paths of length k in G*, and (iv) set of nodes in G*, which induces a maximal connected sub graph with radius 1 (which identifies a substructure with radius equal 2 and diameter at most 4 in G). The above delay preserving sub structures will behave as good clusters in the original network.

Keywords: Clique, cycles, delay preserving substructures, maximal connected sub graph.

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Authors: Kaige Shi, Chao Jiang, Xin Li

Abstract:

The swirl gripper is an electrically activated noncontact handling device that uses swirling airflow to generate a lifting force. This force can be used to pick up a workpiece placed underneath the swirl gripper without any contact. It is applicable, for example, in the semiconductor wafer production line, where contact must be avoided during the handling and moving of a workpiece to minimize damage. When a workpiece levitates underneath a swirl gripper, the gap height between them is crucial for safe handling. Therefore, in this paper, we propose a method to estimate the levitation gap height by detecting pressure at two points. The method is based on theoretical model of the swirl gripper, and has been experimentally verified. Furthermore, the force between the gripper and the workpiece can also be estimated using the detected pressure. As a result, the nonlinear relationship between the force and gap height can be linearized by adjusting the rotating speed of the fan in the swirl gripper according to the estimated force and gap height. The linearized relationship is expected to enhance handling stability of the workpiece.

Keywords: Swirl gripper, noncontact handling, levitation, gap height estimation.

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Authors: G. Balogh, I. A. Szabó, P. Z. Kovács

Abstract:

Mechanical stress has a strong effect on the magnitude of the Barkhausen-noise in structural steels. Because the measurements are performed at the surface of the material, for a sample sheet, the full effect can be described by a biaxial stress field. The measured Barkhausen-noise is dependent on the orientation of the exciting magnetic field relative to the axis of the stress tensor. The sample inhomogenities including the residual stress also modifies the angular dependence of the measured Barkhausen-noise. We have developed a laboratory device with a cross like specimen for bi-axial bending. The measuring head allowed performing excitations in two orthogonal directions. We could excite the two directions independently or simultaneously with different amplitudes. The simultaneous excitation of the two coils could be performed in phase or with a 90 degree phase shift. In principle this allows to measure the Barkhausen-noise at an arbitrary direction without moving the head, or to measure the Barkhausen-noise induced by a rotating magnetic field if a linear superposition of the two fields can be assumed.

Keywords: Barkhausen-noise, Bi-axial stress, Stress dependency, Stress measuring.

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Authors: Fengxia Zheng, Shouming Zhong

Abstract:

ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.

Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.

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Authors: Frank Emmert Streib, Matthias Dehmer, Jing Liu, Max Mühlhauser

Abstract:

In this paper we present a method for gene ranking from DNA microarray data. More precisely, we calculate the correlation networks, which are unweighted and undirected graphs, from microarray data of cervical cancer whereas each network represents a tissue of a certain tumor stage and each node in the network represents a gene. From these networks we extract one tree for each gene by a local decomposition of the correlation network. The interpretation of a tree is that it represents the n-nearest neighbor genes on the n-th level of a tree, measured by the Dijkstra distance, and, hence, gives the local embedding of a gene within the correlation network. For the obtained trees we measure the pairwise similarity between trees rooted by the same gene from normal to cancerous tissues. This evaluates the modification of the tree topology due to progression of the tumor. Finally, we rank the obtained similarity values from all tissue comparisons and select the top ranked genes. For these genes the local neighborhood in the correlation networks changes most between normal and cancerous tissues. As a result we find that the top ranked genes are candidates suspected to be involved in tumor growth and, hence, indicates that our method captures essential information from the underlying DNA microarray data of cervical cancer.

Keywords: Graph similarity, DNA microarray data, cancer.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

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

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

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Authors: Elsa Eka Putri, N.S.V Kameswara Rao, M. A. Mannan

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The objective of this study is to evaluate the threshold stress of the clay with sand subgrade soil. Threshold stress can be defined as the stress level above which cyclic loading leads to excessive deformation and eventual failure. The thickness determination of highways formations using the threshold stress approach is a more realistic assessment of the soil behaviour because it is subjected to repeated loadings from moving vehicles. Threshold stress can be evaluated by plastic strain criterion, which is based on the accumulated plastic strain behaviour during cyclic loadings [1]. Several conditions of the all-round pressure the subgrade soil namely, zero confinement, low all-round pressure and high all-round pressure are investigated. The threshold stresses of various soil conditions are determined. Threshold stress of the soil are 60%, 31% and 38.6% for unconfined partially saturated sample, low effective stress saturated sample, high effective stress saturated sample respectively.

Keywords: threshold stress, cyclic loading, pore water pressure.

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Authors: Neeraj Nehra, R. B. Patel, V. K. Bhat

Abstract:

Use of the Internet and the World-Wide-Web (WWW) has become widespread in recent years and mobile agent technology has proliferated at an equally rapid rate. In this scenario load balancing becomes important for P2P systems. Beside P2P systems can be highly heterogeneous, i.e., they may consists of peers that range from old desktops to powerful servers connected to internet through high-bandwidth lines. There are various loads balancing policies came into picture. Primitive one is Message Passing Interface (MPI). Its wide availability and portability make it an attractive choice; however the communication requirements are sometimes inefficient when implementing the primitives provided by MPI. In this scenario we use the concept of mobile agent because Mobile agent (MA) based approach have the merits of high flexibility, efficiency, low network traffic, less communication latency as well as highly asynchronous. In this study we present decentralized load balancing scheme using mobile agent technology in which when a node is overloaded, task migrates to less utilized nodes so as to share the workload. However, the decision of which nodes receive migrating task is made in real-time by defining certain load balancing policies. These policies are executed on PMADE (A Platform for Mobile Agent Distribution and Execution) in decentralized manner using JuxtaNet and various load balancing metrics are discussed.

Keywords: Mobile Agents, Agent host, Agent Submitter, PMADE.

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