Search results for: Negative Binomial Model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8077

Search results for: Negative Binomial Model

7837 Reduction of Rotor-Bearing-Support Finite Element Model through Substructuring

Authors: Abdur Rosyid, Mohamed El-Madany, Mohanad Alata

Abstract:

Due to simplicity and low cost, rotordynamic system is often modeled by using lumped parameters. Recently, finite elements have been used to model rotordynamic system as it offers higher accuracy. However, it involves high degrees of freedom. In some applications such as control design, this requires higher cost. For this reason, various model reduction methods have been proposed. This work demonstrates the quality of model reduction of rotor-bearing-support system through substructuring. The quality of the model reduction is evaluated by comparing some first natural frequencies, modal damping ratio, critical speeds, and response of both the full system and the reduced system. The simulation shows that the substructuring is proven adequate to reduce finite element rotor model in the frequency range of interest as long as the number and the location of master nodes are determined appropriately. However, the reduction is less accurate in an unstable or nearly-unstable system.

Keywords: Finite element model, rotordynamic system, model reduction, substructuring.

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7836 Validation of a Fluid-Structure Interaction Model of an Aortic Dissection versus a Bench Top Model

Authors: K. Khanafer

Abstract:

The aim of this investigation was to validate the fluid-structure interaction (FSI) model of type B aortic dissection with our experimental results from a bench-top-model. Another objective was to study the relationship between the size of a septectomy that increases the outflow of the false lumen and its effect on the values of the differential of pressure between true lumen and false lumen. FSI analysis based on Galerkin’s formulation was used in this investigation to study flow pattern and hemodynamics within a flexible type B aortic dissection model using boundary conditions from our experimental data. The numerical results of our model were verified against the experimental data for various tear size and location. Thus, CFD tools have a potential role in evaluating different scenarios and aortic dissection configurations.

Keywords: Aortic dissection, fluid-structure interaction, in vitro model, numerical.

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7835 Neuro-fuzzy Model and Regression Model a Comparison Study of MRR in Electrical Discharge Machining of D2 Tool Steel

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

Abstract:

In the current research, neuro-fuzzy model and regression model was developed to predict Material Removal Rate in Electrical Discharge Machining process for AISI D2 tool steel with copper electrode. Extensive experiments were conducted with various levels of discharge current, pulse duration and duty cycle. The experimental data are split into two sets, one for training and the other for validation of the model. The training data were used to develop the above models and the test data, which was not used earlier to develop these models were used for validation the models. Subsequently, the models are compared. It was found that the predicted and experimental results were in good agreement and the coefficients of correlation were found to be 0.999 and 0.974 for neuro fuzzy and regression model respectively

Keywords: Electrical discharge machining, material removal rate, neuro-fuzzy model, regression model, mountain clustering.

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7834 Nonlinear Model Predictive Control for Solid Oxide Fuel Cell System Based On Wiener Model

Authors: T. H. Lee, J. H. Park, S. M. Lee, S. C. Lee

Abstract:

In this paper, we consider Wiener nonlinear model for solid oxide fuel cell (SOFC). The Wiener model of the SOFC consists of a linear dynamic block and a static output non-linearity followed by the block, in which linear part is approximated by state-space model and the nonlinear part is identified by a polynomial form. To control the SOFC system, we have to consider various view points such as operating conditions, another constraint conditions, change of load current and so on. A change of load current is the significant one of these for good performance of the SOFC system. In order to keep the constant stack terminal voltage by changing load current, the nonlinear model predictive control (MPC) is proposed in this paper. After primary control method is designed to guarantee the fuel utilization as a proper constant, a nonlinear model predictive control based on the Wiener model is developed to control the stack terminal voltage of the SOFC system. Simulation results verify the possibility of the proposed Wiener model and MPC method to control of SOFC system.

Keywords: SOFC, model predictive control, Wiener model.

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7833 An Internet of Things-Based Weight Monitoring System for Honey

Authors: Zheng-Yan Ruan, Chien-Hao Wang, Hong-Jen Lin, Chien-Peng Huang, Ying-Hao Chen, En-Cheng Yang, Chwan-Lu Tseng, Joe-Air Jiang

Abstract:

Bees play a vital role in pollination. This paper focuses on the weighing process of honey. Honey is usually stored at the comb in a hive. Bee farmers brush bees away from the comb and then collect honey, and the collected honey is weighed afterward. However, such a process brings strong negative influences on bees and even leads to the death of bees. This paper therefore presents an Internet of Things-based weight monitoring system which uses weight sensors to measure the weight of honey and simplifies the whole weighing procedure. To verify the system, the weight measured by the system is compared to the weight of standard weights used for calibration by employing a linear regression model. The R2 of the regression model is 0.9788, which suggests that the weighing system is highly reliable and is able to be applied to obtain actual weight of honey. In the future, the weight data of honey can be used to find the relationship between honey production and different ecological parameters, such as bees’ foraging behavior and weather conditions. It is expected that the findings can serve as critical information for honey production improvement.

Keywords: Internet of Things, weight, honey, bee.

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7832 Markov Chain Monte Carlo Model Composition Search Strategy for Quantitative Trait Loci in a Bayesian Hierarchical Model

Authors: Susan J. Simmons, Fang Fang, Qijun Fang, Karl Ricanek

Abstract:

Quantitative trait loci (QTL) experiments have yielded important biological and biochemical information necessary for understanding the relationship between genetic markers and quantitative traits. For many years, most QTL algorithms only allowed one observation per genotype. Recently, there has been an increasing demand for QTL algorithms that can accommodate more than one observation per genotypic distribution. The Bayesian hierarchical model is very flexible and can easily incorporate this information into the model. Herein a methodology is presented that uses a Bayesian hierarchical model to capture the complexity of the data. Furthermore, the Markov chain Monte Carlo model composition (MC3) algorithm is used to search and identify important markers. An extensive simulation study illustrates that the method captures the true QTL, even under nonnormal noise and up to 6 QTL.

Keywords: Bayesian hierarchical model, Markov chain MonteCarlo model composition, quantitative trait loci.

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7831 The Correlation of Economic Variables on Domestic Investment

Authors: Amirreza Attarzadeh

Abstract:

This paper aims to investigate the relationship between economic variables, e.g., inflation rate, interest rate, trade openness and the growth rate of GDP, with domestic investment. The present study also draws on conceptual economy related theories to verify the negative effect of interest rates on domestic investment. However, trade openness and growth rate had a positive correlation, and the inflation rate may have a positive or negative impact on domestic investment.

Keywords: Inflation rate, growth rate of GDP, interest rate, trade openness, domestic investment.

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7830 Optimal Network of Secondary Warehouses for Production-Distribution Inventory Model

Authors: G. M. Arun Prasath, N. Arthi

Abstract:

This work proposed a multi-objective mathematical programming approach to select the appropriate supply network elements. The multi-item multi-objective production-distribution inventory model is formulated with possible constraints under fuzzy environment. The unit cost has taken under fuzzy environment. The inventory model and warehouse location model has combined to formulate the production-distribution inventory model. Warehouse location is important in supply chain network. Particularly, if a company maintains more selling stores it cannot maintain individual secondary warehouse near to each selling store. Hence, maintaining the optimum number of secondary warehouses is important. Hence, the combined mathematical model is formulated to reduce the total expenditure of the organization by arranging the network of minimum number of secondary warehouses. Numerical example has been taken to illustrate the proposed model.

Keywords: Fuzzy inventory model, warehouse location model, triangular fuzzy number, secondary warehouse, LINGO software.

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7829 Bayesian Decision Approach to Protection on the Flood Event in Upper Ayeyarwady River, Myanmar

Authors: Min Min Swe Zin

Abstract:

This paper introduces the foundations of Bayesian probability theory and Bayesian decision method. The main goal of Bayesian decision theory is to minimize the expected loss of a decision or minimize the expected risk. The purposes of this study are to review the decision process on the issue of flood occurrences and to suggest possible process for decision improvement. This study examines the problem structure of flood occurrences and theoretically explicates the decision-analytic approach based on Bayesian decision theory and application to flood occurrences in Environmental Engineering. In this study, we will discuss about the flood occurrences upon an annual maximum water level in cm, 43-year record available from 1965 to 2007 at the gauging station of Sagaing on the Ayeyarwady River with the drainage area - 120193 sq km by using Bayesian decision method. As a result, we will discuss the loss and risk of vast areas of agricultural land whether which will be inundated or not in the coming year based on the two standard maximum water levels during 43 years. And also we forecast about that lands will be safe from flood water during the next 10 years.

Keywords: Bayesian decision method, conditional binomial distribution, minimax rules, prior beta distribution.

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7828 The Effect of Organizational Commitment and Burnout on Organizational Cynicism: A Field Study in the Healthcare Industry

Authors: A. Beduk, K. Eryesil, O. Esmen

Abstract:

The aim of this study is to examine the relationship between organizational commitment which is defined as a strong belief in and acceptance of the organization’s goals and values, and burnout syndrome and organizational cynicism. Accordingly, a field research based on survey method was conducted on the employees of a health institution operating in the province of Konya. The findings of the research show that there is a positive statistically significant relationship between organizational cynicism and burnout while there is a negative statistically significant relationship between organizational commitment and burnout. Furthermore, it has been also realized that there is a negative and statistically significant relationship between organizational commitment and organizational cynicism.

Keywords: Burnout, organizational commitment, organizational cynicism, healthcare management.

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7827 Forecasting Materials Demand from Multi-Source Ordering

Authors: Hui Hsin Huang

Abstract:

The downstream manufactures will order their materials from different upstream suppliers to maintain a certain level of the demand. This paper proposes a bivariate model to portray this phenomenon of material demand. We use empirical data to estimate the parameters of model and evaluate the RMSD of model calibration. The results show that the model has better fitness.

Keywords: Farlie-Gumbel-Morgenstern family of bivariate distributions, multi-source ordering, materials demand quantity, recency, ordering time.

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7826 Framework of TAZ_OPT Model for Ambulance Location and Allocation Problem

Authors: Adibah Shuib, Zati Aqmar Zaharudin

Abstract:

Our study is concerned with the development of an Emergency Medical Services (EMS) ambulance location and allocation model called the Time-based Ambulance Zoning Optimization Model (TAZ_OPT). This paper presents the framework of the study. The model is formulated using the goal programming (GP), where the goals are to determine the satellite locations of ambulances and the number of ambulances to be allocated at these locations. The model aims at maximizing the expected demand coverage based on probability of reaching the emergency location within targetted time, and minimizing the ambulance busyness likelihood value. Among the benefits of the model is the increased accessibility and availability of ambulances, thus, enhanced quality of the EMS ambulance services.

Keywords: Optimization, Ambulance Location, Location facilities.

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7825 SiC Merged PiN and Schottky (MPS) Power Diodes Electrothermal Modeling in SPICE

Authors: A. Lakrim, D. Tahri

Abstract:

This paper sets out a behavioral macro-model of a Merged PiN and Schottky (MPS) diode based on silicon carbide (SiC). This model holds good for both static and dynamic electrothermal simulations for industrial applications. Its parameters have been worked out from datasheets curves by drawing on the optimization method: Simulated Annealing (SA) for the SiC MPS diodes made available in the industry. The model also adopts the Analog Behavioral Model (ABM) of PSPICE in which it has been implemented. The thermal behavior of the devices was also taken into consideration by making use of Foster’ canonical network as figured out from electro-thermal measurement provided by the manufacturer of the device.

Keywords: SiC MPS Diode, electro-thermal, SPICE Model.

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7824 An Alternative Proof for the Topological Entropy of the Motzkin Shift

Authors: Fahad Alsharari, Mohd Salmi Md Noorani

Abstract:

A Motzkin shift is a mathematical model for constraints on genetic sequences. In terms of the theory of symbolic dynamics, the Motzkin shift is nonsofic, and therefore, we cannot use the Perron- Frobenius theory to calculate its topological entropy. The Motzkin shift M(M,N) which comes from language theory, is defined to be the shift system over an alphabet A that consists of N negative symbols, N positive symbols and M neutral symbols. For an x in the full shift, x will be in the Motzkin subshift M(M,N) if and only if every finite block appearing in x has a non-zero reduced form. Therefore, the constraint for x cannot be bounded in length. K. Inoue has shown that the entropy of the Motzkin shift M(M,N) is log(M + N + 1). In this paper, a new direct method of calculating the topological entropy of the Motzkin shift is given without any measure theoretical discussion.

Keywords: Motzkin shift, topological entropy.

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7823 Intervention Targeting in Environmental Networks

Authors: Chukwudi Henry Dike

Abstract:

We explore targeted subsidy in a set-up for which manufacturing firms in a waste-spillover network make endogenous production decisions. Here, games of substitution in digraphs arises where waste-producing firms internalise negative externality in a quadratic fashion. We find neutrality in intervention policies that create or reduce spillover links. Most importantly, we observe centrality distinction in asymmetric digraphs so that the dependence and power of each firm play unique roles. Here we see that in targeted subsidy, a firm with greater centrality guarantees optimal welfare improvement. This centrality however measures the weakness of each firm’s Nash-based link to other neighbourhood firms i.e., lower negative externality.

Keywords: Centrality, externality, key-player, Nash-Equilibrium.

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7822 Shape Restoration of the Left Ventricle

Authors: May-Ling Tan, Yi Su, Chi-Wan Lim, Liang Zhong, Ru-San Tan

Abstract:

This paper describes an automatic algorithm to restore the shape of three-dimensional (3D) left ventricle (LV) models created from magnetic resonance imaging (MRI) data using a geometry-driven optimization approach. Our basic premise is to restore the LV shape such that the LV epicardial surface is smooth after the restoration. A geometrical measure known as the Minimum Principle Curvature (κ2) is used to assess the smoothness of the LV. This measure is used to construct the objective function of a two-step optimization process. The objective of the optimization is to achieve a smooth epicardial shape by iterative in-plane translation of the MRI slices. Quantitatively, this yields a minimum sum in terms of the magnitude of κ 2, when κ2 is negative. A limited memory quasi-Newton algorithm, L-BFGS-B, is used to solve the optimization problem. We tested our algorithm on an in vitro theoretical LV model and 10 in vivo patient-specific models which contain significant motion artifacts. The results show that our method is able to automatically restore the shape of LV models back to smoothness without altering the general shape of the model. The magnitudes of in-plane translations are also consistent with existing registration techniques and experimental findings.

Keywords: Magnetic Resonance Imaging, Left Ventricle, ShapeRestoration, Principle Curvature, Optimization

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7821 The Determinants of Corporate Cash Holdings in Nigeria: Evidence from General Method of Moments (GMM)

Authors: Sunday E. Ogundipe, Rafiu O. Salawu, Lawrencia O. Ogundipe

Abstract:

The study examines the determinants of corporate cash holding of non-financial quoted firms in Nigeria using a sample of fifty four non-financial quoted firms listed on the Nigeria Stock Exchange for the period 1995-2009. Data were sourced from the Annual reports of the sampled firms and analyzed using Generalized Method of Moments(GMM). The study finds evidence supportive of a target adjustment model and that firms can not instantaneously adjust towards the target cash level owing to the fact that adjustment cost being costly,. Also, the result shows significant negative relationship between cash holdings and firm size, net working capital, return on asset and bank relationship and positive relationship with growth opportunities, leverage, inventories, account receivables and financial distress. Furthermore, there is no significant relationship between cash holdings and cash flow. In Nigerian setting, most of the variables that are relevant for explaining cash holdings in the Developed countries are found by this study to be relevant also in Nigeria.

Keywords: Adjustment Model , Cash holding, Determinant, Generalized Method of Moments(GMM)

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7820 Parametric Study of Vertical Diffusion Still for Water Desalination

Authors: A. Seleem, M. Mortada, M. El Morsi, M. Younan

Abstract:

Diffusion stills have been effective in water desalination. The present work represents a model of the distillation process by using vertical single-effect diffusion stills. A semianalytical model has been developed to model the process. A software computer code using Engineering Equation Solver EES software has been developed to solve the equations of the developed model. An experimental setup has been constructed, and used for the validation of the model. The model is also validated against former literature results. The results obtained from the present experimental test rig, and the data from the literature, have been compared with the results of the code to find its best range of validity. In addition, a parametric analysis of the system has been developed using the model to determine the effect of operating conditions on the system's performance. The dominant parameters that affect the productivity of the still are the hot plate temperature that ranges from (55- 90°C) and feed flow rate in range of (0.00694-0.0211 kg/m2-s).

Keywords: Analytical Model, Solar Distillation, Sustainable Water Systems, Vertical Diffusion Still.

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7819 A Numerical Model for Studying Convectional Lifting Processes in the Tropics

Authors: Chantawan Noisri, Robert Harold Buchanan Exell

Abstract:

A simple model for studying convectional lifting processes in the tropics is described in this paper with some tests of the model in dry air. The model consists of the density equation, the wind equation, the vertical velocity equation, and the temperature equation. The model domain is two-dimensional with length 100 km and height 17.5 km. Plan for experiments to investigate the effects of the heating surface, the deep convection approximation and the treatment of velocities at the boundaries are discussed. Equations for the simplified treatment of moisture in the atmosphere in future numerical experiments are also given.

Keywords: Numerical weather prediction, Finite differences, Convection lifting.

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7818 Validity Domains of Beams Behavioural Models: Efficiency and Reduction with Artificial Neural Networks

Authors: Keny Ordaz-Hernandez, Xavier Fischer, Fouad Bennis

Abstract:

In a particular case of behavioural model reduction by ANNs, a validity domain shortening has been found. In mechanics, as in other domains, the notion of validity domain allows the engineer to choose a valid model for a particular analysis or simulation. In the study of mechanical behaviour for a cantilever beam (using linear and non-linear models), Multi-Layer Perceptron (MLP) Backpropagation (BP) networks have been applied as model reduction technique. This reduced model is constructed to be more efficient than the non-reduced model. Within a less extended domain, the ANN reduced model estimates correctly the non-linear response, with a lower computational cost. It has been found that the neural network model is not able to approximate the linear behaviour while it does approximate the non-linear behaviour very well. The details of the case are provided with an example of the cantilever beam behaviour modelling.

Keywords: artificial neural network, validity domain, cantileverbeam, non-linear behaviour, model reduction.

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7817 MPC of Single Phase Inverter for PV System

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents a model predictive control (MPC) of a utility interactive (UI) single phase inverter (SPI) for a photovoltaic (PV) system at residential/distribution level. The proposed model uses single-phase phase locked loop (PLL) to synchronize SPI with the grid and performs MPC control in a dq reference frame. SPI model consists of boost converter (BC), maximum power point tracking (MPPT) control, and a full bridge (FB) voltage source inverter (VSI). No PI regulators to tune and carrier and modulating waves are required to produce switching sequence. Instead, the operational model of VSI is used to synthesize sinusoidal current and track the reference. Model is validated using a three kW PV system at the input of UI-SPI in Matlab/Simulink. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.

Keywords: Matlab/Simulink, Model Predictive Control, Phase Locked Loop, Single Phase Inverter, Voltage Source Inverter.

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7816 Model of Appropriate Science Teaching for Mathayomsuksa 3 (Grade 9) in Ang-Thong Province

Authors: Lertlop, W

Abstract:

This research aims to study the appropriate model of Science teaching for students, academic achievement and to survey students- attitudes toward using appropriate for students in Mathayomsuksa 3 in Ang-Thong province. The research results were as follows: 1. The appropriate model of Science teaching for Mathayomsuksa 3 students in Ang-Thong province including these following five steps: Step 1. The introduction of the lessons. Step 2. Setting the hypothesis. Step 3. Doing the experiment /survey. Step 4. Making conclusion. Step 5. Applying to daily life or other subjects. 2. There is no significant difference between using appropriate model teaching and regular teaching at 0.05 level significant difference. 3. There is a significant difference between before and after teaching using appropriate model of Science teaching at 0.05 level. 4. The satisfaction of students- attitudes to using the appropriate model of Science teaching for students was in intermediate level.

Keywords: Pedagogy, science teaching model, Ang-Thong province.

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7815 Appraisal of Methods for Identifying, Mapping, and Modelling of Fluvial Erosion in a Mining Environment

Authors: F. F. Howard, I. Yakubu, C. B. Boye, J. S. Y. Kuma

Abstract:

Natural and human activities, such as mining operations, expose the natural soil to adverse environmental conditions, leading to contamination of soil, groundwater, and surface water, which has negative effects on humans, flora, and fauna. Bare or partly exposed soil is most liable to fluvial erosion. This paper enumerates various methods used to identify, map, and model fluvial erosion in a mining environment. Classical, Artificial Intelligence (AI), and GIS methods have been reviewed. One of the many classical methods used to estimate river erosion is the Revised Universal Soil Loss Equation (RUSLE) model. The RUSLE model is easy to use. Its reliance on empirical relationships that may not always be applicable to specific circumstances or locations is a flaw. Other classical models for estimating fluvial erosion are the Soil and Water Assessment Tool (SWAT) and the Universal Soil Loss Equation (USLE). These models offer a more complete understanding of the underlying physical processes and encompass a wider range of situations. Although more difficult to utilise, they depend on the availability and dependability of input data for correctness. AI can help deal with multivariate and complex difficulties and predict soil loss with higher accuracy than traditional methods, and also be used to build unique models for identifying degraded areas. AI techniques have become popular as an alternative predictor for degraded environments. However, this research proposed a hybrid of classical, AI, and GIS methods for efficient and effective modelling of fluvial erosion.

Keywords: Fluvial erosion, classical methods, Artificial Intelligence, Geographic Information System.

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7814 Knowledge Management Model for Research Projects Masters Program

Authors: Víctor Hugo Medina García, Darío Alejandro Segura Torres

Abstract:

This paper presents the adaptation of the knowledge management model and intellectual capital measurement NOVA to the needs of work or research project must be developed when conducting a program of graduate-level master. Brackets are added in each of the blocks which is represented in the original model NOVA and which allows to represent those involved in each of these.

Keywords: Knowledge management, masters programs, Nova model, research projects

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7813 Toward a Risk Assessment Model Based On Multi-Agent System for Cloud Consumer

Authors: Saadia Drissi, Siham Benhadou, Hicham Medromi

Abstract:

The cloud computing is an innovative paradigm that introduces several changes in technology that have resulted a new ways for cloud providers to deliver their services to cloud consumers mainly in term of security risk assessment, thus, adapting a current risk assessment tools to cloud computing is a very difficult task due to its several characteristics that challenge the effectiveness of risk assessment approaches. As consequence, there is a need of risk assessment model adapted to cloud computing. This paper requires a new risk assessment model based on multi-agent system and AHP model as fundamental steps towards the development of flexible risk assessment approach regarding cloud consumers.

Keywords: Cloud computing, risk assessment model, multi-agent system, AHP model, cloud consumer.

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7812 2D and 3D Unsteady Simulation of the Heat Transfer in the Sample during Heat Treatment by Moving Heat Source

Authors: Z. Veselý, M. Honner, J. Mach

Abstract:

The aim of the performed work is to establish the 2D and 3D model of direct unsteady task of sample heat treatment by moving source employing computer model on the basis of finite element method. Complex boundary condition on heat loaded sample surface is the essential feature of the task. Computer model describes heat treatment of the sample during heat source movement over the sample surface. It is started from 2D task of sample cross section as a basic model. Possibilities of extension from 2D to 3D task are discussed. The effect of the addition of third model dimension on temperature distribution in the sample is showed. Comparison of various model parameters on the sample temperatures is observed. Influence of heat source motion on the depth of material heat treatment is shown for several velocities of the movement. Presented computer model is prepared for the utilization in laser treatment of machine parts.

Keywords: Computer simulation, unsteady model, heat treatment, complex boundary condition, moving heat source.

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7811 Adaptive Gaussian Mixture Model for Skin Color Segmentation

Authors: Reza Hassanpour, Asadollah Shahbahrami, Stephan Wong

Abstract:

Skin color based tracking techniques often assume a static skin color model obtained either from an offline set of library images or the first few frames of a video stream. These models can show a weak performance in presence of changing lighting or imaging conditions. We propose an adaptive skin color model based on the Gaussian mixture model to handle the changing conditions. Initial estimation of the number and weights of skin color clusters are obtained using a modified form of the general Expectation maximization algorithm, The model adapts to changes in imaging conditions and refines the model parameters dynamically using spatial and temporal constraints. Experimental results show that the method can be used in effectively tracking of hand and face regions.

Keywords: Face detection, Segmentation, Tracking, Gaussian Mixture Model, Adaptation.

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7810 Information Transmission between Large and Small Stocks in the Korean Stock Market

Authors: Sang Hoon Kang, Seong-Min Yoon

Abstract:

Little attention has been paid to information transmission between the portfolios of large stocks and small stocks in the Korean stock market. This study investigates the return and volatility transmission mechanisms between large and small stocks in the Korea Exchange (KRX). This study also explores whether bad news in the large stock market leads to a volatility of the small stock market that is larger than the good news volatility of the large stock market. By employing the Granger causality test, we found unidirectional return transmissions from the large stocks to medium and small stocks. This evidence indicates that pat information about the large stocks has a better ability to predict the returns of the medium and small stocks in the Korean stock market. Moreover, by using the asymmetric GARCH-BEKK model, we observed the unidirectional relationship of asymmetric volatility transmission from large stocks to the medium and small stocks. This finding suggests that volatility in the medium and small stocks following a negative shock in the large stocks is larger than that following a positive shock in the large stocks.

Keywords: Asymmetric GARCH-BEKK model, Asymmetric volatility transmission, Causality, Korean stock market, Spillover effect

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7809 Vertical Micromirror Fabrication by X-ray Lithography for Single Mode Optical Fiber Switching Applications

Authors: R. Chimchang, R. Tongta, R. Phatthanakun

Abstract:

Inthis paper, design and fabrication of vertical micromirror for optical switching applications of single mode optical fibers are proposed. The structure of micromirror will be created from negative photoresist (SU-8) on X-ray lithography using X-ray from synchrotron light source. The properties of X-ray from synchrotron light source are high-energy electrons which can construct materials that have a high aspect ratio. In addition, the technique of gold coating of reflective material has been used for change direction of light between two pairs of optical fibers. At a wavelength of 1310 nm with minimum average loss of 5.305 dB is obtained.

Keywords: vertical micromirror, negative photoresist, X-ray lithography

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7808 External Effects on Dynamic Competitive Model of Domestic Airline and High Speed Rail

Authors: Shih-Ching Lo, Yu-Ping Liao

Abstract:

Social-economic variables influence transportation demand largely. Analyses of discrete choice model consider social-economic variables to study traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. Also, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, models with different social-economic variables, which are oil price, GDP per capita, CPI and economic growth rate, are compared. From the results, the model with the oil price is better than models with the other social-economic variables.

Keywords: forecasting, passenger volume, dynamic competitive model, social-economic variables, oil price.

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