Search results for: Porter's diamond model.

Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

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This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

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Authors: Bala Dhandayuthapani Veerasamy

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Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model, hybrid model, Flynn-s models, embarrassingly parallel computations model, pipelined computations model. These models are not specific to a particular type of machine or memory architecture. This paper expresses the model program for concurrent approach to data parallel model through java programming.

Keywords: Concurrent, Data Parallel, JDK, Parallel, Thread

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Authors: Mary Gloria C. Njoku, Leonard A. Jason, Nicole Porter, Molly Brown

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The objective of this study was to examine the interaction between mode of illness onset and psychiatric comorbidity on the health outcomes of persons with ME/CFS. A total of 114 individuals with ME/CFS participated in this study. Individuals completed a battery of baseline measures including the fatigue severity scale and measures of disability. Findings indicated that those with sudden illness onset had more impaired physical health functioning. In addition, among individuals with sudden onset, those without psychiatric comorbidity had greater fatigue severity and lower overall physical health than those with psychiatric comordibity. In contrast, among individuals with gradual illness onset, those with psychiatric comorbity had higher fatigue severity than those without comorbid psychiatric disorders. The health outcomes of individuals who have ME/CFS with or without psychiatric comorbidity are impacted by the mode of illness onset and this suggest that it is important to examine these factors in future research.

Keywords: Health Outcomes, ME/CFS, Mode of Illness Onset, Psychiatric Comorbidity.

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Authors: Breda M. Kiernan, Cormac Fay, Stephen Beirne, Dermot Diamond

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This paper describes the designs of a first and second generation autonomous gas monitoring system and the successful field trial of the final system (2nd generation). Infrared sensing technology is used to detect and measure the greenhouse gases methane (CH4) and carbon dioxide (CO2) at point sources. The ability to monitor real-time events is further enhanced through the implementation of both GSM and Bluetooth technologies to communicate these data in real-time. These systems are robust, reliable and a necessary tool where the monitoring of gas events in real-time are needed.

Keywords: Environmental monitoring, infrared sensing, autonomous system.

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Authors: Georgia Garani

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A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.

Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.

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Authors: Breda M. Kiernan, Stephen Beirne, Cormac Fay, Dermot Diamond

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An autonomous environmental monitoring system (Smart Landfill) has been constructed for the quantitative measurement of the components of landfill gas found at borehole wells at the perimeter of landfill sites. The main components of landfill gas are the greenhouse gases, methane and carbon dioxide and have been monitored in the range 0-5 % volume. This monitoring system has not only been tested in the laboratory but has been deployed in multiple field trials and the data collected successfully compared with on-site monitors. This success shows the potential of this system for application in environments where reliable gas monitoring is crucial.

Keywords: Environmental monitoring, greenhouse gas, landfill gas, sensor deployment

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Authors: F. O. Faithpraise, J. Idung, C. R. Chatwin, R. C. D. Young, P. Birch

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A continuous time model of the interaction between crop insect pests and naturally beneficial pest enemies is created using a set of simultaneous, non-linear, ordinary differential equations incorporating natural death rates based on the Weibull distribution. The crop pest is present in all its life-cycle stages of: egg, larva, pupa and adult. The beneficial insects, parasitoid wasps, may be present in either or all parasitized: eggs, larva and pupa. Population modelling is used to estimate the quantity of the natural pest enemies that should be introduced into the pest infested environment to suppress the pest population density to an economically acceptable level within a prescribed number of days. The results obtained illustrate the effect of different combinations of parasitoid wasps, using the Pascal distribution to estimate their success in parasitizing different pest developmental stages, to deliver pest control to a sustainable level. Effective control, within a prescribed number of days, is established by the deployment of two or all three species of wasps, which partially destroy pest: egg, larvae and pupae stages. The selected scenarios demonstrate effective sustainable control of the pest in less than thirty days.

Keywords: Biological control, Diamondback moth, Parasitoid wasps, Population modeling.

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Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

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Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER

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The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.

Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval

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Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee

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In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.

Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.

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Authors: Rafał Adamczak

Abstract:

State-of-the-art methods for secondary structure (Porter, Psi-PRED, SAM-T99sec, Sable) and solvent accessibility (Sable, ACCpro) predictions use evolutionary profiles represented by the position specific scoring matrix (PSSM). It has been demonstrated that evolutionary profiles are the most important features in the feature space for these predictions. Unfortunately applying PSSM matrix leads to high dimensional feature spaces that may create problems with parameter optimization and generalization. Several recently published suggested that applying feature extraction for the PSSM matrix may result in improvements in secondary structure predictions. However, none of the top performing methods considered here utilizes dimensionality reduction to improve generalization. In the present study, we used simple and fast methods for features selection (t-statistics, information gain) that allow us to decrease the dimensionality of PSSM matrix by 75% and improve generalization in the case of secondary structure prediction compared to the Sable server.

Keywords: Secondary structure prediction, feature selection, position specific scoring matrix.

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Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak

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This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.

Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.

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Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

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Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

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Authors: L. Dzierzbicka-Głowacka, M. Janecki

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Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic Sea

Keywords: Ecosystem model, phytoplankton, Baltic Sea

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Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He

Abstract:

This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.

Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.

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Authors: Lenka Ševelová, Aleš Florian

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Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).

Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.

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Authors: Parvinder S. Sandhu, Iqbaldeep Kaur, Amit Verma, Inderpreet Kaur, Birinderjit S. Kalyan

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This work is a proposed model of CMOS for which the algorithm has been created and then the performance evaluation of this proposition has been done. In this context, another commonly used model called ZSTT (Zero Switching Time Transient) model is chosen to compare all the vital features and the results for the Proposed Equivalent CMOS are promising. In the end, the excerpts of the created algorithm are also included

Keywords: Dual Capacitor Model, ZSTT, CMOS, SPICEMacro-Model.

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Authors: Mohammad Fuad Mohammad Naser, Faycal Ikhouane

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LuGre friction model is an ordinary differential equation that is widely used in describing the friction phenomenon for mechanical systems. The importance of this model comes from the fact that it captures most of the friction behavior that has been observed including hysteresis. In this paper, we study some aspects related to the hysteresis behavior induced by the LuGre friction model.

Keywords: Hysteresis, LuGre model, operator, (strong) consistency.

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Authors: Bogdan Walek, Jiri Bartos, Cyril Klimes

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This article deals with the conceptual modeling under uncertainty. First, the division of information systems with their definition will be described, focusing on those where the construction of a conceptual model is suitable for the design of future information system database. Furthermore, the disadvantages of the traditional approach in creating a conceptual model and database design will be analyzed. A comprehensive methodology for the creation of a conceptual model based on analysis of client requirements and the selection of a suitable domain model is proposed here. This article presents the expert system used for the construction of a conceptual model and is a suitable tool for database designers to create a conceptual model.

Keywords: Conceptual model, conceptual modeling, database, methodology, uncertainty, information system, entity, attribute, relationship, conceptual domain model, fuzzy.

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Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron

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Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing system

Keywords: Manufacturing system, product design, spreadsheet model, utilization.

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Authors: Ewa. M. Sztendur, Neil T. Diamond

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Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.

Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.

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Authors: Jaswinder Kaur, Satwinder Singh, Karanjeet Singh Kahlon

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Accurate software cost estimates are critical to both developers and customers. They can be used for generating request for proposals, contract negotiations, scheduling, monitoring and control. The exact relationship between the attributes of the effort estimation is difficult to establish. A neural network is good at discovering relationships and pattern in the data. So, in this paper a comparative analysis among existing Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model and Neural Network Based Model is performed. Neural Network has outperformed the other considered models. Hence, we proposed Neural Network system as a soft computing approach to model the effort estimation of the software systems.

Keywords: Effort Estimation, Neural Network, Halstead Model, Walston-Felix Model, Bailey-Basili Model, Doty Model.

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Authors: Irtaza M. Syed, Kaamran Raahemifar

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This paper presents a model predictive control (MPC) of a utility interactive three phase inverter (TPI) for a photovoltaic (PV) system at commercial level. The proposed model uses phase locked loop (PLL) to synchronize the TPI with the power electric grid (PEG) and performs MPC control in a dq reference frame. TPI model consists of a boost converter (BC), maximum power point tracking (MPPT) control, and a three-leg voltage source inverter (VSI). The operational model of VSI is used to synthesize the sinusoidal current and track the reference. The model is validated using a 35.7 kW PV system in Matlab/Simulink. Implementation results show simplicity and accuracy, as well as reliability of the model.

Keywords: Model predictive control, three phase voltage source inverter, PV system, Matlab/Simulink.

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Authors: Ondruska Marek, Matustik Ondrej

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The main goal of the article is to present new model of application architecture of banking IT solution providing the Internet Banking services that is particularly outsourced. At first, we propose business rationale and a SWOT analysis to explain the reasons for the model in the article. The most important factor for our model is nowadays- big boom around smart phones and tablet devices. As next, we focus on IT architecture viewpoint where we design application, integration and security model. Finally, we propose a generic governance model that serves as a basis for the specialized governance model. The specialized instance of governance model is designed to ensure that the development and the maintenance of different parts of the IT solution are well governed in time.

Keywords: governance model, front-end application, Internet Banking, smart phones

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Authors: Le Kang

Abstract:

According to the nature of the university, as a free and responsible academic community, USR is based on a different foundation —academic responsibility, so the Pyramid and the IC Model of CSR could not fully explain the most distinguished feature of USR. This paper sought to put forward a new model— Ferris Wheel Model, to illustrate the nature of USR and the process of achievement. The Ferris Wheel Model of USR shows the university creates a balanced, fairness and neutrality systemic structure to afford social responsibilities; that makes the organization could obtain a synergistic effect to achieve more extensive interests of stakeholders and wider social responsibilities.

Keywords: USR, Achievement model, Ferris wheel model.

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Authors: S. A. Sadegh Zadeh, C. Kambhampati

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Mathematical and computational modellings are the necessary tools for reviewing, analysing, and predicting processes and events in the wide spectrum range of scientific fields. Therefore, in a field as rapidly developing as neuroscience, the combination of these two modellings can have a significant role in helping to guide the direction the field takes. The paper combined mathematical and computational modelling to prove a weakness in a very precious model in neuroscience. This paper is intended to analyse all-or-none principle in Hodgkin-Huxley mathematical model. By implementation the computational model of Hodgkin-Huxley model and applying the concept of all-or-none principle, an investigation on this mathematical model has been performed. The results clearly showed that the mathematical model of Hodgkin-Huxley does not observe this fundamental law in neurophysiology to generating action potentials. This study shows that further mathematical studies on the Hodgkin-Huxley model are needed in order to create a model without this weakness.

Keywords: All-or-none, computational modelling, mathematical model, transmembrane voltage, action potential.

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Authors: Guojia Ma, Guoqiang Lin, Shuili Gong, Gang Sun, Dawang Wang

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A diamond-like carbon (DLC) based solid-lubricant film was designed and DLC films were successfully prepared using a microwave plasma enhanced magnetron sputtering deposition technology. Post-test characterizations including Raman spectrometry, X-ray diffraction, nano-indentation test, adhesion test, friction coefficient test were performed to study the influence of substrate bias voltage on the mechanical properties of the W- and S-doped DLC films. The results indicated that the W- and S-doped DLC films also had the typical structure of DLC films and a better mechanical performance achieved by the application of a substrate bias of -200V.

Keywords: Adhesive Strength, Coefficient of Friction, Substrate Bias, W- and S-doped DLC film

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Authors: Y. N. Phang, E. F. Loh

Abstract:

The zero truncated model is usually used in modeling count data without zero. It is the opposite of zero inflated model. Zero truncated Poisson and zero truncated negative binomial models are discussed and used by some researchers in analyzing the abundance of rare species and hospital stay. Zero truncated models are used as the base in developing hurdle models. In this study, we developed a new model, the zero truncated strict arcsine model, which can be used as an alternative model in modeling count data without zero and with extra variation. Two simulated and one real life data sets are used and fitted into this developed model. The results show that the model provides a good fit to the data. Maximum likelihood estimation method is used in estimating the parameters.

Keywords: Hurdle models, maximum likelihood estimation method, positive count data.

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Authors: Josef Brychta, Jiri Kratochvil, Marek Pagac

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The group of progressive cutting materials can include non-traditional, emerging and less-used materials that can be an efficient use of cutting their lead to a quantum leap in the field of machining. This is essentially a “superhard” materials (STM) based on polycrystalline diamond (PCD) and polycrystalline cubic boron nitride (PCBN) cutting performance ceramics and development is constantly "perfecting" fine coated cemented carbides. The latter cutting materials are broken down by two parameters, toughness and hardness. A variation of alloying elements is always possible to improve only one of each parameter. Reducing the size of the core on the other hand doing achieves "contradictory" properties, namely to increase both hardness and toughness.

Keywords: Grained cutting materials difficult to machine materials, optimum utilization.

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Authors: M. Kovac

Abstract:

This article describes design of the 8-bit asynchronous microcontroller simulation model in VHDL. The model is created in ISE Foundation design tool and simulated in Modelsim tool. This model is a simple application example of asynchronous systems designed in synchronous design tools. The design process of creating asynchronous system with 4-phase bundled-data protocol and with matching delays is described in the article. The model is described in gate-level abstraction. The simulation waveform of the functional construction is the result of this article. Described construction covers only the simulation model. The next step would be creating synthesizable model to FPGA.

Keywords: Asynchronous, Microcontroller, VHDL, FPGA.

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