Search results for: Relative volatility

Authors: Ichihan Tai, Bill Olson, Paul Blessner

Abstract:

Traditional early warning systems that alarm against crisis are generally based on structured or numerical data; therefore, a system that can make predictions based on unstructured textual data, an uncorrelated data source, is a great complement to the traditional early warning systems. The Chicago Board Options Exchange (CBOE) Volatility Index (VIX), commonly referred to as the fear index, measures the cost of insurance against market crash, and spikes in the event of crisis. In this study, news data is consumed for prediction of whether there will be a market-wide crisis by predicting the movement of the fear index, and the historical references to similar events are presented in an unsupervised manner. Topic modeling-based prediction and representation are made based on daily news data between 1990 and 2015 from The Wall Street Journal against VIX index data from CBOE.

Keywords: Early Warning System, Knowledge Management, Topic Modeling, Market Prediction.

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Authors: Jin-Tae Lee, Jung-Hoon Suh, Sang-Soo Jang, Jae-Il Lee

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Information and communication service providers (ICSP) that are significant in size and provide Internet-based services take administrative, technical, and physical protection measures via the information security check service (ISCS). These protection measures are the minimum action necessary to secure the stability and continuity of the information and communication services (ICS) that they provide. Thus, information assets are essential to providing ICS, and deciding the relative importance of target assets for protection is a critical procedure. The risk analysis model designed to decide the relative importance of information assets, which is described in this study, evaluates information assets from many angles, in order to choose which ones should be given priority when it comes to protection. Many-sided risk analysis (MSRS) grades the importance of information assets, based on evaluation of major security check items, evaluation of the dependency on the information and communication facility (ICF) and influence on potential incidents, and evaluation of major items according to their service classification, in order to identify the ISCS target. MSRS could be an efficient risk analysis model to help ICSPs to identify their core information assets and take information protection measures first, so that stability of the ICS can be ensured.

Keywords: Information Asset, Information CommunicationFacility, Evaluation, ISCS (Information Security Check Service), Evaluation, Grade.

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Authors: Verónica Arredondo, Miguel Martínez-Panero, Teresa Peña, Victoriano Ramírez

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The Mexican Chamber of Deputies is composed of 500 representatives: 300 of them elected by relative majority and another 200 ones elected through proportional representation in five electoral clusters (constituencies) with 40 representatives each. In this mixed-member electoral system, the seats distribution of proportional representation is not independent of the election by relative majority, as it attempts to correct representation imbalances produced in single-member districts. This two-fold structure has been maintained in the successive electoral reforms carried out along the last three decades (eight from 1986 to 2014). In all of them, the election process of 200 seats becomes complex: Formulas in the Law are difficult to understand and to be interpreted. This paper analyzes the Mexican electoral system after the electoral reform of 2014, which was applied for the first time in 2015. The research focuses on contradictions and issues of applicability, in particular situations where seats allocation is affected by ambiguity in the law and where asymmetrical treatment of political parties arises. Due to these facts, a proposal of electoral reform will be presented. It is intended to be simpler, clearer, and more enduring than the current system. Furthermore, this model is more suitable for producing electoral outcomes free of contradictions and paradoxes. This approach would allow a fair treatment of political parties and as a result an improved opportunity to exercise democracy.

Keywords: Apportionment paradoxes, biproportional representation, electoral mathematics, electoral reform, Mexican electoral system, proportional representation, political asymmetry.

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Authors: Tingting Lu, Yonghai Wang, Haiyong Wang, Jiaqi Liu

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To satisfy the need of outfield tests of star sensors, a method is put forward to construct the reference attitude benchmark. Firstly, its basic principle is introduced; Then, all the separate conversion matrixes are deduced, which include: the conversion matrix responsible for the transformation from the Earth Centered Inertial frame i to the Earth-centered Earth-fixed frame w according to the time of an atomic clock, the conversion matrix from frame w to the geographic frame t, and the matrix from frame t to the platform frame p, so the attitude matrix of the benchmark platform relative to the frame i can be obtained using all the three matrixes as the multiplicative factors; Next, the attitude matrix of the star sensor relative to frame i is got when the mounting matrix from frame p to the star sensor frame s is calibrated, and the reference attitude angles for star sensor outfield tests can be calculated from the transformation from frame i to frame s; Finally, the computer program is finished to solve the reference attitudes, and the error curves are drawn about the three axis attitude angles whose absolute maximum error is just 0.25ÔÇ│. The analysis on each loop and the final simulating results manifest that the method by precise timing to acquire the absolute reference attitude is feasible for star sensor outfield tests.

Keywords: Atomic time, attitude determination, coordinate conversion, inertial coordinate system, star sensor.

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Authors: Rui Zhang, Yongqi Sun, and Yali Wu

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Given bipartite graphs H1 and H2, the bipartite Ramsey number b(H1;H2) is the smallest integer b such that any subgraph G of the complete bipartite graph Kb,b, either G contains a copy of H1 or its complement relative to Kb,b contains a copy of H2. It is known that b(K2,2;K2,2) = 5, b(K2,3;K2,3) = 9, b(K2,4;K2,4) = 14 and b(K3,3;K3,3) = 17. In this paper we study the case that both H1 and H2 are even cycles, prove that b(C2m;C2n) ≥ m + n - 1 for m = n, and b(C2m;C6) = m + 2 for m ≥ 4.

Keywords: bipartite graph, Ramsey number, even cycle

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Authors: Petr Teply

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The New Basel Capital Accord (Basel II) influences how financial institutions around the world, and especially European Union institutions, determine the amount of capital to reserve. However, as the recent global crisis has shown, the revision of Basel II is needed to reflect current trends, such as increased volatility and correlation, in the world financial markets. The overall objective of Basel II is to increase the safety and soundness of the international financial system. Basel II builds on three main pillars: Pillar I deals with the minimum capital requirements for credit, market and operational risk, Pillar II focuses on the supervisory review process and finally Pillar III promotes market discipline through enhanced disclosure requirements for banks. The aim of this paper is to provide the historical background, key features and impact of Basel II on financial markets. Moreover, we discuss new proposals for international bank regulation (sometimes referred to as Basel III) which include requirements for higher quality, constituency and transparency of banks' capital and risk management, regulation of OTC markets and introduction of new liquidity standards for internationally active banks.

Keywords: Basel II, Basel III, risk management, bank regulation

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Authors: Ali Shubbar, Hasanain Alwan, Ee Yu Phur, John McLoughlin, Ameer Al-khaykan

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This paper aims to investigate the structural behaviour of RC beams with circular openings of different sizes and locations modelled using ABAQUS FEM software. Seven RC beams with the dimensions of 1200 mm×150 mm×150 mm were tested under three-point loading. Group A consists of three RC beams incorporating circular openings with diameters of 40 mm, 55 mm and 65 mm in the shear zone. However, Group B consists of three RC beams incorporating circular openings with diameters of 40 mm, 55 mm and 65 mm in the flexural zone. The final RC beam did not have any openings, to provide a control beam for comparison. The results show that increasing the diameter of the openings increases the maximum deflection and the ultimate failure load decreases relative to the control beam. In the shear zone, the presence of the openings caused an increase in the maximum deflection ranging between 4% and 22% and a decrease in the ultimate failure load of between 26% and 36% compared to the control beam. However, the presence of the openings in the flexural zone caused an increase in the maximum deflection of between 1.5% and 19.7% and a decrease in the ultimate failure load of between 6% and 13% relative to the control beam. In this study, the optimum location for placing circular openings was found to be in the flexural zone of the beam with a diameter of less than 30% of the depth of the beam.

Keywords: Ultimate failure load, maximum deflection, shear zone, flexural zone.

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Authors: N. A. Samat, D. F. Percy

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The main aim of this study is to describe and introduce a method of numerical analysis in obtaining approximate solutions for the SIR-SI differential equations (susceptible-infectiverecovered for human populations; susceptible-infective for vector populations) that represent a model for dengue disease transmission. Firstly, we describe the ordinary differential equations for the SIR-SI disease transmission models. Then, we introduce the numerical analysis of solutions of this continuous time, discrete space SIR-SI model by simplifying the continuous time scale to a densely populated, discrete time scale. This is followed by the application of this numerical analysis of solutions of the SIR-SI differential equations to the estimation of relative risk using continuous time, discrete space dengue data of Kuala Lumpur, Malaysia. Finally, we present the results of the analysis, comparing and displaying the results in graphs, table and maps. Results of the numerical analysis of solutions that we implemented offers a useful and potentially superior model for estimating relative risks based on continuous time, discrete space data for vector borne infectious diseases specifically for dengue disease. 

Keywords: Dengue disease, disease mapping, numerical analysis, SIR-SI differential equations.

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Authors: A. Naamane, M. Hasnaoui

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Numerical modeling of fluid flows, whether compressible or incompressible, laminar or turbulent presents a considerable contribution in the scientific and industrial fields. However, the development of an approximate model of a supersonic flow requires the introduction of specific and more precise techniques and methods. For this purpose, the object of this paper is modeling a supersonic flow of inviscid fluid around a dihedral airfoil. Based on the thin airfoils theory and the non-dimensional stationary Steichen equation of a two-dimensional supersonic flow in isentropic evolution, we obtained a solution for the downstream velocity potential of the oblique shock at the second order of relative thickness that characterizes a perturbation parameter. This result has been dealt with by the asymptotic analysis and characteristics method. In order to validate our model, the results are discussed in comparison with theoretical and experimental results. Indeed, firstly, the comparison of the results of our model has shown that they are quantitatively acceptable compared to the existing theoretical results. Finally, an experimental study was conducted using the AF300 supersonic wind tunnel. In this experiment, we have considered the incident upstream Mach number over a symmetrical dihedral airfoil wing. The comparison of the different Mach number downstream results of our model with those of the existing theoretical data (relative margin between 0.07% and 4%) and with experimental results (concordance for a deflection angle between 1° and 11°) support the validation of our model with accuracy.

Keywords: Asymptotic modelling, dihedral airfoil, supersonic flow, supersonic wind tunnel.

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Authors: Won-Hee Cho, GeunHyung Lee, Deok-Hwan Kim

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The flash memory has many advantages such as low power consumption, strong shock resistance, fast I/O and non-volatility. And it is increasingly used in the mobile storage device. The YAFFS, one of the NAND flash file system, is widely used in the embedded device. However, the existing YAFFS takes long time to mount the file system because it scans whole spare areas in all pages of NAND flash memory. In order to solve this problem, we propose a new content-based flash file system using a mounting time reduction technique. The proposed method only scans partial spare areas of some special pages by using content-based block management. The experimental results show that the proposed method reduces the average mounting time by 87.2% comparing with JFFS2 and 69.9% comparing with YAFFS.

Keywords: NAND Flash Memory, Mounting Time, YAFFS, JFFS2, Content-based Block management

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Authors: K. Okubo, Y. Kurihara, T. Kaburagi, K. Watanabe

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Many of the ever-growing elderly population require exercise, such as running, for health management. One important element of a runner’s training is the choice of shoes for exercise; shoes are important because they provide the interface between the feet and road. When we purchase shoes, we may instinctively choose a pair after trying on many different pairs of shoes. Selecting the shoes instinctively may work, but it does not guarantee a suitable fit for running activities. Therefore, if we could select suitable shoes for each runner from the viewpoint of brain activities, it would be helpful for validating shoe selection. In this paper, we describe how brain activities show different characteristics during particular task, corresponding to different properties of shoes. Using five subjects, we performed a verification experiment, applying weight, softness, and flexibility as shoe properties. In order to affect the shoe property’s differences to the brain, subjects run for 10 min. Before and after running, subjects conducted a paced auditory serial addition task (PASAT) as the particular task; and the subjects’ brain activities during the PASAT are evaluated based on oxyhemoglobin and deoxyhemoglobin relative concentration changes, measured by near-infrared spectroscopy (NIRS). When the brain works actively, oxihemoglobin and deoxyhemoglobin concentration drastically changes; therefore, we calculate the maximum values of concentration changes. In order to normalize relative concentration changes after running, the maximum value are divided by before running maximum value as evaluation parameters. The classification of the groups of shoes is expressed on a self-organizing map (SOM). As a result, deoxyhemoglobin can make clusters for two of the three types of shoes.

Keywords: Brain activities, NIRS, PASAT, running shoes.

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Authors: Roopam Gaur, K. Chandramani Singh, Radhapiyari Laishram

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In order to produce lead free piezoceramics with optimum piezoelectric and dielectric properties, KNN modified with Li+ (as an A site dopant) and Sb5+ (as a B site dopant) (K0.49Na0.49Li0.02) (Nb0.96Sb0.04) O3 (referred as KNLNS in this paper) have been synthesized using solid state reaction method and conventional sintering technique. The ceramics were sintered in the narrow range of 1050°C-1090°C for 2-3 h to get precise information about sintering parameters. Detailed study of dependence of microstructural, dielectric and piezoelectric properties on sintering conditions was then carried out. The study suggests that the volatility of the highly hygroscopic KNN ceramics is not only sensitive to sintering temperatures but also to sintering durations. By merely reducing the sintering duration for a given sintering temperature we saw an increase in the density of the samples which was supported by the increase in dielectric constants of the ceramics. And since density directly or indirectly affects almost all the associated properties, other dielectric and piezoelectric properties were also enhanced as we approached towards the most suitable sintering temperature and duration combination. The detailed results are reported in this paper.

Keywords: Piezoceramics, Conventional Sintering, KNN, Lead Free.

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Authors: Jahangir Jafari, Nematollah Khorasani, Afshin Danehkar

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Having a very many number of pipelines all over the country, Iran is one of the countries consists of various ecosystems with variable degrees of fragility and robusticity as well as geographical conditions. This study presents a state-of-the-art method to estimate environmental risks of pipelines by recommending rational equations including FES, URAS, SRS, RRS, DRS, LURS and IRS as well as FRS to calculate the risks. This study was carried out by a relative semi-quantitative approach based on land uses and HVAs (High-Value Areas). GIS as a tool was used to create proper maps regarding the environmental risks, land uses and distances. The main logic for using the formulas was the distance-based approaches and ESI as well as intersections. Summarizing the results of the study, a risk geographical map based on the ESIs and final risk score (FRS) was created. The study results showed that the most sensitive and so of high risk area would be an area comprising of mangrove forests located in the pipeline neighborhood. Also, salty lands were the most robust land use units in the case of pipeline failure circumstances. Besides, using a state-of-the-art method, it showed that mapping the risks of pipelines out with the applied method is of more reliability and convenience as well as relative comprehensiveness in comparison to present non-holistic methods for assessing the environmental risks of pipelines. The focus of the present study is “assessment" than that of “management". It is suggested that new policies are to be implemented to reduce the negative effects of the pipeline that has not yet been constructed completely

Keywords: ERM, ESI, ERA, Pipeline, Assalouyeh

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Authors: Min-Hsun Kuo, Yun-Shiow Chen

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The running logs of a process hold valuable information about its executed activity behavior and generated activity logic structure. Theses informative logs can be extracted, analyzed and utilized to improve the efficiencies of the process's execution and conduction. One of the techniques used to accomplish the process improvement is called as process mining. To mine similar processes is such an improvement mission in process mining. Rather than directly mining similar processes using a single comparing coefficient or a complicate fitness function, this paper presents a simplified heuristic process mining algorithm with two similarity comparisons that are able to relatively conform the activity logic sequences (traces) of mining processes with those of a normalized (regularized) one. The relative process conformance is to find which of the mining processes match the required activity sequences and relationships, further for necessary and sufficient applications of the mined processes to process improvements. One similarity presented is defined by the relationships in terms of the number of similar activity sequences existing in different processes; another similarity expresses the degree of the similar (identical) activity sequences among the conforming processes. Since these two similarities are with respect to certain typical behavior (activity sequences) occurred in an entire process, the common problems, such as the inappropriateness of an absolute comparison and the incapability of an intrinsic information elicitation, which are often appeared in other process conforming techniques, can be solved by the relative process comparison presented in this paper. To demonstrate the potentiality of the proposed algorithm, a numerical example is illustrated.

Keywords: process mining, process similarity, artificial intelligence, process conformance.

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Authors: N. Hatraf, L. Merabeti, Z. Neffeh, W. Taane

Abstract:

The excessive consumption of fossil energies (electrical energy) during summer caused by the technological development involves more and more climate warming.

In order to reduce the worst impact of gas emissions produced from classical air conditioning, heat driven solar absorption chiller is pretty promising; it consists on using solar as motive energy which is clean and environmentally friendly to provide cold.

Solar absorption machine is composed by four components using Lithium Bromide /water as a refrigerating couple. LiBr- water is the most promising in chiller applications due to high safety, high volatility ratio, high affinity, high stability and its high latent heat. The lithium bromide solution is constitute by the salt lithium bromide which absorbs water under certain conditions of pressure and temperature however if the concentration of the solution is high in the absorption chillers; which exceed 70%, the solution will crystallize.

The main aim of this article is to study the phenomena of the crystallization and to evaluate how the dependence between the electric conductivity and the concentration which should be controlled.

Keywords: Absorption chillers, crystallization, experimental results, Lithium Bromide solution.

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Authors: Zayed Freah Zeadat

Abstract:

The wellbeing of urban dwellers is strongly associated with the quality and quantity of green infrastructure. Nevertheless, urban green infrastructure is still lagging in many Arab cities, and Jordan is no exception. The capital city of Jordan, Amman, is becoming more urban dense with limited green spaces. The unplanned urban growth in Amman has caused several environmental problems such as urban heat islands, air pollution and lack of green spaces. This study aims to investigate the most suitable drivers to leverage the implementation of urban green infrastructure in Jordan through qualitative and quantitative analysis. The qualitative research includes an extensive literature review to discuss the most common drivers used internationally to promote urban green infrastructure implementation in the literature. The quantitative study employs a questionnaire survey to rank the suitability of each driver. Consultants, contractors and policymakers were invited to fill the research questionnaire according to their judgments and opinions. Relative Importance Index has been used to calculate the weighted average of all drivers and the Kruskal-Wallis test to check the degree of agreement among groups. This study finds that research participants agreed that indirect financial incentives (i.e., tax reductions, reduction in stormwater utility fee, reduction of interest rate, density bonus etc.) are the most effective incentive policy whilst granting sustainability certificate policy is the least effective driver to ensure widespread of UGI is elements in Jordan.

Keywords: sustainable development, urban green infrastructure, relative importance index, urban Jordan

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Authors: Sachin Kumar, Vivek Tiwari, Goutam Dutta

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The paper investigates parallel channel instabilities of natural circulation boiling water reactor. A thermal-hydraulic model is developed to simulate two-phase flow behavior in the natural circulation boiling water reactor (NCBWR) with the incorporation of ex-core components and recirculation loop such as steam separator, down-comer, lower-horizontal section and upper-horizontal section and then, numerical analysis is carried out for parallel channel instabilities of the reactor undergoing both in-phase and out-of-phase modes of oscillations. To analyze the relative effect on stability of the reactor due to inclusion of various ex-core components and recirculation loop, marginal stable point is obtained at a particular inlet enthalpy of the reactor core without the inclusion of ex-core components and recirculation loop and then with the inclusion of the same. Numerical simulations are also conducted to determine the relative dominance between two modes of oscillations i.e. in-phase and out-of-phase. Simulations are also carried out when the channels are subjected to asymmetric power distribution keeping the inlet enthalpy same.

Keywords: Asymmetric power distribution, Density wave oscillations, In-phase and out-of-phase modes of instabilities, Natural circulation boiling water reactor

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Authors: Julio C. Gómez-Mancilla, Luis M. Palacios-Pineda, Yunuén López-Grijalba

Abstract:

A new mechanism responsible for structural life consumption due to resonant fatigue in turbine blades, or vanes, is presented and explained. A rotating blade or vane in a gas turbine can change its contour due to erosion and/or material build up, in any of these instances, the surface pressure distribution occurring on the suction and pressure sides of blades-vanes can suffer substantial modification of their pressure and temperatures envelopes and flow characteristics. Meanwhile, the relative rotation between the blade and duct vane while the pressurized gas flows and the consequent wake crossings, will induce a fluctuating thrust force or lift that will excite the blade. An actual totally used up set of vane-blade components in a HP turbine power stage in a gas turbine is analyzed. The blade suffered some material erosion mostly at the trailing edge provoking a peculiar surface pressure envelope which evolved as the relative position between the vane and the blade passed in front of each other. Interestingly preliminary modal analysis for this eroded blade indicates several natural frequencies within the aeromechanic power spectrum, moreover, the highest frequency component is 94% of one natural frequency indicating near resonant condition. Independently of other simultaneously occurring fatigue cycles (such as thermal, centrifugal stresses).

Keywords: Aeromechanic induced vibration, potential flowinteraction, turbine unsteady flow, rotor/stator interaction, turbinevane-blade aerodynamic interaction, airfoil clocking

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Authors: Ana Paula P. dos Santos, Claudia R. Andrade, Edson L. Zaparoli

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Gas turbine air inlet cooling is a useful method for increasing output for regions where significant power demand and highest electricity prices occur during the warm months. Inlet air cooling increases the power output by taking advantage of the gas turbine-s feature of higher mass flow rate when the compressor inlet temperature decreases. Different methods are available for reducing gas turbine inlet temperature. There are two basic systems currently available for inlet cooling. The first and most cost-effective system is evaporative cooling. Evaporative coolers make use of the evaporation of water to reduce the gas turbine-s inlet air temperature. The second system employs various ways to chill the inlet air. In this method, the cooling medium flows through a heat exchanger located in the inlet duct to remove heat from the inlet air. However, the evaporative cooling is limited by wet-bulb temperature while the chilling can cool the inlet air to temperatures that are lower than the wet bulb temperature. In the present work, a thermodynamic model of a gas turbine is built to calculate heat rate, power output and thermal efficiency at different inlet air temperature conditions. Computational results are compared with ISO conditions herein called "base-case". Therefore, the two cooling methods are implemented and solved for different inlet conditions (inlet temperature and relative humidity). Evaporative cooler and absorption chiller systems results show that when the ambient temperature is extremely high with low relative humidity (requiring a large temperature reduction) the chiller is the more suitable cooling solution. The net increment in the power output as a function of the temperature decrease for each cooling method is also obtained.

Keywords: Absorption chiller, evaporative cooling, gas turbine, turbine inlet cooling.

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Authors: K. Jabeur, L. D. Buda-Prejbeanu, G. Prenat, G. Di Pendina

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MRAM technology provides a combination of fast access time, non-volatility, data retention and endurance. While a growing interest is given to two-terminal Magnetic Tunnel Junctions (MTJ) based on Spin-Transfer Torque (STT) switching as the potential candidate for a universal memory, its reliability is dramatically decreased because of the common writing/reading path. Three-terminal MTJ based on Spin-Orbit Torque (SOT) approach revitalizes the hope of an ideal MRAM. It can overcome the reliability barrier encountered in current two-terminal MTJs by separating the reading and the writing path. In this paper, we study two possible writing schemes for the SOT-MTJ device based on recently fabricated samples. While the first is based on precessional switching, the second requires the presence of permanent magnetic field. Based on an accurate Verilog-A model, we simulate the two writing techniques and we highlight advantages and drawbacks of each one. Using the second technique, pioneering logic circuits based on the three-terminal architecture of the SOT-MTJ described in this work are under development with preliminary attractive results.

Keywords: Spin orbit Torque, Magnetic Tunnel Junction, MRAM, Spintronic, Circuit simulation.

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Authors: Bohuslava Juhasova, Martin Juhas, Renata Masarova, Zuzana Sutova

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The article deals with the tool in Matlab GUI form that is designed to analyse a mechatronic system sensitivity and tolerance. In the analysed mechatronic system, a torque is transferred from the drive to the load through a coupling containing flexible elements. Different methods of control system design are used. The classic form of the feedback control is proposed using Naslin method, modulus optimum criterion and inverse dynamics method. The cascade form of the control is proposed based on combination of modulus optimum criterion and symmetric optimum criterion. The sensitivity is analysed on the basis of absolute and relative sensitivity of system function to the change of chosen parameter value of the mechatronic system, as well as the control subsystem. The tolerance is analysed in the form of determining the range of allowed relative changes of selected system parameters in the field of system stability. The tool allows to analyse an influence of torsion stiffness, torsion damping, inertia moments of the motor and the load and controller(s) parameters. The sensitivity and tolerance are monitored in terms of the impact of parameter change on the response in the form of system step response and system frequency-response logarithmic characteristics. The Symbolic Math Toolbox for expression of the final shape of analysed system functions was used. The sensitivity and tolerance are graphically represented as 2D graph of sensitivity or tolerance of the system function and 3D/2D static/interactive graph of step/frequency response.

Keywords: Mechatronic systems, Matlab GUI, sensitivity, tolerance.

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Authors: Jalal Khan, Daniyal Ali Sehrai, Shakeel Ahmad

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This paper presents the design and performance evaluation of multiband metamaterial based antenna operating in the 3.6 GHz (4G), 14.33 GHz, and 28.86 GHz (5G) frequency bands, for future mobile and handheld devices. The radiating element of the proposed design is made up of a conductive material supported by a 1.524 mm thicker Rogers-4003 substrate, having a relative dielectric constant and loss tangent of 3.55 and 0.0027, respectively. The substrate is backed by truncated ground plane. The future mobile communication system is based on higher frequencies, which are highly affected by the atmospheric conditions. Therefore, to overcome the path loss problem, essential enhancements and improvements must be made in the overall performance of the antenna. The traditional ground plane does not provide the in-phase reflection and surface wave suppression due to which side and back lobes are produced. This will affect the antenna performance in terms of gain and efficiency. To enhance the overall performance of the antenna, a metamaterial acting as a high impedance surface (HIS) is used as a reflector in the proposed design. The simulated gain of the metamaterial based antenna is enhanced from {2.76-6.47, 4.83-6.71 and 7.52-7.73} dB at 3.6, 14.33 and 28.89 GHz, respectively relative to the gain of the antenna backed by a traditional ground plane. The proposed antenna radiated efficiently with a radiated efficiency (>85 %) in all the three frequency bands with and without metamaterial surface. The total volume of the antenna is (L x W x h=45 x 40 x 1.524) mm³. The antenna can be potentially used for wireless handheld devices and mobile terminal. All the simulations have been performed using the Computer Simulation Technology (CST) software.

Keywords: Multiband, fourth generation (4G), fifth generation (5G), metamaterial, CST MWS.

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

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The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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Authors: Akinola Ikudayisi, Josiah Adeyemo

Abstract:

The correct estimation of reference evapotranspiration (ETₒ) is required for effective irrigation water resources planning and management. However, there are some variables that must be considered while estimating and modeling ETₒ. This study therefore determines the multivariate analysis of correlated variables involved in the estimation and modeling of ETₒ at Vaalharts irrigation scheme (VIS) in South Africa using Principal Component Analysis (PCA) technique. Weather and meteorological data between 1994 and 2014 were obtained both from South African Weather Service (SAWS) and Agricultural Research Council (ARC) in South Africa for this study. Average monthly data of minimum and maximum temperature (°C), rainfall (mm), relative humidity (%), and wind speed (m/s) were the inputs to the PCA-based model, while ETₒ is the output. PCA technique was adopted to extract the most important information from the dataset and also to analyze the relationship between the five variables and ETₒ. This is to determine the most significant variables affecting ETₒ estimation at VIS. From the model performances, two principal components with a variance of 82.7% were retained after the eigenvector extraction. The results of the two principal components were compared and the model output shows that minimum temperature, maximum temperature and windspeed are the most important variables in ETₒ estimation and modeling at VIS. In order words, ETₒ increases with temperature and windspeed. Other variables such as rainfall and relative humidity are less important and cannot be used to provide enough information about ETₒ estimation at VIS. The outcome of this study has helped to reduce input variable dimensionality from five to the three most significant variables in ETₒ modelling at VIS, South Africa.

Keywords: Irrigation, principal component analysis, reference evapotranspiration, Vaalharts.

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Authors: Muhammad Rehan Khalid, Muhammad Haroon Siddiqui, Danish Ilyas

Abstract:

This paper explores the implementation of adaptive coding and modulation schemes for Multiple-Input Multiple-Output Orthogonal Frequency Division Multiplexing (MIMO-OFDM) feedback systems. Adaptive coding and modulation enables robust and spectrally-efficient transmission over time-varying channels. The basic premise is to estimate the channel at the receiver and feed this estimate back to the transmitter, so that the transmission scheme can be adapted relative to the channel characteristics. Two types of codebook based channel feedback techniques are used in this work. The longterm and short-term CSI at the transmitter is used for efficient channel utilization. OFDM is a powerful technique employed in communication systems suffering from frequency selectivity. Combined with multiple antennas at the transmitter and receiver, OFDM proves to be robust against delay spread. Moreover, it leads to significant data rates with improved bit error performance over links having only a single antenna at both the transmitter and receiver. The coded modulation increases the effective transmit power relative to uncoded variablerate variable-power MQAM performance for MIMO-OFDM feedback system. Hence proposed arrangement becomes an attractive approach to achieve enhanced spectral efficiency and improved error rate performance for next generation high speed wireless communication systems.

Keywords: Adaptive Coded Modulation, MQAM, MIMO, OFDM, Codebooks, Feedback.

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Authors: S. Zeković, M. Vujošević, T. Maričić

Abstract:

The paper provides a comprehensive analysis of the sustainable development in the Belgrade Metropolitan Region - BMA (level NUTS 2) preliminary evaluating the three chosen components: 1) economic growth and developmental changes; 2) competitiveness; and 3) territorial concentration and industrial specialization. First, we identified the main results of development changes and economic growth by applying Shift-share analysis on the metropolitan level. Second, the empirical evaluation of competitiveness in the BMA is based on the analysis of absolute and relative values of eight indicators by Spider method. Paper shows that the consideration of the national share, industrial mix and metropolitan/regional share in total Shift share of the BMA, as well as economic/functional specialization of the BMA indicate very strong process of deindustrialization. Allocative component of the BMA economic growth has positive value, reflecting the above-average sector productivity compared to the national average. Third, the important positive role of metropolitan/regional component in decomposition of the BMA economic growth is highlighted as one of the key results. Finally, comparative analysis of the industrial territorial concentration in the BMA in relation to Serbia is based on location quotient (LQ) or Balassa index as a valid measure. The results indicate absolute and relative differences in decrease of industry territorial concentration as well as inefficiency of utilizing territorial capital in the BMA. Results are important for the increase of regional competitiveness and territorial distribution in this area as well as for improvement of sustainable metropolitan and sector policies, planning and governance on this level.

Keywords: Belgrade Metropolitan Area (BMA), Comprehensive analysis/evaluation, economic growth and competitiveness, sustainable development.

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Authors: Anurag Gaur, Nidhi, Shashi Sharma

Abstract:

Targeted drug delivery is a method of delivering medication to a patient in a manner that increases the concentration of the medication in some parts of the body relative to others. Targeted drug delivery seeks to concentrate the medication in the tissues of interest while reducing the relative concentration of the medication in the remaining tissues. This improves efficacy of the while reducing side effects. In the present work, we investigate the effect of magnetic field, flow rate and particle concentration on the capturing of magnetic particles transported in a stent implanted fluidic channel. Iron oxide magnetic nanoparticles (Fe3O4) nanoparticles were synthesized via co-precipitation method. The synthesized Fe3O4 nanoparticles were added in the de-ionized (DI) water to prepare the Fe3O4 magnetic particle suspended fluid. This fluid is transported in a cylindrical tube of diameter 8 mm with help of a peristaltic pump at different flow rate (25-40 ml/min). A ferromagnetic coil of SS 430 has been implanted inside the cylindrical tube to enhance the capturing of magnetic nanoparticles under magnetic field. The capturing of magnetic nanoparticles was observed at different magnetic magnetic field, flow rate and particle concentration. It is observed that capture efficiency increases from 47-67% at magnetic field 2-5kG, respectively at particle concentration 0.6mg/ml and at flow rate 30 ml/min. However, the capture efficiency decreases from 65 to 44% by increasing the flow rate from 25 to 40 ml/min, respectively. Furthermore, it is observed that capture efficiency increases from 51 to 67% by increasing the particle concentration from 0.3 to 0.6 mg/ml, respectively.

Keywords: Capture efficiency, Implant assisted-Magnetic drug targeting (IA-MDT), Magnetic nanoparticles, in vitro study.

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Authors: Chongtham Jiten, K. Chandramani Singh, Radhapiyari Laishram

Abstract:

Nanocrystalline powders of the lead-free piezoelectric material, tantalum-substituted potassium sodium niobate (K0.5Na0.5)(Nb0.9Ta0.1)O3 (KNNT), were produced using a Retsch PM100 planetary ball mill by setting the milling time to 15h, 20h, 25h, 30h, 35h and 40h, at a fixed speed of 250rpm. The average particle size of the milled powders was found to decrease from 12nm to 3nm as the milling time increases from 15h to 25h, which is in agreement with the existing theoretical model. An anomalous increase to 98nm and then a drop to 3nm in the particle size were observed as the milling time further increases to 30h and 40h respectively. Various sizes of these starting KNNT powders were used to investigate the effect of milling time on the microstructure, dielectric properties, phase transitions and piezoelectric properties of the resulting KNNT ceramics. The particle size of starting KNNT was somewhat proportional to the grain size. As the milling time increases from 15h to 25h, the resulting ceramics exhibit enhancement in the values of relative density from 94.8% to 95.8%, room temperature dielectric constant (εRT) from 878 to 1213, and piezoelectric charge coefficient (d33) from 108pC/N to 128pC/N. For this range of ceramic samples, grain size refinement suppresses the maximum dielectric constant (εmax), shifts the Curie temperature (Tc) to a lower temperature and the orthorhombic-tetragonal phase transition (Tot) to a higher temperature. Further increase of milling time from 25h to 40h produces a gradual degradation in the values of relative density, εRT, and d33 of the resulting ceramics.

Keywords: Ceramics, Dielectric, High-energy milling, Perovskite.

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Authors: P. N. Okeke, J. N. Chikwendu

Abstract:

The study evaluated the effects of varying fermentation periods on the nutrients and anti-nutrients composition of African yam bean (Sphenostylis stenocarpa) and acha (Digitaria exilis) flour blends and sensory properties of their products. The African yam bean seeds and acha grains were fermented for 24 hrs, 48 and 72 hrs, dried (sun drying) and milled into fine flour. The fermented flours were used in a ratio of 70:30 (Protein basis) to formulate composite flour for meat pie and biscuits production. Both the fermented and unfermented flours and products were analyzed for chemical composition using the standard method. The data were statistically analyzed using SPSS version 15 to determine the mean and standard deviation. The 24, 48, and 72 hrs fermentation periods increased protein (22.81, 26.15 and 24.00% respectively). The carbohydrate, ash and moisture contents of the flours were also increased as a result of fermentation (68.01-76.83, 2.26-4.88, and 8.36-13.00% respectively). The 48 hrs fermented flour blends had the highest increase in ash relative to the control (4.88%). Fermentation increased zinc, iron, magnesium and phosphorus content of the flours. Treatment drastically reduced the anti-nutrient (oxalate, saponin, tannin, phytate, and hemagglutinin) levels of the flours. Both meat pie and biscuits had increased protein relative to the control (27.36-34.28% and 23.66-25.09%). However, the protein content of the meat pie increased more than that of the biscuits. Zinc, Iron, Magnesium and phosphorus levels increased in both meat pie and biscuits. Organoleptic attributes of the products (meat pie and biscuits) were slightly lower than the control except those of the 72 hrs fermented flours.

Keywords: Fermentation, African yam bean, Acha, biscuits, meat-pie.

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Authors: S. I. V. Sousa, F.G. Martins, M. C. Pereira, M. C. M. Alvim-Ferraz, H. Ribeiro, M. Oliveira, I. Abreu

Abstract:

Exposure to ambient air pollution has been linked to a number of health outcomes, starting from modest transient changes in the respiratory tract and impaired pulmonary function, continuing to restrict activity/reduce performance and to the increase emergency rooms visits, hospital admissions or mortality. The increase of allergenic symptoms has been associated with air contaminants such as ozone, particulate matter, fungal spores and pollen. Considering the potential relevance of crossed effects of nonbiological pollutants and airborne pollens and fungal spores on allergy worsening, the aim of this work was to evaluate the influence of non-biological pollutants (O3 and PM10) and meteorological parameters on the concentrations of pollen and fungal spores using multiple linear regressions. The data considered in this study were collected in Oporto which is the second largest Portuguese city, located in the North. Daily mean of O3, PM10, pollen and fungal spore concentrations, temperature, relative humidity, precipitation, wind velocity, pollen and fungal spore concentrations, for 2003, 2004 and 2005 were considered. Results showed that the 90th percentile of the adjusted coefficient of determination, P90 (R2aj), of the multiple regressions varied from 0.613 to 0.916 for pollen and from 0.275 to 0.512 for fungal spores. O3 and PM10 showed to have some influence on the biological pollutants. Among the meteorological parameters analysed, temperature was the one that most influenced the pollen and fungal spores airborne concentrations. Relative humidity also showed to have some influence on the fungal spore dispersion. Nevertheless, the models for each pollen and fungal spore were different depending on the analysed period, which means that the correlations identified as statistically significant can not be, even so, consistent enough.

Keywords: Air pollutants, meteorological parameters, biologicalpollutants, multiple linear correlations.

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