Search results for: fluctuation in statistical characteristics

Authors: C. Temaneh Nyah

Abstract:

The analysis of electromagnetic environment using deterministic mathematical models is characterized by the impossibility of analyzing a large number of interacting network stations with a priori unknown parameters, and this is characteristic, for example, of mobile wireless communication networks. One of the tasks of the tools used in designing, planning and optimization of mobile wireless network is to carry out simulation of electromagnetic environment based on mathematical modelling methods, including computer experiment, and to estimate its effect on radio communication devices. This paper proposes the development of a statistical model of electromagnetic environment of a mobile wireless communication network by describing the parameters and factors affecting it including the propagation channel and their statistical models.

Keywords: Electromagnetic Environment, Statistical model, Wireless communication network.

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Authors: Abdoullah Namdar, Fadzil Mat Yahaya

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Many synthetic additives have been using for improve cement mortar and concrete characteristics, but natural additive is a friendly environment option. The quantity of (2% and 4%) seashell powder has been replaced in cement mortar, and compared with plain cement mortar in early age of 7 days. The strain gauges have been installed on beams and cube, for monitoring fluctuation of flexural and compressive strength. Main objective of this paper is to study effect of linear static force on flexural and compressive strength of modified cement mortar. The results have been indicated that the replacement of appropriate proportion of seashell powder enhances cement mortar mechanical properties. The replacement of 2% seashell causes improvement of deflection, time to failure and maximum load to failure on concrete beam and cube, the same occurs for compressive modulus elasticity. Increase replacement of seashell to 4% reduces all flexural strength, compressive strength and strain of cement mortar.

Keywords: Compressive strength, flexural strength, compressive modulus elasticity, time to failure, deflection.

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Authors: Yoshio Kurosawa

Abstract:

The applications of soundproof materials for reduction of high frequency automobile interior noise have been researched. This paper presents a sound pressure prediction technique including wind noise by Hybrid Statistical Energy Analysis (HSEA) in order to reduce weight of acoustic insulations. HSEA uses both analytical SEA and experimental SEA. As a result of chassis dynamo test and road test, the validity of SEA modeling was shown, and utility of the method was confirmed.

Keywords: Vibration, noise, car, statistical energy analysis.

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Authors: A. Kojah, A. Nacaroğlu

Abstract:

Single phase transmission lines are used to transfer data or energy between two users. Transient conditions such as switching operations and short circuit faults cause the generation of the fluctuation on the waveform to be transmitted. Spatial voltage distribution on the single phase transmission line may change owing to the position and duration of the short circuit fault in the system. In this paper, the state space representation of the single phase transmission line for short circuit fault and for various types of terminations is given. Since the transmission line is modeled in time domain using distributed parametric elements, the mathematical representation of the event is given in state space (time domain) differential equation form. It also makes easy to solve the problem because of the time and space dependent characteristics of the voltage variations on the distributed parametrically modeled transmission line.

Keywords: Energy transmission, transient effects, transmission line, transient voltage, RLC short circuit, single phase.

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Authors: Khalid Elasnaoui, Brahim Aksasse, Mohammed Ouanan

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In this paper, we are interested in the problem of finding similar images in a large database. For this purpose we propose a new algorithm based on a combination of the 2-D histogram intersection in the HSV space and statistical moments. The proposed histogram is based on a 3x3 window and not only on the intensity of the pixel. This approach overcome the drawback of the conventional 1-D histogram which is ignoring the spatial distribution of pixels in the image, while the statistical moments are used to escape the effects of the discretisation of the color space which is intrinsic to the use of histograms. We compare the performance of our new algorithm to various methods of the state of the art and we show that it has several advantages. It is fast, consumes little memory and requires no learning. To validate our results, we apply this algorithm to search for similar images in different image databases.

Keywords: 2-D histogram, Statistical moments, Indexing, Similarity distance, Histograms intersection.

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Authors: Nang Thwe Thwe Oo

Abstract:

Traditional object segmentation methods are time consuming and computationally difficult. In this paper, onedimensional object detection along the secant lines is applied. Statistical features of texture images are computed for the recognition process. Example matrices of these features and formulae for calculation of similarities between two feature patterns are expressed. And experiments are also carried out using these features.

Keywords: 1-D object segmentation, secant lines, objectoccurrence(frequency) matrix, contiguity matrix, statistical features.

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Authors: Thaweesak Yingthawornsuk, Chusak Thanawattano

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Acoustical properties of speech have been shown to be related to mental states of speaker with symptoms: depression and remission. This paper describes way to address the issue of distinguishing depressed patients from remitted subjects based on measureable acoustics change of their spoken sound. The vocal-tract related frequency characteristics of speech samples from female remitted and depressed patients were analyzed via speech processing techniques and consequently, evaluated statistically by cross-validation with Support Vector Machine. Our results comparatively show the classifier's performance with effectively correct separation of 93% determined from testing with the subjectbased feature model and 88% from the frame-based model based on the same speech samples collected from hospital visiting interview sessions between patients and psychiatrists.

Keywords: Depression, SVM, Vocal Extract, Vocal Tract

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Authors: Andrés Carrión García, Aura López de Murillo, José Jabaloyes Vivas, Angela Grisales del Río

Abstract:

Some quality control tools use non metric subjective information coming from experts, who qualify the intensity of relations existing inside processes, but without quantifying them. In this paper we have developed a quality control analytic tool, measuring the impact or strength of the relationship between process operations and product characteristics. The tool includes two models: a qualitative model, allowing relationships description and analysis; and a formal quantitative model, by means of which relationship quantification is achieved. In the first one, concepts from the Graphs Theory were applied to identify those process elements which can be sources of variation, that is, those quality characteristics or operations that have some sort of prelacy over the others and that should become control items. Also the most dependent elements can be identified, that is those elements receiving the effects of elements identified as variation sources. If controls are focused in those dependent elements, efficiency of control is compromised by the fact that we are controlling effects, not causes. The second model applied adapts the multivariate statistical technique of Covariance Structural Analysis. This approach allowed us to quantify the relationships. The computer package LISREL was used to obtain statistics and to validate the model.

Keywords: Characteristics matrix, covariance structure analysis, LISREL.

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Authors: Ebrahim Abbasi, Amir Abouec

Abstract:

In this research, the researchers have managed to design a model to investigate the current trend of stock price of the "IRAN KHODRO corporation" at Tehran Stock Exchange by utilizing an Adaptive Neuro - Fuzzy Inference system. For the Longterm Period, a Neuro-Fuzzy with two Triangular membership functions and four independent Variables including trade volume, Dividend Per Share (DPS), Price to Earning Ratio (P/E), and also closing Price and Stock Price fluctuation as an dependent variable are selected as an optimal model. For the short-term Period, a neureo – fuzzy model with two triangular membership functions for the first quarter of a year, two trapezoidal membership functions for the Second quarter of a year, two Gaussian combination membership functions for the third quarter of a year and two trapezoidal membership functions for the fourth quarter of a year were selected as an optimal model for the stock price forecasting. In addition, three independent variables including trade volume, price to earning ratio, closing Stock Price and a dependent variable of stock price fluctuation were selected as an optimal model. The findings of the research demonstrate that the trend of stock price could be forecasted with the lower level of error.

Keywords: Stock Price forecast, membership functions, Adaptive Neuro-Fuzzy Inference System, trade volume, P/E, DPS.

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Authors: Mohd Zamri Osman, Mohd Aizaini Maarof, Mohd Foad Rohani

Abstract:

Human skin detection recognized as the primary step in most of the applications such as face detection, illicit image filtering, hand recognition and video surveillance. The performance of any skin detection applications greatly relies on the two components: feature extraction and classification method. Skin color is the most vital information used for skin detection purpose. However, color feature alone sometimes could not handle images with having same color distribution with skin color. A color feature of pixel-based does not eliminate the skin-like color due to the intensity of skin and skin-like color fall under the same distribution. Hence, the statistical color analysis will be exploited such mean and standard deviation as an additional feature to increase the reliability of skin detector. In this paper, we studied the effectiveness of statistical color feature for human skin detection. Furthermore, the paper analyzed the integrated color and texture using eight classifiers with three color spaces of RGB, YCbCr, and HSV. The experimental results show that the integrating statistical feature using Random Forest classifier achieved a significant performance with an F1-score 0.969.

Keywords: Color space, neural network, random forest, skin detection, statistical feature.

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Authors: A. P. Singh

Abstract:

The results reported in this paper are the part of an extensive laboratory investigation undertaken to study the effects of fibre parameters on the permeability and strength characteristics of steel fibre reinforced concrete (SFRC). The effect of varying fibre content and curing age on the water permeability, compressive and split tensile strengths of SFRC was investigated using straight steel fibres having an aspect ratio of 65. Samples containing three different weight fractions of 1.0%, 2.0% and 4.0% were cast and tested for permeability and strength after 7, 14, 28 and 60 days of curing. Plain concrete samples were also cast and tested for reference purposes.

Permeability was observed to decrease significantly with the addition of steel fibres and continued to decrease with increasing fibre content and increasing curing age. An exponential relationship was observed between permeability and compressive and split tensile strengths for SFRC as well as PCC. To evaluate the effect of fibre content on the permeability and strength characteristics, the Analysis of Variance (ANOVA) statistical method was used. An a level (probability of error) of 0.05 was used for ANOVA test. Regression analysis was carried out to develop relationship between permeability, compressive strength and curing age.

Keywords: Permeability, grade of concrete, fibre shape, fibre content, curing age, steady state, Darcy’s law, method of penetration.

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Authors: Kuncoro Harto Widodo, Joewono Soemardjito, Dwi Ardianta Kurniawan

Abstract:

Currently, the demand for marine and fisheries commodity in Yogyakarta, Indonesia continues to increase. The existing condition shows that the aquaculture supply cannot be supplied by Yogyakarta region itself, but still need to be supported by regions outside Yogyakarta. The effort to optimize the market is initiated by reviewing and designing the supply chain of production and trade of aquaculture commodity in order to create the implementation of aquaculture production and trade commodity optimally. This formulated supply chain model indicates 4 performance indicators of measurable success in terms of: (1) efficiency; (2) flexibility; (3) responsiveness; and (4) quality. These indicators had been exercised as the success benchmarks for priority marketing management in local level as well as national level. The result of this research indicates that if the catfish fishery system is managed as business as usual then the catfish demand in Yogyakarta region will experience to increase in the future. The increase of demand is inline with the increase of number of people in Yogyakarta and also the fluctuation of catfish consumption per capita. The highest production of catfish will experience in the third year approximately 30,118 tons. Other result of the research indicates that the catfish demand in Yogyakarta region cannot be supplied yet from the local region. Therefore, to fulfill the supply from outside Yogyakarta region, the local farmers should improve the supply through land extension. The fluctuation of commodity price will experience in the future annually and the catfish supply from outside Yogyakarta region will be lowering the price in the market.

Keywords: Supply chain model, catfish, efficiency, flexibility

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Authors: N. Ouldcherchali, M. S. Boucherit, L. Barazane, A. Morsli

Abstract:

In this study, we proposed two techniques to track the maximum power point (MPPT) of a photovoltaic system. The first is an intelligent control technique, and the second is robust used for variable structure system. In fact the characteristics I-V and P–V of the photovoltaic generator depends on the solar irradiance and temperature. These climate changes cause the fluctuation of maximum power point; a maximum power point tracking technique (MPPT) is required to maximize the output power. For this we have adopted a control by fuzzy logic (FLC) famous for its stability and robustness. And a Siding Mode Control (SMC) widely used for variable structure system. The system comprises a photovoltaic panel (PV), a DC-DC converter, which is considered as an adaptation stage between the PV and the load. The modelling and simulation of the system is developed using MATLAB/Simulink. SMC technique provides a good tracking speed in fast changing irradiation and when the irradiation changes slowly or it is constant the panel power of FLC technique presents a much smoother signal with less fluctuations.

Keywords: Fuzzy logic controller, maximum power point, photovoltaic system, tracker, sliding mode controller.

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Authors: Pham Luu Trung Duong, Moonyong Lee

Abstract:

To increase precision and reliability of automatic control systems, we have to take into account of random factors affecting the control system. Thus, operational matrix technique is used for statistical analysis of first order plus time delay system with uniform random parameter. Examples with deterministic and stochastic disturbance are considered to demonstrate the validity of the method. Comparison with Monte Carlo method is made to show the computational effectiveness of the method.

Keywords: First order plus dead-time, Operational matrix, Statistical analysis, Walsh function.

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Authors: D. Y. Bawa, M. I. Ribah, I. S. Jega, V. O. Oyedepo

Abstract:

This study was conducted to determine the physicochemical characteristics and heavy metal concentration (Cadmium (Cd), Copper (Cu), Iron (Fe), Lead (Pb) and Zinc (Zn)) in freshwater from Jega river. 30 water samples were collected in two 1-liter sterile plastic containers from three designated sampling points, namely; Station A (before the bridge; upstream), Station B (at the bridge where human activities such as washing of cars, motorbike, clothes, bathing and other household materials are concentrated), Station C (after the bridge; downstream) fortnightly, between March and July 2014. Results indicated that the highest pH mean value of 7.08 ± 1.12 was observed in station C, the highest conductivity with the mean 58.75 ± 7.87 µs/cm was observed at station A, the highest mean value of the water total hardness was observed at station A (54 ± 16.11 mg/L), the highest mean value of nitrate deposit was observed in station A (1.66 ± 1.33 mg/L), the highest mean value of alkalinity was observed at station B (51.33 ± 6.66 mg/L) and the highest mean (39.56 ± 3.24 mg/L) of total dissolved solids was observed at station A. The highest concentration mean value of Fe was observed in station C (65.33 ± 4.50 mg/L), the highest concentrations of Cd was observed in station C (0.99 ± 0.36 mg/L), the mean value of 2.13 ± 1.99 mg/L was the highest concentration of Zn observed in station B, the concentration of Pb was not detected (ND) and the highest concentration of Cu with the mean value of 0.43 ± 0.16 mg/L was observed in station B, while the lowest concentration was observed at station C (0.27 ± 0.26 mg/L). Statistical analysis shows no significant difference (P > 0.05) among the sampling stations for both the physicochemical characteristics and heavy metal concentrations. The results were found to be within the internationally acceptable standard limits.

Keywords: Assessment, freshwater, heavy metal concentration, physicochemical.

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Authors: H. Nouri, I. E. Achouri, A. Grimes, H. Ait Said, M. Aissou, Y. Zebboudj

Abstract:

This paper aims to analysis the behavior of DC corona discharge in wire-to-plate electrostatic precipitators (ESP). Currentvoltage curves are particularly analyzed. Experimental results show that discharge current is strongly affected by the applied voltage. The proposed method of current identification is to use the method of least squares. Least squares problems that of into two categories: linear or ordinary least squares and non-linear least squares, depending on whether or not the residuals are linear in all unknowns. The linear least-squares problem occurs in statistical regression analysis; it has a closed-form solution. A closed-form solution (or closed form expression) is any formula that can be evaluated in a finite number of standard operations. The non-linear problem has no closed-form solution and is usually solved by iterative.

Keywords: Electrostatic precipitator, current-voltage characteristics, Least Squares method, electric field, magnetic field.

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Authors: V. Phupha, T. Lantharthong, N. Rugthaicharoencheep

Abstract:

The problem of generation expansion planning (GEP) has been extensively studied for many years. This paper presents three topics in GEP as follow: statistical model, models for generation expansion, and expansion problem. In the topic of statistical model, the main stages of the statistical modeling are briefly explained. Some works on models for GEP are reviewed in the topic of models for generation expansion. Finally for the topic of expansion problem, the major issues in the development of a longterm expansion plan are summarized.

Keywords: Generation expansion planning, strategies, power system

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Authors: Muammer Ozkan, Orkun Ozener, Irfan Yavasliol

Abstract:

The fuel cost of the motor vehicle operating on its common route is an important part of the operating cost. Therefore, the importance of the fuel saving is increasing day by day. One of the parameters which improve fuel saving is the regulation of driving characteristics. The number and duration of stop is increased by the heavy traffic load. It is possible to improve the fuel saving with regulation of traffic flow and driving characteristics. The researches show that the regulation of the traffic flow decreases fuel consumption, but it is not enough to improve fuel saving without the regulation of driving characteristics. This study analyses the fuel consumption of two trips of city bus operating on its common route and determines the effect of traffic density and driving characteristics on fuel consumption. Finally it offers some suggestions about regulation of driving characteristics to improve the fuel saving. Fuel saving is determined according to the results obtained from simulation program. When experimental and simulation results are compared, it has been found that the fuel saving was reached up the to 40 percent ratios.

Keywords: Fuel Consumption, Fuel Economy, Driving Characteristics, Optimization

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Authors: Ali Bakhtiari Gharibdosti, Mohammad Hosein Bijeh Keshavarzi, Samira Alijani

Abstract:

To understand internal characteristics relationships and determine factors which explain under consideration characteristics in rapeseed varieties, 10 rapeseed genotypes were implemented in complete accidental plot with three-time repetitions under drought stress in 2009-2010 in research field of agriculture college, Islamic Azad University, Karaj branch. In this research, 11 characteristics include of characteristics related to growth, production and functions stages was considered. Variance analysis results showed that there is a significant difference among rapeseed varieties characteristics. By calculating simple correlation coefficient under both conditions, normal and drought stress indicate that seed function characteristics in plant and pod number have positive and significant correlation in 1% probable level with seed function and selection on the base of these characteristics was effective for improving this function. Under normal and drought stress, analyzing the main factors showed that numbers of factors which have more than one amount, had five factors under normal conditions which were 82.72% of total variance totally, but under drought stress four factors diagnosed which were 76.78% of total variance. By considering total results of this research and by assessing effective characteristics for factor analysis and selecting different components of these characteristics, they can be used for modifying works to select applicable and tolerant genotypes in drought stress conditions.

Keywords: Correlation, drought stress, factor analysis, rapeseed.

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Authors: F. Rostami, M. Shahrokhi, M. A. Md Said, S.R. Sabbagh-Yazdi

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Undular hydraulic jumps are illustrated by a smooth rise of the free surface followed by a train of stationary waves. They are sometimes experienced in natural waterways and rivers. The characteristics of undular hydraulic jumps are studied here. The height, amplitude and the main characteristics of undular jump is depended on the upstream Froude number and aspect ratio. The experiments were done on the smooth bed flume. These results compared with other researches and the main characteristics of the undular hydraulic jump were studied in this article.

Keywords: Undular Hydraulic Jump, low Froude Number, wave characteristics

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Authors: Shuki Dror

Abstract:

This work discusses an innovative methodology for deployment of service quality characteristics. Four groups of organizational features that may influence the quality of services are identified: human resource, technology, planning, and organizational relationships. A House of Service Quality (HOSQ) matrix is built to extract the desired improvement in the service quality characteristics and to translate them into a hierarchy of important organizational features. The Mean Square Error (MSE) criterion enables the pinpointing of the few essential service quality characteristics to be improved as well as selection of the vital organizational features. The method was implemented in an engineering supply enterprise and provides useful information on its vital service dimensions.

Keywords: HOQ, organizational features, service quality.

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Authors: B. Chetti

Abstract:

Dynamic characteristics of a four-lobe journal bearing of micropolar fluids are presented. Lubricating oil containing additives and contaminants is modelled as micropolar fluid. The modified Reynolds equation is obtained using the micropolar lubrication theory and solving it by using finite difference technique. The dynamic characteristics in terms of stiffness, damping coefficients, the critical mass and whirl ratio are determined for various values of size of material characteristic length and the coupling number. The results show compared with Newtonian fluids, that micropolar fluid exhibits better stability.

Keywords: Four-lobe bearings, dynamic characteristics, stabilityanalysis, micropolar fluid

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Authors: Nishi Bhuvandas, P. V. Timbadiya, P. L. Patel, P. D. Porey

Abstract:

Recent perceived climate variability raises concerns with unprecedented hydrological phenomena and extremes. Distribution and circulation of the waters of the Earth become increasingly difficult to determine because of additional uncertainty related to anthropogenic emissions. The world wide observed changes in the large-scale hydrological cycle have been related to an increase in the observed temperature over several decades. Although the effect of change in climate on hydrology provides a general picture of possible hydrological global change, new tools and frameworks for modelling hydrological series with nonstationary characteristics at finer scales, are required for assessing climate change impacts. Of the downscaling techniques, dynamic downscaling is usually based on the use of Regional Climate Models (RCMs), which generate finer resolution output based on atmospheric physics over a region using General Circulation Model (GCM) fields as boundary conditions. However, RCMs are not expected to capture the observed spatial precipitation extremes at a fine cell scale or at a basin scale. Statistical downscaling derives a statistical or empirical relationship between the variables simulated by the GCMs, called predictors, and station-scale hydrologic variables, called predictands. The main focus of the paper is on the need for using statistical downscaling techniques for projection of local hydrometeorological variables under climate change scenarios. The projections can be then served as a means of input source to various hydrologic models to obtain streamflow, evapotranspiration, soil moisture and other hydrological variables of interest.

Keywords: Climate Change, Downscaling, GCM, RCM.

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Authors: R. Sullivan, T. Holden, G. Tremberger, Jr, E. Cheung, C. Branch, J. Burrero, G. Surpris, S. Quintana, A. Rameau, N. Gadura, H. Yao, R. Subramaniam, P. Schneider, S. A. Rotenberg, P. Marchese, A. Flamhlolz, D. Lieberman, T. Cheung

Abstract:

Migration in breast cancer cell wound healing assay had been studied using image fractal dimension analysis. The migration of MDA-MB-231 cells (highly motile) in a wound healing assay was captured using time-lapse phase contrast video microscopy and compared to MDA-MB-468 cell migration (moderately motile). The Higuchi fractal method was used to compute the fractal dimension of the image intensity fluctuation along a single pixel width region parallel to the wound. The near-wound region fractal dimension was found to decrease three times faster in the MDA-MB- 231 cells initially as compared to the less cancerous MDA-MB-468 cells. The inner region fractal dimension was found to be fairly constant for both cell types in time and suggests a wound influence range of about 15 cell layer. The box-counting fractal dimension method was also used to study region of interest (ROI). The MDAMB- 468 ROI area fractal dimension was found to decrease continuously up to 7 hours. The MDA-MB-231 ROI area fractal dimension was found to increase and is consistent with the behavior of a HGF-treated MDA-MB-231 wound healing assay posted in the public domain. A fractal dimension based capacity index has been formulated to quantify the invasiveness of the MDA-MB-231 cells in the perpendicular-to-wound direction. Our results suggest that image intensity fluctuation fractal dimension analysis can be used as a tool to quantify cell migration in terms of cancer severity and treatment responses.

Keywords: Higuchi fractal dimension, box-counting fractal dimension, cancer cell migration, wound healing.

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Authors: B.P. Bezruchko, D.A. Smirnov

Abstract:

Quantitative characterization of nonlinear directional couplings between stochastic oscillators from data is considered. We suggest coupling characteristics readily interpreted from a physical viewpoint and their estimators. An expression for a statistical significance level is derived analytically that allows reliable coupling detection from a relatively short time series. Performance of the technique is demonstrated in numerical experiments.

Keywords: Nonlinear time series analysis, directional couplings, coupled oscillators.

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Authors: Abhijit Mitra, Bhargav Kumar Mitra, Biswajoy Chatterjee

Abstract:

We present a novel scheme to recognize isolated speech signals using certain statistical parameters derived from those signals. The determination of the statistical estimates is based on extracted signal information rather than the original signal information in order to reduce the computational complexity. Subtle details of these estimates, after extracting the speech signal from ambience noise, are first exploited to segregate the polysyllabic words from the monosyllabic ones. Precise recognition of each distinct word is then carried out by analyzing the histogram, obtained from these information.

Keywords: Isolated speech signals, Block overlapping technique, Positive peaks, Histogram analysis.

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Authors: Meng Wang, Qi-rui Han

Abstract:

Because of excellent properties, people has paid more attention to SPIHI algorithm, which is based on the traditional wavelet transformation theory, but it also has its shortcomings. Combined the progress in the present wavelet domain and the human's visual characteristics, we propose an improved algorithm based on human visual characteristics of SPIHT in the base of analysis of SPIHI algorithm. The experiment indicated that the coding speed and quality has been enhanced well compared to the original SPIHT algorithm, moreover improved the quality of the transmission cut off.

Keywords: Lifted wavelet transform, SPIHT, Human Visual Characteristics.

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Authors: H. L. Yim, S. H. Lee, S. K. Yoo, J. J. Kim

Abstract:

This study proposes a materials procurement contracts model to which the zero-cost collar option is applied for heading price fluctuation risks in construction.The material contract model based on the collar option that consists of the call option striking zone of the construction company(the buyer) following the materials price increase andthe put option striking zone of the material vendor(the supplier) following a materials price decrease. This study first determined the call option strike price Xc of the construction company by a simple approach: it uses the predicted profit at the project starting point and then determines the strike price of put option Xp that has an identical option value, which completes the zero-cost material contract.The analysis results indicate that the cost saving of the construction company increased as Xc decreased. This was because the critical level of the steel materials price increasewas set at a low level. However, as Xc decreased, Xpof a put option that had an identical option value gradually increased. Cost saving increased as Xc decreased. However, as Xp gradually increased, the risk of loss from a construction company increased as the steel materials price decreased. Meanwhile, cost saving did not occur for the construction company, because of volatility. This result originated in the zero-cost features of the two-way contract of the collar option. In the case of the regular one-way option, the transaction cost had to be subtracted from the cost saving. The transaction cost originated from an option value that fluctuated with the volatility. That is, the cost saving of the one-way option was affected by the volatility. Meanwhile, even though the collar option with zero transaction cost cut the connection between volatility and cost saving, there was a risk of exercising the put option.

Keywords: Construction materials, Supply chain management, Procurement, Payment, Collar option

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Authors: Faramarz Khosravi, Gokhan Izbirak

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A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement, environmental sustainability.

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Authors: Dongjoo Kim, Chang-Sik Son, Won-Seok Kang

Abstract:

Adequate sleep affects various parts of one’s overall physical and mental life. As one of the methods in determining the appropriate amount of sleep, this research presents a heart rate based sleep quality index. In order to evaluate sleep quality using the heart rate, sleep data from 280 subjects taken over one month are used. Their sleep data are categorized by a three-part heart rate range. After categorizing, some features are extracted, and the statistical significances are verified for these features. The results show that some features of this sleep quality index model have statistical significance. Thus, this heart rate based sleep quality index may be a useful discriminator of sleep.

Keywords: Sleep, sleep quality, heart rate, statistical analysis.

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