Search results for: parallel exchange rate

Authors: Mojtaba Rezaei, Elham Heydari

Abstract:

This paper highlights the empirical results of analyzing the correlation between accounting information and systematic risk. This association is analyzed among financial ratios and systematic risk by considering the financial statement of 39 companies listed on the Tehran Stock Exchange (TSE) for five years (2014-2018). Financial ratios have been categorized into four groups and to describe the special features, as representative of accounting information we selected: Return on Asset (ROA), Debt Ratio (Total Debt to Total Asset), Current Ratio (current assets to current debt), Asset Turnover (Net sales to Total assets), and Total Assets. The hypotheses were tested through simple and multiple linear regression and T-student test. The findings illustrate that there is no significant relationship between accounting information and market risk. This indicates that in the selected sample, historical accounting information does not fully reflect the price of stocks.

Keywords: Accounting information, market risk, systematic risk, efficient market hypothesis, EMH, Tehran Stock Exchange, TSE.

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Authors: Yoon Koo Kang, Jung wan Park, Hyun Seok Yang

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This paper determines most common model of in-pipe robots to derive its degree of freedom in order to compare with the necessary degree of freedom required for a system to move inside pipelines freely in order to derive analytical reason for losing control of in-pipe robots at branched pipe. DOF of most common mechanism in in-pipe robots can be calculated by considering the robot as a parallel manipulator. A new design based on previously researched in-pipe robot PAROYS has been suggested, and its possibility to overcome branched section has been simulated.

Keywords: Branched pipe, Degree of freedom, In-pipe robot, Parallel manipulator.

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Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

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This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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Authors: L. Labéjof, I. Mororó, P. Galle, G. Barbosa, M.I. Severo, A.H. de Oliveira

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Ultrastructure of duodenum mucosa of irradiated rat was studied versus dose rate of irradiation following exposure to gamma rays from 60-Cobalt source. The animals were whole body irradiated at two dose rates (1 Gy.mn-1 and 1 Gy.h-1) and three total doses (1, 2 or 4 Gy) for each dose rate. 24 or 48 h after irradiation, their small intestine was removed and samples of duodenum were processed for observations under a transmission electron microscopy. Samples of duodenum mucosa of control rats were processed in the same way. For the lower dose rate of 1 Gy.h-1, main lesions characteristic of apoptosis were detected within irradiated enterocytes at a total dose of 2 Gy and 24 h after exposure. Necrosis was noted in the samples, 48 h after exposition. For the higher dose rate of 1 Gy.mn-1, fewer changes were detected at all total doses 24 or 48 h irradiation. Thus, it was shown that the appearance of radiationinduced alterations varies not only with increasing total dose and post-irradiation time but especially with decreasing dose rate.

Keywords: Dose rate, Radiation Inury, Apoptosis, SmallBowel

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Authors: Jae Young Park, Seung Wook Lee, Jong Tae Kim

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OpenMP is an API for parallel programming model of shared memory multiprocessors. Novice OpenMP programmers often produce the code that compiler cannot find human errors. It was investigated how compiler coped with the common mistakes that can occur in OpenMP code. The latest version(4.4.3) of GCC is used for this research. It was found that GCC compiled the codes without any errors or warnings. In this paper the programming aid tool is presented for OpenMP programs. It can check 12 common mistakes that novice programmer can commit during the programming of OpenMP. It was demonstrated that the programming aid tool can detect the various common mistakes that GCC failed to detect.

Keywords: Parallel programming, OpenMP, programming aid.

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Authors: Mehdi Hosseinzadeh, Amir Sabbagh Molahosseini, Keivan Navi

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The residue number system (RNS) is popular in high performance computation applications because of its carry-free nature. The challenges of RNS systems design lie in the moduli set selection and in the reverse conversion from residue representation to weighted representation. In this paper, we proposed a fully parallel reverse conversion algorithm for the moduli set {rn - 2, rn - 1, rn}, based on simple mathematical relationships. Also an efficient hardware realization of this algorithm is presented. Our proposed converter is very faster and results to hardware savings, compared to the other reverse converters.

Keywords: Reverse converter, residue to weighted converter, residue number system, multiple-valued logic, computer arithmetic.

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Authors: W.S. Lim, M.V.C. Rao

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In this paper, the processing of sonar signals has been carried out using Minimal Resource Allocation Network (MRAN) and a Probabilistic Neural Network (PNN) in differentiation of commonly encountered features in indoor environments. The stability-plasticity behaviors of both networks have been investigated. The experimental result shows that MRAN possesses lower network complexity but experiences higher plasticity than PNN. An enhanced version called parallel MRAN (pMRAN) is proposed to solve this problem and is proven to be stable in prediction and also outperformed the original MRAN.

Keywords: Ultrasonic sensing, target classification, minimalresource allocation network (MRAN), probabilistic neural network(PNN), stability-plasticity dilemma.

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Authors: Sangsuree Vasupongayya

Abstract:

To provide a better understanding of fair share policies supported by current production schedulers and their impact on scheduling performance, A relative fair share policy supported in four well-known production job schedulers is evaluated in this study. The experimental results show that fair share indeed reduces heavy-demand users from dominating the system resources. However, the detailed per-user performance analysis show that some types of users may suffer unfairness under fair share, possibly due to priority mechanisms used by the current production schedulers. These users typically are not heavy-demands users but they have mixture of jobs that do not spread out.

Keywords: Fair share, Parallel job scheduler, Backfill, Measures

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Authors: Adrian Alvarez, Diego Rial

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In this work we present a family of new convergent type methods splitting high order no negative steps feature that allows your application to irreversible problems. Performing affine combinations consist of results obtained with Trotter Lie integrators of different steps. Some examples where applied symplectic compared with methods, in particular a pair of differential equations semilinear. The number of basic integrations required is comparable with integrators symplectic, but this technique allows the ability to do the math in parallel thus reducing the times of which exemplify exhibiting some implementations with simple schemes for its modularity and scalability process.

Keywords: Lie Trotter integrators, Irreversible Problems, Splitting Methods without negative steps, MPI, HPC.

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Authors: Susannah G. Fleming Lionel Tarassenko

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The photoplethysmogram (PPG) is the pulsatile waveform produced by the pulse oximeter, which is widely used for monitoring arterial oxygen saturation in patients. Various methods for extracting the breathing rate from the PPG waveform have been compared using a consistent data set, and a novel technique using autoregressive modelling is presented. This novel technique is shown to outperform the existing techniques, with a mean error in breathing rate of 0.04 breaths per minute.

Keywords: Autoregressive modelling, breathing rate, photoplethysmogram, pulse oximetry.

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Authors: Hafiz ul Azad, Dragan V.Lazic, Waqar Shahid

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This paper presents implementation of attitude controller for a small UAV using field programmable gate array (FPGA). Due to the small size constrain a miniature more compact and computationally extensive; autopilot platform is needed for such systems. More over UAV autopilot has to deal with extremely adverse situations in the shortest possible time, while accomplishing its mission. FPGAs in the recent past have rendered themselves as fast, parallel, real time, processing devices in a compact size. This work utilizes this fact and implements different attitude controllers for a small UAV in FPGA, using its parallel processing capabilities. Attitude controller is designed in MATLAB/Simulink environment. The discrete version of this controller is implemented using pipelining followed by retiming, to reduce the critical path and thereby clock period of the controller datapath. Pipelined, retimed, parallel PID controller implementation is done using rapidprototyping and testing efficient development tool of “system generator", which has been developed by Xilinx for FPGA implementation. The improved timing performance enables the controller to react abruptly to any changes made to the attitudes of UAV.

Keywords: Field Programmable gate array (FPGA), Hardwaredescriptive Language (HDL), PID, Pipelining, Retiming, XilinxSystem Generator.

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Authors: Lei Shi, Zhibin Yu, Artur J. Jaworski, Abdulrahman S. Abduljalil

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This paper investigates vortex shedding processes occurring at the end of a stack of parallel plates, due to an oscillating flow induced by an acoustic standing wave within an acoustic resonator. Here, Particle Image Velocimetry (PIV) is used to quantify the vortex shedding processes within an acoustic cycle phase-by-phase, in particular during the “ejection" of the fluid out of the stack. Standard hot-wire anemometry measurement is also applied to detect the velocity fluctuations near the end of the stack. Combination of these two measurement techniques allowed a detailed analysis of the vortex shedding phenomena. The results obtained show that, as the Reynolds number varies (by varying the plate thickness and drive ratio), different flow patterns of vortex shedding are observed by the PIV measurement. On the other hand, the time-dependent hot-wire measurements allow obtaining detailed frequency spectra of the velocity signal, used for calculating characteristic Strouhal numbers. The impact of the plate thickness and the Reynolds number on the vortex shedding pattern has been discussed. Furthermore, a detailed map of the relationship between the Strouhal number and Reynolds number has been obtained and discussed.

Keywords: Oscillatory flow, Parallel-plate thermoacoustic stack, Strouhal numbers, Vortex shedding.

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Authors: Yu-Jen Chang, Yun Chen, Hei-Lam Wong

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The Economic Lot Scheduling Problem (ELSP) is a valuable mathematical model that can support decision-makers to make scheduling decisions. The basic period approach is effective for solving the ELSP. The assumption for applying the basic period approach is that a product must use its maximum production rate to be produced. However, a product can lower its production rate to reduce the average total cost when a facility has extra idle time. The past researches discussed how a product adjusts its production rate under the common cycle approach. To the best of our knowledge, no studies have addressed how a product lowers its production rate under the basic period approach. This research is the first paper to discuss this topic. The research develops a simple fixed rate approach that adjusts the production rate of a product under the basic period approach to solve the ELSP. Our numerical example shows our approach can find a better solution than the traditional basic period approach. Our mathematical model that applies the fixed rate approach under the basic period approach can serve as a reference for other related researches.

Keywords: Economic Lot, Basic Period, Genetic Algorithm, Fixed Rate.

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Authors: Raghvendra Kumar, Lillie Dewan

Abstract:

Exchange algorithm with constraints on magnitude and phase error separately in new way is presented in this paper. An important feature of the algorithms presented in this paper is that they allow for design constraints which often arise in practical filter design problems. Meeting required minimum stopband attenuation or a maximum deviation from the desired magnitude and phase responses in the passbands are common design constraints that can be handled by the methods proposed here. This new algorithm may have important advantages over existing technique, with respect to the speed and stability of convergence, memory requirement and low ripples.

Keywords: Least square estimation, Constraints, Exchange algorithm.

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Authors: Birol Yildiz, Abdullah Yalama, Metin Coskun

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Many studies have shown that Artificial Neural Networks (ANN) have been widely used for forecasting financial markets, because of many financial and economic variables are nonlinear, and an ANN can model flexible linear or non-linear relationship among variables. The purpose of the study was to employ an ANN models to predict the direction of the Istanbul Stock Exchange National 100 Indices (ISE National-100). As a result of this study, the model forecast the direction of the ISE National-100 to an accuracy of 74, 51%.

Keywords: Artificial Neural Networks, Istanbul StockExchange, Non-linear Modeling.

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Authors: Aslı Taş, Şebnem Ertaş

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Culture consists of material and spiritual values adopted by the emerging societies during the historical and social processes and continues to exist from past to present by being transferred through generations. Culture and cultural sustainability are interdependent concepts. Cultural sustainability exists when the requirements established cultural expression are added to the social life as lifestyle and habits. However, sustainability renders change inevitable. Changes that take place in the culture of a society also shows the impact in the daily life places. Functional changes occur in the spaces in order to adapt particularly to cultural change that appear in the aftermath of the user change, to modern technology and living standards. In this context, in this study, it was aimed to investigate the effect of the time-dependent functional changes that took place in the housing where non-Muslim population who was subject to population exchange and Muslim population lived after the population exchange in the vacated housing in Sille. Therefore, the changed and newly added venues in the house belonging to Ali Oğuz in Hacı Ali Ağa Street were investigated over the generated graphic in order to clearly perceive the cultural exchange on the housing and settlement and the functional changes were demonstrated.

Keywords: Culture, house, spatial changes, sustainability.

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Authors: Shunsuke Miyoshi, Yasuyuki Nogami, Takuya Kusaka, Nariyoshi Yamai

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Elliptic curve discrete logarithm problem(ECDLP) is one of problems on which the security of pairing-based cryptography is based. This paper considers Pollard’s rho method to evaluate the security of ECDLP on Barreto-Naehrig(BN) curve that is an efficient pairing-friendly curve. Some techniques are proposed to make the rho method efficient. Especially, the group structure on BN curve, distinguished point method, and Montgomery trick are well-known techniques. This paper applies these techniques and shows its optimization. According to the experimental results for which a large-scale parallel system with MySQL is applied, 94-bit ECDLP was solved about 28 hours by parallelizing 71 computers.

Keywords: Pollard’s rho method, BN curve, Montgomery multiplication.

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Authors: I-En Lin, Feng-Jung Yang

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In addition to kidney transplant, renal replacement therapy involves hemodialysis and peritoneal dialysis (PD). PD possesses advantages such as maintaining stable physiological blood status and blood pressure, alleviating anemia, and improving mobility, which make it an ideal method for at-home dialysis treatment. However, potential danger still exists despite the numerous advantages of PD, particularly when patients require dialysis exchange four to five times a day, during which improper operation can easily lead to peritonitis. The process of draining and filling is called an exchange and takes about 30 to 40 minutes. Connecting the transfer set requires sterile technique. Transfer set may require a new cap each time that it disconnects from the bag after an exchange. There are many chances to get infection due to unsafe behavior (ex: hand tremor, poor eyesight and weakness, cap fall-down). The proposed semi-automatic connection mechanism used in the PD can greatly reduce infection chances. This light-weight connection device is portable. The device also does not require using throughout the entire process. It is capable of significantly improving quality of life. Therefore, it is very promising to adopt in home care application.

Keywords: Automatic connection, catheter, glomerulonephritis, peritoneal dialysis.

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Authors: Ashraf Abuelhaija, Klaus Solbach

Abstract:

In Ultra high-field MRI scanners (3T and higher), parallel RF transmission techniques using multiple RF chains with multiple transmit elements are a promising approach to overcome the high-field MRI challenges in terms of inhomogeneity in the RF magnetic field and SAR. However, mutual coupling between the transmit array elements disturbs the desirable independent control of the RF waveforms for each element. This contribution demonstrates a 18 dB improvement of decoupling (isolation) performance due to the very low output impedance of our 1 kW power amplifier.

Keywords: EM coupling, Inter-element isolation, Magnetic resonance imaging (MRI), Parallel Transmit.

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Authors: Shashikant R. Kuchekar, Haribhau R. Aher, Priti M. Dhage

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The removal vanadium from aqueous solution using natural exchanger was investigated. The effects of pH, contact time and exchanger dose were studied at ambient temperature (25 ⁰C ± 2 ⁰C). The equilibrium process was described by the Langmuir isotherm model with adsorption capacity for vanadium. The natural exchanger i.e. tamarindus seeds powder was treated with formaldehyde and sulpuric acid to increase the adsorptivity of metals. The maximum exchange level was attained as 80.1% at pH 3 with exchanger dose 5 g and contact time 60 min. Method is applied for removal of vanadium from industrial effluents.

Keywords: Industrial effluent, natural ion exchange, Tamarindus indica, vanadium.

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Authors: Sung-Bae Choi, Sang-Yoon Yoon, Eun-Jun Yoon

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In 2011, Debiao et al. pointed out that S-3PAKE protocol proposed by Lu and Cao for password-authenticated key exchange in the three-party setting is vulnerable to an off-line dictionary attack. Then, they proposed some countermeasures to eliminate the security vulnerability of the S-3PAKE. Nevertheless, this paper points out their enhanced S-3PAKE protocol is still vulnerable to undetectable on-line dictionary attacks unlike their claim.

Keywords: Authentication, 3PAKE, password, three-party key exchange, network security, dictionary attacks.

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Authors: R. Kabila

Abstract:

IPsec has now become a standard information security technology throughout the Internet society. It provides a well-defined architecture that takes into account confidentiality, authentication, integrity, secure key exchange and protection mechanism against replay attack also. For the connectionless security services on packet basis, IETF IPsec Working Group has standardized two extension headers (AH&ESP), key exchange and authentication protocols. It is also working on lightweight key exchange protocol and MIB's for security management. IPsec technology has been implemented on various platforms in IPv4 and IPv6, gradually replacing old application-specific security mechanisms. IPv4 and IPv6 are not directly compatible, so programs and systems designed to one standard can not communicate with those designed to the other. We propose the design and implementation of controlled Internet security system, which is IPsec-based Internet information security system in IPv4/IPv6 network and also we show the data of performance measurement. With the features like improved scalability and routing, security, ease-of-configuration, and higher performance of IPv6, the controlled Internet security system provides consistent security policy and integrated security management on IPsec-based Internet security system.

Keywords: IDS, IPS, IP-Sec, IPv6, IPv4, VPN.

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Authors: Taro Matsuno, Yuta Otani, Ryo Tanaka, Kaori Ikezaki, Hitoshi Yamamoto, Masaru Fujieda, Yoshihisa Ishida

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This paper presents an improvement method of the multiple pitch estimation algorithm using comb filters. Conventionally the pitch was estimated by using parallel -connected comb filters method (PCF). However, PCF has problems which often fail in the pitch estimation when there is the fundamental frequency of higher tone near harmonics of lower tone. Therefore the estimation is assigned to a wrong note when shared frequencies happen. This issue often occurs in estimating octave 3 or more. Proposed method, for solving the problem, estimates the pitch with every harmonic instead of every octave. As a result, our method reaches the accuracy of more than 80%.

Keywords: music transcription, pitch estimation, comb filter, fractional delay

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Authors: Sandeep Sharma, Sarabjit Singh, Meenakshi Sharma

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Load balancing is the process of improving the performance of a parallel and distributed system through a redistribution of load among the processors [1] [5]. In this paper we present the performance analysis of various load balancing algorithms based on different parameters, considering two typical load balancing approaches static and dynamic. The analysis indicates that static and dynamic both types of algorithm can have advancements as well as weaknesses over each other. Deciding type of algorithm to be implemented will be based on type of parallel applications to solve. The main purpose of this paper is to help in design of new algorithms in future by studying the behavior of various existing algorithms.

Keywords: Load balancing (LB), workload, distributed systems, Static Load balancing, Dynamic Load Balancing

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Authors: Xiaodong Gao, Pingchuan Dong, Qichao Gao

Abstract:

This work attempts to predict the deposition rate of asphaltene particles in blockage tube through CFD simulation. The Euler-Lagrange equation has been applied during the flow of crude oil and asphaltene particles. The net gravitational force, virtual mass, pressure gradient, Saffman lift, and drag forces are incorporated in the simulations process. Validation of CFD simulation results is compared to the benchmark experiments from the previous literature. Furthermore, the effects of blockage location, blockage length, and blockage thickness on deposition rate are also analyzed. The simulation results indicate that the maximum deposition rate of asphaltene occurs in the blocked tube section, and the greater the deposition thickness, the greater the deposition rate. Moreover, the deposition amount and maximum deposition rate along the length of the tube have the same trend. Results of this study are in the ability to better understand the deposition of asphaltene particles in production and help achieve to deal with the asphaltene challenges.

Keywords: Asphaltene deposition rate, blockage length, blockage thickness, blockage diameter, transient condition.

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Authors: In Su Na, Gunwon Lee, Seiyong Kim

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This study analyzed the effect of area variables and economic variables on the length of each period of the project in order to analyze the effect of agreement rate on project implementation in housing renewal projects. In conclusion, as can be seen from these results, a low agreement rate may not translate into project promotion, and a higher agreement rate may not translate into project delay. The expectation of the policy is that the lower the agreement rate, the more projects would be promoted, but that is not the actual effect. From a policy consistency viewpoint, changing the agreement rate frequently, depending on the decision of the public, is not reasonable. The policy of using agreement rate as a necessary condition for project implementation should be reconsidered.

Keywords: Area and Economic Variables, Elapsed time, Housing Renewal Project.

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Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie

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The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.

Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity

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Authors: Aqeel S. Jaber, Abu Zaharin Ahmad, Ahmed N. Abdalla

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The artificial intelligent controller in power system plays as most important rule for many applications such as system operation and its control specially Load Frequency Controller (LFC). The main objective of LFC is to keep the frequency and tie-line power close to their decidable bounds in case of disturbance. In this paper, parallel fuzzy PI adaptive with conventional PD technique for Load Frequency Control system was proposed. PSO optimization method used to optimize both of scale fuzzy PI and tuning of PD. Two equal interconnected power system areas were used as a test system. Simulation results show the effectiveness of the proposed controller compared with different PID and classical fuzzy PI controllers in terms of speed response and damping frequency.

Keywords: Load frequency control, PSO, fuzzy control.

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Authors: K. Varesi, A. Radan

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In this paper, a new Genetic Algorithm (GA) based methodology is proposed to optimize the Degree of Hybridization (DOH) in a passenger parallel hybrid car. At first step, target parameters for the vehicle are decided and then using ADvanced VehIcle SimulatOR (ADVISOR) software, the variation pattern of these target parameters, across the different DOHs, is extracted. At the next step, a suitable cost function is defined and is optimized using GA. In this paper, also a new technique has been proposed for deciding the number of battery modules for each DOH, which leads to a great improvement in the vehicle performance. The proposed methodology is so simple, fast and at the same time, so efficient.

Keywords: Degree of Hybridization (DOH), Electric Motor, Emissions, Fuel Economy, Genetic Algorithm (GA), Hybrid ElectricVehicle (HEV), Vehicle Performance

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Authors: Hamed Sabahno

Abstract:

In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.

Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.

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