Search results for: real exchange rate
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 5116

Search results for: real exchange rate

4876 HERMES System: a Virtual Reality Simulator for the Angioplasty Intervention Training

Authors: Giovanni Aloisio, Lucio T. De Paolis, Luciana Provenzano, Lucio Colizzi, Gianluca Pantile

Abstract:

One of the essential requirements in order to have a realistic surgical simulator is real-time interaction by means of a haptic interface is. In fact, reproducing haptic sensations increases the realism of the simulation. However, the interaction need to be performed in real-time, since a delay between the user action and the system reaction reduces the user immersion. In this paper, we present a prototype of the coronary stent implant simulator developed in the HERMES Project; this system allows real-time interactions with a artery by means of a specific haptic device; thus the user can interactively navigate in a reconstructed artery and force feedback is produced when contact occurs between the artery walls and the medical instruments

Keywords: Collision Detection, Haptic Interface, Real-Time Interaction, Surgical Simulator.

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4875 Forecasting Unemployment Rate in Selected European Countries Using Smoothing Methods

Authors: Ksenija Dumičić, Anita Čeh Časni, Berislav Žmuk

Abstract:

The aim of this paper is to select the most accurate forecasting method for predicting the future values of the unemployment rate in selected European countries. In order to do so, several forecasting techniques adequate for forecasting time series with trend component, were selected, namely: double exponential smoothing (also known as Holt`s method) and Holt-Winters` method which accounts for trend and seasonality. The results of the empirical analysis showed that the optimal model for forecasting unemployment rate in Greece was Holt-Winters` additive method. In the case of Spain, according to MAPE, the optimal model was double exponential smoothing model. Furthermore, for Croatia and Italy the best forecasting model for unemployment rate was Holt-Winters` multiplicative model, whereas in the case of Portugal the best model to forecast unemployment rate was Double exponential smoothing model. Our findings are in line with European Commission unemployment rate estimates.

Keywords: European Union countries, exponential smoothing methods, forecast accuracy unemployment rate.

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4874 Development of a New Piezoelectrically Actuated Micropump for Liquid and Gas

Authors: Chiang-Ho Cheng, An-Shik Yang, Chih-Jer Lin, Chun-Ying Lee

Abstract:

This paper aims to present the design, fabrication and test of a novel piezoelectric actuated, check-valves embedded micropump having the advantages of miniature size, light weight and low power consumption. This device is designed to pump gases and liquids with the capability of performing the self-priming and bubble-tolerant work mode by maximizing the stroke volume of the membrane as well as the compression ratio via minimization of the dead volume of the micropump chamber and channel. By experiment apparatus setup, we can get the real-time values of the flow rate of micropump, the displacement of the piezoelectric actuator and the deformation of the check valve, simultaneously. The micropump with check valve 0.4 mm in thickness obtained higher output performance under the sinusoidal waveform of 120 Vpp. The micropump achieved the maximum pumping rates of 42.2 ml/min and back pressure of 14.0 kPa at the corresponding frequency of 28 and 20 Hz. The presented micropump is able to pump gases with a pumping rate of 196 ml/min at operating frequencies of 280 Hz under the sinusoidal waveform of 120 Vpp.

Keywords: Actuator, Check-valve, Micropump, Piezoelectric.

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4873 An Improved STBC Structure and Transmission Scheme for High Rate and Reliability in OFDMA Cooperative Communication

Authors: Hyoung-Muk Lim, Won-Jun Choi, Jae-Seon Yoon, Hyoung-Kyu Song

Abstract:

Space-time block code(STBC) has been studied to get full diversity and full rate in multiple input multiple output(MIMO) system. Achieving full rate is difficult in cooperative communications due to the each user consumes the time slots for transmitting information in cooperation phase. So combining MIMO systems with cooperative communications has been researched for full diversity and full rate. In orthogonal frequency division multiple access (OFDMA) system, it is an alternative way that each user shares their allocated subchannels instead of using the MIMO system to improve the transmission rate. In this paper, a Decode-and-forward (DF) based cooperative communication scheme is proposed. The proposed scheme has improved transmission rate and reliability in multi-path fading channel of the OFDMA up-link condition by modified STBC structure and subchannel sharing.

Keywords: cooperation, improved rate, OFDMA, STBC.

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4872 Adaptive Filtering of Heart Rate Signals for an Improved Measure of Cardiac Autonomic Control

Authors: Desmond B. Keenan, Paul Grossman

Abstract:

In order to provide accurate heart rate variability indices of sympathetic and parasympathetic activity, the low frequency and high frequency components of an RR heart rate signal must be adequately separated. This is not always possible by just applying spectral analysis, as power from the high and low frequency components often leak into their adjacent bands. Furthermore, without the respiratory spectra it is not obvious that the low frequency component is not another respiratory component, which can appear in the lower band. This paper describes an adaptive filter, which aids the separation of the low frequency sympathetic and high frequency parasympathetic components from an ECG R-R interval signal, enabling the attainment of more accurate heart rate variability measures. The algorithm is applied to simulated signals and heart rate and respiratory signals acquired from an ambulatory monitor incorporating single lead ECG and inductive plethysmography sensors embedded in a garment. The results show an improvement over standard heart rate variability spectral measurements.

Keywords: Heart rate variability, vagal tone, sympathetic, parasympathetic, spectral analysis, adaptive filter.

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4871 A Novel Convergence Accelerator for the LMS Adaptive Algorithm

Authors: Jeng-Shin Sheu, Jenn-Kaie Lain, Tai-Kuo Woo, Jyh-Horng Wen

Abstract:

The least mean square (LMS) algorithmis one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possible to exploit the past information in the updating process. Moreover, since the transition matrix has a smaller variance than that of the weight itself by the central limit theorem, the weight transition matrix converges faster than the weight itself. Accordingly, the proposed Markov-chain based booster thus has the ability to track variations in signal characteristics, and meanwhile, it can accelerate the rate of convergence for LMS algorithms. Simulation results show that the LMS algorithm can effectively increase the convergence rate and meantime further approach the Wiener solution, if the Markov-chain based booster is applied. The mean square error is also remarkably reduced, while the convergence rate is improved.

Keywords: LMS, Markov chain, convergence rate, accelerator.

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4870 Effect of Current Density, Temperature and Pressure on Proton Exchange Membrane Electrolyser Stack

Authors: Na Li, Samuel Simon Araya, Søren Knudsen Kær

Abstract:

This study investigates the effects of operating parameters of different current density, temperature and pressure on the performance of a proton exchange membrane (PEM) water electrolysis stack. A 7-cell PEM water electrolysis stack was assembled and tested under different operation modules. The voltage change and polarization curves under different test conditions, namely current density, temperature and pressure, were recorded. Results show that higher temperature has positive effect on overall stack performance, where temperature of 80 ℃ improved the cell performance greatly. However, the cathode pressure and current density has little effect on stack performance.

Keywords: PEM electrolysis stack, current density, temperature, pressure.

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4869 Modeling Prices of Electricity Futures at EEX

Authors: Robest Flasza, Milan Rippel, Jan Solc

Abstract:

The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.

Keywords: electricity futures, EEX, ARIMAX, emissionallowances

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4868 An Agent-Based Scheduling Framework for Flexible Manufacturing Systems

Authors: Iman Badr

Abstract:

The concept of flexible manufacturing is highly appealing in gaining a competitive edge in the market by quickly adapting to the changing customer needs. Scheduling jobs on flexible manufacturing systems (FMSs) is a challenging task of managing the available flexibility on the shop floor to react to the dynamics of the environment in real-time. In this paper, an agent-oriented scheduling framework that can be integrated with a real or a simulated FMS is proposed. This framework works in stochastic environments with a dynamic model of job arrival. It supports a hierarchical cooperative scheduling that builds on the available flexibility of the shop floor. Testing the framework on a model of a real FMS showed the capability of the proposed approach to overcome the drawbacks of the conventional approaches and maintain a near optimal solution despite the dynamics of the operational environment.

Keywords: Autonomous agents, Flexible manufacturing systems(FMS), Manufacturing scheduling, Real-time systems.

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4867 Ship Detection Requirements Analysis for Different Sea States: Validation on Real SAR Data

Authors: Jaime Martín-de-Nicolás, David Mata-Moya, Nerea del-Rey-Maestre, Pedro Gómez-del-Hoyo, María-Pilar Jarabo-Amores

Abstract:

Ship detection is nowadays quite an important issue in tasks related to sea traffic control, fishery management and ship search and rescue. Although it has traditionally been carried out by patrol ships or aircrafts, coverage and weather conditions and sea state can become a problem. Synthetic aperture radars can surpass these coverage limitations and work under any climatological condition. A fast CFAR ship detector based on a robust statistical modeling of sea clutter with respect to sea states in SAR images is used. In this paper, the minimum SNR required to obtain a given detection probability with a given false alarm rate for any sea state is determined. A Gaussian target model using real SAR data is considered. Results show that SNR does not depend heavily on the class considered. Provided there is some variation in the backscattering of targets in SAR imagery, the detection probability is limited and a post-processing stage based on morphology would be suitable.

Keywords: SAR, generalized gamma distribution, detection curves, radar detection.

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4866 Physicochemistry of Pozzolanic Stabilization of a Class A-2-7 Lateritic Soil

Authors: Ahmed O. Apampa, Yinusa A. Jimoh

Abstract:

The paper examines the mechanism of pozzolan-soil reactions, using a recent study on the chemical stabilization of a Class A-2-7 (3) lateritic soil, with corn cob ash (CCA) as case study. The objectives are to establish a nexus between cation exchange capacity of the soil, the alkaline forming compounds in CCA and percentage CCA addition to soil beyond which no more improvement in strength properties can be achieved; and to propose feasible chemical reactions to explain the chemical stabilization of the lateritic soil with CCA alone. The lateritic soil, as well as CCA of pozzolanic quality Class C were separately analysed for their metallic oxide composition using the X-Ray Fluorescence technique. The cation exchange capacity (CEC) of the soil and the CCA were computed theoretically using the percentage composition of the base cations Ca2+, Mg2+ K+ and Na2+ as 1.48 meq/100 g and 61.67 meq/100 g respectively, thus indicating a ratio of 0.024 or 2.4%. This figure, taken as the theoretical amount required to just fill up the exchangeable sites of the clay molecules, compares well with the laboratory observation of 1.5% for the optimum level of CCA addition to lateritic soil. The paper went on to present chemical reaction equations between the alkaline earth metals in the CCA and the silica in the lateritic soil to form silicates, thereby proposing an extension of the theory of mechanism of soil stabilization to cover chemical stabilization with pozzolanic ash only. The paper concluded by recommending further research on the molecular structure of soils stabilized with pozzolanic waste ash alone, with a view to confirming the chemical equations advanced in the study.

Keywords: Cation exchange capacity, corn cob ash, lateritic soil, soil stabilization.

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4865 A New H.264-Based Rate Control Algorithm for Stereoscopic Video Coding

Authors: Yi Liao, Wencheng Yang, Gangyi Jiang

Abstract:

According to investigating impact of complexity of stereoscopic frame pairs on stereoscopic video coding and transmission, a new rate control algorithm is presented. The proposed rate control algorithm is performed on three levels: stereoscopic group of pictures (SGOP) level, stereoscopic frame (SFrame) level and frame level. A temporal-spatial frame complexity model is firstly established, in the bits allocation stage, the frame complexity, position significance and reference property between the left and right frames are taken into account. Meanwhile, the target buffer is set according to the frame complexity. Experimental results show that the proposed method can efficiently control the bitrates, and it outperforms the fixed quantization parameter method from the rate distortion perspective, and average PSNR gain between rate-distortion curves (BDPSNR) is 0.21dB.

Keywords: Stereoscopic video coding, rate control, stereoscopic group of pictures, complexity of stereoscopic frame pairs.

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4864 Mutation Rate for Evolvable Hardware

Authors: Emanuele Stomeo, Tatiana Kalganova, Cyrille Lambert

Abstract:

Evolvable hardware (EHW) refers to a selfreconfiguration hardware design, where the configuration is under the control of an evolutionary algorithm (EA). A lot of research has been done in this area several different EA have been introduced. Every time a specific EA is chosen for solving a particular problem, all its components, such as population size, initialization, selection mechanism, mutation rate, and genetic operators, should be selected in order to achieve the best results. In the last three decade a lot of research has been carried out in order to identify the best parameters for the EA-s components for different “test-problems". However different researchers propose different solutions. In this paper the behaviour of mutation rate on (1+λ) evolution strategy (ES) for designing logic circuits, which has not been done before, has been deeply analyzed. The mutation rate for an EHW system modifies values of the logic cell inputs, the cell type (for example from AND to NOR) and the circuit output. The behaviour of the mutation has been analyzed based on the number of generations, genotype redundancy and number of logic gates used for the evolved circuits. The experimental results found provide the behaviour of the mutation rate to be used during evolution for the design and optimization of logic circuits. The researches on the best mutation rate during the last 40 years are also summarized.

Keywords: Evolvable hardware, mutation rate, evolutionarycomputation, design of logic circuit.

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4863 Integrating Artificial Neural Network and Taguchi Method on Constructing the Real Estate Appraisal Model

Authors: Mu-Yen Chen, Min-Hsuan Fan, Chia-Chen Chen, Siang-Yu Jhong

Abstract:

In recent years, real estate prediction or valuation has been a topic of discussion in many developed countries. Improper hype created by investors leads to fluctuating prices of real estate, affecting many consumers to purchase their own homes. Therefore, scholars from various countries have conducted research in real estate valuation and prediction. With the back-propagation neural network that has been popular in recent years and the orthogonal array in the Taguchi method, this study aimed to find the optimal parameter combination at different levels of orthogonal array after the system presented different parameter combinations, so that the artificial neural network obtained the most accurate results. The experimental results also demonstrated that the method presented in the study had a better result than traditional machine learning. Finally, it also showed that the model proposed in this study had the optimal predictive effect, and could significantly reduce the cost of time in simulation operation. The best predictive results could be found with a fewer number of experiments more efficiently. Thus users could predict a real estate transaction price that is not far from the current actual prices.

Keywords: Artificial Neural Network, Taguchi Method, Real Estate Valuation Model.

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4862 Quantification of Heart Rate Variability: A Measure based on Unique Heart Rates

Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, A. Naseem, N. G. Karthick, T. K. Abdul Jaleel, Paul K.Joseph

Abstract:

It is established that the instantaneous heart rate (HR) of healthy humans keeps on changing. Analysis of heart rate variability (HRV) has become a popular non invasive tool for assessing the activities of autonomic nervous system. Depressed HRV has been found in several disorders, like diabetes mellitus (DM) and coronary artery disease, characterised by autonomic nervous dysfunction. A new technique, which searches for pattern repeatability in a time series, is proposed specifically for the analysis of heart rate data. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are compared with approximate entropy and sample entropy. In our analysis, based on the method developed, it is observed that heart rate variability is significantly different for DM patients, particularly for patients with diabetic foot ulcer.

Keywords: Autonomic nervous system, diabetes mellitus, heart rate variability, pattern identification, sample entropy

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4861 Improving the Performance of Back-Propagation Training Algorithm by Using ANN

Authors: Vishnu Pratap Singh Kirar

Abstract:

Artificial Neural Network (ANN) can be trained using back propagation (BP). It is the most widely used algorithm for supervised learning with multi-layered feed-forward networks. Efficient learning by the BP algorithm is required for many practical applications. The BP algorithm calculates the weight changes of artificial neural networks, and a common approach is to use a twoterm algorithm consisting of a learning rate (LR) and a momentum factor (MF). The major drawbacks of the two-term BP learning algorithm are the problems of local minima and slow convergence speeds, which limit the scope for real-time applications. Recently the addition of an extra term, called a proportional factor (PF), to the two-term BP algorithm was proposed. The third increases the speed of the BP algorithm. However, the PF term also reduces the convergence of the BP algorithm, and criteria for evaluating convergence are required to facilitate the application of the three terms BP algorithm. Although these two seem to be closely related, as described later, we summarize various improvements to overcome the drawbacks. Here we compare the different methods of convergence of the new three-term BP algorithm.

Keywords: Neural Network, Backpropagation, Local Minima, Fast Convergence Rate.

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4860 Removal of Boron from Waste Waters by Ion- Exchange in a Batch System

Authors: Pelin Demirçivi, Gülhayat Nasün-Saygılı

Abstract:

Boron minerals are very useful for various industrial activities, such as glass industry and detergent industry, due to its mechanical and chemical properties. During the production of boron compounds, many of these are introduced into the environment in the form of waste. Boron is also an important micro nutrient for the plants to vegetate but if it exists in high concentrations, it could have toxic effects. The maximum boron level in drinking water for human health is given as 0.3 mg/L in World Health Organization (WHO) standards. The toxic effects of boron should be noted especially for dry regions, thus, in recent years, increasing attention has been paid to remove the boron from waste waters. In this study, boron removal is implemented by ion exchange process using Amberlite IRA-743 resin. Amberlite IRA-743 resin is a boron specific resin and it belongs to the polymerizate sorbent group within the aminopolyol functional group. Batch studies were performed to investigate the effects of various experimental parameters, such as adsorbent dose, initial concentration and pH, on the removal of boron. It is found that, when the adsorbent dose increases removal of boron from the liquid phase increases. However, an increase in the initial concentration decreases the removal of boron. The effective pH values for removal of boron are determined between 8.5 and 9. Equilibrium isotherms were also analyzed by Langmuir and Freundlich isotherm models. The Langmuir isotherm is obeyed better than the Freundlich isotherm.

Keywords: Amberlite resin, boron removal, ion exchange, isotherm models.

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4859 The Impact of Market-Related Variables on Forward-Looking Disclosure in the Annual Reports of Non-Financial Egyptian Companies

Authors: Bassam Baroma

Abstract:

The main objective of this study is to test the relationship between numbers of variables representing the firm characteristics (market-related variables) and the extent of voluntary disclosure levels (forward-looking disclosure) in the annual reports of Egyptian firms listed on the Egyptian Stock Exchange. The results show that audit firm size is significantly positively correlated (in all the three years) with the level of forward-looking disclosure. However, industry type variable (which divided to: industries, cement, construction, petrochemicals and services), is found being insignificantly association with the level of forward-looking information disclosed in the annual reports for all the three years.

Keywords: Forward-looking disclosure, market-related variables, annual reports, Egyptian Stock Exchange.

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4858 Corporate Social Responsibility and Its Impact on Corporate Governance: Comparative Study between Listed Companies on Bucharest and Bombay Stock Exchange

Authors: L. Feleagă, M. Dumitrașcu, N. Feleagă

Abstract:

This article is a research on corporate governance. The aim of the study is to focus a special attention on the importance of corporate social responsibility and corporate governance, which are relevant, indeed necessary, for organizations. In this regard, we analyzed the corporate social responsibility in the context of corporate governance for companies listed on Bucharest and Bombay Stock Exchange. Therefore, we bring into the spotlight some differences between India and Romania linked with the importance ascribed to corporate social responsibility of a company. We presented the results of the demarche and we concluded suggestions regarding further research in this area. The study increases the awareness, identifies and articulates desirable behaviors, which are not intended to be exhaustive.

Keywords: Corporate governance, corporate social responsibility, disclosure, listed companies.

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4857 Watermark Bit Rate in Diverse Signal Domains

Authors: Nedeljko Cvejic, Tapio Sepp

Abstract:

A study of the obtainable watermark data rate for information hiding algorithms is presented in this paper. As the perceptual entropy for wideband monophonic audio signals is in the range of four to five bits per sample, a significant amount of additional information can be inserted into signal without causing any perceptual distortion. Experimental results showed that transform domain watermark embedding outperforms considerably watermark embedding in time domain and that signal decompositions with a high gain of transform coding, like the wavelet transform, are the most suitable for high data rate information hiding. Keywords?Digital watermarking, information hiding, audio watermarking, watermark data rate.

Keywords: Digital watermarking, information hiding, audio watermarking, watermark data rate.

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4856 An Efficient Approach for Shear Behavior Definition of Plant Stalk

Authors: M. R. Kamandar, J. Massah

Abstract:

The information of the impact cutting behavior of plants stalk plays an important role in the design and fabrication of plants cutting equipment. It is difficult to investigate a theoretical method for defining cutting properties of plants stalks because the cutting process is complex. Thus, it is necessary to set up an experimental approach to determine cutting parameters for a single stalk. To measure the shear force, shear energy and shear strength of plant stalk, a special impact cutting tester was fabricated. It was similar to an Izod impact cutting tester for metals but a cutting blade and data acquisition system were attached to the end of pendulum's arm. The apparatus was included four strain gages and a digital indicator to show the real-time cutting force of plant stalk. To measure the shear force and also testing the apparatus, two plants’ stalks, like buxus and privet, were selected. The samples (buxus and privet stalks) were cut under impact cutting process at four loading rates 1, 2, 3 and 4 m.s-1 and three internodes fifth, tenth and fifteenth by the apparatus. At buxus cutting analysis: the minimum value of cutting energy was obtained at fifth internode and loading rate 4 m.s-1 and the maximum value of shear energy was obtained at fifteenth internode and loading rate 1 m.s-1. At privet cutting analysis: the minimum value of shear consumption energy was obtained at fifth internode and loading rate: 4 m.s-1 and the maximum value of shear energy was obtained at fifteenth internode and loading rate: 1 m.s-1. The statistical analysis at both plants showed that the increase of impact cutting speed would decrease the shear consumption energy and shear strength. In two scenarios, the results showed that with increase the cutting speed, shear force would decrease.

Keywords: Buxus, privet, impact cutting, shear energy.

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4855 A Real-Time Specific Weed Recognition System Using Statistical Methods

Authors: Imran Ahmed, Muhammad Islam, Syed Inayat Ali Shah, Awais Adnan

Abstract:

The identification and classification of weeds are of major technical and economical importance in the agricultural industry. To automate these activities, like in shape, color and texture, weed control system is feasible. The goal of this paper is to build a real-time, machine vision weed control system that can detect weed locations. In order to accomplish this objective, a real-time robotic system is developed to identify and locate outdoor plants using machine vision technology and pattern recognition. The algorithm is developed to classify images into broad and narrow class for real-time selective herbicide application. The developed algorithm has been tested on weeds at various locations, which have shown that the algorithm to be very effectiveness in weed identification. Further the results show a very reliable performance on weeds under varying field conditions. The analysis of the results shows over 90 percent classification accuracy over 140 sample images (broad and narrow) with 70 samples from each category of weeds.

Keywords: Weed detection, Image Processing, real-timerecognition, Standard Deviation.

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4854 Real Time Multi-Sensory Force Sensing Mat for Sports Biomechanics and Human Gait Analysis

Authors: D. Gouwanda, S. M. N. A. Senanayake

Abstract:

This paper presents a real time force sensing instrument that is designed for human gait analysis purposes. It is capable of recording and monitoring ground reaction forces exerted by human foot during various activities such as walking, running and jumping in real time. In overall, force sensing mat mainly consists of three elements: the force sensing mat, signal conditioning circuit and data acquisition device. Force sensing mat is the mat that contains an array of force sensing elements. To control and process the incoming signal from the force sensing mat, Force-Logger and Force-Reloader are developed using National Instrument Labview. This paper describes the architecture of the force sensing mat, signal conditioning circuit and the real time streaming of the incoming data from the force sensing mat. Additionally, a preliminary experiment dataset is presented in this paper.

Keywords: Force platform, force sensing resistor, human gait analysis.

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4853 Nonstationarity Modeling of Economic and Financial Time Series

Authors: C. Slim

Abstract:

Traditional techniques for analyzing time series are based on the notion of stationarity of phenomena under study, but in reality most economic and financial series do not verify this hypothesis, which implies the implementation of specific tools for the detection of such behavior. In this paper, we study nonstationary non-seasonal time series tests in a non-exhaustive manner. We formalize the problem of nonstationary processes with numerical simulations and take stock of their statistical characteristics. The theoretical aspects of some of the most common unit root tests will be discussed. We detail the specification of the tests, showing the advantages and disadvantages of each. The empirical study focuses on the application of these tests to the exchange rate (USD/TND) and the Consumer Price Index (CPI) in Tunisia, in order to compare the Power of these tests with the characteristics of the series.

Keywords: Stationarity, unit root tests, economic time series.

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4852 Causal Relationship between Macro-Economic Indicators and Funds Unit Prices Behavior: Evidence from Malaysian Islamic Equity Unit Trust Funds Industry

Authors: Anwar Hasan Abdullah Othman, Ahamed Kameel, Hasanuddeen Abdul Aziz

Abstract:

In this study, attempt has been made to investigate the relationship specifically the causal relation between fund unit prices of Islamic equity unit trust fund which measure by fund NAV and the selected macro-economic variables of Malaysian economy by using VECM causality test and Granger causality test. Monthly data has been used from Jan, 2006 to Dec, 2012 for all the variables. The findings of the study showed that industrial production index, political election and financial crisis are the only variables having unidirectional causal relationship with fund unit price. However the global oil price is having bidirectional causality with fund NAV. Thus, it is concluded that the equity unit trust fund industry in Malaysia is an inefficient market with respect to the industrial production index, global oil prices, political election and financial crisis. However the market is approaching towards informational efficiency at least with respect to four macroeconomic variables, treasury bill rate, money supply, foreign exchange rate, and corruption index.

Keywords: Fund unit price, unit trust industry, Malaysia, macroeconomic variables, causality.

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4851 ECG Based Reliable User Identification Using Deep Learning

Authors: R. N. Begum, Ambalika Sharma, G. K. Singh

Abstract:

Identity theft has serious ramifications beyond data and personal information loss. This necessitates the implementation of robust and efficient user identification systems. Therefore, automatic biometric recognition systems are the need of the hour, and electrocardiogram (ECG)-based systems are unquestionably the best choice due to their appealing inherent characteristics. The Convolutional Neural Networks (CNNs) are the recent state-of-the-art techniques for ECG-based user identification systems. However, the results obtained are significantly below standards, and the situation worsens as the number of users and types of heartbeats in the dataset grows. As a result, this study proposes a highly accurate and resilient ECG-based person identification system using CNN's dense learning framework. The proposed research explores explicitly the caliber of dense CNNs in the field of ECG-based human recognition. The study tests four different configurations of dense CNN which are trained on a dataset of recordings collected from eight popular ECG databases. With the highest False Acceptance Rate (FAR)  of 0.04% and the highest False Rejection Rate (FRR)  of 5%, the best performing network achieved an identification accuracy of 99.94%. The best network is also tested with various train/test split ratios. The findings show that DenseNets are not only extremely reliable, but also highly efficient. Thus, they might also be implemented in real-time ECG-based human recognition systems.

Keywords: Biometrics, dense networks, identification rate, train/test split ratio.

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4850 On the Early Development of Dispersion in Flow through a Tube with Wall Reactions

Authors: M. W. Lau, C. O. Ng

Abstract:

This is a study on numerical simulation of the convection-diffusion transport of a chemical species in steady flow through a small-diameter tube, which is lined with a very thin layer made up of retentive and absorptive materials. The species may be subject to a first-order kinetic reversible phase exchange with the wall material and irreversible absorption into the tube wall. Owing to the velocity shear across the tube section, the chemical species may spread out axially along the tube at a rate much larger than that given by the molecular diffusion; this process is known as dispersion. While the long-time dispersion behavior, well described by the Taylor model, has been extensively studied in the literature, the early development of the dispersion process is by contrast much less investigated. By early development, that means a span of time, after the release of the chemical into the flow, that is shorter than or comparable to the diffusion time scale across the tube section. To understand the early development of the dispersion, the governing equations along with the reactive boundary conditions are solved numerically using the Flux Corrected Transport Algorithm (FCTA). The computation has enabled us to investigate the combined effects on the early development of the dispersion coefficient due to the reversible and irreversible wall reactions. One of the results is shown that the dispersion coefficient may approach its steady-state limit in a short time under the following conditions: (i) a high value of Damkohler number (say Da ≥ 10); (ii) a small but non-zero value of absorption rate (say Γ* ≤ 0.5).

Keywords: Dispersion coefficient, early development of dispersion, FCTA, wall reactions.

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4849 Soft Real-Time Fuzzy Task Scheduling for Multiprocessor Systems

Authors: Mahdi Hamzeh, Sied Mehdi Fakhraie, Caro Lucas

Abstract:

All practical real-time scheduling algorithms in multiprocessor systems present a trade-off between their computational complexity and performance. In real-time systems, tasks have to be performed correctly and timely. Finding minimal schedule in multiprocessor systems with real-time constraints is shown to be NP-hard. Although some optimal algorithms have been employed in uni-processor systems, they fail when they are applied in multiprocessor systems. The practical scheduling algorithms in real-time systems have not deterministic response time. Deterministic timing behavior is an important parameter for system robustness analysis. The intrinsic uncertainty in dynamic real-time systems increases the difficulties of scheduling problem. To alleviate these difficulties, we have proposed a fuzzy scheduling approach to arrange real-time periodic and non-periodic tasks in multiprocessor systems. Static and dynamic optimal scheduling algorithms fail with non-critical overload. In contrast, our approach balances task loads of the processors successfully while consider starvation prevention and fairness which cause higher priority tasks have higher running probability. A simulation is conducted to evaluate the performance of the proposed approach. Experimental results have shown that the proposed fuzzy scheduler creates feasible schedules for homogeneous and heterogeneous tasks. It also and considers tasks priorities which cause higher system utilization and lowers deadline miss time. According to the results, it performs very close to optimal schedule of uni-processor systems.

Keywords: Computational complexity, Deadline, Feasible scheduling, Fuzzy scheduling, Priority, Real-time multiprocessor systems, Robustness, System utilization.

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4848 Chose the Right Mutation Rate for Better Evolve Combinational Logic Circuits

Authors: Emanuele Stomeo, Tatiana Kalganova, Cyrille Lambert

Abstract:

Evolvable hardware (EHW) is a developing field that applies evolutionary algorithm (EA) to automatically design circuits, antennas, robot controllers etc. A lot of research has been done in this area and several different EAs have been introduced to tackle numerous problems, as scalability, evolvability etc. However every time a specific EA is chosen for solving a particular task, all its components, such as population size, initialization, selection mechanism, mutation rate, and genetic operators, should be selected in order to achieve the best results. In the last three decade the selection of the right parameters for the EA-s components for solving different “test-problems" has been investigated. In this paper the behaviour of mutation rate for designing logic circuits, which has not been done before, has been deeply analyzed. The mutation rate for an EHW system modifies the number of inputs of each logic gates, the functionality (for example from AND to NOR) and the connectivity between logic gates. The behaviour of the mutation has been analyzed based on the number of generations, genotype redundancy and number of logic gates for the evolved circuits. The experimental results found provide the behaviour of the mutation rate during evolution for the design and optimization of simple logic circuits. The experimental results propose the best mutation rate to be used for designing combinational logic circuits. The research presented is particular important for those who would like to implement a dynamic mutation rate inside the evolutionary algorithm for evolving digital circuits. The researches on the mutation rate during the last 40 years are also summarized.

Keywords: Design of logic circuit, evolutionary computation, evolvable hardware, mutation rate.

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4847 Blind Source Separation for Convoluted Signals Based on Properties of Acoustic Transfer Function in Real Environments

Authors: Takaaki Ishibashi

Abstract:

Frequency domain independent component analysis has a scaling indeterminacy and a permutation problem. The scaling indeterminacy can be solved by use of a decomposed spectrum. For the permutation problem, we have proposed the rules in terms of gain ratio and phase difference derived from the decomposed spectra and the source-s coarse directions. The present paper experimentally clarifies that the gain ratio and the phase difference work effectively in a real environment but their performance depends on frequency bands, a microphone-space and a source-microphone distance. From these facts it is seen that it is difficult to attain a perfect solution for the permutation problem in a real environment only by either the gain ratio or the phase difference. For the perfect solution, this paper gives a solution to the problems in a real environment. The proposed method is simple, the amount of calculation is small. And the method has high correction performance without depending on the frequency bands and distances from source signals to microphones. Furthermore, it can be applied under the real environment. From several experiments in a real room, it clarifies that the proposed method has been verified.

Keywords: blind source separation, frequency domain independent component analysys, permutation correction, scale adjustment, target extraction.

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