Search results for: real/complex values.

Authors: Mallappa A. Devani, John U. Kennedy Oubagaranadin, Basudeb Munshi

Abstract:

In this preliminary work, locally available husk of Cajanus cajan (commonly known in India as Tur or Arhar), a bio-waste, has been used in its physically treated and chemically activated form for the removal of binary Cu (II) and Zn(II) ions from the real waste water obtained from an electroplating industry in Bangalore, Karnataka, India and from laboratory prepared binary solutions having almost similar composition of the metal ions, for comparison. The real wastewater after filtration and dilution for five times was used for biosorption studies at the normal pH of the solutions at room temperature. Langmuir's binary model was used to calculate the metal uptake capacities of the biosorbents. It was observed that Cu(II) is more competitive than Zn(II) in biosorption. In individual metal biosorption, Cu(II) uptake was found to be more than that of the Zn(II) and a similar trend was observed in the binary metal biosorption from real wastewater and laboratory prepared solutions. FTIR analysis was carried out to identify the functional groups in the industrial wastewater and EDAX for the elemental analysis of the biosorbents after experiments.

Keywords: Biosorption, Cajanus cajan, multi metal remediation, wastewater.

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Authors: Ashwin Belle, Bryce Benson, Mark Salamango, Fadi Islim, Rodney Daniels, Kevin Ward

Abstract:

A reliable, real-time, and non-invasive system that can identify patients at risk for hemodynamic instability is needed to aid clinicians in their efforts to anticipate patient deterioration and initiate early interventions. The purpose of this pilot study was to explore the clinical capabilities of a real-time analytic from a single lead of an electrocardiograph to correctly distinguish between rapid response team (RRT) activations due to hemodynamic (H-RRT) and non-hemodynamic (NH-RRT) causes, as well as predict H-RRT cases with actionable lead times. The study consisted of a single center, retrospective cohort of 21 patients with RRT activations from step-down and telemetry units. Through electronic health record review and blinded to the analytic’s output, each patient was categorized by clinicians into H-RRT and NH-RRT cases. The analytic output and the categorization were compared. The prediction lead time prior to the RRT call was calculated. The analytic correctly distinguished between H-RRT and NH-RRT cases with 100% accuracy, demonstrating 100% positive and negative predictive values, and 100% sensitivity and specificity. In H-RRT cases, the analytic detected hemodynamic deterioration with a median lead time of 9.5 hours prior to the RRT call (range 14 minutes to 52 hours). The study demonstrates that an electrocardiogram (ECG) based analytic has the potential for providing clinical decision and monitoring support for caregivers to identify at risk patients within a clinically relevant timeframe allowing for increased vigilance and early interventional support to reduce the chances of continued patient deterioration.

Keywords: Critical care, early warning systems, emergency medicine, heart rate variability, hemodynamic instability, rapid response team.

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Authors: A. Badoud, M. Khemliche, S. Latreche

Abstract:

The main objective developed in this paper is to find a graphic technique for modeling, simulation and diagnosis of the industrial systems. This importance is much apparent when it is about a complex system such as the nuclear reactor with pressurized water of several form with various several non-linearity and time scales. In this case the analytical approach is heavy and does not give a fast idea on the evolution of the system. The tool Bond Graph enabled us to transform the analytical model into graphic model and the software of simulation SYMBOLS 2000 specific to the Bond Graphs made it possible to validate and have the results given by the technical specifications. We introduce the analysis of the problem involved in the faults localization and identification in the complex industrial processes. We propose a method of fault detection applied to the diagnosis and to determine the gravity of a detected fault. We show the possibilities of application of the new diagnosis approaches to the complex system control. The industrial systems became increasingly complex with the faults diagnosis procedures in the physical systems prove to become very complex as soon as the systems considered are not elementary any more. Indeed, in front of this complexity, we chose to make recourse to Fault Detection and Isolation method (FDI) by the analysis of the problem of its control and to conceive a reliable system of diagnosis making it possible to apprehend the complex dynamic systems spatially distributed applied to the standard pressurized water nuclear reactor.

Keywords: Bond Graph, Modeling, Simulation, Monitoring, Analytical Redundancy Relations, Pressurized Water Reactor, Directed Graph.

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Authors: Abdul Hadi Abdul Razak, Mohd Hairy Manap

Abstract:

The focus of this paper is to highlight the design and development of an educational game prototype as an evaluation instrument for the Malaysia driving license static test. This educational game brings gaming technology into the conventional objective static test to make it more effective, real and interesting. From the feeling of realistic, the future driver can learn something, memorized and use it in the real life. The current online objective static test only make the user memorized the answer without knowing and understand the true purpose of the question. Therefore, in real life, they will not behave as expected due to behavior and moral lacking. This prototype has been developed inform of multiple-choice questions integrated with 3D gaming environment to make it simulate the real environment and scenarios. Based on the testing conducted, the respondent agrees with the use of this game prototype it can increase understanding and promote obligation towards traffic rules.

Keywords: Educational game, evaluation instrument, game, game prototype.

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Authors: M. Dezvarei, S. Morovati

Abstract:

In recent years, increasing usage of electrical energy provides a widespread field for investigating new methods to produce clean electricity with high reliability and cost management. Fuel cells are new clean generations to make electricity and thermal energy together with high performance and no environmental pollution. According to the expansion of fuel cell usage in different industrial networks, the identification and optimization of its parameters is really significant. This paper presents optimization of a proton exchange membrane fuel cell (PEMFC) parameters based on modified particle swarm optimization with real valued mutation (RVM) and clonal algorithms. Mathematical equations of this type of fuel cell are presented as the main model structure in the optimization process. Optimized parameters based on clonal and RVM algorithms are compared with the desired values in the presence and absence of measurement noise. This paper shows that these methods can improve the performance of traditional optimization methods. Simulation results are employed to analyze and compare the performance of these methodologies in order to optimize the proton exchange membrane fuel cell parameters.

Keywords: Clonal algorithm, proton exchange membrane fuel cell, particle swarm optimization, real valued mutation.

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Authors: S. Damodaran, T. V. S.Sekhar

Abstract:

The motion of a sphere moving along the axis of a rotating viscous fluid is studied at high Reynolds numbers and moderate values of Taylor number. The Higher Order Compact Scheme is used to solve the governing Navier-Stokes equations. The equations are written in the form of Stream function, Vorticity function and angular velocity which are highly non-linear, coupled and elliptic partial differential equations. The flow is governed by two parameters Reynolds number (Re) and Taylor number (T). For very low values of Re and T, the results agree with the available experimental and theoretical results in the literature. The results are obtained at higher values of Re and moderate values of T and compared with the experimental results. The results are fourth order accurate.

Keywords: Navier_Stokes equations, Taylor number, Reynolds number, Higher order compact scheme, Rotating Fluid.

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Authors: Jia-Rong Yeh, Ai-Hsien Li, Jiann-Shing Shieh, Yen-An Su, Chi-Yu Yang

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In this paper, an automatic detecting algorithm for QRS complex detecting was applied for analyzing ECG recordings and five criteria for dangerous arrhythmia diagnosing are applied for a protocol type of automatic arrhythmia diagnosing system. The automatic detecting algorithm applied in this paper detected the distribution of QRS complexes in ECG recordings and related information, such as heart rate and RR interval. In this investigation, twenty sampled ECG recordings of patients with different pathologic conditions were collected for off-line analysis. A combinative application of four digital filters for bettering ECG signals and promoting detecting rate for QRS complex was proposed as pre-processing. Both of hardware filters and digital filters were applied to eliminate different types of noises mixed with ECG recordings. Then, an automatic detecting algorithm of QRS complex was applied for verifying the distribution of QRS complex. Finally, the quantitative clinic criteria for diagnosing arrhythmia were programmed in a practical application for automatic arrhythmia diagnosing as a post-processor. The results of diagnoses by automatic dangerous arrhythmia diagnosing were compared with the results of off-line diagnoses by experienced clinic physicians. The results of comparison showed the application of automatic dangerous arrhythmia diagnosis performed a matching rate of 95% compared with an experienced physician-s diagnoses.

Keywords: Signal processing, electrocardiography (ECG), QRS complex, arrhythmia.

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Authors: Alok Kumar Routa, Priya Ranjan Mohanty

Abstract:

Complex seismic signatures are generated due to the complexity of the subsurface which is difficult to interpret. In the present study, an attempt has been made to model the complex subsurface using the Ray tracing modeling technique. Add to this, for the imaging of these geological features, Kirchhoff’s prestack depth migration is applied over the synthetic common shot gather dataset. It is found that the Kirchhoff’s migration technique in addition with the Ray tracing modeling concept has the flexibility towards the imaging of various complex geology which gives satisfactory results with proper delineation of the reflectors at their respective true depth position. The entire work has been carried out under the MATLAB environment.

Keywords: Kirchhoff’s migration, Prestack depth migration, Ray tracing modeling, Velocity model.

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Authors: SangWon Han, MuWook Pyeon, Sujung Moon, DaeKyo Seo

Abstract:

Recently, technologies based on three-dimensional (3D) space information are being developed and quality of life is improving as a result. Research on real-time digital map (RDM) is being conducted now to provide 3D space information. RDM is a service that creates and supplies 3D space information in real time based on location/shape detection. Research subjects on RDM include the construction of 3D space information with matching image data, complementing the weaknesses of image acquisition using multi-source data, and data collection methods using big data. Using RDM will be effective for space analysis using 3D space information in a U-City and for other space information utilization technologies.

Keywords: RDM, multi-source data, big data, U-City.

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Authors: Daniela Matei, Radu Matei

Abstract:

In this paper a class of analog algorithms based on the concept of Cellular Neural Network (CNN) is applied in some processing operations of some important medical images, namely retina images, for detecting various symptoms connected with diabetic retinopathy. Some specific processing tasks like morphological operations, linear filtering and thresholding are proposed, the corresponding template values are given and simulations on real retina images are provided.

Keywords: Diabetic retinopathy, pathology detection, cellular neural networks, analog algorithms.

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Authors: Elena Kotevska

Abstract:

This paper presents a generalization kernel for gravitational potential determination by harmonic splines. It was shown in [10] that the gravitational potential can be approximated using a kernel represented as a Newton integral over the real Earth body. On the other side, the theory of geopotential approximation by harmonic splines uses spherically oriented kernels. The purpose of this paper is to show that in the spherical case both kernels have the same type of representation, which leads us to conclusion that it is possible to consider the kernel represented as a Newton integral over the real Earth body as a kind of generalization of spherically harmonic kernels to real geometries.

Keywords: Geopotential, Reproducing Kernel, Approximation, Regular Surface

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Authors: Ibrahim A. Aref, Tarek El-Mihoub, Khadiga Ben Musa

Abstract:

This paper presents Carrier Sense Multiple Access (CSMA) communication models based on SoC design methodology. Such a model can be used to support the modeling of the complex wireless communication systems. Therefore, the use of such communication model is an important technique in the construction of high-performance communication. SystemC has been chosen because it provides a homogeneous design flow for complex designs (i.e. SoC and IP-based design). We use a swarm system to validate CSMA designed model and to show how advantages of incorporating communication early in the design process. The wireless communication created through the modeling of CSMA protocol that can be used to achieve communication between all the agents and to coordinate access to the shared medium (channel).

Keywords: SystemC, modeling, simulation, CSMA.

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Authors: Sanghyeok Oh, Keechul Jung

Abstract:

Although lots of research work has been done for human pose recognition, the view-point of cameras is still critical problem of overall recognition system. In this paper, view-point insensitive human pose recognition is proposed. The aims of the proposed system are view-point insensitivity and real-time processing. Recognition system consists of feature extraction module, neural network and real-time feed forward calculation. First, histogram-based method is used to extract feature from silhouette image and it is suitable for represent the shape of human pose. To reduce the dimension of feature vector, Principle Component Analysis(PCA) is used. Second, real-time processing is implemented by using Compute Unified Device Architecture(CUDA) and this architecture improves the speed of feed-forward calculation of neural network. We demonstrate the effectiveness of our approach with experiments on real environment.

Keywords: computer vision, neural network, pose recognition, view-point insensitive, PCA, CUDA.

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Authors: Ju Peng Poh, Jun Yu Charles Lee, Jonathan Chew Hoe Khoo

Abstract:

The emergence of digital twin technology, a digital replica of physical world, has improved the real-time access to data from sensors about the performance of buildings. This digital transformation has opened up many opportunities to improve the management of the building by using the data collected to help monitor consumption patterns and energy leakages. One example is the integration of predictive models for anomaly detection. In this paper, we use the GAM (Generalised Additive Model) for the anomaly detection of Air Handling Units (AHU) power consumption pattern. There is ample research work on the use of GAM for the prediction of power consumption at the office building and nation-wide level. However, there is limited illustration of its anomaly detection capabilities, prescriptive analytics case study, and its integration with the latest development of digital twin technology. In this paper, we applied the general GAM modelling framework on the historical data of the AHU power consumption and cooling load of the building between Jan 2018 to Aug 2019 from an education campus in Singapore to train prediction models that, in turn, yield predicted values and ranges. The historical data are seamlessly extracted from the digital twin for modelling purposes. We enhanced the utility of the GAM model by using it to power a real-time anomaly detection system based on the forward predicted ranges. The magnitude of deviation from the upper and lower bounds of the uncertainty intervals is used to inform and identify anomalous data points, all based on historical data, without explicit intervention from domain experts. Notwithstanding, the domain expert fits in through an optional feedback loop through which iterative data cleansing is performed. After an anomalously high or low level of power consumption detected, a set of rule-based conditions are evaluated in real-time to help determine the next course of action for the facilities manager. The performance of GAM is then compared with other approaches to evaluate its effectiveness. Lastly, we discuss the successfully deployment of this approach for the detection of anomalous power consumption pattern and illustrated with real-world use cases.

Keywords: Anomaly detection, digital twin, Generalised Additive Model, Power Consumption Model.

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Authors: Alexander P. Eremeev, Ivan E. Kurilenko, Pavel R. Varshavskiy

Abstract:

In this paper the problem of the application of temporal reasoning and case-based reasoning in intelligent decision support systems is considered. The method of case-based reasoning with temporal dependences for the solution of problems of real-time diagnostics and forecasting in intelligent decision support systems is described. This paper demonstrates how the temporal case-based reasoning system can be used in intelligent decision support systems of the car access control. This work was supported by RFBR.

Keywords: Analogous reasoning, case-based reasoning, intelligent decision support systems, temporal reasoning.

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Authors: Richard Joseph, Nerey Mvungi

Abstract:

An electric power system includes a generating, a transmission, a distribution, and consumers subsystems. An electrical power network in Tanzania keeps growing larger by the day and become more complex so that, most utilities have long wished for real-time monitoring and remote control of electrical power system elements such as substations, intelligent devices, power lines, capacitor banks, feeder switches, fault analyzers and other physical facilities. In this paper, the concept of automation of management of power systems from generation level to end user levels was determined by using Power System Simulator for Engineering (PSS/E) version 30.3.2.

Keywords: Automation, Distribution subsystem, Generating subsystem, PSS/E, TANESCO, Transmission subsystem.

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Authors: Catherine A. Todd, Fazel Naghdy

Abstract:

In this work a surgical simulator is produced which enables a training otologist to conduct a virtual, real-time prosthetic insertion. The simulator provides the Ear, Nose and Throat surgeon with real-time visual and haptic responses during virtual cochlear implantation into a 3D model of the human Scala Tympani (ST). The parametric model is derived from measured data as published in the literature and accounts for human morphological variance, such as differences in cochlear shape, enabling patient-specific pre- operative assessment. Haptic modeling techniques use real physical data and insertion force measurements, to develop a force model which mimics the physical behavior of an implant as it collides with the ST walls during an insertion. Output force profiles are acquired from the insertion studies conducted in the work, to validate the haptic model. The simulator provides the user with real-time, quantitative insertion force information and associated electrode position as user inserts the virtual implant into the ST model. The information provided by this study may also be of use to implant manufacturers for design enhancements as well as for training specialists in optimal force administration, using the simulator. The paper reports on the methods for anatomical modeling and haptic algorithm development, with focus on simulator design, development, optimization and validation. The techniques may be transferrable to other medical applications that involve prosthetic device insertions where user vision is obstructed.

Keywords: Haptic modeling, medical device insertion, real-time visualization of prosthetic implantation, surgical simulation.

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Authors: Giuliano Raimondo, Jörg Wangemann, Peer Drechsel

Abstract:

In systems development involving Fuel Cells generators, it is important to have from an early stage of the project a dynamic model for the electrical behavior of the stack to be shared between involved development parties. It allows independent and early design and tests of fuel cell related power electronic. This paper presents an empirical Fuel Cell system model derived from characterization tests on a real system. Moreover, it is illustrated how the obtained model is used to build and validate a real-time Fuel Cell system emulator which is used for aerospace electrical integration testing activities.

Keywords: Fuel cell dynamics, real time simulation, fuel cell, modelling, testing.

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Authors: Imron Rosyadi, Ridha A. Djemal, Saleh A. Alshebeili

Abstract:

Design and implementation of a novel B-ACOSD CFAR algorithm is presented in this paper. It is proposed for detecting radar target in log-normal distribution environment. The BACOSD detector is capable to detect automatically the number interference target in the reference cells and detect the real target by an adaptive threshold. The detector is implemented as a System on Chip on FPGA Altera Stratix II using parallelism and pipelining technique. For a reference window of length 16 cells, the experimental results showed that the processor works properly with a processing speed up to 115.13MHz and processing time0.29 ┬Ás, thus meets real-time requirement for a typical radar system.

Keywords: CFAR, FPGA, radar.

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Authors: Rahmatollah Rahimi, Fariba Moharrami

Abstract:

The Kinetics formation of labile Complex Ag (I) tetra (p-carboxyphenyl) porphyrin, was investigated at 25oC and I=0.1M (NaNO3). By spectrophotometric titration, the composition ratio of the complex was established to be 2:1 (Ag : H2TCPP). The equilibrium constant, K, was found to be log 10-6.53. Binding of the first Ag (I) was found to be rate determining step with rate constant, k1= 4.67×102 . A plausible mechanism is discussed. We discus theoretically why Ag(I)2TCPP is unstable.

Keywords: Kinetics, Silver, TCPP, Sitting-atop, Theoretical study

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Authors: Weerachi Sarakorn, I-Ming Tang

Abstract:

A mathematical model for the transmission of SARS is developed. In addition to dividing the population into susceptible (high and low risk), exposed, infected, quarantined, diagnosed and recovered classes, we have included a class called untraced. The model simulates the Gompertz curves which are the best representation of the cumulative numbers of probable SARS cases in Hong Kong and Singapore. The values of the parameters in the model which produces the best fit of the observed data for each city are obtained by using a differential evolution algorithm. It is seen that the values for the parameters needed to simulate the observed daily behaviors of the two epidemics are different.

Keywords: SARS, mathematical modelling, differential evolution algorithm.

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Authors: Thang Manh Hoang

Abstract:

Recent research result has shown that two multidelay feedback systems can synchronize each other under different schemes, i.e. lag, projective-lag, anticipating, or projectiveanticipating synchronization. There, the driving signal is significantly complex due that it is constituted by multiple nonlinear transformations of delayed state variable. In this paper, a secure communication model is proposed based on synchronization of coupled multidelay feedback systems, in which the plain signal is mixed with a complex signal at the transmitter side and it is precisely retrieved at the receiver side. The effectiveness of the proposed model is demonstrated and verified in the specific example, where the message signal is masked directly by the complex signal and security is examined under the breaking method of power spectrum analysis.

Keywords: chaos synchronization, time-delayed system, chaosbasedsecure communications

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Authors: Yoonjung An, Yongtae Park

Abstract:

Offering a Product-Service System (PSS) is a well-accepted strategy that companies may adopt to provide a set of systemic solutions to customers. PSSs were initially provided in a simple form but now take diversified and complex forms involving multiple services, products and technologies. With the growing interest in the PSS, frameworks for the PSS development have been introduced by many researchers. However, most of the existing frameworks fail to examine various relations existing in a complex PSS. Since designing a complex PSS involves full integration of multiple products and services, it is essential to identify not only product-service relations but also product-product/ service-service relations. It is also equally important to specify how they are related for better understanding of the system. Moreover, as customers tend to view their purchase from a more holistic perspective, a PSS should be developed based on the whole system’s requirements, rather than focusing only on the product requirements or service requirements. Thus, we propose a framework to develop a complex PSS that is coordinated fully with the requirements of both worlds. Specifically, our approach adopts a multi-domain matrix (MDM). A MDM identifies not only inter-domain relations but also intra-domain relations so that it helps to design a PSS that includes highly desired and closely related core functions/ features. Also, various dependency types and rating schemes proposed in our approach would help the integration process.

Keywords: Inter-domain relations, intra-domain relations, multi-domain matrix, product-service system design.

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Authors: A. Doosti, S. Moshkelani

Abstract:

Brucellosis is a zoonotic disease; its symptoms and appearances are not exclusive in human and its traditional diagnosis is based on culture, serological methods and conventional PCR. For more sensitive, specific detection and differentiation of Brucella spp., the real time PCR method is recommended. This research has performed to determine the presence and prevalence of Brucella spp. and differentiation of Brucella abortus and Brucella melitensis in house mouse (Mus musculus) in west of Iran. A TaqMan analysis and single-step PCR was carried out in total 326 DNA of Mouse's spleen samples. From the total number of 326 samples, 128 (39.27%) gave positive results for Brucella spp. by conventional PCR, also 65 and 32 out of the 128 specimens were positive for B. melitensis, B. abortus, respectively. These results indicate a high presence of this pathogen in this area and that real time PCR is considerably faster than current standard methods for identification and differentiation of Brucella species. To our knowledge, this study is the first prevalence report of direct identification and differentiation of B. abortus and B. melitensis by real time PCR in mouse tissue samples in Iran.

Keywords: Differentiation, B. abortus, B. melitensis, TaqManprobe, Iran.

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Authors: Ling Zhang, Feng Liu

Abstract:

A matrix is called a ray pattern matrix if its entries are either 0 or a ray in complex plane which originates from 0. A ray pattern A of order n is called spectrally arbitrary if the complex matrices in the ray pattern class of A give rise to all possible nth degree complex polynomial. Otherwise, it is said to be spectrally non-arbitrary ray pattern. We call that a spectrally arbitrary ray pattern A of order n is minimally spectrally arbitrary if any nonzero entry of A is replaced, then A is not spectrally arbitrary. In this paper, we find that is not spectrally arbitrary when n equals to 4 for any θ which is greater than or equal to 0 and less than or equal to n. In this article, we give several ray patterns A(θ) of order n that are not spectrally arbitrary for some θ which is greater than or equal to 0 and less than or equal to n. by using the nilpotent-Jacobi method. One example is given in our paper.

Keywords: Spectrally arbitrary, Nilpotent matrix, Ray patterns, sign patterns.

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Authors: Bin Yu, Minghui Wang, Juntao Zhang

Abstract:

By the real representation of the quaternionic matrix, an iterative method for quaternionic linear equations Ax = b is proposed. Then the convergence conditions are obtained. At last, a numerical example is given to illustrate the efficiency of this method.

Keywords: Quaternionic linear equations, Real representation, Iterative algorithm.

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Authors: J.Zouhair, D.Ellison

Abstract:

This paper includes a review of three physics simulation packages that can be used to provide researchers with a virtual ground for modeling, implementing and simulating complex models, as well as testing their control methods with less cost and time of development. The inverted pendulum model was used as a test bed for comparing ODE, DANCE and Webots, while Linear State Feedback was used to control its behavior. The packages were compared with respect to model creation, solving systems of differential equation, data storage, setting system variables, control the experiment and ease of use. The purpose of this paper is to give an overview about our experience with these environments and to demonstrate some of the benefits and drawbacks involved in practice for each package.

Keywords: DANCE, Inverted Pendulum, ODE, Simulation Packages, Webots.

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Authors: B. Y. Matmuratov, S. D. Madrakhimova. R. S. Esanov. A. D. Matchanov

Abstract:

Supramolecular complexes of glycyrrhizic acid with kinetin in various molar ratios were obtained, physico-chemical parameters and spectral properties of the resulting complexes were studied (UV, IR, mass spectrometry.

Keywords: Monoammonium salt of glycyrrhizic acid, glycyrrhizic acid, supramolecular complex, isomolar series, IR spectroscopy.

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Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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Authors: Stelian Petrescu, Adina Frunzâ, Camelia Petrescu

Abstract:

A method to determine experimentally the melting rate, rm, and the heat transfer coefficients, αv (W/(m3K)), at convective melting in a fixed bed of particles under adiabatic regime is established in this paper. The method lies in the determining of the melting rate by measuring the fixed bed height in time. Experimental values of rm, α and α v were determined using cylindrical particles of ice (d = 6.8 mm, h = 5.5 mm) and, as a melting agent, aqueous NaCl solution with a temperature of 283 K at different values of the liquid flow rate (11.63·10-6, 28.83·10-6, 38.83·10-6 m3/s). Our experimental results were compared with those existing in literature being noticed a good agreement for Re values higher than 50.

Keywords: Convective melting, fixed bed, packed bed, heat transfer, ice melting.

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