Statistical Computational of Volatility in Financial Time Series Data

It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.

A Numerical Simulation of Solar Distillation for Installation in Chabahar-Iran

The world demand for potable water is increasing every day with growing population. Desalination using solar energy is suitable for potable water production from brackish and seawater. In this paper, we present a theoretical study of solar distillation in a single basin under the open environmental conditions of Chabahar-Iran. The still has a base area of 2000mm×500mm with a glass cover inclined at 25° in order to obtain extra solar energy. We model the still and conduct its energy balance equations under minor assumptions. We computed the temperatures of glass cover, seawater interface, moist air and bottom using numerical method. The investigation addressed the following: The still productivity, distilled water salinity and still performance in terms of the still efficiency. Calculated still productivity in July was higher than December. So in this paper, we show that still productivity is directly functioning of solar radiation.

A High-Frequency Low-Power Low-Pass-Filter-Based All-Current-Mirror Sinusoidal Quadrature Oscillator

A high-frequency low-power sinusoidal quadrature oscillator is presented through the use of two 2nd-order low-pass current-mirror (CM)-based filters, a 1st-order CM low-pass filter and a CM bilinear transfer function. The technique is relatively simple based on (i) inherent time constants of current mirrors, i.e. the internal capacitances and the transconductance of a diode-connected NMOS, (ii) a simple negative resistance RN formed by a resistor load RL of a current mirror. Neither external capacitances nor inductances are required. As a particular example, a 1.9-GHz, 0.45-mW, 2-V CMOS low-pass-filter-based all-current-mirror sinusoidal quadrature oscillator is demonstrated. The oscillation frequency (f0) is 1.9 GHz and is current-tunable over a range of 370 MHz or 21.6 %. The power consumption is at approximately 0.45 mW. The amplitude matching and the quadrature phase matching are better than 0.05 dB and 0.15°, respectively. Total harmonic distortions (THD) are less than 0.3 %. At 2 MHz offset from the 1.9 GHz, the carrier to noise ratio (CNR) is 90.01 dBc/Hz whilst the figure of merit called a normalized carrier-to-noise ratio (CNRnorm) is 153.03 dBc/Hz. The ratio of the oscillation frequency (f0) to the unity-gain frequency (fT) of a transistor is 0.25. Comparisons to other approaches are also included.

An Expert System for Car Failure Diagnosis

Car failure detection is a complicated process and requires high level of expertise. Any attempt of developing an expert system dealing with car failure detection has to overcome various difficulties. This paper describes a proposed knowledge-based system for car failure detection. The paper explains the need for an expert system and the some issues on developing knowledge-based systems, the car failure detection process and the difficulties involved in developing the system. The system structure and its components and their functions are described. The system has about 150 rules for different types of failures and causes. It can detect over 100 types of failures. The system has been tested and gave promising results.

A New Method in Short-Term Heart Rate Variability — Five-Class Density Histogram

A five-class density histogram with an index named cumulative density was proposed to analyze the short-term HRV. 150 subjects participated in the test, falling into three groups with equal numbers -- the healthy young group (Young), the healthy old group (Old), and the group of patients with congestive heart failure (CHF). Results of multiple comparisons showed a significant differences of the cumulative density in the three groups, with values 0.0238 for Young, 0.0406 for Old and 0.0732 for CHF (p

Parameter Estimation using Maximum Likelihood Method from Flight Data at High Angles of Attack

The paper presents the modeling of nonlinear longitudinal aerodynamics using flight data of Hansa-3 aircraft at high angles of attack near stall. The Kirchhoff-s quasi-steady stall model has been used to incorporate nonlinear aerodynamic effects in the aerodynamic model used to estimate the parameters, thereby, making the aerodynamic model nonlinear. The Maximum Likelihood method has been applied to the flight data (at high angles of attack) for the estimation of parameters (aerodynamic and stall characteristics) using the nonlinear aerodynamic model. To improve the accuracy level of the estimates, an approach of fixing the strong parameters has also been presented.

Lean Changeability – Evaluation and Design of Lean and Transformable Factories

In today-s turbulent environment, companies are faced with two principal challenges. On the one hand, it is necessary to produce ever more cost-effectively to remain competitive. On the other hand, factories need to be transformable in order to manage unpredictable changes in the corporate environment. To deal with these different challenges, companies use the philosophy of lean production in the first case, in the second case the philosophy of transformability. To a certain extent these two approaches follow different directions. This can cause conflicts when designing factories. Therefore, the Institute of Production Systems and Logistics (IFA) of the Leibniz University of Hanover has developed a procedure to allow companies to evaluate and design their factories with respect to the requirements of both philosophies.

Some (v + 1, b + r + λ + 1, r + λ + 1, k, λ + 1) Balanced Incomplete Block Designs (BIBDs) from Lotto Designs (LDs)

The paper considered the construction of BIBDs using potential Lotto Designs (LDs) earlier derived from qualifying parent BIBDs. The study utilized Li’s condition  pr t−1  ( t−1 2 ) + pr− pr t−1 (t−1) 2  < ( p 2 ) λ, to determine the qualification of a parent BIBD (v, b, r, k, λ) as LD (n, k, p, t) constrained on v ≥ k, v ≥ p, t ≤ min{k, p} and then considered the case k = t since t is the smallest number of tickets that can guarantee a win in a lottery. The (15, 140, 28, 3, 4) and (7, 7, 3, 3, 1) BIBDs were selected as parent BIBDs to illustrate the procedure. These BIBDs yielded three potential LDs each. Each of the LDs was completely generated and their properties studied. The three LDs from the (15, 140, 28, 3, 4) produced (9, 84, 28, 3, 7), (10, 120, 36, 3, 8) and (11, 165, 45, 3, 9) BIBDs while those from the (7, 7, 3, 3, 1) produced the (5, 10, 6, 3, 3), (6, 20, 10, 3, 4) and (7, 35, 15, 3, 5) BIBDs. The produced BIBDs follow the generalization (v + 1, b + r + λ + 1, r +λ+1, k, λ+1) where (v, b, r, k, λ) are the parameters of the (9, 84, 28, 3, 7) and (5, 10, 6, 3, 3) BIBDs. All the BIBDs produced are unreduced designs.

Using Case-Based Reasoning to New Service Development from User Innovation Community in Mobile Application Services

The emergence of mobile application services and App Store has led to the explosive growth of user innovation, which users voluntarily contribute to. User innovation communities where end users freely reveal innovative ideas and needs with other community members are becoming increasingly influential in this area. However, user-s ideas in user innovation community are not enough to be new service opportunity, because some of them can already developed as existing services in App Store. Moreover, the existing services similar to new service opportunity can be significant references to apply analogy to develop service concept. In response, this research proposes Case-Based Reasoning approach to matching the user needs and existing services, identifying unmet opportunistic user needs, and retrieving similar services with opportunity. Due to its intuitive and transparent algorithm, users related to App Store innovation communities can easily employ Case-Based Reasoning based approach to their innovation.

A Follow up Study on the Elderly Survivors - Mental Health Two Years after the Wenchuan Earthquake

Background: This investigated the mental health of the elderly survivors six months, ten months and two years after the “5.12 Wenchuan" earthquake. Methods: Two hundred and thirty-two physically healthy older survivors from earthquake-affected Mianyang County were interviewed. The measures included the Revised Impact of Event Scale (IES-R, Chinese version, for PTSD) and a Chinese Mental Health Inventory for the Elderly (MHIE). A repeated measures ANOVA test was used for statistical analysis. Results: The follow-up group had a statistically significant lower IES-R score and lower MHIE score than the initial group ten months after the earthquake. Two years later, the score of IES-R in follow-up group were still lower than that of non-follow-up group, but no differences were significant on the score of MHIE between groups. Furthermore, a negative relationship was found between scores of IES-R and MHIE. Conclusion: The earthquake has had a persistent negative impact on older survivors- mental health within the two-year period and that although the PTSD level declined significantly with time, it did not disappear completely.

A Study on Algorithm Fusion for Recognition and Tracking of Moving Robot

This paper presents an algorithm for the recognition and tracking of moving objects, 1/10 scale model car is used to verify performance of the algorithm. Presented algorithm for the recognition and tracking of moving objects in the paper is as follows. SURF algorithm is merged with Lucas-Kanade algorithm. SURF algorithm has strong performance on contrast, size, rotation changes and it recognizes objects but it is slow due to many computational complexities. Processing speed of Lucas-Kanade algorithm is fast but the recognition of objects is impossible. Its optical flow compares the previous and current frames so that can track the movement of a pixel. The fusion algorithm is created in order to solve problems which occurred using the Kalman Filter to estimate the position and the accumulated error compensation algorithm was implemented. Kalman filter is used to create presented algorithm to complement problems that is occurred when fusion two algorithms. Kalman filter is used to estimate next location, compensate for the accumulated error. The resolution of the camera (Vision Sensor) is fixed to be 640x480. To verify the performance of the fusion algorithm, test is compared to SURF algorithm under three situations, driving straight, curve, and recognizing cars behind the obstacles. Situation similar to the actual is possible using a model vehicle. Proposed fusion algorithm showed superior performance and accuracy than the existing object recognition and tracking algorithms. We will improve the performance of the algorithm, so that you can experiment with the images of the actual road environment.

Quantitative Evaluation of Frameworks for Web Applications

An empirical study of web applications that use software frameworks is presented here. The analysis is based on two approaches. In the first, developers using such frameworks are required, based on their experience, to assign weights to parameters such as database connection. In the second approach, a performance testing tool, OpenSTA, is used to compute start time and other such measures. From such an analysis, it is concluded that open source software is superior to proprietary software. The motivation behind this research is to examine ways in which a quantitative assessment can be made of software in general and frameworks in particular. Concepts such as metrics and architectural styles are discussed along with previously published research.

Analyzing and Comparing the Hot-spot Thermal Models of HV/LV Prefabricated and Outdoor Oil-Immersed Power Transformers

The most important parameter in transformers life expectancy is the hot-spot temperature level which accelerates the rate of aging of the insulation. The aim of this paper is to present thermal models for transformers loaded at prefabricated MV/LV transformer substations and outdoor situations. The hot-spot temperature of transformers is studied using their top-oil temperature rise models. The thermal models proposed for hot-spot and top-oil temperatures of different operating situations are compared. Since the thermal transfer is different for indoor and outdoor transformers considering their operating conditions, their hot-spot thermal models differ from each other. The proposed thermal models are verified by the results obtained from the experiments carried out on a typical 1600 kVA, 30 /0.4 kV, ONAN transformer for both indoor and outdoor situations.

A Neural-Network-Based Fault Diagnosis Approach for Analog Circuits by Using Wavelet Transformation and Fractal Dimension as a Preprocessor

This paper presents a new method of analog fault diagnosis based on back-propagation neural networks (BPNNs) using wavelet decomposition and fractal dimension as preprocessors. The proposed method has the capability to detect and identify faulty components in an analog electronic circuit with tolerance by analyzing its impulse response. Using wavelet decomposition to preprocess the impulse response drastically de-noises the inputs to the neural network. The second preprocessing by fractal dimension can extract unique features, which are the fed to a neural network as inputs for further classification. A comparison of our work with [1] and [6], which also employs back-propagation (BP) neural networks, reveals that our system requires a much smaller network and performs significantly better in fault diagnosis of analog circuits due to our proposed preprocessing techniques.

Multi-stage Directional Median Filter

Median filter is widely used to remove impulse noise without blurring sharp edges. However, when noise level increased, or with thin edges, median filter may work poorly. This paper proposes a new filter, which will detect edges along four possible directions, and then replace noise corrupted pixel with estimated noise-free edge median value. Simulations show that the proposed multi-stage directional median filter can provide excellent performance of suppressing impulse noise in all situations.

Changes in Subjective and Objective Measures of Performance in Ramadan

The Muslim faith requires individuals to fast between the hours of sunrise and sunset during the month of Ramadan. Our recent work has concentrated on some of the changes that take place during the daytime when fasting. A questionnaire was developed to assess subjective estimates of physical, mental and social activities, and fatigue. Four days were studied: in the weeks before and after Ramadan (control days) and during the first and last weeks of Ramadan (experimental days). On each of these four days, this questionnaire was given several times during the daytime and once after the fast had been broken and just before individuals retired at night. During Ramadan, daytime mental, physical and social activities all decreased below control values but then increased to abovecontrol values in the evening. The desires to perform physical and mental activities showed very similar patterns. That is, individuals tried to conserve energy during the daytime in preparation for the evenings when they ate and drank, often with friends. During Ramadan also, individuals were more fatigued in the daytime and napped more often than on control days. This extra fatigue probably reflected decreased sleep, individuals often having risen earlier (before sunrise, to prepare for fasting) and retired later (to enable recovery from the fast). Some physiological measures and objective measures of performance (including the response to a bout of exercise) have also been investigated. Urine osmolality fell during the daytime on control days as subjects drank, but rose in Ramadan to reach values at sunset indicative of dehydration. Exercise performance was also compromised, particularly late in the afternoon when the fast had lasted several hours. Self-chosen exercise work-rates fell and a set amount of exercise felt more arduous. There were also changes in heart rate and lactate accumulation in the blood, indicative of greater cardiovascular and metabolic stress caused by the exercise in subjects who had been fasting. Daytime fasting in Ramadan produces widespread effects which probably reflect combined effects of sleep loss and restrictions to intakes of water and food.

Matrix-Interleaved Serially Concatenated Block Codes for Speech Transmission in Fixed Wireless Communication Systems

In this paper, we study a class of serially concatenated block codes (SCBC) based on matrix interleavers, to be employed in fixed wireless communication systems. The performances of SCBC¬coded systems are investigated under various interleaver dimensions. Numerical results reveal that the matrix interleaver could be a competitive candidate over conventional block interleaver for frame lengths of 200 bits; hence, the SCBC coding based on matrix interleaver is a promising technique to be employed for speech transmission applications in many international standards such as pan-European Global System for Mobile communications (GSM), Digital Cellular Systems (DCS) 1800, and Joint Detection Code Division Multiple Access (JD-CDMA) mobile radio systems, where the speech frame contains around 200 bits.

Implementation of Neural Network Based Electricity Load Forecasting

This paper proposed a novel model for short term load forecast (STLF) in the electricity market. The prior electricity demand data are treated as time series. The model is composed of several neural networks whose data are processed using a wavelet technique. The model is created in the form of a simulation program written with MATLAB. The load data are treated as time series data. They are decomposed into several wavelet coefficient series using the wavelet transform technique known as Non-decimated Wavelet Transform (NWT). The reason for using this technique is the belief in the possibility of extracting hidden patterns from the time series data. The wavelet coefficient series are used to train the neural networks (NNs) and used as the inputs to the NNs for electricity load prediction. The Scale Conjugate Gradient (SCG) algorithm is used as the learning algorithm for the NNs. To get the final forecast data, the outputs from the NNs are recombined using the same wavelet technique. The model was evaluated with the electricity load data of Electronic Engineering Department in Mandalay Technological University in Myanmar. The simulation results showed that the model was capable of producing a reasonable forecasting accuracy in STLF.

Experimental Study of Subsurface Erosion in River Banks

Subsurface erosion in river banks and its details, in spite of its occurrence in various parts of the world has rarely been paid attention by researchers. In this paper, quantitative concept of the subsurface bank erosion has been investigated for vertical banks. Vertical banks were simulated experimentally by considering a sandy erodible layer overlaid by clayey one under uniformly distributed constant overhead pressure. Results of the experiments are indicated that rate of sandy layer erosion is decreased by an increase in overburden; likewise, substituting 20% of coarse (3.5 mm) sand layer bed material by fine material (1.4 mm) may lead to a decrease in erosion rate by one-third. This signifies the importance of the bed material composition effect on sandy layers erosion due to subsurface erosion in river banks.

SWARM: A Meta-Scheduler to Minimize Job Queuing Times on Computational Grids

Some meta-schedulers query the information system of individual supercomputers in order to submit jobs to the least busy supercomputer on a computational Grid. However, this information can become outdated by the time a job starts due to changes in scheduling priorities. The MSR scheme is based on Multiple Simultaneous Requests and can take advantage of opportunities resulting from these priorities changes. This paper presents the SWARM meta-scheduler, which can speed up the execution of large sets of tasks by minimizing the job queuing time through the submission of multiple requests. Performance tests have shown that this new meta-scheduler is faster than an implementation of the MSR scheme and the gLite meta-scheduler. SWARM has been used through the GridQTL project beta-testing portal during the past year. Statistics are provided for this usage and demonstrate its capacity to achieve reliably a substantial reduction of the execution time in production conditions.