Abstract: The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.
Abstract: Psoriasis is a widespread skin disease affecting up to 2% population with plaque psoriasis accounting to about 80%. It can be identified as a red lesion and for the higher severity the lesion is usually covered with rough scale. Psoriasis Area Severity Index (PASI) scoring is the gold standard method for measuring psoriasis severity. Scaliness is one of PASI parameter that needs to be quantified in PASI scoring. Surface roughness of lesion can be used as a scaliness feature, since existing scale on lesion surface makes the lesion rougher. The dermatologist usually assesses the severity through their tactile sense, therefore direct contact between doctor and patient is required. The problem is the doctor may not assess the lesion objectively. In this paper, a digital image analysis technique is developed to objectively determine the scaliness of the psoriasis lesion and provide the PASI scaliness score. Psoriasis lesion is modelled by a rough surface. The rough surface is created by superimposing a smooth average (curve) surface with a triangular waveform. For roughness determination, a polynomial surface fitting is used to estimate average surface followed by a subtraction between rough and average surface to give elevation surface (surface deviations). Roughness index is calculated by using average roughness equation to the height map matrix. The roughness algorithm has been tested to 444 lesion models. From roughness validation result, only 6 models can not be accepted (percentage error is greater than 10%). These errors occur due the scanned image quality. Roughness algorithm is validated for roughness measurement on abrasive papers at flat surface. The Pearson-s correlation coefficient of grade value (G) of abrasive paper and Ra is -0.9488, its shows there is a strong relation between G and Ra. The algorithm needs to be improved by surface filtering, especially to overcome a problem with noisy data.
Abstract: This paper attempts to identify the significance of
Information and Communications Technology (ICT) and
competitiveness to the profit efficiency of commercial banks in
Malaysia. The profit efficiency of commercial banks in Malaysia, the
dependent variable, was estimated using the Stochastic Frontier
Approach (SFA) on a sample of unbalanced panel data, covering 23
commercial banks, between 1995 to 2007. Based on the empirical
results, ICT was not found to exert a significant impact on profit
efficiency, whereas competitiveness, non ICT stock expenditure and
ownership were significant contributors. On the other hand, the size
of banks was found to have significantly reduced profit efficiency,
opening up for various interpretations of the interrelated role of ICT
and competition.
Abstract: This paper presents the influence of preloading on a)
the contact tractions, b) slip levels and c) stresses at the dovetail
blade-disc interface of an aero-engine through a three-dimensional
(3D) finite element (FE) modeling and analysis. The preloading is
applied by an interference fit at the dovetail interface and the bulk
loading is applied through the rotational speed of rotor. Preloading at
the dovetail interface reduces the peak contact pressure developed
due to bulk loading up to 35%, and reduces the peak contact pressure
and stress difference between top and bottom contact edges.
Increasing the level of preloading reduces the cyclic stress amplitude
at the interface up to certain values of preload and as a consequence,
an improvement in fatigue life could be expected. Fretting damage,
due to vibration and wind milling effect during engine ground
condition, can be minimized by preloading the dovetail interface.
Abstract: In this study, the sorption of Malachite green (MG) on Hydrilla verticillata biomass, a submerged aquatic plant, was investigated in a batch system. The effects of operating parameters such as temperature, adsorbent dosage, contact time, adsorbent size, and agitation speed on the sorption of Malachite green were analyzed using response surface methodology (RSM). The proposed quadratic model for central composite design (CCD) fitted very well to the experimental data that it could be used to navigate the design space according to ANOVA results. The optimum sorption conditions were determined as temperature - 43.5oC, adsorbent dosage - 0.26g, contact time - 200min, adsorbent size - 0.205mm (65mesh), and agitation speed - 230rpm. The Langmuir and Freundlich isotherm models were applied to the equilibrium data. The maximum monolayer coverage capacity of Hydrilla verticillata biomass for MG was found to be 91.97 mg/g at an initial pH 8.0 indicating that the optimum sorption initial pH. The external and intra particle diffusion models were also applied to sorption data of Hydrilla verticillata biomass with MG, and it was found that both the external diffusion as well as intra particle diffusion contributes to the actual sorption process. The pseudo-second order kinetic model described the MG sorption process with a good fitting.
Abstract: Computer-based decision support (CDSS) systems can
deliver real patient care and increase chances of long-term survival in
areas of chronic disease management prone to poor control. One such
CDSS, for the management of warfarin, is described in this paper and
the outcomes shown. Data is derived from the running system and
show a performance consistently around 20% better than the
applicable guidelines.
Abstract: The implementations of green roof have been widely
used in the developed countries such as Germany, United Kingdom,
United States and Canada. Green roof have many benefits such as
aesthetic and economic value, ecological gain which are optimization
of storm water management, urban heat island mitigation and energy
conservation. In term of pollution, green roof can control the air and
noise pollution in urban cities. The application of green roof in
Malaysian building has been studied with the previous work of green
roof either in Malaysia or other Asian region as like Indonesia,
Singapore, Thailand, Taiwan and several other countries that have
similar climate and environment as in Malaysia. These technologies
of adapting green roof have been compared to the Green Building
Index (GBI) of Malaysian buildings. The study has concentrated on
the technical aspect of green roof system having focused on i) waste
& recyclable materials ii) types of plants and method of planting and
iii) green roof as tool to reduce storm water runoff. The finding of
these areas will be compared to the suitability in achieving good
practice of the GBI in Malaysia. Results show that most of the
method are based on the countries own climate and environment.
This suggests that the method of using green roof must adhere to the
tropical climate of Malaysia. Suggestion of this research will be
viewed in term of the sustainability of the green roof. Further
research can be developed to implement the best method and
application in Malaysian climate especially in urban cities and
township.
Abstract: The main issue in sweetening natural gas is H2S
dissociation. The present study is concerned with simulating thermal
dissociation of H2S in industrial natural gas carbon black furnace.
The comparison of calculated results against experimental
measurements shows good agreement. The results show that sulfur
derived from H2S thermal dissociation peaked at φ=0.95. H2S
thermal dissociation is enhanced in equivalence ratio upper than 1
and H2S oxidization is increased in equivalence ratio lower than 1.
H2 concentration of H2S thermal dissociation is increased with
increase of equivalence ratio up to 1. Also, H2S concentration
decreased in outlet as equivalence ratio increases. H2S thermal
dissociation to hydrogen and Sulfur reduces its toxic characteristics
and make economical benefits.
Abstract: Use of fly ash as a supplementary cementing material
in large volumes can bring both technological and economic benefits
for concrete industry. In this investigation mix proportions for high
volume fly ash concrete were determined at cement replacement
levels of 50%, 55%, 60% and 65% with low calcium fly ash. Flexural
and compressive strengths of different mixes were measured at ages
of 7, 28 and 90 days. Flexural strength of composite section prepared
from pavement quality and lean high volume fly ash concrete was
determined at the age of 28 days. High volume fly ash concrete mixes
exhibited higher rate of strength gain and age factors than
corresponding reference concrete mixes. The optimum cement
replacement level for pavement quality concrete was found to be
60%. The consideration of bond between pavement quality and lean
of high volume fly ash concrete will be beneficial in design of rigid
pavements.
Abstract: This paper describes a new approach of classification
using genetic programming. The proposed technique consists of
genetically coevolving a population of non-linear transformations on
the input data to be classified, and map them to a new space with a
reduced dimension, in order to get a maximum inter-classes
discrimination. The classification of new samples is then performed
on the transformed data, and so become much easier. Contrary to the
existing GP-classification techniques, the proposed one use a
dynamic repartition of the transformed data in separated intervals, the
efficacy of a given intervals repartition is handled by the fitness
criterion, with a maximum classes discrimination. Experiments were
first performed using the Fisher-s Iris dataset, and then, the KDD-99
Cup dataset was used to study the intrusion detection and
classification problem. Obtained results demonstrate that the
proposed genetic approach outperform the existing GP-classification
methods [1],[2] and [3], and give a very accepted results compared to
other existing techniques proposed in [4],[5],[6],[7] and [8].
Abstract: This paper focuses on the use of project work as a
pretext for applying the conventions of writing, or the correctness of
mechanics, usage, and sentence formation, in a content-based class in
a Rajabhat University. Its aim was to explore to what extent the
student teachers’ academic achievement of the basic writing features
against the 70% attainment target after the use of project is. The
organization of work around an agreed theme in which the students
reproduce language provided by texts and instructors is expected to
enhance students’ correct writing conventions. The sample of the
study comprised of 38 fourth-year English major students. The data
was collected by means of achievement test and student writing
works. The scores in the summative achievement test were analyzed
by mean score, standard deviation, and percentage. It was found that
the student teachers do more achieve of practicing mechanics and
usage, and less in sentence formation. The students benefited from
the exposure to texts during conducting the project; however, their
automaticity of how and when to form phrases and clauses into
simple/complex sentences had room for improvement.
Abstract: We present an implementation of an Online Exhibition System (OES) web service(s) that reflects our experiences with using web service development packages and software process models. The system provides major functionality that exists in similar packages. While developing such a complex web service, we gained insightful experience (i) in the traditional software development processes: waterfall model and evolutionary development and their fitness to web services development, (ii) in the fitness and effectiveness of a major web services development kit.
Abstract: Transmission network expansion planning (TNEP) is a basic part of power system planning that determines where, when and how many new transmission lines should be added to the network. Up till now, various methods have been presented to solve the static transmission network expansion planning (STNEP) problem. But in all of these methods, lines adequacy rate has not been considered at the end of planning horizon, i.e., expanded network misses adequacy after some times and needs to be expanded again. In this paper, expansion planning has been implemented by merging lines loading parameter in the STNEP and inserting investment cost into the fitness function constraints using genetic algorithm. Expanded network will possess a maximum adequacy to provide load demand and also the transmission lines overloaded later. Finally, adequacy index could be defined and used to compare some designs that have different investment costs and adequacy rates. In this paper, the proposed idea has been tested on the Garvers network. The results show that the network will possess maximum efficiency economically.
Abstract: Realistic 3D face model is more precise in representing
pose, illumination, and expression of face than 2D face model so that it
can be utilized usefully in various applications such as face recognition,
games, avatars, animations, and etc.
In this paper, we propose a 3D face modeling method based on 3D
dense morphable shape model. The proposed 3D modeling method
first constructs a 3D dense morphable shape model from 3D face scan
data obtained using a 3D scanner. Next, the proposed method extracts
and matches facial landmarks from 2D image sequence containing a
face to be modeled, and then reconstructs 3D vertices coordinates of
the landmarks using a factorization-based SfM technique. Then, the
proposed method obtains a 3D dense shape model of the face to be
modeled by fitting the constructed 3D dense morphable shape model
into the reconstructed 3D vertices. Also, the proposed method makes a
cylindrical texture map using 2D face image sequence. Finally, the
proposed method generates a 3D face model by rendering the 3D dense
face shape model using the cylindrical texture map. Through building
processes of 3D face model by the proposed method, it is shown that
the proposed method is relatively easy, fast and precise.
Abstract: A lot of recent research have spoken on the relation
between the increase of the homocysteinemia and some kinds of
cancer . For that, our study was based on the research of a possible
relation between the increase of the concentration of this amino-acid
in the plasma and the appearance of the disease of the Acute
Lymphoblastic Leukaemia in a part of Algerian children with Berber
origin in the East of Algeria . The study has done on 47 ill persons
with an average age of (09±06 ) years , with whom the disease has
diagnosed by blood and marrow examination in the hospital of blood
diseases in the CHU of Batna, and on 194 healthy witnesses of the
same age. The two groups were benefited by a dosage of the
concentration of the homocysteine vitamin B9 ,vitamin B12 , and
also of the study of special polymorphisms of indispensable enzymes
in the metabolism of this acid , and that by the use of the method (
Light cycler ) Real time PCR , on the following enzymes : MS (
C2756G ), MSR ( A66G ) ,MTHFR1 ( C677T ) and MTHFR2
(A1298C). The obtained results have revealed that the rate of the
homozygote muted genotype is the less frequent in the two groups ,
and that exist at list one genotype of each enzyme in the ill group and
in which the percentage exceed with remarkable way the same
genotype in the healthy group and we notice specially the muted
genotype GG of -the methionine synthetase-and the form TT of the
enzyme – methyline tetra hydrofolate reductase – We notice the
existence of considerable number of genotypes in the ill group lied
with characteristic increase of this Amino-acid ,and that for the
reduction of the biologic activity of these enzymes which become
inefficient in the transfer of the homocysteine into the methionine
and cause the diminution of the biologic activity of these enzymes
and with consequence the reduction of the percentage of methylic
radicals in the DNA of studied genes and that lead to the increase of
the activity and the capacity of transcription , and it-s so probably
that this last one is one of the factors of this disease especially if we
know that the specific check-up of vitamins is normal and similar in
the two groups , which ovoid the hypothesis of the reduction of
vitamins . We notice also that the heterozygote genotype is the less in
the sick category except the MTHFR2. Wild genotype is more
frequent in the witness group except MSR. Even these results are
partials; they open a new way in the genetic diagnosis of this
malicious disease which allow a precocious diagnosis and the use of
an effective and appropriated treatment in the same time.
Abstract: This paper presents a new general technique for analysis of noise in static log-domain translinear circuits. It is demonstrated that employing this technique, leads to a general, simple and routine method of the noise analysis. The circuit has been simulated by HSPICE. The simulation results are seen to conform to the theoretical analysis and shows benefits of the proposed circuit.
Abstract: This paper mainly proposes an efficient modified
particle swarm optimization (MPSO) method, to identify a slidercrank
mechanism driven by a field-oriented PM synchronous motor.
In system identification, we adopt the MPSO method to find
parameters of the slider-crank mechanism. This new algorithm is
added with “distance" term in the traditional PSO-s fitness function to
avoid converging to a local optimum. It is found that the comparisons
of numerical simulations and experimental results prove that the
MPSO identification method for the slider-crank mechanism is
feasible.
Abstract: The leisure boatbuilding industry has tight profit margins that demand that boats are created to a high quality but with low cost. This requirement means reduced design times combined with increased use of design for production can lead to large benefits. The evolutionary nature of the boatbuilding industry can lead to a large usage of previous vessels in new designs. With the increase in automated tools for concurrent engineering within structural design it is important that these tools can reuse this information while subsequently feeding this to designers. The ability to accurately gather this materials and parts data is also a key component to these tools. This paper therefore aims to develop an architecture made up of neural networks and databases to feed information effectively to the designers based on previous design experience.
Abstract: Friction Stir Welding (FSW) is a solid state welding
process invented and patented by The Welding Institute (TWI) in the
United Kingdom in 1991 for butt and lap welding of metals and plastics. This paper highlights the benefits of friction stir welding
process as an energy efficient and a green technology process in the
field of welding. Compared to the other conventional welding processes, its benefits, typical applications and its use in joining
similar and dissimilar materials are also presented.
Abstract: Implementing Information Technology/ Information
System (IT/IS) is critical for every industry as its potential benefits
have been to motivate many industries including the Malaysian
construction industry to invest in it. To successfully implement IT/IS
has become the major concern for every organisation. Identifying the
critical success factors (CSFs) has become the main agenda for
researchers, academicians and practitioners due to the wide number
of failures reported. This research paper seeks to identify the CSFs
that influence the successful implementation of IT/IS in construction
industry in Malaysia. Limited factors relating to people issue will be
highlighted here to showcase some as it becomes one of the major
contributing factors to the failure. Three (3) organisations have
participated in this study. Semi-structured interviews are employed as
they offer sufficient flexibility to ensure that all relevant factors are
covered. Several key issues contributing to successful
implementations of IT/IS are identified. The results of this study
reveal that top management support, communication, user
involvement, IT staff roles and responsibility, training/skills, leader/
IT Leader, organisation culture, knowledge/ experience, motivation,
awareness, focus and ambition, satisfaction, teamwork/ collaboration,
willingness to change, attitude, commitment, management style,
interest in IT, employee behaviour towards collaborative
environment, trust, interpersonal relationship, personal characteristic
and competencies are significantly associated with the successful
implementations of IT/IS. It is anticipated that this study will create
awareness and contribute to a better understanding amongst
construction industry players and will assist them to successfully
implement IT/IS.