Stock Market Integration Measurement: Investigation of Malaysia and Singapore Stock Markets

This paper tests the level of market integration between Malaysia and Singapore stock markets with the world market. Kalman Filter (KF) methodology is used on the International Capital Asset Pricing Model (ICAPM) and the pricing errors estimated within the framework of ICAPM are used as a measure of market integration or segmentation. The advantage of the KF technique is that it allows for time-varying coefficients in estimating ICAPM and hence able to capture the varying degree of market integration. Empirical results show clear evidence of varying degree of market integration for both case of Malaysia and Singapore. Furthermore, the results show that the changes in the level of market integration are found to coincide with certain economic events that have taken placed. The findings certainly provide evidence on the practicability of the KF technique to estimate stock markets integration. In the comparison between Malaysia and Singapore stock market, the result shows that the trends of the market integration indices for Malaysia and Singapore look similar through time but the magnitude is notably different with the Malaysia stock market showing greater degree of market integration. Finally, significant evidence of varying degree of market integration shows the inappropriate use of OLS in estimating the level of market integration.

LFC Design of a Deregulated Power System with TCPS Using PSO

In the LFC problem, the interconnections among some areas are the input of disturbances, and therefore, it is important to suppress the disturbances by the coordination of governor systems. In contrast, tie-line power flow control by TCPS located between two areas makes it possible to stabilize the system frequency oscillations positively through interconnection, which is also expected to provide a new ancillary service for the further power systems. Thus, a control strategy using controlling the phase angle of TCPS is proposed for provide active control facility of system frequency in this paper. Also, the optimum adjustment of PID controller's parameters in a robust way under bilateral contracted scenario following the large step load demands and disturbances with and without TCPS are investigated by Particle Swarm Optimization (PSO), that has a strong ability to find the most optimistic results. This newly developed control strategy combines the advantage of PSO and TCPS and has simple stricture that is easy to implement and tune. To demonstrate the effectiveness of the proposed control strategy a three-area restructured power system is considered as a test system under different operating conditions and system nonlinearities. Analysis reveals that the TCPS is quite capable of suppressing the frequency and tie-line power oscillations effectively as compared to that obtained without TCPS for a wide range of plant parameter changes, area load demands and disturbances even in the presence of system nonlinearities.

Dynamic Variational Multiscale LES of Bluff Body Flows on Unstructured Grids

The effects of dynamic subgrid scale (SGS) models are investigated in variational multiscale (VMS) LES simulations of bluff body flows. The spatial discretization is based on a mixed finite element/finite volume formulation on unstructured grids. In the VMS approach used in this work, the separation between the largest and the smallest resolved scales is obtained through a variational projection operator and a finite volume cell agglomeration. The dynamic version of Smagorinsky and WALE SGS models are used to account for the effects of the unresolved scales. In the VMS approach, these effects are only modeled in the smallest resolved scales. The dynamic VMS-LES approach is applied to the simulation of the flow around a circular cylinder at Reynolds numbers 3900 and 20000 and to the flow around a square cylinder at Reynolds numbers 22000 and 175000. It is observed as in previous studies that the dynamic SGS procedure has a smaller impact on the results within the VMS approach than in LES. But improvements are demonstrated for important feature like recirculating part of the flow. The global prediction is improved for a small computational extra cost.

Detection and Quantification of Ozone in Screen Printing Facilities

Most often the contaminants are not taken seriously into consideration, and this behavior comes out directly from the lack of monitoring and professional reporting about pollution in the printing facilities in Serbia. The goal of planned and systematic ozone measurements in ambient air of the screen printing facilities in Novi Sad is to examine of its impact on the employees health, and to track trends in concentration. In this study, ozone concentrations were determined by using discontinuous and continuous method during the automatic and manual screen printing process. Obtained results indicates that the average concentrations of ozone measured during the automatic process were almost 3 to 28 times higher for discontinuous and 10 times higher for continuous method (1.028 ppm) compared to the values prescribed by OSHA. In the manual process, average concentrations of ozone were within prescribed values for discontinuous and almost 3 times higher for continuous method (0.299 ppm).

Analysis of Linear Equalizers for Cooperative Multi-User MIMO Based Reporting System

In this paper, we consider a multi user multiple input multiple output (MU-MIMO) based cooperative reporting system for cognitive radio network. In the reporting network, the secondary users forward the primary user data to the common fusion center (FC). The FC is equipped with linear equalizers and an energy detector to make the decision about the spectrum. The primary user data are considered to be a digital video broadcasting - terrestrial (DVB-T) signal. The sensing channel and the reporting channel are assumed to be an additive white Gaussian noise and an independent identically distributed Raleigh fading respectively. We analyzed the detection probability of MU-MIMO system with linear equalizers and arrived at the closed form expression for average detection probability. Also the system performance is investigated under various MIMO scenarios through Monte Carlo simulations.

Speckle Reducing Contourlet Transform for Medical Ultrasound Images

Speckle noise affects all coherent imaging systems including medical ultrasound. In medical images, noise suppression is a particularly delicate and difficult task. A tradeoff between noise reduction and the preservation of actual image features has to be made in a way that enhances the diagnostically relevant image content. Even though wavelets have been extensively used for denoising speckle images, we have found that denoising using contourlets gives much better performance in terms of SNR, PSNR, MSE, variance and correlation coefficient. The objective of the paper is to determine the number of levels of Laplacian pyramidal decomposition, the number of directional decompositions to perform on each pyramidal level and thresholding schemes which yields optimal despeckling of medical ultrasound images, in particular. The proposed method consists of the log transformed original ultrasound image being subjected to contourlet transform, to obtain contourlet coefficients. The transformed image is denoised by applying thresholding techniques on individual band pass sub bands using a Bayes shrinkage rule. We quantify the achieved performance improvement.

Analysis and Design of a Novel Active Soft Switched Phase-Shifted Full Bridge Converter

This paper proposes an active soft-switching circuit for bridge converters aiming to improve the power conversion efficiency. The proposed circuit achieves loss-less switching for both main and auxiliary switches without increasing the main switch current/voltage rating. A winding coupled to the primary of power transformer ensures ZCS for the auxiliary switches during their turn-off. A 350 W, 100 kHz phase shifted full bridge (PSFB) converter is built to validate the analysis and design. Theoretical loss calculations for proposed circuit is presented. The proposed circuit is compared with passive soft switched PSFB in terms of efficiency and loss in duty cycle.

A New Heuristic Approach for Optimal Network Reconfiguration in Distribution Systems

This paper presents a novel approach for optimal reconfiguration of radial distribution systems. Optimal reconfiguration involves the selection of the best set of branches to be opened, one each from each loop, such that the resulting radial distribution system gets the desired performance. In this paper an algorithm is proposed based on simple heuristic rules and identified an effective switch status configuration of distribution system for the minimum loss reduction. This proposed algorithm consists of two parts; one is to determine the best switching combinations in all loops with minimum computational effort and the other is simple optimum power loss calculation of the best switching combination found in part one by load flows. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on 33-bus system. The results show that the performance of the proposed method is better than that of the other methods.

Titania and Cu-Titania Composite Layer on Graphite Substrate as Negative Electrode for Li-Ion Battery

This research study the application of the immobilized TiO2 layer and Cu-TiO2 layer on graphite substrate as a negative electrode or anode for Li-ion battery. The titania layer was produced through chemical bath deposition method, meanwhile Cu particles were deposited electrochemically. A material can be used as an electrode as it has capability to intercalates Li ions into its crystal structure. The Li intercalation into TiO2/Graphite and Cu- TiO2/Graphite were analyzed from the changes of its XRD pattern after it was used as electrode during discharging process. The XRD patterns were refined by Le Bail method in order to determine the crystal structure of the prepared materials. A specific capacity and the cycle ability measurement were carried out to study the performance of the prepared materials as negative electrode of the Li-ion battery. The specific capacity was measured during discharging process from fully charged until the cut off voltage. A 300 was used as a load. The result shows that the specific capacity of Li-ion battery with TiO2/Graphite as negative electrode is 230.87 ± 1.70mAh.g-1 which is higher than the specific capacity of Li-ion battery with pure graphite as negative electrode, i.e 140.75 ±0.46mAh.g-1. Meanwhile deposition of Cu onto TiO2 layer does not increase the specific capacity, and the value even lower than the battery with TiO2/Graphite as electrode. The cycle ability of the prepared battery is only two cycles, due to the Li ribbon which was used as cathode became fragile and easily broken.

Banach Lattices with Weak Dunford-Pettis Property

We introduce and study the class of weak almost Dunford-Pettis operators. As an application, we characterize Banach lattices with the weak Dunford-Pettis property. Also, we establish some sufficient conditions for which each weak almost Dunford-Pettis operator is weak Dunford-Pettis. Finally, we derive some interesting results.

Characterization of Corn Cobs from Microwave and Potassium Hydroxide Pretreatment

The complexity of lignocellulosic biomass requires a pretreatment step to improve the yield of fermentable sugars. The efficient pretreatment of corn cobs using microwave and potassium hydroxide and enzymatic hydrolysis was investigated. The objective of this work was to characterize the optimal condition of pretreatment of corn cobs using microwave and potassium hydroxide enhance enzymatic hydrolysis. Corn cobs were submerged in different potassium hydroxide concentration at varies temperature and resident time. The pretreated corn cobs were hydrolyzed to produce the reducing sugar for analysis. The morphology and microstructure of samples were investigated by Thermal gravimetric analysis (TGA, scanning electron microscope (SEM), X-ray diffraction (XRD). The results showed that lignin and hemicellulose were removed by microwave/potassium hydroxide pretreatment. The crystallinity of the pretreated corn cobs was higher than the untreated. This method was compared with autoclave and conventional heating method. The results indicated that microwave-alkali treatment was an efficient way to improve the enzymatic hydrolysis rate by increasing its accessibility hydrolysis enzymes.

Hierarchies Based On the Number of Cooperating Systems of Finite Automata on Four-Dimensional Input Tapes

In theoretical computer science, the Turing machine has played a number of important roles in understanding and exploiting basic concepts and mechanisms in computing and information processing [20]. It is a simple mathematical model of computers [9]. After that, M.Blum and C.Hewitt first proposed two-dimensional automata as a computational model of two-dimensional pattern processing, and investigated their pattern recognition abilities in 1967 [7]. Since then, a lot of researchers in this field have been investigating many properties about automata on a two- or three-dimensional tape. On the other hand, the question of whether processing fourdimensional digital patterns is much more difficult than two- or threedimensional ones is of great interest from the theoretical and practical standpoints. Thus, the study of four-dimensional automata as a computasional model of four-dimensional pattern processing has been meaningful [8]-[19],[21]. This paper introduces a cooperating system of four-dimensional finite automata as one model of four-dimensional automata. A cooperating system of four-dimensional finite automata consists of a finite number of four-dimensional finite automata and a four-dimensional input tape where these finite automata work independently (in parallel). Those finite automata whose input heads scan the same cell of the input tape can communicate with each other, that is, every finite automaton is allowed to know the internal states of other finite automata on the same cell it is scanning at the moment. In this paper, we mainly investigate some accepting powers of a cooperating system of eight- or seven-way four-dimensional finite automata. The seven-way four-dimensional finite automaton is an eight-way four-dimensional finite automaton whose input head can move east, west, south, north, up, down, or in the fu-ture, but not in the past on a four-dimensional input tape.

BIP-Based Alarm Declaration and Clearing in SONET Networks Employing Automatic Protection Switching

The paper examines the performance of bit-interleaved parity (BIP) methods in error rate monitoring, and in declaration and clearing of alarms in those transport networks that employ automatic protection switching (APS). The BIP-based error rate monitoring is attractive for its simplicity and ease of implementation. The BIP-based results are compared with exact results and are found to declare the alarms too late, and to clear the alarms too early. It is concluded that the standards development and systems implementation should take into account the fact of early clearing and late declaration of alarms. The window parameters defining the detection and clearing thresholds should be set so as to build sufficient hysteresis into the system to ensure that BIP-based implementations yield acceptable performance results.

Effect of Superplasticizer and NaOH Molarity on Workability, Compressive Strength and Microstructure Properties of Self-Compacting Geopolymer Concrete

The research investigates the effects of super plasticizer and molarity of sodium hydroxide alkaline solution on the workability, microstructure and compressive strength of self compacting geopolymer concrete (SCGC). SCGC is an improved way of concreting execution that does not require compaction and is made by complete elimination of ordinary Portland cement content. The parameters studied were superplasticizer (SP) dosage and molarity of NaOH solution. SCGC were synthesized from low calcium fly ash, activated by combinations of sodium hydroxide and sodium silicate solutions, and by incorporation of superplasticizer for self compactability. The workability properties such as filling ability, passing ability and resistance to segregation were assessed using slump flow, T-50, V-funnel, L-Box and J-ring test methods. It was found that the essential workability requirements for self compactability according to EFNARC were satisfied. Results showed that the workability and compressive strength improved with the increase in superplasticizer dosage. An increase in strength and a decrease in workability of these concrete samples were observed with the increase in molarity of NaOH solution from 8M to 14M. Improvement of interfacial transition zone (ITZ) and micro structure with the increase of SP and increase of concentration from 8M to 12M were also identified.

The Effects of Sodium Chloride in the Formation of Size and Shape of Gold (Au)Nanoparticles by Microwave-Polyol Method for Mercury Adsorption

Mercury is a natural occurring element and present in various concentrations in the environment. Due to its toxic effects, it is desirable to research mercury sensitive materials to adsorb mercury. This paper describes the preparation of Au nanoparticles for mercury adsorption by using a microwave (MW)-polyol method in the presence of three different Sodium Chloride (NaCl) concentrations (10, 20 and 30 mM). Mixtures of spherical, triangular, octahedral, decahedral particles and 1-D product were obtained using this rapid method. Sizes and shapes was found strongly depend on the concentrations of NaCl. Without NaCl concentration, spherical, triangular plates, octahedral, decahedral nanoparticles and 1D product were produced. At the lower NaCl concentration (10 mM), spherical, octahedral and decahedral nanoparticles were present, while spherical and decahedral nanoparticles were preferentially form by using 20 mM of NaCl concentration. Spherical, triangular plates, octahedral and decahedral nanoparticles were obtained at the highest NaCl concentration (30 mM). The amount of mercury adsorbed using 20 ppm mercury solution is the highest (67.5 %) for NaCl concentration of 30 mM. The high yield of polygonal particles will increase the mercury adsorption. In addition, the adsorption of mercury is also due to the sizes of the particles. The sizes of particles become smaller with increasing NaCl concentrations (size ranges, 5- 16 nm) than those synthesized without addition of NaCl (size ranges 11-32 nm). It is concluded that NaCl concentrations affects the formation of sizes and shapes of Au nanoparticles thus affects the mercury adsorption.

Minimizing of Target Localization Error using Multi-robot System and Particle Filters

In recent years a number of applications with multirobot systems (MRS) is growing in various areas. But their design is in practice often difficult and algorithms are proposed for the theoretical background and do not consider errors and noise in real conditions, so they are not usable in real environment. These errors are visible also in task of target localization enough, when robots try to find and estimate the position of the target by the sensors. Localization of target is possible also with one robot but as it was examined target finding and localization with group of mobile robots can estimate the target position more accurately and faster. The accuracy of target position estimation is made by cooperation of MRS and particle filtering. Advantage of usage the MRS with particle filtering was tested on task of fixed target localization by group of mobile robots.

Optimal Policy for a Deteriorating Inventory Model with Finite Replenishment Rate and with Price Dependant Demand Rate and Cycle Length Dependant Price

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

Deterministic Random Number Generators for Online Applications

Cryptography, Image watermarking and E-banking are filled with apparent oxymora and paradoxes. Random sequences are used as keys to encrypt information to be used as watermark during embedding the watermark and also to extract the watermark during detection. Also, the keys are very much utilized for 24x7x365 banking operations. Therefore a deterministic random sequence is very much useful for online applications. In order to obtain the same random sequence, we need to supply the same seed to the generator. Many researchers have used Deterministic Random Number Generators (DRNGs) for cryptographic applications and Pseudo Noise Random sequences (PNs) for watermarking. Even though, there are some weaknesses in PN due to attacks, the research community used it mostly in digital watermarking. On the other hand, DRNGs have not been widely used in online watermarking due to its computational complexity and non-robustness. Therefore, we have invented a new design of generating DRNG using Pi-series to make it useful for online Cryptographic, Digital watermarking and Banking applications.

The Solar Wall in the Italian Climates

Passive systems were born with the purpose of the greatest exploitation of solar energy in cold climates and high altitudes. They spread themselves until the 80-s all over the world without any attention to the specific climate and the summer behavior; this caused the deactivation of the systems due to a series of problems connected to the summer overheating, the complex management and the rising of the dust. Until today the European regulation limits only the winter consumptions without any attention to the summer behavior but, the recent European EN 15251 underlines the relevance of the indoor comfort, and the necessity of the analytic studies validation by monitoring case studies. In the porpose paper we demonstrate that the solar wall is an efficient system both from thermal comfort and energy saving point of view and it is the most suitable for our temperate climates because it can be used as a passive cooling sistem too. In particular the paper present an experimental and numerical analisys carried out on a case study with nine different solar passive systems in Ancona, Italy. We carried out a detailed study of the lodging provided by the solar wall by the monitoring and the evaluation of the indoor conditions. Analyzing the monitored data, on the base of recognized models of comfort (ISO, ASHRAE, Givoni-s BBCC), is emerged that the solar wall has an optimal behavior in the middle seasons. In winter phase this passive system gives more advantages in terms of energy consumptions than the other systems, because it gives greater heat gain and therefore smaller consumptions. In summer, when outside air temperature return in the mean seasonal value, the indoor comfort is optimal thanks to an efficient transversal ventilation activated from the same wall.

Scrum as the Method Supporting the Implementation of Knowledge Management in an Organization

Many companies have switched their processes to project-oriented in the last years. This brings new possibilities and effectiveness not only in the field of external processes connected with the product delivery but also the internal processes as well. However centralized project organization which is based on the role of project manager in the team has proved insufficient in some cases. Agile methods of project organization are trying to solve this problem by bringing new view on the project organization, roles, processes and competences. Scrum is one of these methods which builds on the principles of knowledge management to drive the project to effectiveness from all view angles. Using this method to organize internal and delivery projects helps the organization to create and share knowledge throughout the company. It also supports forming unique competences of individuals and project teams and drives innovations in the company.