Abstract: In recent years, copulas have become very popular in
financial research and actuarial science as they are more flexible in
modelling the co-movements and relationships of risk factors as compared
to the conventional linear correlation coefficient by Pearson.
However, a precise estimation of the copula parameters is vital in
order to correctly capture the (possibly nonlinear) dependence structure
and joint tail events. In this study, we employ two optimization
heuristics, namely Differential Evolution and Threshold Accepting to
tackle the parameter estimation of multivariate t distribution models
in the EML approach. Since the evolutionary optimizer does not rely
on gradient search, the EML approach can be applied to estimation of
more complicated copula models such as high-dimensional copulas.
Our experimental study shows that the proposed method provides
more robust and more accurate estimates as compared to the IFM
approach.
Abstract: Because of the global warming and the rising sea level, residents living in southwestern coastland, Taiwan are faced with the submerged land and may move to higher elevation area. It is desirable to discuss the key consideration factor for selecting the migration location under five dimensions of ಯ security”, “health”, “convenience”, “comfort” and “socio-economic” based on the document reviews. This paper uses the Structural Equation Modeling (SEM) and the questionnaire survey. The analysis results show that the convenience is the most key factor for residents in Taiwan.
Abstract: We proposed a technique to identify road traffic
congestion levels from velocity of mobile sensors with high accuracy
and consistent with motorists- judgments. The data collection utilized
a GPS device, a webcam, and an opinion survey. Human perceptions
were used to rate the traffic congestion levels into three levels: light,
heavy, and jam. Then the ratings and velocity were fed into a
decision tree learning model (J48). We successfully extracted vehicle
movement patterns to feed into the learning model using a sliding
windows technique. The parameters capturing the vehicle moving
patterns and the windows size were heuristically optimized. The
model achieved accuracy as high as 99.68%. By implementing the
model on the existing traffic report systems, the reports will cover
comprehensive areas. The proposed method can be applied to any
parts of the world.
Abstract: Quality control charts are very effective in detecting
out of control signals but when a control chart signals an out of
control condition of the process mean, searching for a special cause
in the vicinity of the signal time would not always lead to prompt
identification of the source(s) of the out of control condition as the
change point in the process parameter(s) is usually different from the
signal time. It is very important to manufacturer to determine at what
point and which parameters in the past caused the signal. Early
warning of process change would expedite the search for the special
causes and enhance quality at lower cost. In this paper the quality
variables under investigation are assumed to follow a multivariate
normal distribution with known means and variance-covariance
matrix and the process means after one step change remain at the new
level until the special cause is being identified and removed, also it is
supposed that only one variable could be changed at the same time.
This research applies artificial neural network (ANN) to identify the
time the change occurred and the parameter which caused the change
or shift. The performance of the approach was assessed through a
computer simulation experiment. The results show that neural
network performs effectively and equally well for the whole shift
magnitude which has been considered.
Abstract: Clean air in subway station is important to passengers. The Platform Screen Doors (PSDs) can improve indoor air quality in the subway station; however the air quality in the subway tunnel is degraded. The subway tunnel has high CO2 concentration and indoor particulate matter (PM) value. The Indoor Air Quality (IAQ) level in subway environment degrades by increasing the frequency of the train operation and the number of the train. The ventilation systems of the subway tunnel need improvements to have better air-quality. Numerical analyses might be effective tools to analyze the performance of subway twin-track tunnel ventilation systems. An existing subway twin-track tunnel in the metropolitan Seoul subway system is chosen for the numerical simulations. The ANSYS CFX software is used for unsteady computations of the airflow inside the twin-track tunnel when the train moves. The airflow inside the tunnel is simulated when one train runs and two trains run at the same time in the tunnel. The piston-effect inside the tunnel is analyzed when all shafts function as the natural ventilation shaft. The supplied air through the shafts is mixed with the pollutant air in the tunnel. The pollutant air is exhausted by the mechanical ventilation shafts. The supplied and discharged airs are balanced when only one train runs in the twin-track tunnel. The pollutant air in the tunnel is high when two trains run simultaneously in opposite direction and all shafts functioned as the natural shaft cases when there are no electrical power supplies in the shafts. The remained pollutant air inside the tunnel enters into the station platform when the doors are opened.
Abstract: The role of entrepreneurs in generating the economy is
very important. Thus, nurturing entrepreneurship skills among
society is very crucial and should start from the early age. One of the
methods is to teach through game such as board game. Game
provides a fun and interactive platform for players to learn and play.
Besides that as today-s world is moving towards Islamic approach in
terms of finance, banking and entertainment but Islamic based game
is still hard to find in the market especially games on
entrepreneurship. Therefore, there is a gap in this segment that can be
filled by learning entrepreneurship through game. The objective of
this paper is to develop an entrepreneurship digital-based game
entitled “Catur Bistari" that is based on Islamic business approach.
Knowledge and skill of entrepreneurship and Islamic business
approach will be learned through the tasks that are incorporated
inside the game.
Abstract: Overcurrent (OC) relays are the major protection
devices in a distribution system. The operating time of the OC relays
are to be coordinated properly to avoid the mal-operation of the
backup relays. The OC relay time coordination in ring fed
distribution networks is a highly constrained optimization problem
which can be stated as a linear programming problem (LPP). The
purpose is to find an optimum relay setting to minimize the time of
operation of relays and at the same time, to keep the relays properly
coordinated to avoid the mal-operation of relays.
This paper presents two phase simplex method for optimum time
coordination of OC relays. The method is based on the simplex
algorithm which is used to find optimum solution of LPP. The
method introduces artificial variables to get an initial basic feasible
solution (IBFS). Artificial variables are removed using iterative
process of first phase which minimizes the auxiliary objective
function. The second phase minimizes the original objective function
and gives the optimum time coordination of OC relays.
Abstract: We present a new method for the fully automatic 3D
reconstruction of the coronary artery centerlines, using two X-ray
angiogram projection images from a single rotating monoplane
acquisition system. During the first stage, the input images are
smoothed using curve evolution techniques. Next, a simple yet
efficient multiscale method, based on the information of the Hessian
matrix, for the enhancement of the vascular structure is introduced.
Hysteresis thresholding using different image quantiles, is used to
threshold the arteries. This stage is followed by a thinning procedure
to extract the centerlines. The resulting skeleton image is then pruned
using morphological and pattern recognition techniques to remove
non-vessel like structures. Finally, edge-based stereo correspondence
is solved using a parallel evolutionary optimization method based on
f symbiosis. The detected 2D centerlines combined with disparity
map information allow the reconstruction of the 3D vessel
centerlines. The proposed method has been evaluated on patient data
sets for evaluation purposes.
Abstract: IP multicasting is a key technology for many existing and emerging applications on the Internet. Furthermore, with increasing popularity of wireless devices and mobile equipment, it is necessary to determine the best way to provide this service in a wireless environment. IETF Mobile IP, that provides mobility for hosts in IP networks, proposes two approaches for mobile multicasting, namely, remote subscription (MIP-RS) and bi-directional tunneling (MIP-BT). In MIP-RS, a mobile host re-subscribes to the multicast groups each time it moves to a new foreign network. MIP-RS suffers from serious packet losses while mobile host handoff occurs. In MIP-BT, mobile hosts send and receive multicast packets by way of their home agents (HAs), using Mobile IP tunnels. Therefore, it suffers from inefficient routing and wastage of system resources. In this paper, we propose a protocol called Mobile Multicast support using Old Foreign Agent (MMOFA) for Mobile Hosts. MMOFA is derived from MIP-RS and with the assistance of Mobile host's Old foreign agent, routes the missing datagrams due to handoff in adjacent network via tunneling. Also, we studied the performance of the proposed protocol by simulation under ns-2.27. The results demonstrate that MMOFA has optimal routing efficiency and low delivery cost, as compared to other approaches.
Abstract: The principle of frequency and amplitude measurement of a vibrating object in water using ultrasonic speckle technique is presented in this paper. Compared with other traditional techniques, the ultrasonic speckle technique can be applied to vibration measurement of a nonmetal object with rough surface in water in a noncontact way. The relationship between speckle movement and object movement was analyzed. Based on this study, an ultrasonic speckle measurement system was set up. With this system the frequency and amplitude of an underwater vibrating cantilever beam was detected. The result shows that the experimental data is in good agreement with the calibrating data.
Abstract: A filter is used to remove undesirable frequency information from a dynamic signal. This paper shows that the Znotch filter filtering technique can be applied to remove the noise nuisance from a machining signal. In machining, the noise components were identified from the sound produced by the operation of machine components itself such as hydraulic system, motor, machine environment and etc. By correlating the noise components with the measured machining signal, the interested components of the measured machining signal which was less interfered by the noise, can be extracted. Thus, the filtered signal is more reliable to be analysed in terms of noise content compared to the unfiltered signal. Significantly, the I-kaz method i.e. comprises of three dimensional graphical representation and I-kaz coefficient, Z∞ could differentiate between the filtered and the unfiltered signal. The bigger space of scattering and the higher value of Z∞ demonstrated that the signal was highly interrupted by noise. This method can be utilised as a proactive tool in evaluating the noise content in a signal. The evaluation of noise content is very important as well as the elimination especially for machining operation fault diagnosis purpose. The Z-notch filtering technique was reliable in extracting noise component from the measured machining signal with high efficiency. Even though the measured signal was exposed to high noise disruption, the signal generated from the interaction between cutting tool and work piece still can be acquired. Therefore, the interruption of noise that could change the original signal feature and consequently can deteriorate the useful sensory information can be eliminated.
Abstract: MC (Management Control)& IC (Internal Control) – what is the relationship? (an empirical study into the definitions between MC and IC) based on the wider considerations of Internal Control and Management Control terms, attention is focused not only on the financial aspects but also more on the soft aspects of the business, such as culture, behaviour, standards and values. The limited considerations of Management Control are focused mainly in the hard, financial aspects of business operation. The definitions of Management Control and Internal Control are often used interchangeably and the results of this empirical study reveal that Management Control is part of Internal Control, there is no causal link between the two concepts. Based on the interpretation of the respondents, the term Management Control has moved from a broad term to a more limited term with the soft aspects of the influencing of behaviour, performance measurements, incentives and culture. This paper is an exploratory study based on qualitative research and on a qualitative matrix method analysis of the thematic definition of the terms Management Control and Internal Control.
Abstract: A reliability, availability and maintainability (RAM) model has been built for acid gas removal plant for system analysis that will play an important role in any process modifications, if required, for achieving its optimum performance. Due to the complexity of the plant, the model was based on a Reliability Block Diagram (RBD) with a Monte Carlo simulation engine. The model has been validated against actual plant data as well as local expert opinions, resulting in an acceptable simulation model. The results from the model showed that the operation and maintenance can be further improved, resulting in reduction of the annual production loss.
Abstract: A novel sponge submerged membrane bioreactor
(SSMBR) was developed to effectively remove organics and
nutrients from wastewater. Sponge is introduced within the SSMBR
as a medium for the attached growth of biomass. This paper evaluates
the effects of new and acclimatized sponges for dissolved organic
carbon (DOC) removal from wastewater at different mixed liquor
suspended solids- (MLSS) concentration of the sludge. It was
observed in a series of experimental studies that the acclimatized
sponge performed better than the new sponge whilst the optimum
DOC removal could be achieved at 10g/L of MLSS with the
acclimatized sponge. Moreover, the paper analyses the relationships
between the MLSSsponge/MLSSsludge and the DOC removal efficiency
of SSMBR. The results showed a non-linear relationship between the
biomass parameters of the sponge and the sludge, and the DOC
removal efficiency of SSMBR. A second-order polynomial function
could reasonably represent these relationships.
Abstract: In order to improve control performance and eliminate steady, a coupling compensation for 6-DOF parallel robot is presented. Taking dynamic load Tank Simulator as the research object, this paper analyzes the coupling of 6-DOC parallel robot considering the degree of freedom of the 6-DOF parallel manipulator. The coupling angle and coupling velocity are derived based on inverse kinematics model. It uses the mechanism-model combined method which takes practical moving track that considering the performance of motion controller and motor as its input to make the study. Experimental results show that the coupling compensation improves motion stability as well as accuracy. Besides, it decreases the dither amplitude of dynamic load Tank Simulator.
Abstract: The social force model which belongs to the
microscopic pedestrian studies has been considered as the supremacy
by many researchers and due to the main feature of reproducing the
self-organized phenomena resulted from pedestrian dynamic. The
Preferred Force which is a measurement of pedestrian-s motivation to
adapt his actual velocity to his desired velocity is an essential term on
which the model was set up. This Force has gone through stages of
development: first of all, Helbing and Molnar (1995) have modeled
the original force for the normal situation. Second, Helbing and his
co-workers (2000) have incorporated the panic situation into this
force by incorporating the panic parameter to account for the panic
situations. Third, Lakoba and Kaup (2005) have provided the
pedestrians some kind of intelligence by incorporating aspects of the
decision-making capability. In this paper, the authors analyze the
most important incorporations into the model regarding the preferred
force. They make comparisons between the different factors of these
incorporations. Furthermore, to enhance the decision-making ability
of the pedestrians, they introduce additional features such as the
familiarity factor to the preferred force to let it appear more
representative of what actually happens in reality.
Abstract: In this paper, novel techniques in increasing the accuracy
and speed of convergence of a Feed forward Back propagation
Artificial Neural Network (FFBPNN) with polynomial activation
function reported in literature is presented. These technique was
subsequently used to determine the coefficients of Autoregressive
Moving Average (ARMA) and Autoregressive (AR) system. The
results obtained by introducing sequential and batch method of weight
initialization, batch method of weight and coefficient update, adaptive
momentum and learning rate technique gives more accurate result
and significant reduction in convergence time when compared t the
traditional method of back propagation algorithm, thereby making
FFBPNN an appropriate technique for online ARMA coefficient
determination.
Abstract: Failure in mastery of motor skills proficiency during
childhood has been seen as a detrimental factor for children to be
physically active. Lack of motor skills proficiency tends to reduce
children’s competency and confidence level to participate in physical
activity. As a consequence of less participation in physical activity,
children will turn to be overweight and obese. It has been suggested
that children who master motor skill proficiency will be more
involved in physical activity thus preventing them from being
overweight. Obesity has become a serious childhood health issues
worldwide. Previous studies have found that children who were
overweight and obese were generally less active however these
studies focused on one gender. This study aims to compare motor
skill proficiency of underweight, normal-weight, overweight and
obese young boys as well as to determine the relationship between
motor skills proficiency and body composition. 112 boys aged
between 8 to 10 years old participated in this study. Participants were
assigned to four groups; underweight, normal-weight, overweight and
obese using BMI-age percentile chart for children. Bruininks-
Oseretsky Test Second Edition-Short Form was administered to
assess their motor skill proficiency. Meanwhile, body composition
was determined by the skinfold thickness measurement. Result
indicated that underweight and normal children were superior in
motor skills proficiency compared to overweight and obese children
(p < 0.05). A significant strong inverse correlation between motor
skills proficiency and body composition (r = -0.849) is noted. The
findings of this study could be explained by non-contributory mass
that carried by overweight and obese children leads to biomechanical
movement inefficiency which will become detrimental to motor skills
proficiency. It can be concluded that motor skills proficiency is
inversely correlated with body composition.
Abstract: The Platform Screen Doors improve Indoor Air Quality
(IAQ) in the subway station; however, and the air quality is degraded
in the subway tunnel. CO2 concentration and indoor particulate matter
value are high in the tunnel. The IAQ level in subway tunnel degrades
by increasing the train movements. Air-curtain installation reduces
dusts, particles and moving toxic smokes and permits traffic by
generating virtual wall. The ventilation systems of the subway tunnel
need improvements to have better air-quality. Numerical analyses
might be effective tools analyze the flowfield inside the air-curtain
installed subway tunnel. The ANSYS CFX software is used for steady
computations of the airflow inside the tunnel. The single-track subway
tunnel has the natural shaft, the mechanical shaft, and the PSDs
installed stations. The height and width of the tunnel are 6.0 m and 4.0
m respectively. The tunnel is 400 m long and the air-curtain is installed
at the top of the tunnel. The thickness and the width of the air-curtain
are 0.08 m and 4 m respectively. The velocity of the air-curtain
changes between 20 - 30 m/s. Three cases are analyzed depending on
the installing location of the air-curtain. The discharged-air through
the natural shafts increases as the velocity of the air-curtain increases
when the air-curtain is installed between the mechanical and the
natural shafts. The pollutant-air is exhausted by the mechanical and the
natural shafts and remained air is pushed toward tunnel end. The
discharged-air through the natural shaft is low when the air-curtain
installed before the natural shaft. The mass flow rate decreases in the
tunnel after the mechanical shaft as the air-curtain velocity increases.
The computational results of the air-curtain installed tunnel become
basis for the optimum design study. The air-curtain installing location
is chosen between the mechanical and the natural shafts. The velocity
of the air-curtain is fixed as 25 m/s. The thickness and the blowing
angles of the air-curtain are the design variables for the optimum
design study. The object function of the design optimization is
maximizing the discharged air through the natural shaft.
Abstract: The paper presents a novel idea to control computer
mouse cursor movement with human eyes. In this paper, a working
of the product has been described as to how it helps the special
people share their knowledge with the world. Number of traditional
techniques such as Head and Eye Movement Tracking Systems etc.
exist for cursor control by making use of image processing in which
light is the primary source. Electro-oculography (EOG) is a new
technology to sense eye signals with which the mouse cursor can be
controlled. The signals captured using sensors, are first amplified,
then noise is removed and then digitized, before being transferred to
PC for software interfacing.