EML-Estimation of Multivariate t Copulas with Heuristic Optimization

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.

Effect of Different Fertilization Methods on Soil Biological Indexes

Fertilization plays an important role in crop growth and soil improvement. This study was conducted to determine the best fertilization system for wheat production. Experiments were arranged in a complete block design with three replications in two years. Main plots consisted of six methods of fertilization including (N1): farmyard manure; (N2): compost; (N3): chemical fertilizers; (N4): farmyard manure + compost; (N5): farmyard manure + compost + chemical fertilizers and (N6): control were arranged in sub plots. The addition of compost or farm yard manure significantly increased the soil microbial biomass carbon in comparison to the chemical fertilizer. The dehydrogenase, phosphatase and urease activities in the N3 treatment were significantly lower than in the farm yard manure and compost treatments.

Compact Slotted Broadband Antenna for Wireless Applications

This paper presents the theoretical investigation of a slotted patch antenna. The main objective of proposed work is to obtain a large bandwidth antenna with reduced size. The antenna has a compact size of 21.1mm x 20.25mm x 8.5mm. Two designs with minor variation are studied which provide wide impedance bandwidths of 24.056% and 25.63% respectively with the use of parasitic elements when excited by a probe feed. The advantages of this configuration are its compact size and the wide range of frequencies covered. A parametric study is also conducted to investigate the characteristics of the antenna under different conditions. The measured return loss and radiation pattern indicate the suitability of this design for WLAN applications, namely, Wi- Max, 802.11a/b/g and ISM bands.

Consideration Factors of Moving to a New Destination for Coastland Residents Under Global Warming

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. 

The National Energy Strategy for Saudi Arabia

In this paper, we present a technical and an economic assessment of several sources of renewable energy in Saudi Arabia; mainly solar, wind, hydro and biomass. We analyze the environmental and climatic conditions in relation to these sources and give an overview of some of the existing clean energy technologies. Using standardized cost and efficiency data, we carry out a cost benefit analysis to understand the economic factors influencing the sustainability of energy production from renewable sources in light of the energy cost and demand in the Saudi market. Finally, we take a look at the Saudi petroleum industry and the existing sources of conventional energy and assess the potential of building a successful market for renewable energy under the constraints imposed by the flow of subsidized cheap oil. We show that while some renewable energy resources are well suited for distributed or grid connected generation in the kingdom, their viability is greatly undercut by the well developed and well capitalized oil industry.

The Investigation of Motor Cooling Performance

This study experimentally and numerically investigates motor cooling performance. The motor consists of a centrifugal fan, two axial fans, a shaft, a stator, a rotor and a heat exchanger with 637 cooling tubes. The pressure rise-flow rate (P-Q) performance curves of the cooling fans at 1800 rpm are tested using a test apparatus complying with the Chinese National Standard (CNS) 2726. Compared with the experimental measurements, the numerical analysis results show that the P-Q performance curves of the axial fan and centrifugal fan can be estimated within about 2% and 6%, respectively. By using the simplified model, setting up the heat exchanger and stator as porous media, the flow field in the motor is calculated. By using the results of the flow field near the rotor and stator, and subjecting the heat generation rate as a boundary condition, the temperature distributions of the stator and rotor are also calculated. The simulation results show that the calculated temperature of the stator winding near the axial fans is lower by about 5% than the measured value, and the calculated temperature of the stator core located at the center of the stator is about 1% higher than the measured value. Besides, discussion is made to improve the motor cooling performance.

Spatial Correlation Analysis between Climate Factors and Plant Production in Asia

Using 1km grid datasets representing monthly mean precipitation, monthly mean temperature, and dry matter production (DMP), we considered the regional plant production ability in Southeast and South Asia, and also employed pixel-by-pixel correlation analysis to assess the intensity of relation between climate factors and plant production. While annual DMP in South Asia was approximately less than 2,000kg, the one in most part of Southeast Asia exceeded 2,500 - 3,000kg. It suggested that plant production in Southeast Asia was superior to South Asia, however, Rain-Use Efficiency (RUE) representing dry matter production per 1mm precipitation showed that inland of Indochina Peninsula and India were higher than islands in Southeast Asia. By the results of correlation analysis between climate factors and DMP, while the area in most parts of Indochina Peninsula indicated negative correlation coefficients between DMP and precipitation or temperature, the area in Malay Peninsula and islands showed negative correlation to precipitation and positive one to temperature, and most part of India dominating South Asia showed positive to precipitation and negative to temperature. In addition, the areas where the correlation coefficients exceeded |0.8| were regarded as “susceptible" to climate factors, and the areas smaller than |0.2| were “insusceptible". By following the discrimination, the map implying expected impacts by climate change was provided.

Performance Study on Audio Codec and Session Transfer of Open Source VoIP applications

Voice over Internet Protocol (VoIP) application or commonly known as softphone has been developing an increasingly large market in today-s telecommunication world and the trend is expected to continue with the enhancement of additional features. This includes leveraging on the existing presence services, location and contextual information to enable more ubiquitous and seamless communications. In this paper, we discuss the concept of seamless session transfer for real-time application such as VoIP and IPTV, and our prototype implementation of such concept on a selected open source VoIP application. The first part of this paper is about conducting performance evaluation and assessments across some commonly found open source VoIP applications that are Ekiga, Kphone, Linphone and Twinkle so as to identify one of them for implementing our design of seamless session transfer. Subjective testing has been carried out to evaluate the audio performance on these VoIP applications and rank them according to their Mean Opinion Score (MOS) results. The second part of this paper is to discuss on the performance evaluations of our prototype implementation of session transfer using Linphone.

A Comparative Study of Page Ranking Algorithms for Information Retrieval

This paper gives an introduction to Web mining, then describes Web Structure mining in detail, and explores the data structure used by the Web. This paper also explores different Page Rank algorithms and compare those algorithms used for Information Retrieval. In Web Mining, the basics of Web mining and the Web mining categories are explained. Different Page Rank based algorithms like PageRank (PR), WPR (Weighted PageRank), HITS (Hyperlink-Induced Topic Search), DistanceRank and DirichletRank algorithms are discussed and compared. PageRanks are calculated for PageRank and Weighted PageRank algorithms for a given hyperlink structure. Simulation Program is developed for PageRank algorithm because PageRank is the only ranking algorithm implemented in the search engine (Google). The outputs are shown in a table and chart format.

A Robust Watermarking using Blind Source Separation

In this paper, we present a robust and secure algorithm for watermarking, the watermark is first transformed into the frequency domain using the discrete wavelet transform (DWT). Then the entire DWT coefficient except the LL (Band) discarded, these coefficients are permuted and encrypted by specific mixing. The encrypted coefficients are inserted into the most significant spectral components of the stego-image using a chaotic system. This technique makes our watermark non-vulnerable to the attack (like compression, and geometric distortion) of an active intruder, or due to noise in the transmission link.

Geometry Calibration Factors of Modified Arcan Fracture Test for Welded Joint

In this study the mixed mode fracture mechanics parameters were investigated for high tensile steel butt welded joint based on modified Arcan test and finite element analysis was used to evaluate the effect of crack length on fracture criterion. The nondimensional stress intensity factors, strain energy release rates and Jintegral energy on crack tip were obtained for various in-plane loading combinations on Arcan specimen starting from pure mode-I to pure mode-II loading conditions. The specimen and apparatus were modeled by finite element method and analyzed under various loading angles (between 0 to 90 degrees with 15 degree interval) to simulate the pure mode-I, II and mixed mode fracture. Since the analytical results are independent from elasticity modules for isotropic materials, therefore the results in elastic fields can be used for Arcan specimens. The main objective of this study was to evaluate the geometric calibration factors for modified Arcan test specimen in order to obtain fracture toughness under mixed mode loading conditions.

A New Measurable Definition of Knowledge in New Growth Theory

New Growth Theory helps us make sense of the ongoing shift from a resource-based economy to a knowledge-based economy. It underscores the point that the economic processes which create and diffuse new knowledge are critical to shaping the growth of nations, communities and individual firms. In all too many contributions to New (Endogenous) Growth Theory – though not in all – central reference is made to 'a stock of knowledge', a 'stock of ideas', etc., this variable featuring centre-stage in the analysis. Yet it is immediately apparent that this is far from being a crystal clear concept. The difficulty and uncertainty of being able to capture the value associated with knowledge is a real problem. The intent of this paper is introducing new thinking and theorizing about the knowledge and its measurability in new growth theory. Moreover the study aims to synthesize various strain of the literature with a practical bearing on knowledge concept. By contribution of institution framework which is found within NGT, we can indirectly measure the knowledge concept. Institutions matter because they shape the environment for production and employment of new knowledge

A Novel Portable Device for Fast Analysis of Energetic Materials in the Environment

Construction of portable device for fast analysis of energetic materials is described in this paper. The developed analytical system consists of two main parts: a miniaturized microcolumn liquid chromatograph of unique construction and original chemiluminescence detector. This novel portable device is able to determine selectively most of nitramine- and nitroester-based explosives as well as inorganic nitrates at trace concentrations in water or soil extracts in less than 8 minutes.

Face Recognition with PCA and KPCA using Elman Neural Network and SVM

In this paper, in order to categorize ORL database face pictures, principle Component Analysis (PCA) and Kernel Principal Component Analysis (KPCA) methods by using Elman neural network and Support Vector Machine (SVM) categorization methods are used. Elman network as a recurrent neural network is proposed for modeling storage systems and also it is used for reviewing the effect of using PCA numbers on system categorization precision rate and database pictures categorization time. Categorization stages are conducted with various components numbers and the obtained results of both Elman neural network categorization and support vector machine are compared. In optimum manner 97.41% recognition accuracy is obtained.

“The Social Destination“: How Social Media Influences the Organisational Structure and Leadership of DMOs

The paper deals with the most important changes that have occurred in business because of social media and its impact on organisations and leadership in recent years. It seeks to synthesize existing research, theories and concepts, in order to understand "social destinations", and to provide a bridge from past research to future success. Becoming a "social destination" is a strategic and tactical leadership and management issue and the paper will present the importance of destination leadership in choosing the way towards a social destination and some organisational models. It also presents some social media tools that can be used in transforming a destination into a social one. Adapting organisations to the twentyfirst century means adopting social media as a way of life and a way of business.

Particular Qualities of Education in Kazakh Society

Most of the academics connect a theory of multiculturalism with globalization and limit it by last decades of 20th century. However, Kazakh society encountered with this problem when the Soviet-s rule emerged. As a result of repression, the Second World War, development of virgin lands representatives of more than 100 nationalities lives in Kazakhstan. Communist ideology propagandized internationalism, which would defined principles of multicultural community but a common ideology demands a single culture. As a result multicultural society in the USSR developed under control of Russian culture. Education in the USSR was conducted in two departments: autochthonous and Russian. Autochthonous education narrowed student capabilities. Also because of soviet ideology science was conducted in Russian Universities provided education in Russian and all science literature were in Russian. Exceptions were humanitarian fields where Kazakh departments were admitted. Naturally non-Kazakhs studied in Russian departments, moreover Kazakhs preferred to study in Russian as most do nowadays preferring English. As a result Kazakh society consisted of Kazakhs, Kazakhs who recognized Russian as a mother tongue and other nationalities who were also Russian speakers. This aspect continues to distinguish particular qualities of multicultural community in Kazakhstan.

AudioMine: Medical Data Mining in Heterogeneous Audiology Records

We report on the results of a pilot study in which a data-mining tool was developed for mining audiology records. The records were heterogeneous in that they contained numeric, category and textual data. The tools developed are designed to observe associations between any field in the records and any other field. The techniques employed were the statistical chi-squared test, and the use of self-organizing maps, an unsupervised neural learning approach.

Capacity Building for Hazmat Transport Emergency Preparedness: 'Hotspot Impact Zone' Mapping from Flammable and Toxic Releases

Hazardous Material transportation by road is coupled with inherent risk of accidents causing loss of lives, grievous injuries, property losses and environmental damages. The most common type of hazmat road accident happens to be the releases (78%) of hazardous substances, followed by fires (28%), explosions (14%) and vapour/ gas clouds (6 %.). The paper is discussing initially the probable 'Impact Zones' likely to be caused by one flammable (LPG) and one toxic (ethylene oxide) chemicals being transported through a sizable segment of a State Highway connecting three notified Industrial zones in Surat district in Western India housing 26 MAH industrial units. Three 'hotspots' were identified along the highway segment depending on the particular chemical traffic and the population distribution within 500 meters on either sides. The thermal radiation and explosion overpressure have been calculated for LPG / Ethylene Oxide BLEVE scenarios along with toxic release scenario for ethylene oxide. Besides, the dispersion calculations for ethylene oxide toxic release have been made for each 'hotspot' location and the impact zones have been mapped for the LOC concentrations. Subsequently, the maximum Initial Isolation and the protective zones were calculated based on ERPG-3 and ERPG-2 values of ethylene oxide respectively which are estimated taking the worst case scenario under worst weather conditions. The data analysis will be helpful to the local administration in capacity building with respect to rescue / evacuation and medical preparedness and quantitative inputs to augment the District Offsite Emergency Plan document.

Earth Grid Safety Consideration: Civil Upgrade Works for an Energised Substation

The demand on High voltage (HV) infrastructures is growing due to the corresponding growth in industries and population. Many areas are being developed and therefore require additional electrical power to comply with the demand. Substation upgrade is one of the rapid solutions to ensure the continuous supply of power to customers. This upgrade requires civil modifications to structures and fences. The civil work requires excavation and steel works that may create unsafe touch conditions. This paper presents a brief theoretical overview of the touch voltage inside and around substations and uses CDEGS software to simulate a case study.

Cost Based Warranty Optimisation Using Genetic Algorithm

Warranty is a powerful marketing tool for the manufacturer and a good protection for both the manufacturer and the customer. However, warranty always involves additional costs to the manufacturer, which depend on product reliability characteristics and warranty parameters. This paper presents an approach to optimisation of warranty parameters for known product failure distribution to reduce the warranty costs to the manufacturer while retaining the promotional function of the warranty. Combination free replacement and pro-rata warranty policy is chosen as a model and the length of free replacement period and pro-rata policy period are varied, as well as the coefficients that define the pro-rata cost function. Multiparametric warranty optimisation is done by using genetic algorithm. Obtained results are guideline for the manufacturer to choose the warranty policy that minimises the costs and maximises the profit.