The Maximum Likelihood Method of Random Coefficient Dynamic Regression Model

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

What Managers Think of Informal Networks and Knowledge Sharing by Means of Personal Networking?

The importance of nurturing, accumulating, and efficiently deploying knowledge resources through formal structures and organisational mechanisms is well understood. Recent trends in knowledge management (KM) highlight that the effective creation and transfer of knowledge can also rely upon extra-organisational channels, such as, informal networks. The perception exists that the role of informal networks in knowledge creation and performance has been underestimated in the organisational context. Literature indicates that many managers fail to comprehend and successfully exploit the potential role of informal networks to create value for their organisations. This paper investigates: 1) whether managers share work-specific knowledge with informal contacts within and outside organisational boundaries; and 2) what do they think is the importance of this knowledge collaboration in their learning and work outcomes.

The Social and Environmental Roles of Verandah in Tropical Houses

Located within the tropical belt region, there are certain rules which should implemented in creating a passive sustainable housing design in Malaysia. Traditional Malay house possess a strong character with certain special spaces to create a sustainable house which suit to the tropical climate in Malaysia. One of the special space known as verandah or serambi gantung, create various advantages in solving various issues. However, this special space is not extremely being applied currently which produce major issues in term of social and environmental aspects. Hence, this phenomena create a negative impact to the occupant while Malaysia already has a best housing design previously. Therefore, this paper aims to explore both of the main issues mentioned above and reveal the advantages of implementing verandah into passive sustainable housing design in Malaysia. A systematic literature review is the main methodology in this research to identify the various advantages about verandah.. The study reveals that verandah is the best solution in term of social and environmental issues and should be implemented in current housing design in Malaysia.

Formant Tracking Linear Prediction Model using HMMs for Noisy Speech Processing

This paper presents a formant-tracking linear prediction (FTLP) model for speech processing in noise. The main focus of this work is the detection of formant trajectory based on Hidden Markov Models (HMM), for improved formant estimation in noise. The approach proposed in this paper provides a systematic framework for modelling and utilization of a time- sequence of peaks which satisfies continuity constraints on parameter; the within peaks are modelled by the LP parameters. The formant tracking LP model estimation is composed of three stages: (1) a pre-cleaning multi-band spectral subtraction stage to reduce the effect of residue noise on formants (2) estimation stage where an initial estimate of the LP model of speech for each frame is obtained (3) a formant classification using probability models of formants and Viterbi-decoders. The evaluation results for the estimation of the formant tracking LP model tested in Gaussian white noise background, demonstrate that the proposed combination of the initial noise reduction stage with formant tracking and LPC variable order analysis, results in a significant reduction in errors and distortions. The performance was evaluated with noisy natual vowels extracted from international french and English vocabulary speech signals at SNR value of 10dB. In each case, the estimated formants are compared to reference formants.

Learning and Evaluating Possibilistic Decision Trees using Information Affinity

This paper investigates the issue of building decision trees from data with imprecise class values where imprecision is encoded in the form of possibility distributions. The Information Affinity similarity measure is introduced into the well-known gain ratio criterion in order to assess the homogeneity of a set of possibility distributions representing instances-s classes belonging to a given training partition. For the experimental study, we proposed an information affinity based performance criterion which we have used in order to show the performance of the approach on well-known benchmarks.

Simulation of Robotic Arm using Genetic Algorithm and AHP

In this paper, we have proposed a low cost optimized solution for the movement of a three-arm manipulator using Genetic Algorithm (GA) and Analytical Hierarchy Process (AHP). A scheme is given for optimizing the movement of robotic arm with the help of Genetic Algorithm so that the minimum energy consumption criteria can be achieved. As compared to Direct Kinematics, Inverse Kinematics evolved two solutions out of which the best-fit solution is selected with the help of Genetic Algorithm and is kept in search space for future use. The Inverse Kinematics, Fitness Value evaluation and Binary Encoding like tasks are simulated and tested. Although, three factors viz. Movement, Friction and Least Settling Time (or Min. Vibration) are used for finding the Fitness Function / Fitness Values, however some more factors can also be considered.

Stability of Interconnected Systems under Structural Perturbation: Decomposition-Aggregation Approach

In this paper, the decomposition-aggregation method is used to carry out connective stability criteria for general linear composite system via aggregation. The large scale system is decomposed into a number of subsystems. By associating directed graphs with dynamic systems in an essential way, we define the relation between system structure and stability in the sense of Lyapunov. The stability criteria is then associated with the stability and system matrices of subsystems as well as those interconnected terms among subsystems using the concepts of vector differential inequalities and vector Lyapunov functions. Then, we show that the stability of each subsystem and stability of the aggregate model imply connective stability of the overall system. An example is reported, showing the efficiency of the proposed technique.

An Approach to Construct Criteria for Evaluating Alternatives in Decision-Making

This paper introduces an approach to construct a set of criteria for evaluating alternative options. Content analysis was used to collet criterion elements. Then the elements were classified and organized yielding to hierarchic structure. The reliability of the constructed criteria was evaluated in an experiment. Finally the criteria were used to evaluate alternative options indecision-making.

A Diffusion Least-Mean Square Algorithm for Distributed Estimation over Sensor Networks

In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.

Underpricing of IPOs during Hot and Cold Market Periods on the South African Stock Exchange (JSE)

Underpricing is one anomaly in initial public offerings (IPO) literature that has been widely observed across different stock markets with different trends emerging over different time periods. This study seeks to determine how IPOs on the JSE performed on the first day, first week and first month over the period of 1996-2011. Underpricing trends are documented for both hot and cold market periods in terms of four main sectors (cyclical, defensive, growth stock and interest rate sensitive stocks). Using a sample of 360 listed companies on the JSE, the empirical findings established that IPOs on the JSE are significantly underpriced with an average market adjusted first day return of 62.9%. It is also established that hot market IPOs on the JSE are more underpriced than the cold market IPOs. Also observed is the fact that as the offer price per share increases above the median price for any given period, the level of underpricing decreases substantially. While significant differences exist in the level of underpricing of IPOs in the four different sectors in the hot and cold market periods, interest rates sensitive stocks showed a different trend from the other sectors and thus require further investigation to uncover this pattern.

Urban Air Pollution – Trend and Forecasting of Major Pollutants by Timeseries Analysis

The Bangalore City is facing the acute problem of pollution in the atmosphere due to the heavy increase in the traffic and developmental activities in recent years. The present study is an attempt in the direction to assess trend of the ambient air quality status of three stations, viz., AMCO Batteries Factory, Mysore Road, GRAPHITE INDIA FACTORY, KHB Industrial Area, Whitefield and Ananda Rao Circle, Gandhinagar with respect to some of the major criteria pollutants such as Total Suspended particular matter (SPM), Oxides of nitrogen (NOx), and Oxides of sulphur (SO2). The sites are representative of various kinds of growths viz., commercial, residential and industrial, prevailing in Bangalore, which are contributing to air pollution. The concentration of Sulphur Dioxide (SO2) at all locations showed a falling trend due to use of refined petrol and diesel in the recent years. The concentration of Oxides of nitrogen (NOx) showed an increasing trend but was within the permissible limits. The concentration of the Suspended particular matter (SPM) showed the mixed trend. The correlation between model and observed values is found to vary from 0.4 to 0.7 for SO2, 0.45 to 0.65 for NOx and 0.4 to 0.6 for SPM. About 80% of data is observed to fall within the error band of ±50%. Forecast test for the best fit models showed the same trend as actual values in most of the cases. However, the deviation observed in few cases could be attributed to change in quality of petro products, increase in the volume of traffic, introduction of LPG as fuel in many types of automobiles, poor condition of roads, prevailing meteorological conditions, etc.

A Statistical Identification Approach by the Boundary Field Changes

In working mode some unexpected changes could be arise in inner structure of electromagnetic device. They influence modification in electromagnetic field propagation map. The field values at an observed boundary are also changed. The development of the process has to be watched because the arising structural changes would provoke the device to be gone out later. The probabilistic assessment of the state is possible to be made. The numerical assessment points if the resulting changes have only accidental character or they are due to the essential inner structural disturbances. The presented application example is referring to the 200MW turbine-generator. A part of the stator core end teeth zone is simulated broken. Quasi three-dimensional electromagnetic and temperature field are solved applying FEM. The stator core state diagnosis is proposed to be solved as an identification problem on the basis of a statistical criterion.

Simulation Modeling for Analysis and Evaluation of the Internal Handling Fleet System at Shahid Rajaee Container Port

The dramatic increasing of sea-freight container transportations and the developing trends for using containers in the multimodal handling systems through the sea, rail, road and land in nowadays market cause general managers of container terminals to face challenges such as increasing demand, competitive situation, new investments and expansion of new activities and need to use new methods to fulfil effective operations both along quayside and within the yard. Among these issues, minimizing the turnaround time of vessels is considered to be the first aim of every container port system. Regarding the complex structure of container ports, this paper presents a simulation model that calculates the number of trucks needed in the Iranian Shahid Rajaee Container Port for handling containers between the berth and the yard. In this research, some important criteria such as vessel turnaround time, gantry crane utilization and truck utilization have been considered. By analyzing the results of the model, it has been shown that increasing the number of trucks to 66 units has a significant effect on the performance indices of the port and can increase the capacity of loading and unloading up to 10.8%.

The Multi-Layered Perceptrons Neural Networks for the Prediction of Daily Solar Radiation

The Multi-Layered Perceptron (MLP) Neural networks have been very successful in a number of signal processing applications. In this work we have studied the possibilities and the met difficulties in the application of the MLP neural networks for the prediction of daily solar radiation data. We have used the Polack-Ribière algorithm for training the neural networks. A comparison, in term of the statistical indicators, with a linear model most used in literature, is also performed, and the obtained results show that the neural networks are more efficient and gave the best results.

Evaluating Complexity – Ethical Challenges in Computational Design Processes

Complexity, as a theoretical background has made it easier to understand and explain the features and dynamic behavior of various complex systems. As the common theoretical background has confirmed, borrowing the terminology for design from the natural sciences has helped to control and understand urban complexity. Phenomena like self-organization, evolution and adaptation are appropriate to describe the formerly inaccessible characteristics of the complex environment in unpredictable bottomup systems. Increased computing capacity has been a key element in capturing the chaotic nature of these systems. A paradigm shift in urban planning and architectural design has forced us to give up the illusion of total control in urban environment, and consequently to seek for novel methods for steering the development. New methods using dynamic modeling have offered a real option for more thorough understanding of complexity and urban processes. At best new approaches may renew the design processes so that we get a better grip on the complex world via more flexible processes, support urban environmental diversity and respond to our needs beyond basic welfare by liberating ourselves from the standardized minimalism. A complex system and its features are as such beyond human ethics. Self-organization or evolution is either good or bad. Their mechanisms are by nature devoid of reason. They are common in urban dynamics in both natural processes and gas. They are features of a complex system, and they cannot be prevented. Yet their dynamics can be studied and supported. The paradigm of complexity and new design approaches has been criticized for a lack of humanity and morality, but the ethical implications of scientific or computational design processes have not been much discussed. It is important to distinguish the (unexciting) ethics of the theory and tools from the ethics of computer aided processes based on ethical decisions. Urban planning and architecture cannot be based on the survival of the fittest; however, the natural dynamics of the system cannot be impeded on grounds of being “non-human". In this paper the ethical challenges of using the dynamic models are contemplated in light of a few examples of new architecture and dynamic urban models and literature. It is suggested that ethical challenges in computational design processes could be reframed under the concepts of responsibility and transparency.

Automatically Driven Vector for Guidewire Segmentation in 2D and Biplane Fluoroscopy

The segmentation of endovascular tools in fluoroscopy images can be accurately performed automatically or by minimum user intervention, using known modern techniques. It has been proven in literature, but no clinical implementation exists so far because the computational time requirements of such technology have not yet been met. A classical segmentation scheme is composed of edge enhancement filtering, line detection, and segmentation. A new method is presented that consists of a vector that propagates in the image to track an edge as it advances. The filtering is performed progressively in the projected path of the vector, whose orientation allows for oriented edge detection, and a minimal image area is globally filtered. Such an algorithm is rapidly computed and can be implemented in real-time applications. It was tested on medical fluoroscopy images from an endovascular cerebral intervention. Ex- periments showed that the 2D tracking was limited to guidewires without intersection crosspoints, while the 3D implementation was able to cope with such planar difficulties.

A Multi-Criteria Evaluation Incorporating Linguistic Computing for Service Innovation Performance

The growing influence of service industries has prompted greater attention being paid to service operations management. However, service managers often have difficulty articulating the veritable effects of their service innovation. Especially, the performance evaluation process of service innovation problems generally involves uncertain and imprecise data. This paper presents a 2-tuple fuzzy linguistic computing approach to dealing with heterogeneous information and information loss problems while the processes of subjective evaluation integration. The proposed method based on group decision-making scenario to assist business managers in measuring performance of service innovation manipulates the heterogeneity integration processes and avoids the information loss effectively.

On Diffusion Approximation of Discrete Markov Dynamical Systems

The paper is devoted to stochastic analysis of finite dimensional difference equation with dependent on ergodic Markov chain increments, which are proportional to small parameter ". A point-form solution of this difference equation may be represented as vertexes of a time-dependent continuous broken line given on the segment [0,1] with "-dependent scaling of intervals between vertexes. Tending " to zero one may apply stochastic averaging and diffusion approximation procedures and construct continuous approximation of the initial stochastic iterations as an ordinary or stochastic Ito differential equation. The paper proves that for sufficiently small " these equations may be successfully applied not only to approximate finite number of iterations but also for asymptotic analysis of iterations, when number of iterations tends to infinity.

Voice Command Recognition System Based on MFCC and VQ Algorithms

The goal of this project is to design a system to recognition voice commands. Most of voice recognition systems contain two main modules as follow “feature extraction" and “feature matching". In this project, MFCC algorithm is used to simulate feature extraction module. Using this algorithm, the cepstral coefficients are calculated on mel frequency scale. VQ (vector quantization) method will be used for reduction of amount of data to decrease computation time. In the feature matching stage Euclidean distance is applied as similarity criterion. Because of high accuracy of used algorithms, the accuracy of this voice command system is high. Using these algorithms, by at least 5 times repetition for each command, in a single training session, and then twice in each testing session zero error rate in recognition of commands is achieved.

A Novel Estimation Method for Integer Frequency Offset in Wireless OFDM Systems

Ren et al. presented an efficient carrier frequency offset (CFO) estimation method for orthogonal frequency division multiplexing (OFDM), which has an estimation range as large as the bandwidth of the OFDM signal and achieves high accuracy without any constraint on the structure of the training sequence. However, its detection probability of the integer frequency offset (IFO) rapidly varies according to the fractional frequency offset (FFO) change. In this paper, we first analyze the Ren-s method and define two criteria suitable for detection of IFO. Then, we propose a novel method for the IFO estimation based on the maximum-likelihood (ML) principle and the detection criteria defined in this paper. The simulation results demonstrate that the proposed method outperforms the Ren-s method in terms of the IFO detection probability irrespective of a value of the FFO.