Abstract: This paper deals with heterogeneous autoregressive
models of realized volatility (HAR-RV models) on high-frequency
data of stock indices in the USA. Its aim is to capture the behavior of
three groups of market participants trading on a daily, weekly and
monthly basis and assess their role in predicting the daily realized
volatility. The benefits of this work lies mainly in the application of
heterogeneous autoregressive models of realized volatility on stock
indices in the USA with a special aim to analyze an impact of the
global financial crisis on applied models forecasting performance.
We use three data sets, the first one from the period before the global
financial crisis occurred in the years 2006-2007, the second one from
the period when the global financial crisis fully hit the U.S. financial
market in 2008-2009 years, and the last period was defined over
2010-2011 years. The model output indicates that estimated realized
volatility in the market is very much determined by daily traders and
in some cases excludes the impact of those market participants who
trade on monthly basis.
Abstract: E-learning aims to build knowledge and skills in order
to enhance the quality of learning. Research has shown that the
majority of the e-learning solutions lack in pedagogical background
and present some serious deficiencies regarding teaching strategies
and content delivery, time and pace management, interface design
and preservation of learners- focus. The aim of this review is to
approach the design of e-learning solutions with a pedagogical
perspective and to present some good practices of e-learning design
grounded on the core principles of Learning Theories (LTs).
Abstract: Cylindrical concrete reservoirs are appropriate choice
for storing liquids as water, oil and etc. By using of the pre-cast
concrete reservoirs instead of the in-situ constructed reservoirs, the
speed and precision of the construction would considerably increase.
In this construction method, wall and roof panels would make in
factory with high quality materials and precise controlling. Then,
pre-cast wall and roof panels would carry out to the construction site
for assembling. This method has a few faults such as: the existing
weeks in connection of wall panels together and wall panels to
foundation. Therefore, these have to be resisted under applied loads
such as seismic load. One of the innovative methods which was
successfully applied for seismic retrofitting of numerous pre-cast
cylindrical water reservoirs in New Zealand, using of the high tensile
cables around the reservoirs and post-tensioning them. In this paper,
analytical modeling of wall and roof panels and post-tensioned
cables are carried out with finite element method and the effect of
height to diameter ratio, post-tensioning force value, liquid level in
reservoir, installing position of tendons on seismic response of
reservoirs are investigated.
Abstract: Channel junctions can be analyzed in two ways of
division (lateral intake) and combined flows (confluence). The
present paper investigates 3D flow pattern at lateral intake using
Navier-Stokes equation and κ -ε (RNG) turbulent model. The
equations are solved by Finite-Volume Method (FVM) and results
are compared with the experimental data of (Barkdoll, B.D., 1997)
to test the validity of the findings. Comparison of the results with
the experimental data indicated a close proximity between the two
sets of data which suggest a very close simulation. Results further
indicated an inverse relation between the effects of discharge ratio
( r Q ) on the length and width of the separation zone. In other words,
as the discharge ration increases, the length and width of separation
zone decreases.
Abstract: Locality Sensitive Hashing (LSH) is one of the most
promising techniques for solving nearest neighbour search problem in
high dimensional space. Euclidean LSH is the most popular variation
of LSH that has been successfully applied in many multimedia
applications. However, the Euclidean LSH presents limitations that
affect structure and query performances. The main limitation of the
Euclidean LSH is the large memory consumption. In order to achieve
a good accuracy, a large number of hash tables is required. In this
paper, we propose a new hashing algorithm to overcome the storage
space problem and improve query time, while keeping a good
accuracy as similar to that achieved by the original Euclidean LSH.
The Experimental results on a real large-scale dataset show that the
proposed approach achieves good performances and consumes less
memory than the Euclidean LSH.
Abstract: The shelf life of fish was extended using disinfection
properties of ozone. For this purpose, Trout specimens were exposed
to ozone in the aqueous media for two hours and their microbial
growth and biochemical properties were measured over time.
Microbial growth of ozone treated fish was significantly slower than
control sample, resulting in lower counts of bacteria. According to
the biochemical tests; ozone treatment had no negative effects on fat,
protein and humidity of fish. Peroxide and TVN (Total Volatile
Nitrogen) measurements showed that treatment by ozone increased
the trout shelf life from 4 days to 6 days. According to the sensory
analysis, no changes were observed in color or flavor of the ozone
treated trout.
Abstract: A semi-analytic boundary discretization method, the Method of Auxiliary Sources (MAS) is used to analyze Optical Antennas consisting of metallic parts. In addition to standard dipoletype antennas, consisting of two pieces of metal, a new structure consisting of a single metal piece with a tiny groove in the center is analyzed. It is demonstrated that difficult numerical problems are caused because optical antennas exhibit strong material dispersion, loss, and plasmon-polariton effects that require a very accurate numerical simulation. This structure takes advantage of the Channel Plasmon-Polariton (CPP) effect and exhibits a strong enhancement of the electric field in the groove. Also primitive 3D antenna model with spherical nano particles is analyzed.
Abstract: This paper focuses on a critical component of the situational awareness (SA), the neural control of autonomous constant depth flight of an autonomous underwater vehicle (AUV). Autonomous constant depth flight is a challenging but important task for AUVs to achieve high level of autonomy under adverse conditions. The fundamental requirement for constant depth flight is the knowledge of the depth, and a properly designed controller to govern the process. The AUV, named VORAM, is used as a model for the verification of the proposed hybrid control algorithm. Three neural network controllers, named NARMA-L2 controllers, are designed for fast and stable diving maneuvers of chosen AUV model. This hybrid control strategy for chosen AUV model has been verified by simulation of diving maneuvers using software package Simulink and demonstrated good performance for fast SA in real-time searchand- rescue operations.
Abstract: power-line networks are promise infrastructure for
broadband services provision to end users. However, the network
performance is affected by stochastic channel changing which is due
to load impedances, number of branches and branched line lengths. It
has been proposed that multi-carrier modulations techniques such as
orthogonal frequency division multiplexing (OFDM), Multi-Carrier
Spread Spectrum (MC-SS), wavelet OFDM can be used in such
environment. This paper investigates the performance of different
indoor topologies of power-line networks that uses MC-SS
modulation scheme.It is observed that when a branch is added in the
link between sending and receiving end of an indoor channel an
average of 2.5dB power loss is found. In additional, when the branch
is added at a node an average of 1dB power loss is found.
Additionally when the terminal impedances of the branch change
from line characteristic impedance to impedance either higher or
lower values the channel performances were tremendously improved.
For example changing terminal load from characteristic impedance
(85 .) to 5 . the signal to noise ratio (SNR) required to attain the
same performances were decreased from 37dB to 24dB respectively.
Also, changing the terminal load from channel characteristic
impedance (85 .) to very higher impedance (1600 .) the SNR
required to maintain the same performances were decreased from
37dB to 23dB. The result concludes that MC-SS performs better
compared with OFDM techniques in all aspects and especially when
the channel is terminated in either higher or lower impedances.
Abstract: Cry j 1 is a causative substance of Japanese cedar
pollinosis, and it may deteriorate by Cry j 1 invasion to a lower
respiratory tract. We observed airborne particles containing Cry j 1 by
an immunofluorescence technique using a fluorescence microscope,
and we clarified that Cry j 1 exist as aggregates of airborne fine
particles (< 1.1 μm) in the urban atmosphere. Airborne Cry j 1 may
react with air pollutants and be denature to a substance deteriorated
Japanese cedar pollinosis. Therefore, we applied a sodium dodecyl
sulfate-polyacrylamide gel electrophoresis (SDS-PAGE) to evaluate a
Cry j 1 reacted with various air pollutants by liquid phase reaction,
and calculated kinetics constants of Cry j 1 extracted from pollens
collected in various sites and airborne fine particles containing Cry j
1 by using a surface plasmon resonance (SPR) method. As a result, it
is suggested that Cry j 1 may be denatured by air pollutants during
the transportation to the urban atmosphere.
Abstract: We demonstrate the synthesis of intermediary views
within a sequence of color encoded, materials discriminating, X-ray
images that exhibit animated depth in a visual display. During the
image acquisition process, the requirement for a linear X-ray detector
array is replaced by synthetic image. Scale Invariant Feature
Transform, SIFT, in combination with material segmented morphing
is employed to produce synthetic imagery. A quantitative analysis of
the feature matching performance of the SIFT is presented along with
a comparative study of the synthetic imagery. We show that the total
number of matches produced by SIFT reduces as the angular
separation between the generating views increases. This effect is
accompanied by an increase in the total number of synthetic pixel
errors. The trends observed are obtained from 15 different luggage
items. This programme of research is in collaboration with the UK
Home Office and the US Dept. of Homeland Security.
Abstract: This paper presents an experimental investigation on
the machinability of laser-sintered material using small ball end mill focusing on wear mechanisms. Laser-sintered material was produced
by irradiating a laser beam on a layer of loose fine SCM-Ni-Cu powder. Bulk carbon steel JIS S55C was selected as a reference steel.
The effects of powder consolidation mechanisms and unsintered
powder on the tool life and wear mechanisms were carried out. Results indicated that tool life in cutting laser-sintered material is
lower than that in cutting JIS S55C. Adhesion of the work material and chipping were the main wear mechanisms of the ball end mill in
cutting laser-sintered material. Cutting with the unsintered powder
surrounding the tool and laser-sintered material had caused major fracture on the cutting edge.
Abstract: This study was designed to investigate the role of serum nitric oxide and sialic acid in the development of diabetic nephropathy as disease marker. Total 210 diabetic patients (age and sex matched) were selected followed by informed consent and divided into four groups (70 each) as I: control; II: diabetic; III: diabetic hypertensive; IV: diabetic nephropathy. The blood samples of all subjects were collected and analyzed for serum nitric oxide, sialic acid, fasting blood glucose, serum urea, creatinine, HbA1c and GFR. The BMI, systolic and diastolic blood pressures, blood glucose, HbA1c and serum sialic acid levels were high (p
Abstract: In this paper a novel high output impedance, low input impedance, wide bandwidth, very simple current mirror with input and output voltage requirements less than that of a simple current mirror is presented. These features are achieved with very simple structure avoiding extra large node impedances to ensure high bandwidth operation. The circuit's principle of operation is discussed and compared to simple and low voltage cascode (LVC) current mirrors. Such outstanding features of this current mirror as high output impedance ~384K, low input impedance~6.4, wide bandwidth~178MHz, low input voltage ~ 362mV, low output voltage ~ 38mV and low current transfer error ~4% (all at 50μA) makes it an outstanding choice for high performance applications. Simulation results in BSIM 0.35μm CMOS technology with HSPICE are given in comparison with simple, and LVC current mirrors to verify and validate the performance of the proposed current mirror.
Abstract: This paper presents a new approach for the protection
of Thyristor-Controlled Series Compensator (TCSC) line using
Support Vector Machine (SVM). One SVM is trained for fault
classification and another for section identification. This method use
three phase current measurement that results in better speed and
accuracy than other SVM based methods which used single phase
current measurement. This makes it suitable for real-time protection.
The method was tested on 10,000 data instances with a very wide
variation in system conditions such as compensation level, source
impedance, location of fault, fault inception angle, load angle at
source bus and fault resistance. The proposed method requires only
local current measurement.
Abstract: This paper proposes the method combining artificial neural network with particle swarm optimization (PSO) to implement the maximum power point tracking (MPPT) by controlling the rotor speed of the wind generator. With the measurements of wind speed, rotor speed of wind generator and output power, the artificial neural network can be trained and the wind speed can be estimated. The proposed control system in this paper provides a manner for searching the maximum output power of wind generator even under the conditions of varying wind speed and load impedance.
Abstract: The interaction between wakes of bluff body and
airfoil have profound influences on system performance in many
industrial applications, e.g., turbo-machinery and cooling fan. The
present work investigates the effect of configuration include; airfoil-s
angle of attack, transverse and inline spacing of the models, on
frequency behavior of the cylinder-s near-wake. The experiments
carried on under subcritical flow regime, using the hot-wire
anemometry (HWA). The relationship between the Strouhal numbers
and arrangements provide an insight into the global physical
processes of wake interaction and vortex shedding.
Abstract: A manufacturing feature can be defined simply as a
geometric shape and its manufacturing information to create the shape.
In a feature-based process planning system, feature library plays an
important role in the extraction of manufacturing features with their
proper manufacturing information. However, to manage the
manufacturing information flexibly, it is important to build a feature
library that is easy to modify. In this paper, a Wiki-based feature
library is proposed.
Abstract: A stack with a small critical temperature gradient is
desirable for a standing wave thermoacoustic engine to obtain a low
onset temperature difference (the minimum temperature difference to
start engine-s self-oscillation). The viscous and heat relaxation loss in
the stack determines the critical temperature gradient. In this work, a
dimensionless critical temperature gradient factor is obtained based
on the linear thermoacoustic theory. It is indicated that the
impedance determines the proportion between the viscous loss, heat
relaxation losses and the power production from the heat energy. It
reveals the effects of the channel dimensions, geometrical
configuration and the local acoustic impedance on the critical
temperature gradient in stacks. The numerical analysis shows that
there exists a possible optimum combination of these parameters
which leads to the lowest critical temperature gradient. Furthermore,
several different geometries have been tested and compared
numerically.
Abstract: Promoting critical thinking (CT) in an educational
setting has been appraised in order to enhance learning and
intellectual skills. In this study, a pedagogical course in a vocational
teacher education program in Turkey was designed by integrating CT
skill-based strategies/activities into the course content and CT skills
were means leading to intended course objectives. The purpose of the
study was to evaluate the importance of the course objectives, the
attainment of the objectives, and the effectiveness of teachinglearning
strategies/activities from prospective teachers- points of
view. The results revealed that although the students mostly
considered the course objectives important, they did not feel
competent in the attainment of all objectives especially in those
related to the main topic of Learning and those requiring higher order
thinking skills. On the other hand, the students considered the course
activities effective for learning and for the development of thinking
skills, especially, in interpreting, comparing, questioning,
contrasting, and forming relationships.