Abstract: The prediction of financial time series is a very
complicated process. If the efficient market hypothesis holds, then the predictability of most financial time series would be a rather
controversial issue, due to the fact that the current price contains already all available information in the market. This paper extends
the Adaptive Neuro Fuzzy Inference System for High Frequency
Trading which is an expert system that is capable of using fuzzy reasoning combined with the pattern recognition capability of neural networks to be used in financial forecasting and trading in high
frequency. However, in order to eliminate unnecessary input in the
training phase a new event based volatility model was proposed.
Taking volatility and the scaling laws of financial time series into consideration has brought about the development of the Intraday Seasonality Observation Model. This new model allows the observation of specific events and seasonalities in data and subsequently removes any unnecessary data. This new event based
volatility model provides the ANFIS system with more accurate input
and has increased the overall performance of the system.
Abstract: A numerical method for Riccati equation is presented in this work. The method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The operational matrices of derivative and product of hybrid functions are presented. These matrices together with the tau method are then utilized to transform the differential equation into a system of algebraic equations. Corresponding numerical examples are presented to demonstrate the accuracy of the proposed method.
Abstract: Dynamic Causal Modeling (DCM) functional
Magnetic Resonance Imaging (fMRI) is a promising technique to
study the connectivity among brain regions and effects of stimuli
through modeling neuronal interactions from time-series
neuroimaging. The aim of this study is to study characteristics of a
mirror neuron system (MNS) in elderly group (age: 60-70 years old).
Twenty volunteers were MRI scanned with visual stimuli to study a
functional brain network. DCM was employed to determine the
mechanism of mirror neuron effects. The results revealed major
activated areas including precentral gyrus, inferior parietal lobule,
inferior occipital gyrus, and supplementary motor area. When visual
stimuli were presented, the feed-forward connectivity from visual
area to conjunction area was increased and forwarded to motor area.
Moreover, the connectivity from the conjunction areas to premotor
area was also increased. Such findings can be useful for future
diagnostic process for elderly with diseases such as Parkinson-s and
Alzheimer-s.
Abstract: The sustainability of a place depends on a series of factors which contribute to the quality of life, sense of place and recognition of identity. An activity like walking, which in itself is obviously ''sustainable'', can become non sustainable if the context in which it is carried out does not meet the conditions for an adequate quality of life. This work is aimed at proposing the analytical method of Place Maker to identify the elements that do not feature in traditional mapping and which constitute the contemporary identity of the places, and the relative complex map to represent those elements and support sustainable urban identity design. The method's potential for areas with a predominantly pedestrian vocation is illustrated by means of the case study of the Ramblas in Barcelona.
Abstract: In this work we adopt a combination of Laplace
transform and the decomposition method to find numerical solutions
of a system of multi-pantograph equations. The procedure leads to a
rapid convergence of the series to the exact solution after computing a
few terms. The effectiveness of the method is demonstrated in some
examples by obtaining the exact solution and in others by computing
the absolute error which decreases as the number of terms of the series
increases.
Abstract: A series of tests on cold-formed steel (CFS) wall plate system subjected to uplift force at the mid span of the wall plate is presented. The aim of the study was to study the behaviour and identify the modes of failure of CFS wall plate system. Two parameters were considered in these studies: 1) different dimension of U-bracket at the supports and 2) different sizes of lipped C-channel. The lipped C-channels used were C07508, C07512 and C10012. The dimensions of the leg of U-bracket were 50x35 mm and 50x60 mm respectively, where 25 mm clearance was provided to the connections for specimens with clearance. Results show that specimens with and without clearance experienced the same mode of failure. Failure began with the yielding of the connectors followed by distortional buckling of the wall plate. However, when C075 sections were used as wall plate, the system behaved differently. There was a large deformation in the wall plate and failure began in the distortional buckling of the wall plate followed by bearing of the connecting plates at the supports (U-bracket). The ultimate strength of the system also decreased dramatically when C075 sections were used.
Abstract: This paper tries to represent a new method for
computing the reliability of a system which is arranged in series or
parallel model. In this method we estimate life distribution function
of whole structure using the asymptotic Extreme Value (EV)
distribution of Type I, or Gumbel theory. We use EV distribution in
minimal mode, for estimate the life distribution function of series
structure and maximal mode for parallel system. All parameters also
are estimated by Moments method. Reliability function and failure
(hazard) rate and p-th percentile point of each function are
determined. Other important indexes such as Mean Time to Failure
(MTTF), Mean Time to repair (MTTR), for non-repairable and
renewal systems in both of series and parallel structure will be
computed.
Abstract: In this work, we apply the Modified Laplace
decomposition algorithm in finding a numerical solution of Blasius’
boundary layer equation for the flat plate in a uniform stream. The
series solution is found by first applying the Laplace transform to the
differential equation and then decomposing the nonlinear term by the
use of Adomian polynomials. The resulting series, which is exactly the
same as that obtained by Weyl 1942a, was expressed as a rational
function by the use of diagonal padé approximant.
Abstract: We see in the present day scenario that the Global
positioning system (GPS) has been an effective tool to track the
vehicle. However the adverse part of it is that it can only track a
vehicle-s position. Our present work provides a better platform to
track and disable a vehicle using wireless technology. In our system
we embed a microcomputer which monitors the series of automotive
systems like engine, fuel and braking system. The external USB
modem is connected with the microcomputer to provide 24 x 7
internet accesses. The microcomputer is synchronized with the
owner-s multimedia mobile by means of a software tool “REMOTE
DESKTOP". A unique username and password is provided to the
software tool, so that the owner can only access the microcomputer
through the internet on owner-s mobile. The key fact is that our
design is placed such that it is known only to the owner.
Abstract: This paper covered a series of key points in terms of 2D to 3D stereoscopic conversion. A successfully applied stereoscopic conversion approach in current visual effects industry was presented. The purpose of this paper is to cover a detailed workflow and concept, which has been successfully used in 3D stereoscopic conversion for feature films in visual effects industry, and therefore to clarify the process in stereoscopic conversion production and provide a clear idea for those entry-level artists to improve an overall understanding of 3D stereoscopic in digital compositing field as well as to the higher education factor of visual effects and hopefully inspire further collaboration and participants particularly between academia and industry.
Abstract: The symmetric solution set Σ sym is the set of all solutions to the linear systems Ax = b, where A is symmetric and lies between some given bounds A and A, and b lies between b and b. We present a contractor for Σ sym, which is an iterative method that starts with some initial enclosure of Σ sym (by means of a cartesian product of intervals) and sequentially makes the enclosure tighter. Our contractor is based on polyhedral approximation and solving a series of linear programs. Even though it does not converge to the optimal bounds in general, it may significantly reduce the overestimation. The efficiency is discussed by a number of numerical experiments.
Abstract: Crucial information barely visible to the human eye is
often embedded in a series of low resolution images taken of the
same scene. Super resolution reconstruction is the process of
combining several low resolution images into a single higher
resolution image. The ideal algorithm should be fast, and should add
sharpness and details, both at edges and in regions without adding
artifacts. In this paper we propose a super resolution blind
reconstruction technique for linearly degraded images. In our
proposed technique the algorithm is divided into three parts an image
registration, wavelets based fusion and an image restoration. In this
paper three low resolution images are considered which may sub
pixels shifted, rotated, blurred or noisy, the sub pixel shifted images
are registered using affine transformation model; A wavelet based
fusion is performed and the noise is removed using soft thresolding.
Our proposed technique reduces blocking artifacts and also
smoothens the edges and it is also able to restore high frequency
details in an image. Our technique is efficient and computationally
fast having clear perspective of real time implementation.
Abstract: The spatial variation in plant species associated with intercropping is intended to reduce resource competition between species and increase yield potential. A field experiment was carried out on corn (Zea mays L.) and soybean (Glycine max L.) intercropping in a replacement series experiment with weed contamination consist of: weed free, infestation of redroot pigweed, infestation of jimsonweed and simultaneous infestation of redroot pigweed and jimsonweed in Karaj, Iran during 2007 growing season. The experimental design was a randomized complete block in factorial experiment with replicated thrice. Significant (P≤0.05) differences were observed in yield in intercropping. Corn yield was higher in intercropping, but soybean yield was significantly reduced by corn when intercropped. However, total productivity and land use efficiency were high under the intercropping system even in contamination of either species of weeds. Aggressivity of corn relative to soybean revealed the greater competitive ability of corn than soybean. Land equivalent ratio (LER) more than 1 in all treatments attributed to intercropping advantages and was highest in 50: 50 (corn/soybean) in weed free. These findings suggest that intercropping corn and soybean increase total productivity per unit area and improve land use efficiency. Considering the experimental findings, corn-soybean intercropping (50:50) may be recommended for yield advantage, more efficient utilization of resources, and weed suppression as a biological control.
Abstract: This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.
Abstract: In the automotive industry test drives are being conducted
during the development of new vehicle models or as a part of
quality assurance of series-production vehicles. The communication
on the in-vehicle network, data from external sensors, or internal
data from the electronic control units is recorded by automotive
data loggers during the test drives. The recordings are used for fault
analysis. Since the resulting data volume is tremendous, manually
analysing each recording in great detail is not feasible.
This paper proposes to use machine learning to support domainexperts
by preventing them from contemplating irrelevant data and
rather pointing them to the relevant parts in the recordings. The
underlying idea is to learn the normal behaviour from available
recordings, i.e. a training set, and then to autonomously detect
unexpected deviations and report them as anomalies.
The one-class support vector machine “support vector data description”
is utilised to calculate distances of feature vectors. SVDDSUBSEQ
is proposed as a novel approach, allowing to classify subsequences
in multivariate time series data. The approach allows to
detect unexpected faults without modelling effort as is shown with
experimental results on recordings from test drives.
Abstract: The purpose of this study was to analyze the correlation
between permitted building areas and housing distribution ratios and
their fluctuation, and test a distribution model during 3 successive governments in 5 cities including Bucheon in reference to the time
series administrative data, and thereby, interpret the results of the analysis in association with the policies pursued by the successive
governments to examine the structural fluctuation of permitted building areas and housing distribution ratios.
In order to analyze the fluctuation of permitted building areas and
housing distribution ratios during 3 successive governments and
examine the cycles of the time series data, the spectral analysis was performed, and in order to analyze the correlation between permitted
building areas and housing distribution ratios, the tabulation was performed to describe the correlations statistically, and in order to
explain about differences of fluctuation distribution of permitted building areas and housing distribution ratios among 3 governments,
the goodness of fit test was conducted.
Abstract: The RR interval series is non-stationary and unevenly
spaced in time. For estimating its power spectral density (PSD) using
traditional techniques like FFT, require resampling at uniform
intervals. The researchers have used different interpolation
techniques as resampling methods. All these resampling methods
introduce the low pass filtering effect in the power spectrum. The
lomb transform is a means of obtaining PSD estimates directly from
irregularly sampled RR interval series, thus avoiding resampling. In
this work, the superiority of Lomb transform method has been
established over FFT based approach, after applying linear and
cubicspline interpolation as resampling methods, in terms of
reproduction of exact frequency locations as well as the relative
magnitudes of each spectral component.
Abstract: Superplastic deformation and high temperature load
relaxation behavior of coarse-grained iron aluminides with the
composition of Fe-28 at.% Al have been investigated. A series of load
relaxation and tensile tests were conducted at temperatures ranging
from 600 to 850oC. The flow curves obtained from load relaxation
tests were found to have a sigmoidal shape and to exhibit stress vs.
strain rate data in a very wide strain rate range from 10-7/s to 10-2/s.
Tensile tests have been conducted at various initial strain rates ranging
from 3×10-5/s to 1×10-2/s. Maximum elongation of ~500 % was
obtained at the initial strain rate of 3×10-5/s and the maximum strain
rate sensitivity was found to be 0.68 at 850oC in binary Fe-28Al alloy.
Microstructure observation through the optical microscopy (OM) and
the electron back-scattered diffraction (EBSD) technique has been
carried out on the deformed specimens and it has revealed the
evidences for grain boundary migration and grain refinement to occur
during superplastic deformation, suggesting the dynamic
recrystallization mechanism. The addition of Cr by the amount of 5
at.% appeared to deteriorate the superplasticity of the binary iron
aluminide. By applying the internal variable theory of structural
superplasticity, the addition of Cr has been revealed to lower the
contribution of the frictional resistance to dislocation glide during high
temperature deformation of the Fe3Al alloy.
Abstract: Distance education program is a dimension of contemporary and new education technologies. Concepts and applications in this field are the results of a series of educational demands and developments in various communication and education technologies. Distance education applications have some conceptual bases. These are creating new education opportunities, realizing work-education unity, getting democratic in education, lifelong education, tendency to individual matters, effective use of institutions, integration of technology and education, tendency to individual and social needs, taking three dimensional integration as the main principle (publishing, printed materials and face to face education), reaching maximum mass, individual and mass education integrity and education demand and financial matters balance. Economics, Business Administration and Open Education faculties, which have been giving education within Anadolu University since 1982 in Turkey, are carrying on education with nearly 1.000.000 students. The aim of this study is to determine organizational commitment levels of students who have been studying at Anadolu University Economics, Business Administration and Open Education faculties in the scope of affective, continuance and nominative commitment in Allen&Meyer model. In the study, organizational commitment of the Economics, Business Administration and Open Education faculty students, who are receiving education by means of distance education, to their faculties is dealt after introducing Anadolu University Distance Education system which gives higher education via distance education method in Turkey. In order to increase the success level of faculties it is required for students to have high level of organizational commitment to their faculties. A questionnaire has been applied by using “Organizational Commitment Scale", developed by Meyer&Allen to determine organizational commitments of Economics, Business Administration and Open Education students. Organizational commitment is dealt with as affective, continuance and nominative commitment. The questionnaire was applied face to face to randomly chosen 500 students living in Eskişehir and the data was downloaded to the computer by using SPSS program and the results were analyzed in terms of demographic features (gender, age, marital status, years of study, work and income level) of students by using frequency test, ttest and ANOVA test. As a result of these analyses, when the comments of Open Education Faculty students on levels of affective, continuance and nominative commitment to their faculties were examined, it has been revealed that continuance commitment level has the highest rate. Among the female participants; continuance commitment is high in the age range of 30-40, for normative commitment it is 17-22. However no dominant age range was defined for affective commitment. Regarding the marital status; continuance commitment average is higher among married participants; but nominative affective commitment average is higher among single participants. As to the years of study, affective and continuance commitment is higher among senior students while normative commitment is higher among junior students. Moreover; in terms of continuance, affective and normative commitment, those who do not work and have low income have higher level of all there commitment types than those who work and have relatively high income.
Abstract: In this paper we have developed a FDTD simulation
code which can treat wave propagation of a monopole antenna in a
metallic case which covers with PML, and performed a series of three
dimensional FDTD simulations of electromagnetic wave propagation
in this space .We also provide a measurement set up in antenna lab
and fortunately the simulations and measurements show good
agreement. According to simulation and measurement results, we
confirmed that the computer program which had been written in
FORTRAN, works correctly.