Abstract: This paper tests the level of market integration between Malaysia and Singapore stock markets with the world market. Kalman Filter (KF) methodology is used on the International Capital Asset Pricing Model (ICAPM) and the pricing errors estimated within the framework of ICAPM are used as a measure of market integration or segmentation. The advantage of the KF technique is that it allows for time-varying coefficients in estimating ICAPM and hence able to capture the varying degree of market integration. Empirical results show clear evidence of varying degree of market integration for both case of Malaysia and Singapore. Furthermore, the results show that the changes in the level of market integration are found to coincide with certain economic events that have taken placed. The findings certainly provide evidence on the practicability of the KF technique to estimate stock markets integration. In the comparison between Malaysia and Singapore stock market, the result shows that the trends of the market integration indices for Malaysia and Singapore look similar through time but the magnitude is notably different with the Malaysia stock market showing greater degree of market integration. Finally, significant evidence of varying degree of market integration shows the inappropriate use of OLS in estimating the level of market integration.
Abstract: The effects of dynamic subgrid scale (SGS) models are
investigated in variational multiscale (VMS) LES simulations of bluff
body flows. The spatial discretization is based on a mixed finite
element/finite volume formulation on unstructured grids. In the VMS
approach used in this work, the separation between the largest and the
smallest resolved scales is obtained through a variational projection
operator and a finite volume cell agglomeration. The dynamic version
of Smagorinsky and WALE SGS models are used to account for
the effects of the unresolved scales. In the VMS approach, these
effects are only modeled in the smallest resolved scales. The dynamic
VMS-LES approach is applied to the simulation of the flow around a
circular cylinder at Reynolds numbers 3900 and 20000 and to the flow
around a square cylinder at Reynolds numbers 22000 and 175000. It
is observed as in previous studies that the dynamic SGS procedure
has a smaller impact on the results within the VMS approach than in
LES. But improvements are demonstrated for important feature like
recirculating part of the flow. The global prediction is improved for
a small computational extra cost.
Abstract: Multimedia distributed systems deal with heterogeneous
data, such as texts, images, graphics, video and audio. The specification
of temporal relations among different data types and distributed
sources is an open research area. This paper proposes a fully
distributed synchronization model to be used in multimedia systems.
One original aspect of the model is that it avoids the use of a common
reference (e.g. wall clock and shared memory). To achieve this, all
possible multimedia temporal relations are specified according to
their causal dependencies.
Abstract: In theoretical computer science, the Turing machine has played a number of important roles in understanding and exploiting basic concepts and mechanisms in computing and information processing [20]. It is a simple mathematical model of computers [9]. After that, M.Blum and C.Hewitt first proposed two-dimensional automata as a computational model of two-dimensional pattern processing, and investigated their pattern recognition abilities in 1967 [7]. Since then, a lot of researchers in this field have been investigating many properties about automata on a two- or three-dimensional tape. On the other hand, the question of whether processing fourdimensional digital patterns is much more difficult than two- or threedimensional ones is of great interest from the theoretical and practical standpoints. Thus, the study of four-dimensional automata as a computasional model of four-dimensional pattern processing has been meaningful [8]-[19],[21]. This paper introduces a cooperating system of four-dimensional finite automata as one model of four-dimensional automata. A cooperating system of four-dimensional finite automata consists of a finite number of four-dimensional finite automata and a four-dimensional input tape where these finite automata work independently (in parallel). Those finite automata whose input heads scan the same cell of the input tape can communicate with each other, that is, every finite automaton is allowed to know the internal states of other finite automata on the same cell it is scanning at the moment. In this paper, we mainly investigate some accepting powers of a cooperating system of eight- or seven-way four-dimensional finite automata. The seven-way four-dimensional finite automaton is an eight-way four-dimensional finite automaton whose input head can move east, west, south, north, up, down, or in the fu-ture, but not in the past on a four-dimensional input tape.
Abstract: Most of the existing text mining approaches are
proposed, keeping in mind, transaction databases model. Thus, the
mined dataset is structured using just one concept: the “transaction",
whereas the whole dataset is modeled using the “set" abstract type. In
such cases, the structure of the whole dataset and the relationships
among the transactions themselves are not modeled and
consequently, not considered in the mining process.
We believe that taking into account structure properties of
hierarchically structured information (e.g. textual document, etc ...)
in the mining process, can leads to best results. For this purpose, an
hierarchical associations rule mining approach for textual documents
is proposed in this paper and the classical set-oriented mining
approach is reconsidered profits to a Direct Acyclic Graph (DAG)
oriented approach. Natural languages processing techniques are used
in order to obtain the DAG structure. Based on this graph model, an
hierarchical bottom up algorithm is proposed. The main idea is that
each node is mined with its parent node.
Abstract: In this paper, an inventory model with finite and
constant replenishment rate, price dependant demand rate, time
value of money and inflation, finite time horizon, lead time and
exponential deterioration rate and with the objective of maximizing
the present worth of the total system profit is developed. Using a
dynamic programming based solution algorithm, the optimal
sequence of the cycles can be found and also different optimal
selling prices, optimal order quantities and optimal maximum
inventories can be obtained for the cycles with unequal lengths,
which have never been done before for this model. Also, a
numerical example is used to show accuracy of the solution
procedure.
Abstract: Passive systems were born with the purpose of the
greatest exploitation of solar energy in cold climates and high
altitudes. They spread themselves until the 80-s all over the world
without any attention to the specific climate and the summer
behavior; this caused the deactivation of the systems due to a series
of problems connected to the summer overheating, the complex
management and the rising of the dust.
Until today the European regulation limits only the winter
consumptions without any attention to the summer behavior but, the
recent European EN 15251 underlines the relevance of the indoor
comfort, and the necessity of the analytic studies validation by
monitoring case studies.
In the porpose paper we demonstrate that the solar wall is an
efficient system both from thermal comfort and energy saving point
of view and it is the most suitable for our temperate climates because
it can be used as a passive cooling sistem too. In particular the paper
present an experimental and numerical analisys carried out on a case
study with nine different solar passive systems in Ancona, Italy.
We carried out a detailed study of the lodging provided by the
solar wall by the monitoring and the evaluation of the indoor
conditions.
Analyzing the monitored data, on the base of recognized models
of comfort (ISO, ASHRAE, Givoni-s BBCC), is emerged that the
solar wall has an optimal behavior in the middle seasons. In winter
phase this passive system gives more advantages in terms of energy
consumptions than the other systems, because it gives greater heat
gain and therefore smaller consumptions. In summer, when outside
air temperature return in the mean seasonal value, the indoor comfort
is optimal thanks to an efficient transversal ventilation activated from
the same wall.
Abstract: The mathematical modeling of storm surge in sea and
coastal regions such as the South China Sea (SCS) and the Gulf of
Thailand (GoT) are important to study the typhoon characteristics.
The storm surge causes an inundation at a lateral boundary exhibiting
in the coastal zones particularly in the GoT and some part of the SCS.
The model simulations in the three dimensional primitive equations
with a high resolution model are important to protect local properties
and human life from the typhoon surges. In the present study, the
mathematical modeling is used to simulate the typhoon–induced
surges in three case studies of Typhoon Linda 1997. The results
of model simulations at the tide gauge stations can describe the
characteristics of storm surges at the coastal zones.
Abstract: In this article, a high vacuum system for the evaporation of organic semiconductors is introduced and a mathematical model is given. Based on the exact input output linearization a deposition rate controller is designed and tested with different evaporation materials.
Abstract: This paper deals with a delayed single population model on time scales. With the assistance of coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained. Furthermore, the better estimations for bounds of periodic solutions are established.
Abstract: In this paper, we propose a robust face relighting
technique by using spherical space properties. The proposed method
is done for reducing the illumination effects on face recognition.
Given a single 2D face image, we relight the face object by
extracting the nine spherical harmonic bases and the face spherical
illumination coefficients. First, an internal training illumination
database is generated by computing face albedo and face normal
from 2D images under different lighting conditions. Based on the
generated database, we analyze the target face pixels and compare
them with the training bootstrap by using pre-generated tiles. In this
work, practical real time processing speed and small image size were
considered when designing the framework. In contrast to other works,
our technique requires no 3D face models for the training process
and takes a single 2D image as an input. Experimental results on
publicly available databases show that the proposed technique works
well under severe lighting conditions with significant improvements
on the face recognition rates.
Abstract: A steady two-phase flow model has been developed to simulate the drying process of porous particle in a pneumatic conveying dryer. The model takes into account the momentum, heat and mass transfer between the continuous phase and the dispersed phase. A single particle model was employed to calculate the evaporation rate. In this model the pore structure is simplified to allow the dominant evaporation mechanism to be readily identified at all points within the duct. The predominant mechanism at any time depends upon the pressure, temperature and the diameter of pore from which evaporating is occurring. The model was validated against experimental studies of pneumatic transport at low and high speeds as well as pneumatic drying. The effects of operating conditions on the dryer parameters are studied numerically. The present results show that the drying rate is enhanced as the inlet gas temperature and the gas flow rate increase and as the solid mass flow rate deceases. The present results also demonstrate the necessity of measuring the inlet gas velocity or the solid concentration in any experimental analysis.
Abstract: Current mode circuits like current conveyors are
getting significant attention in current analog ICs design due to their
higher band-width, greater linearity, larger dynamic range, simpler
circuitry, lower power consumption and less chip area. The second
generation current controlled conveyor (CCCII) has the advantage of
electronic adjustability over the CCII i.e. in CCCII; adjustment of the
X-terminal intrinsic resistance via a bias current is possible. The
presented approach is based on the CMOS implementation of second
generation positive (CCCII+), negative (CCCII-) and dual Output
Current Controlled Conveyor (DOCCCII) and its application as
Universal filter. All the circuits have been designed and simulated
using 65nm CMOS technology model parameters on Cadence
Virtuoso / Spectre using 1V supply voltage. Various simulations have
been carried out to verify the linearity between output and input
ports, range of operation frequency, etc. The outcomes show good
agreement between expected and experimental results.
Abstract: Commercial infrastructures intended for use as leisure
retreats such as golf and ski resorts have been extensively developed in many rural areas of Japan. However, following the burst of the economic bubble in the 1990s, several existing resorts faced tough
management decisions and some were forced to close their business.
In this study, six alternative management options for restructuring the
existing golf courses (park, cemetery, biofuel production, reforestation,
pasturing and abandonment) are examined and their environmental
and economic impacts are quantitatively assessed. In addition,
restructuring scenarios of these options and an ex-ante assessment
model are developed. The scenario analysis by Monte Carlo simulation shows a clear trade-off between GHG savings and benefit/cost (B/C) ratios, of which “Restoring Nature" scenario
absorbs the most CO2 among the four scenarios considered, but its B/C
ratio is the lowest. This study can be used to select or examine options
and scenarios of golf course management and rural environmental
management policies.
Abstract: Imprecision is a long-standing problem in CAD design
and high accuracy image-based reconstruction applications. The visual
hull which is the closed silhouette equivalent shape of the objects
of interest is an important concept in image-based reconstruction.
We extend the domain-theoretic framework, which is a robust and
imprecision capturing geometric model, to analyze the imprecision in
the output shape when the input vertices are given with imprecision.
Under this framework, we show an efficient algorithm to generate the
2D partial visual hull which represents the exact information of the
visual hull with only basic imprecision assumptions. We also show
how the visual hull from polyhedra problem can be efficiently solved
in the context of imprecise input.
Abstract: The connection between solar activity and adverse phenomena in the Earth’s environment that can affect space and ground based technologies has spurred interest in Space Weather (SW) research. A great effort has been put on the development of suitable models that can provide advanced forecast of SW events. With the progress in computational technology, it is becoming possible to develop operational large scale physics based models which can incorporate the most important physical processes and domains of the Sun-Earth system. In order to enhance our SW prediction capabilities we are developing advanced numerical tools. With operational requirements in mind, our goal is to develop a modular simulation framework of propagation of the disturbances from the Sun through interplanetary space to the Earth. Here, we report and discuss on the development of coronal field and solar wind components for a large scale MHD code. The model for these components is based on a potential field source surface model and an empirical Wang-Sheeley-Arge solar wind relation.
Abstract: Total liquid ventilation can support gas exchange in animal models of lung injury. Clinical application awaits further technical improvements and performance verification. Our aim was to develop a liquid ventilator, able to deliver accurate tidal volumes, and a computerized system for measuring lung mechanics. The computer-assisted, piston-driven respirator controlled ventilatory parameters that were displayed and modified on a real-time basis. Pressure and temperature transducers along with a lineal displacement controller provided the necessary signals to calculate lung mechanics. Ten newborn lambs (
Abstract: In this article, a formal specification and verification of the Rabin public-key scheme in a formal proof system is presented. The idea is to use the two views of cryptographic verification: the computational approach relying on the vocabulary of probability theory and complexity theory and the formal approach based on ideas and techniques from logic and programming languages. A major objective of this article is the presentation of the first computer-proved implementation of the Rabin public-key scheme in Isabelle/HOL. Moreover, we explicate a (computer-proven) formalization of correctness as well as a computer verification of security properties using a straight-forward computation model in Isabelle/HOL. The analysis uses a given database to prove formal properties of our implemented functions with computer support. The main task in designing a practical formalization of correctness as well as efficient computer proofs of security properties is to cope with the complexity of cryptographic proving. We reduce this complexity by exploring a light-weight formalization that enables both appropriate formal definitions as well as efficient formal proofs. Consequently, we get reliable proofs with a minimal error rate augmenting the used database, what provides a formal basis for more computer proof constructions in this area.
Abstract: This paper introduces a high-gain observer based state of charge(SOC) estimator for lithium-Ion batteries. The proposed SOC estimator has a high-gain observer(HGO) structure. The HGO scheme enhances the transient response speed and diminishes the effect of uncertainties. Furthermore, it guarantees that the output feedback controller recovers the performance of the state feedback controller when the observer gain is sufficiently high. In order to show the effectiveness of the proposed method, the linear RC battery model in ADVISOR is used. The performance of the proposed method is compared with that of the conventional linear observer(CLO) and some simulation result is given.
Abstract: There has been a growing emphasis in
communication management from simple coordination of
promotional tools to a complex strategic process. This study will
examine the current marketing communications and engagement
strategies used in addressing the key stakeholders. In the case of
fertilizer industry in Malaysia, there has been little empirical
research on stakeholder communication when major challenges
facing the modern corporation is the need to communicate its
identity, its values and products in order to distinguish itself from
competitors. The study will employ both quantitative and qualitative
methods and the use of Structural Equation Modeling (SEM) to
establish a causal relationship amongst the key factors of stakeholder
communication strategies and increment in consumers-
choice/acceptance and impact on financial performance. One of the
major contributions is a conceptual framework for communication
strategies and engagement in increasing consumers- acceptance level
and the firm-s financial performance.