Statistical Computational of Volatility in Financial Time Series Data

It is well known that during the developments in the economic sector and through the financial crises occur everywhere in the whole world, volatility measurement is the most important concept in financial time series. Therefore in this paper we discuss the volatility for Amman stocks market (Jordan) for certain period of time. Since wavelet transform is one of the most famous filtering methods and grows up very quickly in the last decade, we compare this method with the traditional technique, Fast Fourier transform to decide the best method for analyzing the volatility. The comparison will be done on some of the statistical properties by using Matlab program.

A High-Frequency Low-Power Low-Pass-Filter-Based All-Current-Mirror Sinusoidal Quadrature Oscillator

A high-frequency low-power sinusoidal quadrature oscillator is presented through the use of two 2nd-order low-pass current-mirror (CM)-based filters, a 1st-order CM low-pass filter and a CM bilinear transfer function. The technique is relatively simple based on (i) inherent time constants of current mirrors, i.e. the internal capacitances and the transconductance of a diode-connected NMOS, (ii) a simple negative resistance RN formed by a resistor load RL of a current mirror. Neither external capacitances nor inductances are required. As a particular example, a 1.9-GHz, 0.45-mW, 2-V CMOS low-pass-filter-based all-current-mirror sinusoidal quadrature oscillator is demonstrated. The oscillation frequency (f0) is 1.9 GHz and is current-tunable over a range of 370 MHz or 21.6 %. The power consumption is at approximately 0.45 mW. The amplitude matching and the quadrature phase matching are better than 0.05 dB and 0.15°, respectively. Total harmonic distortions (THD) are less than 0.3 %. At 2 MHz offset from the 1.9 GHz, the carrier to noise ratio (CNR) is 90.01 dBc/Hz whilst the figure of merit called a normalized carrier-to-noise ratio (CNRnorm) is 153.03 dBc/Hz. The ratio of the oscillation frequency (f0) to the unity-gain frequency (fT) of a transistor is 0.25. Comparisons to other approaches are also included.

A Follow up Study on the Elderly Survivors - Mental Health Two Years after the Wenchuan Earthquake

Background: This investigated the mental health of the elderly survivors six months, ten months and two years after the “5.12 Wenchuan" earthquake. Methods: Two hundred and thirty-two physically healthy older survivors from earthquake-affected Mianyang County were interviewed. The measures included the Revised Impact of Event Scale (IES-R, Chinese version, for PTSD) and a Chinese Mental Health Inventory for the Elderly (MHIE). A repeated measures ANOVA test was used for statistical analysis. Results: The follow-up group had a statistically significant lower IES-R score and lower MHIE score than the initial group ten months after the earthquake. Two years later, the score of IES-R in follow-up group were still lower than that of non-follow-up group, but no differences were significant on the score of MHIE between groups. Furthermore, a negative relationship was found between scores of IES-R and MHIE. Conclusion: The earthquake has had a persistent negative impact on older survivors- mental health within the two-year period and that although the PTSD level declined significantly with time, it did not disappear completely.

Quantitative Evaluation of Frameworks for Web Applications

An empirical study of web applications that use software frameworks is presented here. The analysis is based on two approaches. In the first, developers using such frameworks are required, based on their experience, to assign weights to parameters such as database connection. In the second approach, a performance testing tool, OpenSTA, is used to compute start time and other such measures. From such an analysis, it is concluded that open source software is superior to proprietary software. The motivation behind this research is to examine ways in which a quantitative assessment can be made of software in general and frameworks in particular. Concepts such as metrics and architectural styles are discussed along with previously published research.

Understanding Grip Choice and Comfort Whilst Hoovering

The hand is one of the essential parts of the body for carrying out Activities of Daily Living (ADLs). Individuals use their hands and fingers in everyday activities in the both the workplace and home. Hand-intensive tasks require diverse and sometimes extreme levels of exertion, depending on the action, movement or manipulation involved. The authors have undertaken several studies looking at grip choice and comfort. It is hoped that in providing improved understanding of discomfort during ADLs this will aid in the design of consumer products. Previous work by the authors outlined a methodology for calculating pain frequency and pain level for a range of tasks. From an online survey undertaken by the authors with regards manipulating objects during everyday tasks, tasks involving gripping were seen to produce the highest levels of pain and discomfort. Questioning of the participants showed that cleaning tasks were seen to be ADL's that produced the highest levels of discomfort, with women feeling higher levels of discomfort than men. This paper looks at the methodology for calculating pain frequency and pain level with particular regards to gripping activities. This methodology shows that activities such as mopping, sweeping and hoovering shows the highest numbers of pain frequency and pain level at 3112.5 frequency per month while the pain level per person doing this action was 0.78.The study then uses thin-film force sensors to analyze the force distribution in the hand whilst hoovering and compares this for differing grip styles and genders. Women were seen to have more of their hand under a higher pressure than men when undertaking hoovering. This suggests that women may feel greater discomfort than men since their hand is at a higher pressure more of the time.

Changes in Subjective and Objective Measures of Performance in Ramadan

The Muslim faith requires individuals to fast between the hours of sunrise and sunset during the month of Ramadan. Our recent work has concentrated on some of the changes that take place during the daytime when fasting. A questionnaire was developed to assess subjective estimates of physical, mental and social activities, and fatigue. Four days were studied: in the weeks before and after Ramadan (control days) and during the first and last weeks of Ramadan (experimental days). On each of these four days, this questionnaire was given several times during the daytime and once after the fast had been broken and just before individuals retired at night. During Ramadan, daytime mental, physical and social activities all decreased below control values but then increased to abovecontrol values in the evening. The desires to perform physical and mental activities showed very similar patterns. That is, individuals tried to conserve energy during the daytime in preparation for the evenings when they ate and drank, often with friends. During Ramadan also, individuals were more fatigued in the daytime and napped more often than on control days. This extra fatigue probably reflected decreased sleep, individuals often having risen earlier (before sunrise, to prepare for fasting) and retired later (to enable recovery from the fast). Some physiological measures and objective measures of performance (including the response to a bout of exercise) have also been investigated. Urine osmolality fell during the daytime on control days as subjects drank, but rose in Ramadan to reach values at sunset indicative of dehydration. Exercise performance was also compromised, particularly late in the afternoon when the fast had lasted several hours. Self-chosen exercise work-rates fell and a set amount of exercise felt more arduous. There were also changes in heart rate and lactate accumulation in the blood, indicative of greater cardiovascular and metabolic stress caused by the exercise in subjects who had been fasting. Daytime fasting in Ramadan produces widespread effects which probably reflect combined effects of sleep loss and restrictions to intakes of water and food.

Implementation of Neural Network Based Electricity Load Forecasting

This paper proposed a novel model for short term load forecast (STLF) in the electricity market. The prior electricity demand data are treated as time series. The model is composed of several neural networks whose data are processed using a wavelet technique. The model is created in the form of a simulation program written with MATLAB. The load data are treated as time series data. They are decomposed into several wavelet coefficient series using the wavelet transform technique known as Non-decimated Wavelet Transform (NWT). The reason for using this technique is the belief in the possibility of extracting hidden patterns from the time series data. The wavelet coefficient series are used to train the neural networks (NNs) and used as the inputs to the NNs for electricity load prediction. The Scale Conjugate Gradient (SCG) algorithm is used as the learning algorithm for the NNs. To get the final forecast data, the outputs from the NNs are recombined using the same wavelet technique. The model was evaluated with the electricity load data of Electronic Engineering Department in Mandalay Technological University in Myanmar. The simulation results showed that the model was capable of producing a reasonable forecasting accuracy in STLF.

SWARM: A Meta-Scheduler to Minimize Job Queuing Times on Computational Grids

Some meta-schedulers query the information system of individual supercomputers in order to submit jobs to the least busy supercomputer on a computational Grid. However, this information can become outdated by the time a job starts due to changes in scheduling priorities. The MSR scheme is based on Multiple Simultaneous Requests and can take advantage of opportunities resulting from these priorities changes. This paper presents the SWARM meta-scheduler, which can speed up the execution of large sets of tasks by minimizing the job queuing time through the submission of multiple requests. Performance tests have shown that this new meta-scheduler is faster than an implementation of the MSR scheme and the gLite meta-scheduler. SWARM has been used through the GridQTL project beta-testing portal during the past year. Statistics are provided for this usage and demonstrate its capacity to achieve reliably a substantial reduction of the execution time in production conditions.

Compiler-Based Architecture for Context Aware Frameworks

Computers are being integrated in the various aspects of human every day life in different shapes and abilities. This fact has intensified a requirement for the software development technologies which is ability to be: 1) portable, 2) adaptable, and 3) simple to develop. This problem is also known as the Pervasive Computing Problem (PCP) which can be implemented in different ways, each has its own pros and cons and Context Oriented Programming (COP) is one of the methods to address the PCP. In this paper a design for a COP framework, a context aware framework, is presented which has eliminated weak points of a previous design based on interpreter languages, while introducing the compiler languages power in implementing these frameworks. The key point of this improvement is combining COP and Dependency Injection (DI) techniques. Both old and new frameworks are analyzed to show advantages and disadvantages. Finally a simulation of both designs is proposed to indicating that the practical results agree with the theoretical analysis while the new design runs almost 8 times faster.

Weed Classification using Histogram Maxima with Threshold for Selective Herbicide Applications

Information on weed distribution within the field is necessary to implement spatially variable herbicide application. Since hand labor is costly, an automated weed control system could be feasible. This paper deals with the development of an algorithm for real time specific weed recognition system based on Histogram Maxima with threshold of an image that is used for the weed classification. This algorithm is specifically developed to classify images into broad and narrow class for real-time selective herbicide application. The developed system has been tested on weeds in the lab, which have shown that the system to be very effectiveness in weed identification. Further the results show a very reliable performance on images of weeds taken under varying field conditions. The analysis of the results shows over 95 percent classification accuracy over 140 sample images (broad and narrow) with 70 samples from each category of weeds.

Cryptography Over Elliptic Curve Of The Ring Fq[e], e4 = 0

Groups where the discrete logarithm problem (DLP) is believed to be intractable have proved to be inestimable building blocks for cryptographic applications. They are at the heart of numerous protocols such as key agreements, public-key cryptosystems, digital signatures, identification schemes, publicly verifiable secret sharings, hash functions and bit commitments. The search for new groups with intractable DLP is therefore of great importance.The goal of this article is to study elliptic curves over the ring Fq[], with Fq a finite field of order q and with the relation n = 0, n ≥ 3. The motivation for this work came from the observation that several practical discrete logarithm-based cryptosystems, such as ElGamal, the Elliptic Curve Cryptosystems . In a first time, we describe these curves defined over a ring. Then, we study the algorithmic properties by proposing effective implementations for representing the elements and the group law. In anther article we study their cryptographic properties, an attack of the elliptic discrete logarithm problem, a new cryptosystem over these curves.

A Novel Convergence Accelerator for the LMS Adaptive Algorithm

The least mean square (LMS) algorithmis one of the most well-known algorithms for mobile communication systems due to its implementation simplicity. However, the main limitation is its relatively slow convergence rate. In this paper, a booster using the concept of Markov chains is proposed to speed up the convergence rate of LMS algorithms. The nature of Markov chains makes it possible to exploit the past information in the updating process. Moreover, since the transition matrix has a smaller variance than that of the weight itself by the central limit theorem, the weight transition matrix converges faster than the weight itself. Accordingly, the proposed Markov-chain based booster thus has the ability to track variations in signal characteristics, and meanwhile, it can accelerate the rate of convergence for LMS algorithms. Simulation results show that the LMS algorithm can effectively increase the convergence rate and meantime further approach the Wiener solution, if the Markov-chain based booster is applied. The mean square error is also remarkably reduced, while the convergence rate is improved.

Comparative Study of Complexity in Streetscape Composition

This research is a comparative study of complexity, as a multidimensional concept, in the context of streetscape composition in Algeria and Japan. 80 streetscapes visual arrays have been collected and then presented to 20 participants, with different cultural backgrounds, in order to be categorized and classified according to their degrees of complexity. Three analysis methods have been used in this research: cluster analysis, ranking method and Hayashi Quantification method (Method III). The results showed that complexity, disorder, irregularity and disorganization are often conflicting concepts in the urban context. Algerian daytime streetscapes seem to be balanced, ordered and regular, and Japanese daytime streetscapes seem to be unbalanced, regular and vivid. Variety, richness and irregularity with some aspects of order and organization seem to characterize Algerian night streetscapes. Japanese night streetscapes seem to be more related to balance, regularity, order and organization with some aspects of confusion and ambiguity. Complexity characterized mainly Algerian avenues with green infrastructure. Therefore, for Japanese participants, Japanese traditional night streetscapes were complex. And for foreigners, Algerian and Japanese avenues nightscapes were the most complex visual arrays.

Biospeckle Techniques in Quality Evaluation of Indian Fruits

In this study spatial-temporal speckle correlation techniques have been applied for the quality evaluation of three different Indian fruits namely apple, pear and tomato for the first time. The method is based on the analysis of variations of laser light scattered from biological samples. The results showed that crosscorrelation coefficients of biospeckle patterns change subject to their freshness and the storage conditions. The biospeckle activity was determined by means of the cross-correlation functions of the intensity fluctuations. Significant changes in biospeckle activity were observed during their shelf lives. From the study, it is found that the biospeckle activity decreases with the shelf-life storage time. Further it has been shown that biospeckle activity changes according to their respiration rates.

Transmission Model for Plasmodium Vivax Malaria: Conditions for Bifurcation

Plasmodium vivax malaria differs from P. falciparum malaria in that a person suffering from P. vivax infection can suffer relapses of the disease. This is due the parasite being able to remain dormant in the liver of the patients where it is able to re-infect the patient after a passage of time. During this stage, the patient is classified as being in the dormant class. The model to describe the transmission of P. vivax malaria consists of a human population divided into four classes, the susceptible, the infected, the dormant and the recovered. The effect of a time delay on the transmission of this disease is studied. The time delay is the period in which the P. vivax parasite develops inside the mosquito (vector) before the vector becomes infectious (i.e., pass on the infection). We analyze our model by using standard dynamic modeling method. Two stable equilibrium states, a disease free state E0 and an endemic state E1, are found to be possible. It is found that the E0 state is stable when a newly defined basic reproduction number G is less than one. If G is greater than one the endemic state E1 is stable. The conditions for the endemic equilibrium state E1 to be a stable spiral node are established. For realistic values of the parameters in the model, it is found that solutions in phase space are trajectories spiraling into the endemic state. It is shown that the limit cycle and chaotic behaviors can only be achieved with unrealistic parameter values.

Hierarchical PSO-Adaboost Based Classifiers for Fast and Robust Face Detection

We propose a fast and robust hierarchical face detection system which finds and localizes face images with a cascade of classifiers. Three modules contribute to the efficiency of our detector. First, heterogeneous feature descriptors are exploited to enrich feature types and feature numbers for face representation. Second, a PSO-Adaboost algorithm is proposed to efficiently select discriminative features from a large pool of available features and reinforce them into the final ensemble classifier. Compared with the standard exhaustive Adaboost for feature selection, the new PSOAdaboost algorithm reduces the training time up to 20 times. Finally, a three-stage hierarchical classifier framework is developed for rapid background removal. In particular, candidate face regions are detected more quickly by using a large size window in the first stage. Nonlinear SVM classifiers are used instead of decision stump functions in the last stage to remove those remaining complex nonface patterns that can not be rejected in the previous two stages. Experimental results show our detector achieves superior performance on the CMU+MIT frontal face dataset.

On-line Speech Enhancement by Time-Frequency Masking under Prior Knowledge of Source Location

This paper presents the source extraction system which can extract only target signals with constraints on source localization in on-line systems. The proposed system is a kind of methods for enhancing a target signal and suppressing other interference signals. But, the performance of proposed system is superior to any other methods and the extraction of target source is comparatively complete. The method has a beamforming concept and uses an improved time-frequency (TF) mask-based BSS algorithm to separate a target signal from multiple noise sources. The target sources are assumed to be in front and test data was recorded in a reverberant room. The experimental results of the proposed method was evaluated by the PESQ score of real-recording sentences and showed a noticeable speech enhancement.

Real-time Haptic Modeling and Simulation for Prosthetic Insertion

In this work a surgical simulator is produced which enables a training otologist to conduct a virtual, real-time prosthetic insertion. The simulator provides the Ear, Nose and Throat surgeon with real-time visual and haptic responses during virtual cochlear implantation into a 3D model of the human Scala Tympani (ST). The parametric model is derived from measured data as published in the literature and accounts for human morphological variance, such as differences in cochlear shape, enabling patient-specific pre- operative assessment. Haptic modeling techniques use real physical data and insertion force measurements, to develop a force model which mimics the physical behavior of an implant as it collides with the ST walls during an insertion. Output force profiles are acquired from the insertion studies conducted in the work, to validate the haptic model. The simulator provides the user with real-time, quantitative insertion force information and associated electrode position as user inserts the virtual implant into the ST model. The information provided by this study may also be of use to implant manufacturers for design enhancements as well as for training specialists in optimal force administration, using the simulator. The paper reports on the methods for anatomical modeling and haptic algorithm development, with focus on simulator design, development, optimization and validation. The techniques may be transferrable to other medical applications that involve prosthetic device insertions where user vision is obstructed.

Day Type Identification for Algerian Electricity Load using Kohonen Maps

Short term electricity demand forecasts are required by power utilities for efficient operation of the power grid. In a competitive market environment, suppliers and large consumers also require short term forecasts in order to estimate their energy requirements in advance. Electricity demand is influenced (among other things) by the day of the week, the time of year and special periods and/or days such as Ramadhan, all of which must be identified prior to modelling. This identification, known as day-type identification, must be included in the modelling stage either by segmenting the data and modelling each day-type separately or by including the day-type as an input. Day-type identification is the main focus of this paper. A Kohonen map is employed to identify the separate day-types in Algerian data.

A New Digital Transceiver Circuit for Asynchronous Communication

A new digital transceiver circuit for asynchronous frame detection is proposed where both the transmitter and receiver contain all digital components, thereby avoiding possible use of conventional devices like monostable multivibrators with unstable external components such as resistances and capacitances. The proposed receiver circuit, in particular, uses a combinational logic block yielding an output which changes its state as soon as the start bit of a new frame is detected. This, in turn, helps in generating an efficient receiver sampling clock. A data latching circuit is also used in the receiver to latch the recovered data bits in any new frame. The proposed receiver structure is also extended from 4- bit information to any general n data bits within a frame with a common expression for the output of the combinational logic block. Performance of the proposed hardware design is evaluated in terms of time delay, reliability and robustness in comparison with the standard schemes using monostable multivibrators. It is observed from hardware implementation that the proposed circuit achieves almost 33 percent speed up over any conventional circuit.