Abstract: German electricity European options on futures using
Lévy processes for the underlying asset are examined. Implied
volatility evolution, under each of the considered models, is
discussed after calibrating for the Merton jump diffusion (MJD),
variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman,
Madan and Yor (CGMY) and the Black and Scholes (B&S) model.
Implied volatility is examined for the entire sample period, revealing
some curious features about market evolution, where data fitting
performances of the five models are compared. It is shown that
variance gamma processes provide relatively better results and that
implied volatility shows significant differences through time, having
increasingly evolved. Volatility changes for changed uncertainty, or
else, increasing futures prices and there is evidence for the need to
account for seasonality when modelling both electricity spot/futures
prices and volatility.
Abstract: In this paper the Huang-s method for solving a m×n fuzzy linear system when, m≤ n, is considered. The method in detail is discussed and illustrated by solving some numerical examples.
Abstract: Exposure to ambient air pollution has been linked to a
number of health outcomes, starting from modest transient changes in
the respiratory tract and impaired pulmonary function, continuing to
restrict activity/reduce performance and to the increase emergency
rooms visits, hospital admissions or mortality. The increase of
allergenic symptoms has been associated with air contaminants such
as ozone, particulate matter, fungal spores and pollen.
Considering the potential relevance of crossed effects of nonbiological
pollutants and airborne pollens and fungal spores on
allergy worsening, the aim of this work was to evaluate the influence
of non-biological pollutants (O3 and PM10) and meteorological
parameters on the concentrations of pollen and fungal spores using
multiple linear regressions.
The data considered in this study were collected in Oporto which
is the second largest Portuguese city, located in the North. Daily
mean of O3, PM10, pollen and fungal spore concentrations,
temperature, relative humidity, precipitation, wind velocity, pollen
and fungal spore concentrations, for 2003, 2004 and 2005 were
considered. Results showed that the 90th percentile of the adjusted
coefficient of determination, P90 (R2aj), of the multiple regressions
varied from 0.613 to 0.916 for pollen and from 0.275 to 0.512 for
fungal spores. O3 and PM10 showed to have some influence on the
biological pollutants. Among the meteorological parameters
analysed, temperature was the one that most influenced the pollen
and fungal spores airborne concentrations. Relative humidity also
showed to have some influence on the fungal spore dispersion.
Nevertheless, the models for each pollen and fungal spore were
different depending on the analysed period, which means that the
correlations identified as statistically significant can not be, even so,
consistent enough.
Abstract: Accurate modeling of high speed RLC interconnects
has become a necessity to address signal integrity issues in current
VLSI design. To accurately model a dispersive system of interconnects
at higher frequencies; a full-wave analysis is required.
However, conventional circuit simulation of interconnects with full
wave models is extremely CPU expensive. We present an algorithm
for reducing large VLSI circuits to much smaller ones with similar
input-output behavior. A key feature of our method, called Frequency
Shift Technique, is that it is capable of reducing linear time-varying
systems. This enables it to capture frequency-translation and sampling
behavior, important in communication subsystems such as mixers,
RF components and switched-capacitor filters. Reduction is obtained
by projecting the original system described by linear differential
equations into a lower dimension. Experiments have been carried out
using Cadence Design Simulator cwhich indicates that the proposed
technique achieves more % reduction with less CPU time than the
other model order reduction techniques existing in literature. We
also present applications to RF circuit subsystems, obtaining size
reductions and evaluation speedups of orders of magnitude with
insignificant loss of accuracy.
Abstract: For future Broad band ISDN, Asynchronous Transfer
Mode (ATM) is designed not only to support a wide range of traffic
classes with diverse flow characteristics, but also to guarantee the
different quality of service QOS requirements. The QOS may be
measured in terms of cell loss probability and maximum cell delay.
In this paper, ATM networks in which the virtual path (VP)
concept is implemented are considered. By applying the Markov
Deterministic process method, an efficient algorithm to compute the
minimum capacity required to satisfy the QOS requirements when
multiple classes of on-off are multiplexed on to a single VP. Using
the result, we then proposed a simple algorithm to determine different
combinations of VP to achieve the optimum of the total capacity
required for satisfying the individual QOS requirements (loss- delay).
Abstract: Considering the numerous applications of the study of
the flow due to leakage in a buried pipe
in unsaturated porous media, finding a proper model to explain the
influence of the effective factors is of great importance.There are
various important factors involved in this type of flow such as: pipe
leakage size and location, burial depth, the degree of the saturation of
the surrounding porous medium, characteristics of the porous
medium, fluid type and pressure of the upstream.In this study, the
flow through unsaturated porous media due to leakage of a buried
pipe for up and down leakage location is studied experimentally and
numerically and their results are compared. Study results show that
Darcy equation together with BCM method (for calculating the
relative permeability) have suitable ability for predicting the flow due
to leakage of buried pipes in unsaturated porous media.
Abstract: In this paper, we prove that if X is regular strongly screenable DC-like (C-scattered), then X ×Y is strongly screenable for every strongly screenable space Y . We also show that the product i∈ω Yi is strongly screenable if every Yi is a regular strongly screenable DC-like space. Finally, we present that the strongly screenableness are poorly behaved with its Tychonoff products.
Abstract: This work presents the first results from the long-term laboratory experiment dealing with impact of drought on soil properties. Three groups of the treatment (A, B and C) with different regime of irrigation were prepared. The soil water content was maintained at 70 % of soil water holding capacity in group A, at 40 % in group B. In group C, soil water regime was maintained in the range of wilting point. Each group of the experiment was divided into three variants (A1 = B1, C1; A2 = B2, C2 etc.) with three repetitions: Variants A1 (B1, C1) were a controls without addition of another fertilizer. Variants A2 (B2, C2) were fertilized with mineral nitrogen fertilizer DAM 390 (0.140 Mg of N per ha) and variants A3 (B3, C3) contained 45 g of Cp per a pot.
The significant differences (ANOVA, P
Abstract: During the past several years, face recognition in video
has received significant attention. Not only the wide range of
commercial and law enforcement applications, but also the availability
of feasible technologies after several decades of research contributes
to the trend. Although current face recognition systems have reached a
certain level of maturity, their development is still limited by the
conditions brought about by many real applications. For example,
recognition images of video sequence acquired in an open
environment with changes in illumination and/or pose and/or facial
occlusion and/or low resolution of acquired image remains a largely
unsolved problem. In other words, current algorithms are yet to be
developed. This paper provides an up-to-date survey of video-based
face recognition research. To present a comprehensive survey, we
categorize existing video based recognition approaches and present
detailed descriptions of representative methods within each category.
In addition, relevant topics such as real time detection, real time
tracking for video, issues such as illumination, pose, 3D and low
resolution are covered.
Abstract: Automatic reusability appraisal is helpful in
evaluating the quality of developed or developing reusable software
components and in identification of reusable components from
existing legacy systems; that can save cost of developing the
software from scratch. But the issue of how to identify reusable
components from existing systems has remained relatively
unexplored. In this research work, structural attributes of software
components are explored using software metrics and quality of the
software is inferred by different Neural Network based approaches,
taking the metric values as input. The calculated reusability value
enables to identify a good quality code automatically. It is found that
the reusability value determined is close to the manual analysis used
to be performed by the programmers or repository managers. So, the
developed system can be used to enhance the productivity and
quality of software development.
Abstract: Image compression can improve the performance of
the digital systems by reducing time and cost in image storage
and transmission without significant reduction of the image quality.
Furthermore, the discrete cosine transform has emerged as the new
state-of-the art standard for image compression. In this paper, a
hybrid image compression technique based on reversible blockade
transform coding is proposed. The technique, implemented over
regions of interest (ROIs), is based on selection of the coefficients
that belong to different transforms, depending on the coefficients is
proposed. This method allows: (1) codification of multiple kernals
at various degrees of interest, (2) arbitrary shaped spectrum,and (3)
flexible adjustment of the compression quality of the image and the
background. No standard modification for JPEG2000 decoder was
required. The method was applied over different types of images.
Results show a better performance for the selected regions, when
image coding methods were employed for the whole set of images.
We believe that this method is an excellent tool for future image
compression research, mainly on images where image coding can
be of interest, such as the medical imaging modalities and several
multimedia applications. Finally VLSI implementation of proposed
method is shown. It is also shown that the kernal of Hartley and
Cosine transform gives the better performance than any other model.
Abstract: Patients with diabetes are susceptible to chronic foot
wounds which may be difficult to manage and slow to heal.
Diagnosis and treatment currently rely on the subjective judgement of
experienced professionals. An objective method of tissue assessment
is required. In this paper, a data fusion approach was taken to wound
tissue classification. The supervised Maximum Likelihood and
unsupervised Multi-Modal Expectation Maximisation algorithms
were used to classify tissues within simulated wound models by
weighting the contributions of both colour and 3D depth information.
It was found that, at low weightings, depth information could show
significant improvements in classification accuracy when compared
to classification by colour alone, particularly when using the
maximum likelihood method. However, larger weightings were
found to have an entirely negative effect on accuracy.
Abstract: Today-s Information and Knowledge Society has
placed new demands on education and a new paradigm of education
is required. Learning, facilitated by educational systems and the
pedagogic process, is globally undergoing dramatic changes. The aim
of this paper is the development of a simple Instructional Design tool
for E-Learning, named IDEL (Instructional Design for Electronic
Learning), that provides the educators with facilities to create their
own courses with the essential educational material and manage
communication with students. It offers flexibility in the way of
learning and provides ease in employment and reusability of
resources. IDEL is a web-based Instructional System and is designed
to facilitate course design process in accordance with the ADDIE
model and the instructional design principles with emphasis placed
on the use of technology enhanced learning. An example case of
using the ADDIE model to systematically develop a course and its
implementation with the aid of IDEL is given and some results from
student evaluation of the tool and the course are reported.
Abstract: This research is aimed to describe the application of robust regression and its advantages over the least square regression method in analyzing financial data. To do this, relationship between earning per share, book value of equity per share and share price as price model and earning per share, annual change of earning per share and return of stock as return model is discussed using both robust and least square regressions, and finally the outcomes are compared. Comparing the results from the robust regression and the least square regression shows that the former can provide the possibility of a better and more realistic analysis owing to eliminating or reducing the contribution of outliers and influential data. Therefore, robust regression is recommended for getting more precise results in financial data analysis.
Abstract: This paper compares six approaches of object serialization
from qualitative and quantitative aspects. Those are object
serialization in Java, IDL, XStream, Protocol Buffers, Apache Avro,
and MessagePack. Using each approach, a common example is
serialized to a file and the size of the file is measured. The qualitative
comparison works are investigated in the way of checking whether
schema definition is required or not, whether schema compiler is
required or not, whether serialization is based on ascii or binary, and
which programming languages are supported. It is clear that there
is no best solution. Each solution makes good in the context it was
developed.
Abstract: In this paper the supersonic ejectors are
experimentally and analytically studied. Ejector is a device that
uses the energy of a fluid to move another fluid. This device works
like a vacuum pump without usage of piston, rotor or any other
moving component. An ejector contains an active nozzle, a passive
nozzle, a mixing chamber and a diffuser. Since the fluid viscosity
is large, and the flow is turbulent and three dimensional in the
mixing chamber, the numerical methods consume long time and
high cost to analyze the flow in ejectors. Therefore this paper
presents a simple analytical method that is based on the precise
governing equations in fluid mechanics. According to achieved
analytical relations, a computer code has been prepared to analyze
the flow in different components of the ejector. An experiment has
been performed in supersonic regime 1.5
Abstract: Many research works are carried out on the analysis of
traces in a digital learning environment. These studies produce large
volumes of usage tracks from the various actions performed by a
user. However, to exploit these data, compare and improve
performance, several issues are raised. To remedy this, several works
deal with this problem seen recently. This research studied a series of
questions about format and description of the data to be shared. Our
goal is to share thoughts on these issues by presenting our experience
in the analysis of trace-based log files, comparing several approaches
used in automatic classification applied to e-learning platforms.
Finally, the obtained results are discussed.
Abstract: An experimental study is presented on the effect
of microstructural change on the Portevin-Le Chatelier effect
behaviour of Al-2.5%Mg alloy. Tensile tests are performed on
the as received and heat treated (at 400 ºC for 16 hours)
samples for a wide range of strain rates. The serrations
observed in the stress-time curve are investigated from
statistical analysis point of view. Microstructures of the
samples are characterized by optical metallography and X-ray
diffraction. It is found that the excess vacancy generated due
to heat treatment leads to decrease in the strain rate sensitivity
and the increase in the number of stress drop occurrences per
unit time during the PLC effect. The microstructural
parameters like domain size, dislocation density have no
appreciable effect on the PLC effect as far as the statistical
behavior of the serrations is considered.
Abstract: The method of gait identification based on the nearest neighbor classification technique with motion similarity assessment by the dynamic time warping is proposed. The model based kinematic motion data, represented by the joints rotations coded by Euler angles and unit quaternions is used. The different pose distance functions in Euler angles and quaternion spaces are considered. To evaluate individual features of the subsequent joints movements during gait cycle, joint selection is carried out. To examine proposed approach database containing 353 gaits of 25 humans collected in motion capture laboratory is used. The obtained results are promising. The classifications, which takes into consideration all joints has accuracy over 91%. Only analysis of movements of hip joints allows to correctly identify gaits with almost 80% precision.
Abstract: Renewable energy systems are becoming a topic of
great interest and investment in the world. In recent years wind
power generation has experienced a very fast development in the
whole world. For planning and successful implementations of good
wind power plant projects, wind potential measurements are
required. In these projects, of great importance is the effective choice
of the micro location for wind potential measurements, installation of
the measurement station with the appropriate measuring equipment,
its maintenance and analysis of the gained data on wind potential
characteristics. In this paper, a wavelet transform has been applied to
analyze the wind speed data in the context of insight in the
characteristics of the wind and the selection of suitable locations that
could be the subject of a wind farm construction. This approach
shows that it can be a useful tool in investigation of wind potential.