Abstract: Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.
Abstract: Reversible watermarking that not only protects the copyright but also preserve the original quality of the digital content have been intensively studied. In particular, the demand for reversible watermarking has increased. In this paper, we propose a reversible watermarking scheme based on interpolation-error shifting and error pre-compensation. The intensity of a pixel is interpolated from the intensities of neighboring pixels, and the difference histogram between the interpolated and the original intensities is obtained and modified to embed the watermark message. By restoring the difference histogram, the embedded watermark is extracted and the original image is recovered by compensating for the interpolation error. The overflow and underflow are prevented by error pre-compensation. To show the performance of the method, the proposed algorithm is compared with other methods using various test images.
Abstract: An experimental study was conducted on foamed concrete with synthetic and natural fibres consisting of AR-glas, polypropylene, steel, kenaf and oil palm fibre. The foamed concrete mixtures produced had a target density of 1000kg/m3 and a mix ratio of (1:1.5:0.45). The fibres were used as additives. The inclusion of fibre was maintained at a volumetric fraction of 0.25 and 0.4%. The water absorption, thermal and shrinkage were determined to study the effect of the fibre on the durability properties of foamed concrete. The results showed that AR-glass fibre has the lowest percentage value of drying shrinkage compared to others.
Abstract: This paper proposes an approach for translating an existing relational database (RDB) schema into ORDB. The transition is done with methods that can extract various functions from a RDB which is based on aggregations, associations between the various tables, and the reflexive relationships. These methods can extract even the inheritance knowing that no process of reverse engineering can know that it is an Inheritance; therefore, our approach exceeded all of the previous studies made for the transition from RDB to ORDB. In summation, the creation of the New Data Model (NDM) that stocks the RDB in a form of a structured table, and from the NDM we create our navigational model in order to simplify the implementation object from which we develop our different types. Through these types we precede to the last step, the creation of tables.
The step mentioned above does not require any human interference. All this is done automatically, and a prototype has already been created which proves the effectiveness of this approach.
Abstract: A general decline in the cost, size, and power requirements of electronics is accelerating the adoption of integrated GPS/INS technologies in consumer applications such Land Vehicle Navigation. Researchers have looking for ways to eliminate additional components from product designs. One possibility is to drop one or more of the relatively expensive gyroscopes from microelectromechanical system (MEMS) versions of inertial measurement units (IMUs). For land vehicular use, the most important gyroscope is the vertical gyro that senses the heading of the vehicle and two horizontal accelerometers for determining the velocity of the vehicle. This paper presents a simplified integration algorithm for strap down (ParIMU)\GPS combination, with data post processing for the determination of 2-D components of position (trajectory), velocity and heading. In the present approach we have neglected earth rotation and gravity variations, because of the poor gyroscope sensitivities of the low-cost IMU and because of the relatively small area of the trajectory.
Abstract: One of the main goals of a computer forensic analyst is to determine the cause and effect of the acquisition of a digital evidence in order to obtain relevant information on the case is being handled. In order to get fast and accurate results, this paper will discuss the approach known as Ontology Framework. This model uses a structured hierarchy of layers that create connectivity between the variant and searching investigation of activity that a computer forensic analysis activities can be carried out automatically. There are two main layers are used, namely Analysis Tools and Operating System. By using the concept of Ontology, the second layer is automatically designed to help investigator to perform the acquisition of digital evidence. The methodology of automation approach of this research is by utilizing Forward Chaining where the system will perform a search against investigative steps and atomically structured in accordance with the rules of the Ontology.
Abstract: IEEE 802.11a/b/g standards support multiple transmission rates. Even though the use of multiple transmission rates increase the WLAN capacity, this feature leads to the performance anomaly problem. Cooperative communication was introduced to relieve the performance anomaly problem. Data packets are delivered to the destination much faster through a relay node with high rate than through direct transmission to the destination at low rate. In the legacy cooperative protocols, a source node chooses a relay node only based on the transmission rate. Therefore, they are not so feasible in multi-flow environments since they do not consider the effect of other flows. To alleviate the effect, we propose a new relay node selection algorithm based on the transmission rate and channel contention level. Performance evaluation is conducted using simulation, and shows that the proposed protocol significantly outperforms the previous protocol in terms of throughput and delay.
Abstract: Catalytic combustion is generally accepted as an environmentally preferred alternative for the generation of heat and power from fossil fuels mainly due to its advantages related to the stable combustion under very lean conditions with low emissions of NOx, CO, and UHC at temperatures lower than those occurred in conventional flame combustion. Despite these advantages, the commercial application of catalytic combustion has been delayed because of complicated reaction processes and the difficulty in developing appropriate catalysts with the required stability and durability. To develop the catalytic combustors, detailed studies on the combustion characteristics of catalytic combustion should be conducted. To the end, in current research, quantitative studies on the combustion characteristics of the catalytic combustors, with a Pd-based catalyst for MCFC power generation systems, relying on numerical simulations have been conducted. In addition, data from experimental studies of variations in outlet temperatures and fuel conversion, taken after operating conditions have been used to validate the present numerical approach. After introducing the governing equations for mass, momentum, and energy equations as well as a description of catalytic combustion kinetics, the effects of the excess air ratio, space velocity, and inlet gas temperature on the catalytic combustion characteristics are extensively investigated. Quantitative comparisons are also conducted with previous experimental data. Finally, some concluding remarks are presented.
Abstract: Polystyrene (PS) was extracted from Styrofoam (expanded polystyrene foam) waste, so called white pollutant. The PS was functionalized with N,N- Bis(2-aminobenzylidene)benzene-1,2-diamine (ABA) ligand through an azo spacer. The resin was characterized by FT-IR spectroscopy and elemental analysis. The PS-N=N-ABA resin was used for the enrichment and speciation of Cr(III)/Cr(VI) ions and total Cr determination in aqueous samples by flame atomic absorption spectrometry (FAAS). The separation of Cr(III)/Cr(VI) ions was achieved at pH 2. The recovery of Cr(VI) ions was achieved ≥ 95.0% at optimum parameters: pH 2; resin amount 300mg; flow rates 2.0mL min-1 of solution and 2.0mL min-1 of eluent (2.0mol L-1 HNO3). Total Cr was determined by oxidation of Cr(III) to Cr(VI) ions using H2O2. The limit of detection (LOD) and quantification (LOQ) of Cr(VI) were found to be 0.40 and 1.20μg L-1, respectively with preconcentration factor of 250. Total saturation and breakthrough capacitates of the resin for Cr(IV) ions were found to be 0.181 and 0.531mmol g-1, respectively. The proposed method was successfully applied for the preconcentration/speciation of Cr(III)/Cr(VI) ions and determination of total Cr in industrial effluents.
Abstract: Laminar mixed Convection heat transfer of a nanofluid with prescribed constant heat flux on the inner wall of horizontal annular tube has been studied numerically based on two-phase mixture model in different Rayleigh Numbers and Azimuth angles. Effects of applying of different volume fractions of Al2O3 nanoparticles in water as a base fluid on hydrodynamic and thermal behaviors of the fluid flow such as axial velocity, secondary flow, temperature, heat transfer coefficient and friction coefficient at the inner and outer wall region, has been investigated. Conservation equations in elliptical form has been utilized and solved in three dimensions for a steady flow. It is observed that, there is a good agreement between results in this work and previously published experimental and numerical works on mixed convection in horizontal annulus. These particles cause to increase convection heat transfer coefficient of the fluid, meanwhile there is no considerable effect on friction coefficient.
Abstract: This work introduces a new concept for controlling the mechanical vibrations via variable stiffness coil spring. The concept relies on fitting a screw though the spring to change the number of active spring coils. A prototype has been built and tested with promising results toward an innovation in the field of vibration control.
Abstract: This paper deals with the problem of stability of
neural networks with leakage, discrete and distributed delays. A
new Lyapunov functional which contains some new double integral
terms are introduced. By using appropriate model transformation
that shifts the considered systems into the neutral-type time-delay
system, and by making use of some inequality techniques,
delay-dependent criteria are developed to guarantee the stability of
the considered system. Finally, numerical examples are provided to
illustrate the usefulness of the proposed main results.
Abstract: Chord formation in western music notations is an intelligent art form which is learnt over the years by a musician to acquire it. Still it is a question of creativity that brings the perfect chord sequence that matches music score. This work focuses on the process of forming chords using a custom-designed knowledgebase (KB) of Music Expert System. An optimal Chord-Set for a given music score is arrived by using the chord-pool in the KB and the finding the chord match using Jusic Distance (JD). Conceptual Graph based knowledge representation model is followed for knowledge storage and retrieval in the knowledgebase.
Abstract: The negative Poisson’s ratios can be described in terms of models based on the geometry of the system and the way this geometry changes due to applied loads. As the Poisson’s ratio does not depend on scale hence deformation can take place at the nano to macro level the only requirement is the right combination of the geometry. Our thrust in this paper is to combine our knowledge of tailored enhanced mechanical properties of the materials having negative Poisson’s ratio with the micromachining and electrospining technology to develop a novel stent carrying a drug delivery system. Therefore, the objective of this paper includes (i) fabrication of a micromachined metal sheet tailored with structure having negative Poisson’s ratio through rotating solid squares geometry using femtosecond laser ablation; (ii) rolling fabricated structure and welding to make a tubular structure (iii) wrapping it with nanofibers of biocompatible polymer PCL (polycaprolactone) for drug delivery (iv) analysis of the functional and mechanical performance of fabricated structure analytically and experimentally. Further, as the applications concerned, tubular structures have potential in biomedical for example hollow tubes called stents are placed inside to provide mechanical support to a damaged artery or diseased region and to open a blocked esophagus thus allowing feeding capacity and improving quality of life.
Abstract: Cloud computing (CC) and mobile cloud computing (MCC) have advanced rapidly the last few years. Today, MCC undergoes fast improvement and progress in terms of hardware (memory, embedded sensors, power consumption, touch screen, etc.) software (more and more sophisticated mobile applications) and transmission (higher data transmission rates achieved with different technologies such as 3Gs). This paper presents a review on the concept of CC and MCC. Then, it discusses what has been done regarding middleware in cloud and mobile cloud computing. Later, it shows the architecture of our proposed middleware along with its functionalities which will be provided to mobile clients in order to overcome the well known problems (such as low battery power, slow CPU speed and little memory…).
Abstract: The conventional routing protocol designed for MANET fail to handle dynamic movement and self-starting behavior of the node effectively. Every node in MANET is considered as forward as well receiver node and all of them participate in routing the packet from source to the destination. While the interconnection topology is highly dynamic, the performance of the most of the routing protocol is not encouraging. In this paper, a reliable broadcast approach for MANET is proposed for improving the transmission rate. The MANET is considered with asymmetric characteristics and the properties of the source and destination nodes are different. The non-forwarding node list is generated with a downstream node and they do not participate in the routing. While the forwarding and non-forwarding node is constructed in a conventional way, the number of nodes in non-forwarding list is more and increases the load. In this work, we construct the forwarding and non-forwarding node optimally so that the flooding and broadcasting is reduced to certain extent. The forwarded packet is considered as acknowledgements and the non-forwarding nodes explicitly send the acknowledgements to the source. The performance of the proposed approach is evaluated in NS2 environment. Since the proposed approach reduces the flooding, we have considered functionality of the proposed approach with AODV variants. The effect of network density on the overhead and collision rate is considered for performance evaluation. The performance is compared with the AODV variants found that the proposed approach outperforms all the variants.
Abstract: An adder is one of the most integral component of a digital system like a digital signal processor or a microprocessor. Being an extremely computationally intensive part of a system, the optimization for speed and power consumption of the adder is of prime importance. In this paper we have designed a 1 bit full adder cell based on dynamic TSPC logic to achieve high speed operation. A high threshold voltage sleep transistor is used to reduce the static power dissipation in standby mode. The circuit is designed and simulated in TSPICE using TSMC 180nm CMOS process. Average power consumption, delay and power-delay product is measured which showed considerable improvement in performance over the existing full adder designs.
Abstract: This paper proposes an innovative approach to represent the Pictogram Chinese Characters. The advantage of this representation is using an extraordinary representation to represent the pictogram Chinese character. This extraordinary representation is created accordingly to the original pictogram Chinese characters revolution or transition. The purpose of this innovative creation is to assist the learner to learn Chinese as second language (CSL) in Chinese language learning, specifically on memorizing Chinese characters. Commonly, the CSL will give up and frustrate easily while memorizing the Chinese characters by rote. So, our innovative representation helps on memorizing the Chinese character by visual storytelling. This innovative representation enhances the Chinese language learning experience of the CSL.
Abstract: While the European Union (EU) harmonized methodology is a benchmark of worldwide used business survey (BS) methodology, the choice of variables that are components of the confidence indicators, as the leading indicators, is not strictly determined and unique. Therefore, the aim of this paper is to investigate and to quantify the relationship between all business survey variables in manufacturing industry and industrial production as a reference macroeconomic series in Croatia. The assumption is that there are variables in the business survey, that are not components of Industrial Confidence Indicator (ICI) and which can accurately (and sometimes better then ICI) predict changes in Croatian industrial production. Empirical analyses are conducted using quarterly data of BS variables in manufacturing industry and Croatian industrial production over the period from the first quarter 2005 to the first quarter 2013. Research results confirmed the assumption: three BS variables which is not components of ICI (competitive position, demand and liquidity) are the best leading indicator then ICI, in forecasting changes in Croatian industrial production instantaneously, with one, two or three quarter ahead.
Abstract: Based on the fact that volatility is time varying in high frequency data and that periods of high volatility tend to cluster, the most successful and popular models in modeling time varying volatility are GARCH type models. When financial returns exhibit sudden jumps that are due to structural breaks, standard GARCH models show high volatility persistence, i.e. integrated behavior of the conditional variance. In such situations models in which the parameters are allowed to change over time are more appropriate. This paper compares different GARCH models in terms of their ability to describe structural changes in returns caused by financial crisis at stock markets of six selected central and east European countries. The empirical analysis demonstrates that Markov regime switching GARCH model resolves the problem of excessive persistence and outperforms uni-regime GARCH models in forecasting volatility when sudden switching occurs in response to financial crisis.