Abstract: In recent years, copulas have become very popular in
financial research and actuarial science as they are more flexible in
modelling the co-movements and relationships of risk factors as compared
to the conventional linear correlation coefficient by Pearson.
However, a precise estimation of the copula parameters is vital in
order to correctly capture the (possibly nonlinear) dependence structure
and joint tail events. In this study, we employ two optimization
heuristics, namely Differential Evolution and Threshold Accepting to
tackle the parameter estimation of multivariate t distribution models
in the EML approach. Since the evolutionary optimizer does not rely
on gradient search, the EML approach can be applied to estimation of
more complicated copula models such as high-dimensional copulas.
Our experimental study shows that the proposed method provides
more robust and more accurate estimates as compared to the IFM
approach.
Abstract: This paper presents the theoretical investigation of a
slotted patch antenna. The main objective of proposed work is to
obtain a large bandwidth antenna with reduced size. The antenna has
a compact size of 21.1mm x 20.25mm x 8.5mm. Two designs with
minor variation are studied which provide wide impedance
bandwidths of 24.056% and 25.63% respectively with the use of
parasitic elements when excited by a probe feed. The advantages of
this configuration are its compact size and the wide range of
frequencies covered. A parametric study is also conducted to
investigate the characteristics of the antenna under different
conditions. The measured return loss and radiation pattern indicate
the suitability of this design for WLAN applications, namely, Wi-
Max, 802.11a/b/g and ISM bands.
Abstract: The present study was designed to demonstrate the seasonal variations in physico-chemical parameters of fish farm at Govt. Nursery Unit, Muzaffargarh, Department of Fisheries Govt. of Punjab, Pakistan for a period of eight months from January to August 2008. Water samples were collected on fifteen days basis and have been analyzed for estimation of Air temperature, Water temperature, Light penetration, pH, Total dissolved oxygen, Clouds, Carbonates, Bicarbonates, Total carbonates, Total dissolved solids, Chlorides, Calcium and Hardness. Seasonal fluctuations were observed in all the physico-chemical parameters of fish farm. The overall physicochemical parameters of fish pond water remained within the tolerable range throughout the study period.
Abstract: This paper gives an introduction to Web mining, then
describes Web Structure mining in detail, and explores the data
structure used by the Web. This paper also explores different Page
Rank algorithms and compare those algorithms used for Information
Retrieval. In Web Mining, the basics of Web mining and the Web
mining categories are explained. Different Page Rank based
algorithms like PageRank (PR), WPR (Weighted PageRank), HITS
(Hyperlink-Induced Topic Search), DistanceRank and DirichletRank
algorithms are discussed and compared. PageRanks are calculated for
PageRank and Weighted PageRank algorithms for a given hyperlink
structure. Simulation Program is developed for PageRank algorithm
because PageRank is the only ranking algorithm implemented in the
search engine (Google). The outputs are shown in a table and chart
format.
Abstract: In this study the mixed mode fracture mechanics
parameters were investigated for high tensile steel butt welded joint
based on modified Arcan test and finite element analysis was used to
evaluate the effect of crack length on fracture criterion. The nondimensional
stress intensity factors, strain energy release rates and Jintegral
energy on crack tip were obtained for various in-plane
loading combinations on Arcan specimen starting from pure mode-I
to pure mode-II loading conditions. The specimen and apparatus were
modeled by finite element method and analyzed under various
loading angles (between 0 to 90 degrees with 15 degree interval) to
simulate the pure mode-I, II and mixed mode fracture. Since the
analytical results are independent from elasticity modules for
isotropic materials, therefore the results in elastic fields can be used
for Arcan specimens. The main objective of this study was to
evaluate the geometric calibration factors for modified Arcan test
specimen in order to obtain fracture toughness under mixed mode
loading conditions.
Abstract: New Growth Theory helps us make sense of the
ongoing shift from a resource-based economy to a knowledge-based
economy. It underscores the point that the economic processes which
create and diffuse new knowledge are critical to shaping the growth
of nations, communities and individual firms. In all too many
contributions to New (Endogenous) Growth Theory – though not in
all – central reference is made to 'a stock of knowledge', a 'stock of
ideas', etc., this variable featuring centre-stage in the analysis. Yet it
is immediately apparent that this is far from being a crystal clear
concept. The difficulty and uncertainty of being able to capture the
value associated with knowledge is a real problem. The intent of this
paper is introducing new thinking and theorizing about the
knowledge and its measurability in new growth theory. Moreover the
study aims to synthesize various strain of the literature with a
practical bearing on knowledge concept. By contribution of
institution framework which is found within NGT, we can indirectly
measure the knowledge concept. Institutions matter because they
shape the environment for production and employment of new
knowledge
Abstract: Construction of portable device for fast analysis of energetic materials is described in this paper. The developed analytical system consists of two main parts: a miniaturized microcolumn liquid chromatograph of unique construction and original chemiluminescence detector. This novel portable device is able to determine selectively most of nitramine- and nitroester-based explosives as well as inorganic nitrates at trace concentrations in water or soil extracts in less than 8 minutes.
Abstract: This paper discusses the design characteristics management accounting systems should have to be useful for strategic planning and control and provides brief introductions to strategic variance analysis, profit-linked performance measurement models and balanced scorecard. It shows two multi-period, multiproduct models are specified, can be related to Porter's strategy framework and cost and revenue drivers, and can be used to support strategic planning, control and cost management.
Abstract: Warranty is a powerful marketing tool for the
manufacturer and a good protection for both the manufacturer and the
customer. However, warranty always involves additional costs to the
manufacturer, which depend on product reliability characteristics and
warranty parameters. This paper presents an approach to optimisation
of warranty parameters for known product failure distribution to
reduce the warranty costs to the manufacturer while retaining the
promotional function of the warranty. Combination free replacement
and pro-rata warranty policy is chosen as a model and the length of
free replacement period and pro-rata policy period are varied, as well
as the coefficients that define the pro-rata cost function. Multiparametric
warranty optimisation is done by using genetic algorithm.
Obtained results are guideline for the manufacturer to choose the
warranty policy that minimises the costs and maximises the profit.
Abstract: This paper presents ageing experiments controlled by the evolution of junction parameters. The deterioration of the device is related to high injection effects which modified the transport mechanisms in the space charge region of the junction. Physical phenomena linked to the degradation of junction parameters that affect the devices reliability are reported and discussed. We have used the method based on numerical analysis of experimental current-voltage characteristic of the junction, in order to extract the electrical parameters. The simultaneous follow-up of the evolutions of the series resistance and of the transition voltage allow us to introduce a new parameter for reliability evaluation.
Abstract: In this paper, a framework for the simplification and
standardization of metaheuristic related parameter-tuning by applying
a four phase methodology, utilizing Design of Experiments and
Artificial Neural Networks, is presented. Metaheuristics are multipurpose
problem solvers that are utilized on computational optimization
problems for which no efficient problem specific algorithm
exist. Their successful application to concrete problems requires the
finding of a good initial parameter setting, which is a tedious and
time consuming task. Recent research reveals the lack of approach
when it comes to this so called parameter-tuning process. In the
majority of publications, researchers do have a weak motivation for
their respective choices, if any. Because initial parameter settings
have a significant impact on the solutions quality, this course of
action could lead to suboptimal experimental results, and thereby
a fraudulent basis for the drawing of conclusions.
Abstract: Food borne illnesses have been reported to be a global
health challenge. Annual incidences of food–related diseases involve
76 million cases, of which only 14 million can be traced to known
pathogens. Poor hygienic practices have contributed greatly to this. It
has been reported that in the year 2000 about 2.1 million people died
from diarrheal diseases, hence, there is a need to ensure food safety at
all level. This study focused on the sterility examination and
inhibitory effect of honey samples on selected gram negative and
gram positive food borne pathogen from South West Nigeria. The
laboratory examinations revealed the presence of some bacterial and
fungal contaminations of honey samples and that inhibitory activity
of the honey sample was more pronounced on the gram negative
bacteria than the gram positive bacterial isolates. Antibiotic
sensitivity test conducted on the different bacterial isolates also
showed that honey was able to inhibit the proliferation of the tested
bacteria than the employed antibiotics.
Abstract: We proposed a technique to identify road traffic
congestion levels from velocity of mobile sensors with high accuracy
and consistent with motorists- judgments. The data collection utilized
a GPS device, a webcam, and an opinion survey. Human perceptions
were used to rate the traffic congestion levels into three levels: light,
heavy, and jam. Then the ratings and velocity were fed into a
decision tree learning model (J48). We successfully extracted vehicle
movement patterns to feed into the learning model using a sliding
windows technique. The parameters capturing the vehicle moving
patterns and the windows size were heuristically optimized. The
model achieved accuracy as high as 99.68%. By implementing the
model on the existing traffic report systems, the reports will cover
comprehensive areas. The proposed method can be applied to any
parts of the world.
Abstract: The use of amine mixtures employing
methyldiethanolamine (MDEA), monoethanolamine (MEA), and diethanolamine (DEA) have been investigated for a variety of cases
using a process simulation program called HYSYS. The results show that, at high pressures, amine mixtures have little or no advantage in the cases studied. As the pressure is lowered, it becomes more difficult for MDEA to meet residual gas requirements and mixtures can usually improve plant performance. Since the CO2 reaction rate
with the primary and secondary amines is much faster than with
MDEA, the addition of small amounts of primary or secondary amines to an MDEA based solution should greatly improve the overall reaction rate of CO2 with the amine solution. The addition of MEA caused the CO2 to be absorbed more strongly in the upper portion of the column than for MDEA along. On the other hand,
raising the concentration for MEA to 11%wt, CO2 is almost
completely absorbed in the lower portion of the column. The addition of MEA would be most advantageous.
Thus, in areas where MDEA cannot meet the residual gas
requirements, the use of amine mixtures can usually improve the plant
performance.
Abstract: Data Envelopment Analysis (DEA) is a methodology
that computes efficiency values for decision making units (DMU) in a
given period by comparing the outputs with the inputs. In many cases,
there are some time lag between the consumption of inputs and the
production of outputs. For a long-term research project, it is hard to
avoid the production lead time phenomenon. This time lag effect
should be considered in evaluating the performance of organizations.
This paper suggests a model to calculate efficiency values for the
performance evaluation problem with time lag. In the experimental
part, the proposed methods are compared with the CCR and an
existing time lag model using the data set of the 21st century frontier
R&D program which is a long-term national R&D program of Korea.
Abstract: This paper presents a Particle Swarm Optimization
(PSO) method for determining the optimal parameters of a first-order
controller for TCP/AQM system. The model TCP/AQM is described
by a second-order system with time delay. First, the analytical
approach, based on the D-decomposition method and Lemma of
Kharitonov, is used to determine the stabilizing regions of a firstorder
controller. Second, the optimal parameters of the controller are
obtained by the PSO algorithm. Finally, the proposed method is
implemented in the Network Simulator NS-2 and compared with the
PI controller.
Abstract: In this paper an algorithm is used to detect the color defects of ceramic tiles. First the image of a normal tile is clustered using GCMA; Genetic C-means Clustering Algorithm; those results in best cluster centers. C-means is a common clustering algorithm which optimizes an objective function, based on a measure between data points and the cluster centers in the data space. Here the objective function describes the mean square error. After finding the best centers, each pixel of the image is assigned to the cluster with closest cluster center. Then, the maximum errors of clusters are computed. For each cluster, max error is the maximum distance between its center and all the pixels which belong to it. After computing errors all the pixels of defected tile image are clustered based on the centers obtained from normal tile image in previous stage. Pixels which their distance from their cluster center is more than the maximum error of that cluster are considered as defected pixels.
Abstract: Quality control charts are very effective in detecting
out of control signals but when a control chart signals an out of
control condition of the process mean, searching for a special cause
in the vicinity of the signal time would not always lead to prompt
identification of the source(s) of the out of control condition as the
change point in the process parameter(s) is usually different from the
signal time. It is very important to manufacturer to determine at what
point and which parameters in the past caused the signal. Early
warning of process change would expedite the search for the special
causes and enhance quality at lower cost. In this paper the quality
variables under investigation are assumed to follow a multivariate
normal distribution with known means and variance-covariance
matrix and the process means after one step change remain at the new
level until the special cause is being identified and removed, also it is
supposed that only one variable could be changed at the same time.
This research applies artificial neural network (ANN) to identify the
time the change occurred and the parameter which caused the change
or shift. The performance of the approach was assessed through a
computer simulation experiment. The results show that neural
network performs effectively and equally well for the whole shift
magnitude which has been considered.
Abstract: Overcurrent (OC) relays are the major protection
devices in a distribution system. The operating time of the OC relays
are to be coordinated properly to avoid the mal-operation of the
backup relays. The OC relay time coordination in ring fed
distribution networks is a highly constrained optimization problem
which can be stated as a linear programming problem (LPP). The
purpose is to find an optimum relay setting to minimize the time of
operation of relays and at the same time, to keep the relays properly
coordinated to avoid the mal-operation of relays.
This paper presents two phase simplex method for optimum time
coordination of OC relays. The method is based on the simplex
algorithm which is used to find optimum solution of LPP. The
method introduces artificial variables to get an initial basic feasible
solution (IBFS). Artificial variables are removed using iterative
process of first phase which minimizes the auxiliary objective
function. The second phase minimizes the original objective function
and gives the optimum time coordination of OC relays.