Abstract: The paper evaluates several hundred one-day-ahead
VaR forecasting models in the time period between the years 2004
and 2009 on data from six world stock indices - DJI, GSPC, IXIC,
FTSE, GDAXI and N225. The models model mean using the ARMA
processes with up to two lags and variance with one of GARCH,
EGARCH or TARCH processes with up to two lags. The models are
estimated on the data from the in-sample period and their forecasting
accuracy is evaluated on the out-of-sample data, which are more
volatile. The main aim of the paper is to test whether a model
estimated on data with lower volatility can be used in periods with
higher volatility. The evaluation is based on the conditional coverage
test and is performed on each stock index separately. The primary
result of the paper is that the volatility is best modelled using a
GARCH process and that an ARMA process pattern cannot be found
in analyzed time series.
Abstract: In this study, a mathematical model was proposed and
the accuracy of this model was assessed to predict the growth of
Pseudomonas aeruginosa and rhamnolipid production under nitrogen
limiting (sodium nitrate) fed-batch fermentation. All of the
parameters used in this model were achieved individually without
using any data from the literature.
The overall growth kinetic of the strain was evaluated using a
dual-parallel substrate Monod equation which was described by
several batch experimental data. Fed-batch data under different
glycerol (as the sole carbon source, C/N=10) concentrations and feed
flow rates were used to describe the proposed fed-batch model and
other parameters. In order to verify the accuracy of the proposed
model several verification experiments were performed in a vast
range of initial glycerol concentrations. While the results showed an
acceptable prediction for rhamnolipid production (less than 10%
error), in case of biomass prediction the errors were less than 23%. It
was also found that the rhamnolipid production by P. aeruginosa was
more sensitive at low glycerol concentrations.
Based on the findings of this work, it was concluded that the
proposed model could effectively be employed for rhamnolipid
production by this strain under fed-batch fermentation on up to 80 g l-
1 glycerol.
Abstract: In the present work, the performance of the particle
swarm optimization and the genetic algorithm compared as a typical
geometry design problem. The design maximizes the heat transfer
rate from a given fin volume. The analysis presumes that a linear
temperature distribution along the fin. The fin profile generated using
the B-spline curves and controlled by the change of control point
coordinates. An inverse method applied to find the appropriate fin
geometry yield the linear temperature distribution along the fin
corresponds to optimum design. The numbers of the populations, the
count of iterations and time to convergence measure efficiency.
Results show that the particle swarm optimization is most efficient
for geometry optimization.
Abstract: Control of commutation of switched reluctance (SR)
motor has been an area of interest for researchers for sometime now
with mixed successes in addressing the inherent challenges. New
technologies, processing schemes and methods have been adopted to
make sensorless SR drive a reality. There are a number of
conceptual, offline, analytical and online solutions in literature that
have varying complexities and achieved equally varying degree of
robustness and accuracies depending on the method used to address
the challenges and the SR drive application. Magnetic coupling is
one such challenge when using active probing techniques to
determine rotor position of a SR motor from stator winding. This
paper studies the effect of back-of-core saturation on the detected
rotor position and presents results on measurement made on a 4-
phase SR motor. The results shows that even for a four phase motor
which is excited one phase at a time and using the electrically
opposite phase for active position probing, the back-of-core
saturation effects should not be ignored.
Abstract: Vitamin A deficiency is a public health problem in
Zimbabwe. Addressing vitamin A deficiency has the potential of
enhancing resistance to disease and reducing mortality especially in
children less than 5 years. We implemented and adapted vitamin A
outreach supplementation strategy within the National Immunization
Days and Extended Programme of Immunization in a rural district in
Zimbabwe. Despite usual operational challenges faced this approach
enabled the district to increase delivery of supplementation coverage.
This paper describes the outreach strategy that was implemented in
the remote rural district. The strategy covered 63 outreach sites with
2 sites being covered per day and visited once per month for the
whole year. Coverage reached 71% in an area of previous coverage
rates of around less than 50%. We recommend further exploration of
this strategy by others working in similar circumstances. This
strategy can be a potential way for use by Scaling-Up-Nutrition
member states.
Abstract: This paper presents an evaluation for a wavelet-based
digital watermarking technique used in estimating the quality of
video sequences transmitted over Additive White Gaussian Noise
(AWGN) channel in terms of a classical objective metric, such as
Peak Signal-to-Noise Ratio (PSNR) without the need of the original
video. In this method, a watermark is embedded into the Discrete
Wavelet Transform (DWT) domain of the original video frames
using a quantization method. The degradation of the extracted
watermark can be used to estimate the video quality in terms of
PSNR with good accuracy. We calculated PSNR for video frames
contaminated with AWGN and compared the values with those
estimated using the Watermarking-DWT based approach. It is found
that the calculated and estimated quality measures of the video
frames are highly correlated, suggesting that this method can provide
a good quality measure for video frames transmitted over AWGN
channel without the need of the original video.
Abstract: After the Terengganu state government decided to give a boost in teaching and learning through the allocation of free ebooks to all Primary five and six students; it was time to examine the presence of e-books in the classrooms. A survey was conducted on 101 students to determine how they felt about using the e-book and their experiences. It was discovered that a majority of these students liked using the e-book. However, although they had little problems using the e-book and the e-book helped to lighten the schoolbags, these new-age textbooks were not fully utilized. It is implied that perhaps the school administrators, teachers and students may not be able to overcome the unfamiliar characteristics of the e-book and its limitations.
Abstract: Thermally insulating ceramic coatings also known as
thermal barrier coatings (TBCs) have been essential technologies to
improve the performance and efficiency of advanced gas turbines in
service at extremely high temperatures. The damage mechanisms of
air-plasma sprayed YSZ thermal barrier coatings (TBC) with various
microstructures were studied by microscopic techniques after thermal
cycling. The typical degradation of plasma TBCs that occurs during
cyclic furnace testing of an YSZ and alumina coating on a Titanium
alloy are analyzed. During the present investigation the effects of
topcoat thickness, bond coat oxidation, thermal cycle lengths and test
temperature are investigated using thermal cycling. These results
were correlated with stresses measured by a spectroscopic technique
in order to understand specific damage mechanism. The failure
mechanism of former bond coats was found to involve fracture
initiation at the thermally grown oxide (TGO) interface and at the
TGO bond coat interface. The failure mechanism of the YZ was
found to involve combination of fracture along the interface between
TGO and bond coat.
Abstract: Buildings are one of the valuable assets to provide
people with shelters for work, leisure and rest. After years of
attacks by weather, buildings will deteriorate which need proper
maintenance in order to fulfill the requirements and satisfaction of
the users. Poorly managed buildings not just give a negative image
to the city itself, but also pose potential risk hazards to the health
and safety of the general public. As a result, the management of
maintenance projects has played an important role in cities like
Hong Kong where the problem of urban decay has drawn much
attention. However, most research has focused on managing new
construction, and little research effort has been put on maintenance
projects. Given the short duration and more diversified nature of
work, repair and maintenance works are found to be more difficult
to monitor and regulate when compared with new works. Project
participants may face with problems in running maintenance
projects which should be investigated so that proper strategies can
be established. This paper aims to provide a thorough analysis on
the problems of running maintenance projects. A review of
literature on the characteristics of building maintenance projects
was firstly conducted, which forms a solid basis for the empirical
study. Results on the problems and difficulties of running
maintenance projects from the viewpoints of industry practitioners
will also be delivered with a view to formulating effective
strategies for managing maintenance projects successfully.
Abstract: The gas safety management system using an
intelligent gas meter we proposed is to monitor flow and
pressure of gas, earthquake, temperature, smoke and leak of
methane. Then our system takes safety measures to protect a
serious risk by the result of an event, to communicate with a
wall-pad including a gateway by zigbee network in buildings
and to report the event to user by the safety management
program in a server. Also, the inner cutoff valve of an
intelligent gas meter is operated if any event occurred or
abnormal at each sensor.
Abstract: The main objective of this study was to determine the effects
of vermicompost and amino acids on the qualitative and quantitative yield of
chamomile. The experiment was conducted during the growing season of
2010 at the Alborz Medical Research Center. The Treatment groups consisted
of vermicompost (0, 5, 10, 15 and 20 tons/ha) and the sprays of amino acids
(budding stag, flowering stage, and budding + flowering stage). The
experimental design was a factorial experiment based on Randomized
Complete Block Design (RCBD) with three replications. The present results
have shown that the highest plant height, flower head diameter, fresh and dry
flower yield and significant essential oil content were obtained by using 20-
ton vermicompost per hectare. Effects of amino acids were similar to those
seen in vermicompost treatment and all measured traits were seen to be
significant after the spray of amino acids at the budding + flowering stage).
Abstract: Each year many people are reported missing in most of the countries in the world owing to various reasons. Arrangements have to be made to find these people after some time. So the investigating agencies are compelled to make out these people by using manpower. But in many cases, the investigations carried out to find out an absconding for a long time may not be successful. At a time like that it may be difficult to identify these people by examining their old photographs, because their facial appearance might have changed mainly due to the natural aging process. On some occasions in forensic medicine if a dead body is found, investigations should be held to make sure that this corpse belongs to the same person disappeared some time ago. With the passage of time the face of the person might have changed and there should be a mechanism to reveal the person-s identity. In order to make this process easy, we must guess and decide as to how he will look like by now. To address this problem this paper presents a way of synthesizing a facial image with the aging effects.
Abstract: In this project cadmium ions were adsorbed from
aqueous solutions onto either date pits; a cheap agricultural and nontoxic
material, or chemically activated carbon prepared from date pits
using phosphoric acid. A series of experiments were conducted in a
batch adsorption technique to assess the feasibility of using the
prepared adsorbents. The effects of the process variables such as
initial cadmium ions concentration, contact time, solution pH and
adsorbent dose on the adsorption capacity of both adsorbents were
studied. The experimental data were tested using different isotherm
models such as Langmuir, Freundlich, Tempkin and Dubinin-
Radushkevich. The results showed that although the equilibrium data
could be described by all models used, Langmuir model gave slightly
better results when using activated carbon while Freundlich model,
gave better results with date pits.
Abstract: Whilst there is growing evidence that activity across
the lifespan is beneficial for improved health, there are also many
changes involved with the aging process and subsequently the
potential for reduced indices of health. The nexus between all forms
of health, physical activity and aging is complex and has raised much
interest in recent times due to the realization that a multifaceted
approached is necessary in order to counteract a growing obesity
epidemic. By investigating age based trends within a population
adherring to competitive sport at older ages, further insight might be
gleaned to assist in understanding one of many factors influencing
this relationship. This study evaluated those sport psychological
constructs of health, physical fitness, mental health states, and social
dimension factors in sport that were associated with factors to
participate in sport and physical activity based on responses from the
2009 World Masters Games in Sydney. The sample consisted of
7846 athletes who competed at the games and who completed a 56
item sports participation survey using a 7-point Likert response (1 -
not important to 7 - very important). Questions focuses on factors
thought to promote participation, such as weight control, living
longer, improving mental health (self-esteem, mood states),
improving physical health and factors related to the athlete-s
competitive perspective. The most significant factors related to
participation with this cohort of masters athletes were the socializing
environment of sport, getting physically fit and improving
competitive personal best performances. Strategies to increase
participation in masters sport should focus on these factors as other
factors such as weight loss, improving mental health and living
longer were not identified as important determinates of sports
participation at the World Masters level.
Abstract: For the sensor network to operate successfully, the active nodes should maintain both sensing coverage and network connectivity. Furthermore, scheduling sleep intervals plays critical role for energy efficiency of wireless sensor networks. Traditional methods for sensor scheduling use either sensing coverage or network connectivity, but rarely both. In this paper, we use random scheduling for sensing coverage and then turn on extra sensor nodes, if necessary, for network connectivity. Simulation results have demonstrated that the number of extra nodes that is on with upper bound of around 9%, is small compared to the total number of deployed sensor nodes. Thus energy consumption for switching on extra sensor node is small.
Abstract: The aim of the study was to determine how different
ripening processes (traditional vs. industrial) influenced the
proteolysis in traditional Serbian dry-fermented sausage Petrovská
klobása. The obtained results indicated more intensive pH decline
(0.7 units after 9 days) in industrially ripened products (I), what had a
positive impact on drying process and proteolytic changes in these
samples. Thus, moisture content in I sausages was lower at each
sampling time, amounting 24.7% at the end of production period
(90 days). Likewise, the process of proteolysis was more pronounced
in I samples, resulting in higher contents of non-protein nitrogen
(NPN) and free amino acids nitrogen (FAAN), as well as in faster
and more intensive degradation of myosin (≈220 kDa), actin (≈45
kDa) and other polypeptides during processing. Consequently, the
appearance and accumulation of several protein fragments were
registered.
Abstract: Most of the drugs used for pharmaceutical purposes
are poorly water-soluble drugs. About 40% of all newly discovered
drugs are lipophilic and the numbers of lipophilic drugs seem to
increase more and more. Drug delivery systems such as
nanoparticles, micelles or liposomes are applied to improve their
solubility and thus their bioavailability. Besides various techniques of
solubilization, oil-in-water emulsions are often used to incorporate
lipophilic drugs into the oil phase. To stabilize emulsions surface
active substances (surfactants) are generally used. An alternative
method to avoid the application of surfactants was of great interest.
One possibility is to develop O/W-emulsion without any addition of
surface active agents or the so called “surfactant-free emulsion or
SFE”. The aim of this study was to develop and characterize SFE as a
drug carrier by varying the production conditions. Lidocaine base
was used as a model drug. The injection method was developed.
Effects of ultrasound as well as of temperature on the properties of
the emulsion were studied. Particle sizes and release were
determined. The long-term stability up to 30 days was performed.
The results showed that the surfactant-free O/W emulsions with
pharmaceutical oil as drug carrier can be produced.
Abstract: EPC Class-1 Generation-2 UHF tags, one of Radio
frequency identification or RFID tag types, is expected that most
companies are planning to use it in the supply chain in the short term
and in consumer packaging in the long term due to its inexpensive
cost. Because of the very cost, however, its resources are extremely
scarce and it is hard to have any valuable security algorithms in it. It
causes security vulnerabilities, in particular cloning the tags for
counterfeits. In this paper, we propose a product authentication
solution for anti-counterfeiting at application level in the supply chain
and mobile RFID environment. It aims to become aware of
distribution of spurious products with fake RFID tags and to provide a
product authentication service to general consumers with mobile
RFID devices like mobile phone or PDA which has a mobile RFID
reader. We will discuss anti-counterfeiting mechanisms which are
required to our proposed solution and address requirements that the
mechanisms should have.
Abstract: Dynamic bandwidth allocation in EPONs can be
generally separated into inter-ONU scheduling and intra-ONU scheduling. In our previous work, the active intra-ONU scheduling
(AS) utilizes multiple queue reports (QRs) in each report message to cooperate with the inter-ONU scheduling and makes the granted
bandwidth fully utilized without leaving unused slot remainder (USR).
This scheme successfully solves the USR problem originating from the
inseparability of Ethernet frame. However, without proper setting of
threshold value in AS, the number of QRs constrained by the IEEE
802.3ah standard is not enough, especially in the unbalanced traffic
environment. This limitation may be solved by enlarging the threshold
value. The large threshold implies the large gap between the adjacent QRs, thus resulting in the large difference between the best granted bandwidth and the real granted bandwidth. In this paper, we integrate
AS with a cooperative prediction mechanism and distribute multiple
QRs to reduce the penalty brought by the prediction error.
Furthermore, to improve the QoS and save the usage of queue reports,
the highest priority (EF) traffic which comes during the waiting time is
granted automatically by OLT and is not considered in the requested
bandwidth of ONU. The simulation results show that the proposed
scheme has better performance metrics in terms of bandwidth
utilization and average delay for different classes of packets.
Abstract: In order to study of The Effect of seed inoculation
with Pseudomonas putida+Bacillus lentus on yield and yield
components of wheat (Triticum aestivum L.) cultivars, an experiment
was carried out as factorial based on Randomized Complete Block
Design (RCBD) in Agricultural Research Station of Shahrood
University of Technology. Results showed that inoculation with
Pseudomonas putida+Bacillus lentus promoted seed germination.
Also, inoculation with Pseudomonas putida+Bacillus lentus
significantly affected grain yield, Number of spikes per m2,
Number of grain per spike and 1000-seed weight and There was not
statistically significant difference between Chamran and Pishtaz
cultivars . Finally, the dosages of chemical fertilizers currently
applied in commercial wheat field in Iran (Shahrood region) could be
reduced through proper combination of Pseudomonas
putida+Bacillus lentus inoculation plus fertilization.