Abstract: This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.
Abstract: Many urban designers and planners have been involved in the design of environmentally friendly or nature adaptable urban development models due to increase in urban populations in the recent century, limitation on natural resources, climate change, and lack of enough water and food. Ecological city is one of the latest models proposed to accomplish the latter goal. In this work, the existing establishing indicators of the ecological city are used regarding energy, water, land use and transportation issues. The model is used to compare the function of traditional settlements of Iran. The result of investigation shows that the specifications and functions of the traditional settlements of Iran fit well into the ecological city model. It is found that the inhabitants of the old cities and villages in Iran had founded ecological cities based on their knowledge of the environment and its natural opportunities and limitations.
Abstract: In any production process, every product is aimed to attain a certain standard, but the presence of assignable cause of variability affects our process, thereby leading to low quality of product. The ability to identify and remove this type of variability reduces its overall effect, thereby improving the quality of the product. In case of a univariate control chart signal, it is easy to detect the problem and give a solution since it is related to a single quality characteristic. However, the problems involved in the use of multivariate control chart are the violation of multivariate normal assumption and the difficulty in identifying the quality characteristic(s) that resulted in the out of control signals. The purpose of this paper is to examine the use of non-parametric control chart (the bootstrap approach) for obtaining control limit to overcome the problem of multivariate distributional assumption and the p-value method for detecting out of control signals. Results from a performance study show that the proposed bootstrap method enables the setting of control limit that can enhance the detection of out of control signals when compared, while the p-value method also enhanced in identifying out of control variables.
Abstract: The hi-tech industries in the Science Park at southern Taiwan were heavily damaged by a strong earthquake early 2016. The financial loss in this event was attributed primarily to the automated stocker system handling fully processed products, and recovery of the automated stocker system from the aftermath proved to contribute major lead time. Therefore, development of effective means for protection of stockers against earthquakes has become the highest priority for risk minimization and business continuity. This study proposes to mitigate the seismic response of the stockers by introducing viscous fluid dampers in between the ceiling and the top of the stockers. The stocker is expected to vibrate less violently with a passive control force on top. Linear damper is considered in this application with an optimal damping coefficient determined from a preliminary parametric study. The damper is small in size in comparison with those adopted for building or bridge applications. Component test of the dampers has been carried out to make sure they meet the design requirement. Shake table tests have been further conducted to verify the proposed scheme under realistic earthquake conditions. Encouraging results have been achieved by effectively reducing the seismic responses of up to 60% and preventing the FOUPs from falling off the shelves that would otherwise be the case if left unprotected. Effectiveness of adopting a viscous fluid damper for seismic control of the stocker on top against the ceiling has been confirmed. This technique has been adopted by Macronix International Co., LTD for seismic retrofit of existing stockers. Demonstrative projects on the application of the proposed technique are planned underway for other companies in the display industry as well.
Abstract: People on construction scaffoldings work in dynamically changing, often unfavourable climate. Additionally, this kind of work is performed on low stiffness structures at high altitude, which increases the risk of accidents. It is therefore desirable to define the parameters of the work environment that contribute to increasing the construction worker occupational safety level. The aim of this article is to present how changes in microclimate parameters on scaffolding can impact the development of dangerous situations and accidents. For this purpose, indicators based on the human thermal balance were used. However, use of this model under construction conditions is often burdened by significant errors or even impossible to implement due to the lack of precise data. Thus, in the target model, the modified parameter was used – apparent environmental temperature. Apparent temperature in the proposed Scaffold Use Risk Assessment Model has been a perceived outdoor temperature, caused by the combined effects of air temperature, radiative temperature, relative humidity and wind speed (wind chill index, heat index). In the paper, correlations between component factors and apparent temperature for facade scaffolding with a width of 24.5 m and a height of 42.3 m, located at south-west side of building are presented. The distribution of factors on the scaffolding has been used to evaluate fitting of the microclimate model. The results of the studies indicate that observed ranges of apparent temperature on the scaffolds frequently results in a worker’s inability to adapt. This leads to reduced concentration and increased fatigue, adversely affects health, and consequently increases the risk of dangerous situations and accidental injuries
Abstract: The design of accurate and reliable mobile communication systems depends majorly on the suitability of path loss prediction methods and the adaptability of the methods to various environments of interest. In this research, the results of the adaptability of radio channel behavior are presented based on practical measurements carried out in the 1800 MHz frequency band. The measurements are carried out in typical urban, suburban and rural environments in Ekiti State, Southwestern part of Nigeria. A total number of seven base stations of MTN GSM service located in the studied environments were monitored. Path loss and break point distances were deduced from the measured received signal strength (RSS) and a practical path loss model is proposed based on the deduced break point distances. The proposed two slope model, regression line and four existing path loss models were compared with the measured path loss values. The standard deviations of each model with respect to the measured path loss were estimated for each base station. The proposed model and regression line exhibited lowest standard deviations followed by the Cost231-Hata model when compared with the Erceg Ericsson and SUI models. Generally, the proposed two-slope model shows closest agreement with the measured values with a mean error values of 2 to 6 dB. These results show that, either the proposed two slope model or Cost 231-Hata model may be used to predict path loss values in mobile micro cell coverage in the well-considered environments. Information from this work will be useful for link design of microwave band wireless access systems in the region.
Abstract: In the wake of recent disasters happening around the world such as earthquake in Italy (January, 2017); hurricanes in the United States (US) (September 2016 and September 2017); and compounding disasters in Haiti (September 2010 and September 2016); to our best knowledge, never has the world seen the need to work on preemptive rather than reactionary measures to salvage this situation than now. Tornadoes are natural hazards that mostly affect mid-western and central states in the US. Tornadoes, like all natural hazards such as hurricanes, earthquakes, floods and others, are very destructive and result in massive destruction to homes, cause billions of dollars in damage and claims many lives. Healthcare facilities in general are vulnerable to disasters, and therefore, the safety of patients, health workers and those who come in to seek shelter should be a priority. The focus of this study is to assess disaster management measures instituted by healthcare facilities. Thus, the sole aim of the study is to examine the vulnerabilities and the design of safe spaces in healthcare facilities in Central US. Objectives that guide the study are to primarily identify the impacts of tornadoes in hospitals and to assess the structural design or specifications of safe spaces. St. John’s Regional Medical Center, now Mercy Hospital in Joplin, is used as a case study. Preliminary results show that the lateral base shear of the proposed design to be 684.24 ton (1508.49kip) for the safe space. Findings from this work will be used to make recommendations about the design of safe spaces for health care facilities in Central US.
Abstract: In this paper, an experimental and theoretical study of the processes of mesoporous silicon carbonization during the formation of buffer layers for the subsequent epitaxy of 3C-SiC films and related wide-band-gap semiconductors is performed. Experimental samples were obtained by the method of chemical vapor deposition and investigated by scanning electron microscopy. Analytic expressions were obtained for the effective diffusion factor and carbon atoms diffusion length in a porous system. The proposed model takes into account the processes of Knudsen diffusion, coagulation and overgrowing of pores during the formation of a silicon carbide layer.
Abstract: ABET accredited programs must assess the development of student learning outcomes (SOs) in engineering programs. Different institutions implement different strategies for this assessment, and they are usually designed “in house.” This paper presents a proposal for including standardized tests to complement the ABET assessment model in an engineering college made up of six distinct engineering programs. The engineering college formulated a model of quality assurance in education to be implemented throughout the six engineering programs to regularly assess and evaluate the achievement of SOs in each program offered. The model uses diverse techniques and sources of data to assess student performance and to implement actions of improvement based on the results of this assessment. The model is called “Assessment Process Model” and it includes SOs A through K, as defined by ABET. SOs can be divided into two categories: “hard skills” and “professional skills” (soft skills). The first includes abilities, such as: applying knowledge of mathematics, science, and engineering and designing and conducting experiments, as well as analyzing and interpreting data. The second category, “professional skills”, includes communicating effectively, and understanding professional and ethnical responsibility. Within the Assessment Process Model, various tools were used to assess SOs, related to both “hard” as well as “soft” skills. The assessment tools designed included: rubrics, surveys, questionnaires, and portfolios. In addition to these instruments, the Engineering College decided to use tools that systematically gather consistent quantitative data. For this reason, an in-house exam was designed and implemented, based on the curriculum of each program. Even though this exam was administered during various academic periods, it is not currently considered standardized. In 2017, the Engineering College included three standardized tests: one to assess mathematical and scientific reasoning and two more to assess reading and writing abilities. With these exams, the college hopes to obtain complementary information that can help better measure the development of both hard and soft skills of students in the different engineering programs. In the first semester of 2017, the three exams were given to three sample groups of students from the six different engineering programs. Students in the sample groups were either from the first, fifth, and tenth semester cohorts. At the time of submission of this paper, the engineering college has descriptive statistical data and is working with various statisticians to have a more in-depth and detailed analysis of the sample group of students’ achievement on the three exams. The overall objective of including standardized exams in the assessment model is to identify more precisely the least developed SOs in order to define and implement educational strategies necessary for students to achieve them in each engineering program.
Abstract: One of the most perspective methods to produce SoG-Si is refinement via metallurgical route. The most critical part of this route is refinement from boron and phosphorus. Therefore, a new approach could address this problem. We propose an approach of creating surface waves on silicon melt’s surface in order to enlarge its area and accelerate removal of boron via chemical reactions and evaporation of phosphorus. A two dimensional numerical model is created which includes coupling of electromagnetic and fluid dynamic simulations with free surface dynamics. First results show behaviour similar to experimental results from literature.
Abstract: In this paper, we propose a blind and robust audio watermarking scheme based on spread spectrum in Discrete Wavelet Transform (DWT) domain. Watermarks are embedded in the low-frequency coefficients, which is less audible. The key idea is dividing the audio signal into small frames, and magnitude of the 6th level of DWT approximation coefficients is modifying based upon the Direct Sequence Spread Spectrum (DSSS) technique. Also, the psychoacoustic model for enhancing in imperceptibility, as well as Savitsky-Golay filter for increasing accuracy in extraction, is used. The experimental results illustrate high robustness against most common attacks, i.e. Gaussian noise addition, Low pass filter, Resampling, Requantizing, MP3 compression, without significant perceptual distortion (ODG is higher than -1). The proposed scheme has about 83 bps data payload.
Abstract: Introduction and objectives: Chlorobutanol is a raw material, mainly used as an antiseptic and antimicrobial preservative in injectable and ophthalmic preparations. The main objective of our study was the synthesis and evaluation of the antimicrobial activity of chlorobutanol hemihydrates. Material and methods: Chlorobutanol was synthesized according to the nucleophilic addition reaction of chloroform to acetone, identified by an infrared absorption using Spectrum One FTIR spectrometer, melting point, Scanning electron microscopy and colorimetric reactions. The dosage of Carvedilol active substance was carried out by assaying the degradation products of chlorobutanol in a basic solution. The chlorobutanol obtained was subjected to bacteriological tests in order to study its antimicrobial activity. The antibacterial activity was evaluated against strains such as Escherichia coli (ATCC 25 922), Staphylococcus aureus (ATCC 25 923) and Pseudomonas aeroginosa (ATCC = American type culture collection). The antifungal activity was evaluated against human pathogenic fungal strains, such as Candida albicans and Aspergillus niger provided by the parasitology laboratory of the Hospital of Tizi-Ouzou, Algeria. Results and discussion: Chlorobutanol was obtained in an acceptable yield. The characterization tests of the product obtained showed a white and crystalline appearance (confirmed by scanning electron microscopy), solubilities (in water, ethanol and glycerol), and a melting temperature in accordance with the requirements of the European pharmacopoeia. The colorimetric reactions were directed towards the presence of a trihalogenated carbon and an alcohol function. The spectral identification (IR) showed the presence of characteristic chlorobutanol peaks and confirmed the structure of the latter. The microbiological study revealed an antimicrobial effect on all strains tested (Sataphylococcus aureus (MIC = 1250 µg/ml), E. coli (MIC = 1250 µg/ml), Pseudomonas aeroginosa (MIC = 1250 µg/ml), Candida albicans (MIC =2500 µg/ml), Aspergillus niger (MIC =2500 µg/ml)) with MIC values close to literature data. Conclusion: Thus, on the whole, the synthesized chlorobutanol satisfied the requirements of the European Pharmacopoeia, and possesses antibacterial and antifungal activity; nevertheless it is necessary to insist on the purification step of the product in order to eliminate the maximum impurities.
Abstract: Nowadays, in advanced countries, agriculture as one of the most significant sectors of the economy, plays an important role in its political and economic independence. Due to farmers' lack of information about products' demand and lack of proper planning for harvest time, annually the considerable amount of products is corrupted. Besides, in this paper, we attempt to improve these unfavorable conditions via designing an effective supply chain network that tries to minimize total costs of agricultural products along with minimizing shortage in demand points. To validate the proposed model, a stochastic optimization approach by using a branch and bound solver of the LINGO software is utilized. Furthermore, to accumulate the data of parameters, a case study in Mazandaran province placed in the north of Iran has been applied. Finally, using ɛ-constraint approach, a Pareto front is obtained and one of its Pareto solutions as best solution is selected. Then, related results of this solution are explained. Finally, conclusions and suggestions for the future research are presented.
Abstract: In image segmentation contour detection is one of the important pre-processing steps in recent days. Contours characterize boundaries and contour detection is one of the most difficult tasks in image processing. Hence it is a problem of fundamental importance in image processing. Contour detection of an image decreases the volume of data considerably and useless information is removed, but the structural properties of the image remain same. In this research, a robust and effective contour detection technique has been proposed using mathematical morphology. Three different contour detection results are obtained by using morphological dilation and erosion. The comparative analyses of three different results also have been done.
Abstract: A clean spectrophotometric method for the determination of hafnium by using a green reagent, acidic extract of Ficus carica tree leaves is developed. In 6-M hydrochloric acid, hafnium reacts with this reagent to form a yellow product. The formed product shows maximum absorbance at 421 nm with a molar absorptivity value of 0.28 × 104 l mol⁻¹ cm⁻¹, and the method was linear in the 2-11 µg ml⁻¹ concentration range. The detection limit value was found to be 0.312 µg ml⁻¹. Except zirconium and iron, the selectivity was good, and most of the ions did not show any significant spectral interference at concentrations up to several hundred times. The proposed method was green, simple, low cost, and selective.
Abstract: Lightning strikes can cause severe negative impacts to the electrical sector causing direct damage to equipment as well as shutdowns, especially when occurring in power substations. In order to mitigate this problem, a meticulous planning of the power substation protection system is of vital importance. A critical part of this is the distribution of shielding wires through the substation, which creates a 3D imaginary protection mesh similar to a circus tarpaulin. Equipment enclosed in the volume defined by that 3D mesh is considered protected against lightning strikes. The use of traditional methods of longitudinal cutting analysis based on 2D CAD tools makes the process laborious and the results obtained may not guarantee satisfactory protection of electrical equipment. This work describes the application of a Game Engine to the problem of lightning protection of power substations providing the visualization of the 3D protection mesh, the amount of protected components and the highlight of equipment which remain unprotected. In addition, aspects regarding the implementation and the advantages of approaching the problem using Unreal® Engine 4 are described. In order to validate results, a comparison with traditional 2D methods is applied to the same case study to which the proposed technique has been applied. Finally, a comparative study involving different levels of protection using the technique developed in this work is presented, showing that modern game engines can be a powerful accessory for simulations in several areas of engineering.
Abstract: Data mining has, over recent years, seen big advances because of the spread of internet, which generates everyday a tremendous volume of data, and also the immense advances in technologies which facilitate the analysis of these data. In particular, classification techniques are a subdomain of Data Mining which determines in which group each data instance is related within a given dataset. It is used to classify data into different classes according to desired criteria. Generally, a classification technique is either statistical or machine learning. Each type of these techniques has its own limits. Nowadays, current data are becoming increasingly heterogeneous; consequently, current classification techniques are encountering many difficulties. This paper defines new measure functions to quantify the resemblance between instances and then combines them in a new approach which is different from actual algorithms by its reliability computations. Results of the proposed approach exceeded most common classification techniques with an f-measure exceeding 97% on the IRIS Dataset.
Abstract: A method for object tracking in motion blurred images is proposed in this article. This paper shows that object tracking could be improved with this approach. We use mean shift algorithm to track different objects as a main tracker. But, the problem is that mean shift could not track the selected object accurately in blurred scenes. So, for better tracking result, and increasing the accuracy of tracking, wavelet transform is used. We use a feature named as blur extent, which could help us to get better results in tracking. For calculating of this feature, we should use Harr wavelet. We can look at this matter from two different angles which lead to determine whether an image is blurred or not and to what extent an image is blur. In fact, this feature left an impact on the covariance matrix of mean shift algorithm and cause to better performance of tracking. This method has been concentrated mostly on motion blur parameter. transform. The results reveal the ability of our method in order to reach more accurately tracking.
Abstract: The energy audit is the essential initial step to ensure a good definition of energy control actions. The in-depth study of the various energy-consuming equipments makes it possible to determine the actions and investments with best cost for the company. The analysis focuses on the energy consumption of production equipment and utilities (lighting, heating, air conditioning, ventilation, transport). Successful implementation of this approach requires, however, to take into account a number of prerequisites. This paper proposes a number of useful recommendations concerning the energy audit in order to achieve better results, and a case study concerning the lighting audit of a Moroccan company by showing the gains that can be made through this audit.
Abstract: Bioassay is the measurement of the potency of a chemical substance by its effect on a living animal or plant tissue. Bioassay data and chemical structures from pharmacokinetic and drug metabolism screening are mined from and housed in multiple databases. Bioassay prediction is calculated accordingly to determine further advancement. This paper proposes a four-step preprocessing of datasets for improving the bioassay predictions. The first step is instance selection in which dataset is categorized into training, testing, and validation sets. The second step is discretization that partitions the data in consideration of accuracy vs. precision. The third step is normalization where data are normalized between 0 and 1 for subsequent machine learning processing. The fourth step is feature selection where key chemical properties and attributes are generated. The streamlined results are then analyzed for the prediction of effectiveness by various machine learning algorithms including Pipeline Pilot, R, Weka, and Excel. Experiments and evaluations reveal the effectiveness of various combination of preprocessing steps and machine learning algorithms in more consistent and accurate prediction.