Abstract: Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from Australian Bank Bill futures are forecast and traded using various exogenous input variables combined with neural networks. The choice of the optimal exogenous input variables chosen for each neural network, undertaken in previous work [1], is validated by comparing the forecasts and corresponding profitability of each, using a trading strategy.
Abstract: Nagaland, the 16th state of India in order of
statehood, is situated between 25° 6' and 27° 4' latitude north and
between 93º 20' E and 95º 15' E longitude of equator in the North
Eastern part of the India. Endowed with varied topography, soil and
agro climatic conditions it is known for its potentiality to grow all
most all kinds of horticultural crops. Pineapple being grown since
long organically by default is one of the most promising crops of the
state with emphasis being laid for commercialization by the
government of Nagaland. In light of commercialization, globalization
and scope of setting small-scale industries, a research study was
undertaken to examine the socio-economic and personal
characteristics, entrepreneurial characteristics and attitude of the
pineapple growers towards improved package of practices of
pineapple cultivation. The study was conducted in Medziphema
block of Dimapur district of the Nagaland state of India following ex
post facto research design. Ninety pineapple growers were selected
from four different villages of Medziphema block based on
proportionate random selection procedure. Findings of the study
revealed that majority of the respondents had medium level of
entrepreneurial characteristics in terms of knowledge level, risk
orientation, self confidence, management orientation, farm decision
making ability and leadership ability and most of them had
favourable attitude towards improved package of practices of
pineapple cultivation. The variables age, education, farm size, risk
orientation, management orientation and sources of information
utilized were found important to influence the attitude of the
respondents. The study revealed that favourable attitude and
entrepreneurial characteristics of the pineapple cultivators might be
harnessed for increased production of pineapple in the state thereby
bringing socio economic upliftment of the marginal and small-scale
farmers.
Abstract: This paper proposes the hypothesis that multilateralism and regionalism are complementary, and that regional income convergence is likely with a like minded and committed regionalism that often has links geographically and culturally. The association between international trade, income per capita, and regional income convergence in founder members of ASEAN and SAARC, is explored by applying the Lumsdaine, and Papell approach. The causal relationships between the above variables are also studied in respective trade blocs by using Granger causality tests. The conclusion is that global reforms have had a greater impact on increasing trade for both trade blocs and induced convergence only in ASEAN-5 countries. The experience of ASEAN countries shows a two-way causal relationship between the flow from trade to regional income convergence, and vice versa. There is no evidence in SAARC countries for income convergence and causality.
Abstract: Support vector regression (SVR) has been regarded
as a state-of-the-art method for approximation and regression. The
importance of kernel function, which is so-called admissible support
vector kernel (SV kernel) in SVR, has motivated many studies
on its composition. The Gaussian kernel (RBF) is regarded as a
“best" choice of SV kernel used by non-expert in SVR, whereas
there is no evidence, except for its superior performance on some
practical applications, to prove the statement. Its well-known that
reproducing kernel (R.K) is also a SV kernel which possesses many
important properties, e.g. positive definiteness, reproducing property
and composing complex R.K by simpler ones. However, there are a
limited number of R.Ks with explicit forms and consequently few
quantitative comparison studies in practice. In this paper, two R.Ks,
i.e. SV kernels, composed by the sum and product of a translation
invariant kernel in a Sobolev space are proposed. An exploratory
study on the performance of SVR based general R.K is presented
through a systematic comparison to that of RBF using multiple
criteria and synthetic problems. The results show that the R.K is
an equivalent or even better SV kernel than RBF for the problems
with more input variables (more than 5, especially more than 10) and
higher nonlinearity.
Abstract: Dengue fever is prevalent in Malaysia with numerous
cases including mortality recorded over the years. Public education
on the prevention of the desease through various means has been
carried out besides the enforcement of legal means to eradicate
Aedes mosquitoes, the dengue vector breeding ground. Hence, other
means need to be explored, such as predicting the seasonal peak
period of the dengue outbreak and identifying related climate factors
contributing to the increase in the number of mosquitoes. Simulation
model can be employed for this purpose. In this study, we created a
simulation of system dynamic to predict the spread of dengue
outbreak in Hulu Langat, Selangor Malaysia. The prototype was
developed using STELLA 9.1.2 software. The main data input are
rainfall, temperature and denggue cases. Data analysis from the graph
showed that denggue cases can be predicted accurately using these
two main variables- rainfall and temperature. However, the model
will be further tested over a longer time period to ensure its
accuracy, reliability and efficiency as a prediction tool for dengue
outbreak.
Abstract: The aerodynamic noise radiation from a side view mirror (SVM) in the high-speed airflow is calculated by the combination of unsteady incompressible fluid flow analysis and acoustic analysis. The transient flow past the generic SVM is simulated with variable turbulence model, namely DES Detached Eddy Simulation and LES (Large Eddy Simulation). Detailed velocity vectors and contour plots of the time-varying velocity and pressure fields are presented along cut planes in the flow-field. Mean and transient pressure are also monitored at several points in the flow field and compared to corresponding experimentally data published in literature. The acoustic predictions made using the Ffowcs-Williams-Hawkins acoustic analogy (FW-H) and the boundary element (BEM).
Abstract: This paper considers the development of a two-point
predictor-corrector block method for solving delay differential
equations. The formulae are represented in divided difference form
and the algorithm is implemented in variable stepsize variable order
technique. The block method produces two new values at a single
integration step. Numerical results are compared with existing
methods and it is evident that the block method performs very well.
Stability regions of the block method are also investigated.
Abstract: The purpose of this work is measurement of the
system presampling MTF of a variable resolution x-ray (VRX) CT
scanner. In this paper, we used the parameters of an actual VRX CT
scanner for simulation and study of effect of different focal spot sizes
on system presampling MTF by Monte Carlo method (GATE
simulation software). Focal spot size of 0.6 mm limited the spatial
resolution of the system to 5.5 cy/mm at incident angles of below 17º
for cell#1. By focal spot size of 0.3 mm the spatial resolution
increased up to 11 cy/mm and the limiting effect of focal spot size
appeared at incident angles of below 9º. The focal spot size of 0.3
mm could improve the spatial resolution to some extent but because
of magnification non-uniformity, there is a 10 cy/mm difference
between spatial resolution of cell#1 and cell#256. The focal spot size
of 0.1 mm acted as an ideal point source for this system. The spatial
resolution increased to more than 35 cy/mm and at all incident angles
the spatial resolution was a function of incident angle. By the way
focal spot size of 0.1 mm minimized the effect of magnification nonuniformity.
Abstract: A methodology to design a nonlinear observer in a
bond graph approach is proposed. The class of nonlinear observer
with multivariable nonlinearities is considered. A junction structure
of the bond graph observer is proposed. The proposed methodology
to an electrical transformer and a DC motor including the nonlinear
saturation is applied. Nonlinear observers for the transformer and DC
motor based on multivariable circle criterion in the physical domain
are proposed. In order to show the saturation effects on the
transformer and DC motor, simulation results are obtained. Finally,
the paper describes that convergence of the estimates to the true
states is achieved.
Abstract: The policies governing the business of any
organization are well reflected in her business rules. The business
rules are implemented by data validation techniques, coded during
the software development process. Any change in business
policies results in change in the code written for data validation
used to enforce the business policies. Implementing the change in
business rules without changing the code is the objective of this
paper. The proposed approach enables users to create rule sets at
run time once the software has been developed. The newly defined
rule sets by end users are associated with the data variables for
which the validation is required. The proposed approach facilitates
the users to define business rules using all the comparison
operators and Boolean operators. Multithreading is used to
validate the data entered by end user against the business rules
applied. The evaluation of the data is performed by a newly
created thread using an enhanced form of the RPN (Reverse Polish
Notation) algorithm.
Abstract: In this paper, an improvement of PDLZW implementation
with a new dictionary updating technique is proposed. A
unique dictionary is partitioned into hierarchical variable word-width
dictionaries. This allows us to search through dictionaries in parallel.
Moreover, the barrel shifter is adopted for loading a new input string
into the shift register in order to achieve a faster speed. However,
the original PDLZW uses a simple FIFO update strategy, which is
not efficient. Therefore, a new window based updating technique
is implemented to better classify the difference in how often each
particular address in the window is referred. The freezing policy
is applied to the address most often referred, which would not be
updated until all the other addresses in the window have the same
priority. This guarantees that the more often referred addresses would
not be updated until their time comes. This updating policy leads
to an improvement on the compression efficiency of the proposed
algorithm while still keep the architecture low complexity and easy
to implement.
Abstract: Stochastic modeling of network traffic is an area of
significant research activity for current and future broadband
communication networks. Multimedia traffic is statistically
characterized by a bursty variable bit rate (VBR) profile. In this
paper, we develop an improved model for uniform activity level
video sources in ATM using a doubly stochastic autoregressive
model driven by an underlying spatial point process. We then
examine a number of burstiness metrics such as the peak-to-average
ratio (PAR), the temporal autocovariance function (ACF) and the
traffic measurements histogram. We found that the former measure is
most suitable for capturing the burstiness of single scene video
traffic. In the last phase of this work, we analyse statistical
multiplexing of several constant scene video sources. This proved,
expectedly, to be advantageous with respect to reducing the
burstiness of the traffic, as long as the sources are statistically
independent. We observed that the burstiness was rapidly
diminishing, with the largest gain occuring when only around 5
sources are multiplexed. The novel model used in this paper for
characterizing uniform activity video was thus found to be an
accurate model.
Abstract: The customer satisfaction for textile sector carries
great importance like the customer satisfaction for other sectors
carry. Especially, if it is considered that gaining new customers
create four times more costs than protecting existing customers from
leaving, it can be seen that the customer satisfaction plays a great
role for the firms. In this study the affecting independent variables of
customer satisfaction are chosen as brand image, perceived service
quality and perceived product quality. By these independent
variables, it is investigated that if any differences exist in perception
of customer satisfaction according to the Turkish textile consumers in
the view of gender. In data analysis of this research the SPSS
program is used.
Abstract: In this paper a class of numerical methods to solve linear and nonlinear PDEs and also systems of PDEs is developed. The Differential Transform method associated with the Method of Lines (MoL) is used. The theory for linear problems is extended to the nonlinear case, and a recurrence relation is established. This method can achieve an arbitrary high-order accuracy in time. A variable stepsize algorithm and some numerical results are also presented.
Abstract: In a none-super-competitive environment the concepts
of closed system, management control remains to be the dominant
guiding concept to management. The merits of closed loop have been
the sources of most of the management literature and culture for
many decades. It is a useful exercise to investigate and poke into the
dynamics of the control loop phenomenon and draws some lessons to
use for refining the practice of management. This paper examines the
multitude of lessons abstracted from the behavior of the Input /output
/feedback control loop model, which is the core of control theory.
There are numerous lessons that can be learned from the insights this
model would provide and how it parallels the management dynamics
of the organization. It is assumed that an organization is basically a
living system that interacts with the internal and external variables. A
viable control loop is the one that reacts to the variation in the
environment and provide or exert a corrective action. In managing
organizations this is reflected in organizational structure and
management control practices. This paper will report findings that
were a result of examining several abstract scenarios that are
exhibited in the design, operation, and dynamics of the control loop
and how they are projected on the functioning of the organization.
Valuable lessons are drawn in trying to find parallels and new
paradigms, and how the control theory science is reflected in the
design of the organizational structure and management practices. The
paper is structured in a logical and perceptive format. Further
research is needed to extend these findings.
Abstract: Direct fermentation of 226 white rose tapioca stem to
ethanol by Fusarium oxysporum was studied in a batch reactor.
Fermentation of ethanol can be achieved by sequential pretreatment
using dilute acid and dilute alkali solutions using 100 mesh tapioca
stem particles. The quantitative effects of substrate concentration, pH
and temperature on ethanol concentration were optimized using a full
factorial central composite design experiment. The optimum process
conditions were then obtained using response surface methodology.
The quadratic model indicated that substrate concentration of 33g/l,
pH 5.52 and a temperature of 30.13oC were found to be optimum for
maximum ethanol concentration of 8.64g/l. The predicted optimum
process conditions obtained using response surface methodology was
verified through confirmatory experiments. Leudeking-piret model
was used to study the product formation kinetics for the production
of ethanol and the model parameters were evaluated using
experimental data.
Abstract: In this paper, a new pseudo affine projection (AP)
algorithm based on Gauss-Seidel (GS) iterations is proposed for
acoustic echo cancellation (AEC). It is shown that the algorithm is
robust against near-end signal variations (including double-talk).
Abstract: In CMOS integrated circuit design there is a trade-off between static power consumption and technology scaling. Recently, the power density has increased due to combination of higher clock speeds, greater functional integration, and smaller process geometries. As a result static power consumption is becoming more dominant. This is a challenge for the circuit designers. However, the designers do have a few methods which they can use to reduce this static power consumption. But all of these methods have some drawbacks. In order to achieve lower static power consumption, one has to sacrifice design area and circuit performance. In this paper, we propose a new method to reduce static power in the CMOS VLSI circuit using Variable Body Biasing technique without being penalized in area requirement and circuit performance.
Abstract: In this work, statistical experimental design was
applied for the optimization of medium constituents for Gentamicin
production by Micromsonospora echinospora subs pallida (MTCC
708) in a batch reactor and the results are compared with the ANN
predicted values. By central composite design, 50 experiments are
carried out for five test variables: Starch, Soya bean meal, K2HPO4,
CaCO3 and FeSO4. The optimum condition was found to be: Starch
(8.9,g/L), Soya bean meal (3.3 g/L), K2HPO4 (0.8 g/L), CaCO3 (4
g/L) and FeSO4 (0.03 g/L). At these optimized conditions, the yield
of gentamicin was found to be 1020 mg/L. The R2 values were found
to be 1 for ANN training set, 0.9953 for ANN test set, and 0.9286 for
RSM.
Abstract: In this paper, we propose a fixed formatting method of PPX(Pretty Printer for XML). PPX is a query language for XML database which has extensive formatting capability that produces HTML as the result of a query. The fixed formatting method is to completely specify the combination of variables and layout specification operators within the layout expression of the GENERATE clause of PPX. In the experiment, a quick comparison shows that PPX requires far less description compared to XSLT or XQuery programs doing the same tasks.