Abstract: This research seeks to investigate the frequency and
profitability of index arbitrage opportunities involving the SET50
futures, SET50 component stocks, and the ThaiDEX SET50 ETF
(ticker symbol: TDEX). In particular, the frequency and profit of
arbitrage are measured in the following three arbitrage tests: (1)
SET50 futures vs. ThaiDEX SET50 ETF, (2) SET50 futures vs.
SET50 component stocks, and (3) ThaiDEX SET50 ETF vs. SET50
component stocks are investigated. For tests (2) and (3), the problems
involve conic optimization and quadratic programming as subproblems.
This research is first to apply conic optimization and
quadratic programming techniques in the context of index arbitrage
and is first to investigate such index arbitrage in the Thai equity and
derivatives markets. Thus, the contribution of this study is twofold.
First, its results would help understand the contribution of the
derivatives securities to the efficiency of the Thai markets. Second,
the methodology employed in this study can be applied to other
geographical markets, with minor adjustments.
Abstract: A Novel fuzzy neural network combining with support vector learning mechanism called support-vector-based fuzzy neural networks (SVBFNN) is proposed. The SVBFNN combine the capability of minimizing the empirical risk (training error) and expected risk (testing error) of support vector learning in high dimensional data spaces and the efficient human-like reasoning of FNN.
Abstract: A numerical solution of the initial boundary value
problem of the suspended string vibrating equation with the
particular nonlinear damping term based on the finite difference
scheme is presented in this paper. The investigation of how the
second and third power terms of the nonlinear term affect the
vibration characteristic. We compare the vibration amplitude as a
result of the third power nonlinear damping with the second power
obtained from previous report provided that the same initial shape
and initial velocities are assumed. The comparison results show that
the vibration amplitude is inversely proportional to the coefficient of
the damping term for the third power nonlinear damping case, while
the vibration amplitude is proportional to the coefficient of the
damping term in the second power nonlinear damping case.
Abstract: We proposed the use of a Toda-Rayleigh ring as a
central pattern generator (CPG) for controlling hexapodal robots. We
show that the ring composed of six Toda-Rayleigh units coupled to
the limb actuators reproduces the most common hexapodal gaits. We
provide an electrical circuit implementation of the CPG and test our
theoretical results obtaining fixed gaits. Then we propose a method
of incorporation of the actuator (motor) dynamics in the CPG. With
this approach we close the loop CPG – environment – CPG, thus
obtaining a decentralized model for the leg control that does not
require higher level intervention to the CPG during locomotion in
a nonhomogeneous environments. The gaits generated by the novel
CPG are not fixed, but adapt to the current robot bahvior.
Abstract: An alternative approach to the use of Discrete Fourier
Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction
is the use of parametric modeling technique. This method
is suitable for problems in which the image can be modeled by
explicit known source functions with a few adjustable parameters.
Despite the success reported in the use of modeling technique as an
alternative MRI reconstruction technique, two important problems
constitutes challenges to the applicability of this method, these are
estimation of Model order and model coefficient determination. In
this paper, five of the suggested method of evaluating the model
order have been evaluated, these are: The Final Prediction Error
(FPE), Akaike Information Criterion (AIC), Residual Variance (RV),
Minimum Description Length (MDL) and Hannan and Quinn (HNQ)
criterion. These criteria were evaluated on MRI data sets based on the
method of Transient Error Reconstruction Algorithm (TERA). The
result for each criterion is compared to result obtained by the use of a
fixed order technique and three measures of similarity were evaluated.
Result obtained shows that the use of MDL gives the highest measure
of similarity to that use by a fixed order technique.
Abstract: In the last years numerous applications of Human-
Computer Interaction have exploited the capabilities of Time-of-
Flight cameras for achieving more and more comfortable and precise
interactions. In particular, gesture recognition is one of the most active
fields. This work presents a new method for interacting with a virtual
object in a 3D space. Our approach is based on the fusion of depth
data, supplied by a ToF camera, with color information, supplied
by a HD webcam. The hand detection procedure does not require
any learning phase and is able to concurrently manage gestures of
two hands. The system is robust to the presence in the scene of
other objects or people, thanks to the use of the Kalman filter for
maintaining the tracking of the hands.
Abstract: The paper is included within the framework of a
complex research program, which was initiated from the hypothesis
arguing on the existence of a correlation between pineal indolic and
peptide hormones and the somatic development rhythm, including
thus the epithalamium-epiphysis complex involvement. At birds,
pineal gland contains a circadian oscillator, playing a main role in the
temporal organization of the cerebral functions. The secretion of
pineal indolic hormones is characterized by a high endogenous
rhythmic alternation, modulated by the light/darkness (L/D)
succession and by temperature as well. The research has been carried
out using 100 chicken broilers - “Ross" commercial hybrid,
randomly allocated in two experimental batches: Lc batch, reared
under a 12L/12D lighting schedule and Lexp batch, which was photic
pinealectomised through continuous exposition to light (150 lux, 24
hours, 56 days). Chemical and physical features of the meat issued
from breast fillet and thighs muscles have been studied, determining
the dry matter, proteins, fat, collagen, salt content and pH value, as
well. Besides the variations of meat chemical composition in relation
with lighting schedule, other parameters have been studied: live
weight dynamics, feed intake and somatic development degree. The
achieved results became significant since chickens have 7 days of
age, some variations of the studied parameters being registered,
revealing that the pineal gland physiologic activity, in relation with
the lighting schedule, could be interpreted through the monitoring of
the somatic development technological parameters, usually studied
within the chicken broilers rearing aviculture practice.
Abstract: This paper solves the Non Linear Schrodinger
Equation using the Split Step Fourier method for modeling an optical
fiber. The model generates a complex wave of optical pulses and
using the results obtained two graphs namely Loss versus
Wavelength and Dispersion versus Wavelength are generated. Taking
Chromatic Dispersion and Polarization Mode Dispersion losses into
account, the graphs generated are compared with the graphs
formulated by JDS Uniphase Corporation which uses standard values
of dispersion for optical fibers. The graphs generated when compared
with the JDS Uniphase Corporation plots were found to be more or
less similar thus verifying that the model proposed is right.
MATLAB software was used for doing the modeling.
Abstract: Inspired by the recent experiments [1]-[3] indicating
unusual doubly magic nucleus 24O which lies just at the neutron
drip-line and encouraged by the success of our relativistic mean-field
(RMF) plus state dependent BCS approach for the description of
the ground state properties of the drip-line nuclei [23]-[27], we have
further employed this approach, across the entire periodic table, to
explore the unusual shell closures in exotic nuclei. In our RMF+BCS
approach the single particle continuum corresponding to the RMF is
replaced by a set of discrete positive energy states for the calculations
of pairing energy. Detailed analysis of the single particle spectrum,
pairing energies and densities of the nuclei predict the unusual proton
shell closures at Z = 6, 14, 16, 34, and unusual neutron shell closures
at N = 6, 14, 16, 34, 40, 70, 112.
Abstract: Electricity market activities and a growing demand for electricity have led to heavily stressed power systems. This requires operation of the networks closer to their stability limits. Power system operation is affected by stability related problems, leading to unpredictable system behavior. Voltage stability refers to the ability of a power system to sustain appropriate voltage levels through large and small disturbances. Steady-state voltage stability is concerned with limits on the existence of steady-state operating points for the network. FACTS devices can be utilized to increase the transmission capacity, the stability margin and dynamic behavior or serve to ensure improved power quality. Their main capabilities are reactive power compensation, voltage control and power flow control. Among the FACTS controllers, Static Var Compensator (SVC) provides fast acting dynamic reactive compensation for voltage support during contingency events. In this paper, voltage stability assessment with appropriate representations of tap-changer transformers and SVC is investigated. Integrating both of these devices is the main topic of this paper. Effect of the presence of tap-changing transformers on static VAR compensator controller parameters and ratings necessary to stabilize load voltages at certain values are highlighted. The interrelation between transformer off nominal tap ratios and the SVC controller gains and droop slopes and the SVC rating are found. P-V curves are constructed to calculate loadability margins.
Abstract: An HPLC-UV analytical method was developed to
determine ethylenediaminetetraacetic acid (EDTA) in dairy
wastewater and surface water. The optimizing separation was achieved
by reversed–phase ion-pair liquid chromatography on a C18 column
using methanol as mobile phase solvent, tetrabutylammonium bromide
as the ion-pair reagent in pH 3.3 formate buffer solution at a flow rate
of 0.9 mL min-1 with a UV detector at 265 nm. No interference of Ca,
Mg or NO3
- was detected. Method performance was evaluated in terms
of linearity, repeatability and reproducibility. The method detection
limit was 5 μg L-1. The contents of EDTA in dairy effluents were 72 ~
261 μg L-1 at a large dairy site. A change of EDTA concentration was
observed downstream of the dairy effluent discharge, but this was well
under the predicted no effect concentration for aquatic ecosystem.
Abstract: The purpose of the present study was to evaluate the
epidemiology of waterborne diarrhoeal among children aged 6-36
months old in Busia town, western Kenya. The study was carried out
between Feb. 2008 and Feb. 2010. Cases of diarrhoea reported in 385
households were linked to household water handling practices. A
mother with a child of 6-36 months old was also included in the
study. Diarrhoea prevalence among children 6-36 months was 16.7%
in Busia town, Bwamani (19.6%) and Mayenje (10.6%) clustered in
Mayenje sub-location reported the highest and the lowest prevalence
of diarrhoea. There was a positive correlation between the prevalence
of diarrhoea in children and the level of the mother-s education,
29.9% (n= 100). Diarrhoea cases decreased in range from 35.5% (n
=102) to 4.8% (n= 16), corresponding to increase in age from 6-35
months on average. In conclusion, prevalence of diarrhoea in
children of 6-36 months old was 16.7% in Busia town. This was
higher in children whose mother-s age was below 18 years and with
low level of education, the rate decreased with increase in age of
children. Prevalence of diarrhoea in children aged 6-36months in
households was higher in children aged 6-17 and 36 months and
whose mothers were less educated and fell between the ages of 18-24
years. The Influence of human activities at the main source of
drinking water on the prevalence of diarrhoea in these children was
insignificant.
Abstract: Network on a chip (NoC) has been proposed as a viable solution to counter the inefficiency of buses in the current VLSI on-chip interconnects. However, as the silicon chip accommodates more transistors, the probability of transient faults is increasing, making fault tolerance a key concern in scaling chips. In packet based communication on a chip, transient failures can corrupt the data packet and hence, undermine the accuracy of data communication. In this paper, we present a comparative analysis of transient fault tolerant techniques including end-to-end, node-by-node, and stochastic communication based on flooding principle.
Abstract: The rapid expansion of the web is causing the
constant growth of information, leading to several problems such as
increased difficulty of extracting potentially useful knowledge. Web
content mining confronts this problem gathering explicit information
from different web sites for its access and knowledge discovery.
Query interfaces of web databases share common building blocks.
After extracting information with parsing approach, we use a new
data mining algorithm to match a large number of schemas in
databases at a time. Using this algorithm increases the speed of
information matching. In addition, instead of simple 1:1 matching,
they do complex (m:n) matching between query interfaces. In this
paper we present a novel correlation mining algorithm that matches
correlated attributes with smaller cost. This algorithm uses Jaccard
measure to distinguish positive and negative correlated attributes.
After that, system matches the user query with different query
interfaces in special domain and finally chooses the nearest query
interface with user query to answer to it.
Abstract: The use of a Geographic Information System (GIS) in
roadway lighting to show the state of street-lighting and nighttime
accident is demonstrated. Geographical maps were generated
showing colored streets based on how much of the street's length is
illuminated. The night to daytime accidents ratio at intersections
were found along with the state of lighting at those intersections.
The result is a method to show the state of street-lighting at roads and
intersections and a quick guide for decision makers to implement
strategies for better street-lighting to reduce night time traffic
accidents in a particular district.
Abstract: Aiming the application of localized hyperthermia, a
magnetic induction system with new approaches is proposed. The techniques in this system for improving the effectiveness of localized hyperthermia are that using magnetic circuit and the multiple-coil array instead of a giant coil for generating magnetic field. Specially, amorphous metal is adopted as the material of magnetic circuit. Detail
design parameters of hardware are well described. Simulation tool is
employed for this work and experiment result is reported as well.
Abstract: This paper presents a general trainable framework
for fast and robust upright human face and non-human object
detection and verification in static images. To enhance the
performance of the detection process, the technique we develop is
based on the combination of fast neural network (FNN) and
classical neural network (CNN). In FNN, a useful correlation is
exploited to sustain high level of detection accuracy between input
image and the weight of the hidden neurons. This is to enable the
use of Fourier transform that significantly speed up the time
detection. The combination of CNN is responsible to verify the
face region. A bootstrap algorithm is used to collect non human
object, which adds the false detection to the training process of the
human and non-human object. Experimental results on test images
with both simple and complex background demonstrate that the
proposed method has obtained high detection rate and low false
positive rate in detecting both human face and non-human object.
Abstract: Ipomoea batatas (Sweetpotato) is currently ranked
sixth in the total world food production and are planted mainly for
their storage roots. The present study was undertaken to evaluate and
compare the antioxidant properties of the leaf and carotenoids extract
from the Ipomoea batatas var. Oren leaves. Total flavonoids in the
leaf extract was 144.6 ± 40.5 μg/g compared to 114.86 ± 4.35 μg/g
catechin equivalent in the carotenoids extract. Total polyphenols in
the leaf extracts (3.470 ± 0.024 GAE g/100g DW) was slightly higher
compared to carotenoids extract (2.994 ± 0.078 GAE g/100g DW).
The carotenoids extract marked a higher radical scavenging capacity
with the IC50= 491.86 μg/ml compared to leaf extract (IC50= 545.39
μg/ml). Concentration-dependent reducing activity was observed for
both extracts. Thus, the carotenoids extraction process retained most
of the antioxidant capacity from the leaves and can be made into
potential natural yellow dye with antioxidant property.
Abstract: In this paper, half bridge DC-DC converters with
transformer isolation presented in the literature are analyzed for highcurrent
and low-voltage applications under the same operation
conditions, and compared in terms of losses and efficiency. The
conventional and improved half-bridge DC-DC converters are
simulated, and current and voltage waveforms are obtained for input
voltage Vdc=500V, output current IO=450A, output voltage VO=38V
and switching frequency fS=20kHz. IGBTs are used as power
semiconductor switches. The power losses of the semiconductor
devices are calculated from current and voltage waveforms. From
simulation results, it is seen that the capacitor switched half bridge
converter has the best efficiency value, and can be preferred at high
power and high frequency applications.
Abstract: Through the analysis of the process digital design
based on digital mockup, the fact indicates that a distributed
cooperative supporting environment is the foundation conditions to
adopt design approach based on DMU. Data access authorization is
concerned firstly because the value and sensitivity of the data for the
enterprise. The access control for administrators is often rather weak
other than business user. So authors established an enhanced system to
avoid the administrators accessing the engineering data by potential
approach and without authorization. Thus the data security is
improved.