Abstract: German electricity European options on futures using
Lévy processes for the underlying asset are examined. Implied
volatility evolution, under each of the considered models, is
discussed after calibrating for the Merton jump diffusion (MJD),
variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman,
Madan and Yor (CGMY) and the Black and Scholes (B&S) model.
Implied volatility is examined for the entire sample period, revealing
some curious features about market evolution, where data fitting
performances of the five models are compared. It is shown that
variance gamma processes provide relatively better results and that
implied volatility shows significant differences through time, having
increasingly evolved. Volatility changes for changed uncertainty, or
else, increasing futures prices and there is evidence for the need to
account for seasonality when modelling both electricity spot/futures
prices and volatility.
Abstract: The fast growth in complexity coupled with requests for shorter development periods for embedded systems are bringing demands towards a more effective, i.e. higher-abstract, design process for hardaware/software integrated design. In Software Engineering area, Model Driven Architecture (MDA) and Executable UML (xUML) has been accepted to bring further improvement in software design. This paper constructs MDA and xUML stepwise transformations from an abstract specification model to a more concrete implementation model using the refactoring technique for hardaware/software integrated design. This approach provides clear and structured models which enables quick exploration and synthesis, and early stage verification.
Abstract: This study presents energy saving in general-purpose
pumps widely used in industrial applications. Such pumps are
normally driven by a constant-speed electrical motor which in most
applications must support varying load conditions. This is equivalent
to saying the loading conditions mismatch the designed optimal
energy consumption requirements of the intended application thus
resulting in substantial energy losses. In the held experiments it was
indicated that combination of mechanical and electrical speed drives
can contribute to lower energy consumption in the pump without
negatively distorting the required performance indices of a typical
centrifugal pump at substantially lower energy consumption. The
registered energy savings were recorded to be within the 15-40%
margin. It was also indicated that although VSDs are installed at a
cost, the financial burden is balanced against the earnings resulting
from the associated energy savings.
Abstract: In this paper, we consider a two-neuron system with time-delayed connections between neurons. By analyzing the associated characteristic transcendental equation, its linear stability is investigated and Hopf bifurcation is demonstrated. Some explicit formulae for determining the stability and the direction of the Hopf bifurcation periodic solutions bifurcating from Hopf bifurcations are obtained by using the normal form theory and center manifold theory. Some numerical simulation results are given to support the theoretical predictions. Finally, main conclusions are given.
Abstract: A new reverse phase-high performance liquid chromatography (RP-HPLC) method with fluorescent detector (FLD) was developed and optimized for Norfloxacin determination in human plasma. Mobile phase specifications, extraction method and excitation and emission wavelengths were varied for optimization. HPLC system contained a reverse phase C18 (5 μm, 4.6 mm×150 mm) column with FLD operated at excitation 330 nm and emission 440 nm. The optimized mobile phase consisted of 14% acetonitrile in buffer solution. The aqueous phase was prepared by mixing 2g of citric acid, 2g sodium acetate and 1 ml of triethylamine in 1 L of Milli-Q water was run at a flow rate of 1.2 mL/min. The standard curve was linear for the range tested (0.156–20 μg/mL) and the coefficient of determination was 0.9978. Aceclofenac sodium was used as internal standard. A detection limit of 0.078 μg/mL was achieved. Run time was set at 10 minutes because retention time of norfloxacin was 0.99 min. which shows the rapidness of this method of analysis. The present assay showed good accuracy, precision and sensitivity for Norfloxacin determination in human plasma with a new internal standard and can be applied pharmacokinetic evaluation of Norfloxacin tablets after oral administration in human.
Abstract: This paper considers the robust exponential stability issues for a class of uncertain switched neutral system which delays switched according to the switching rule. The system under consideration includes both stable and unstable subsystems. The uncertainties considered in this paper are norm bounded, and possibly time varying. Based on multiple Lyapunov functional approach and dwell-time technique, the time-dependent switching rule is designed depend on the so-called average dwell time of stable subsystems as well as the ratio of the total activation time of stable subsystems and unstable subsystems. It is shown that by suitably controlling the switching between the stable and unstable modes, the robust stabilization of the switched uncertain neutral systems can be achieved. Two simulation examples are given to demonstrate the effectiveness of the proposed method.
Abstract: In this paper we will develop a sequential life test approach applied to a modified low alloy-high strength steel part used in highway overpasses in Brazil.We will consider two possible underlying sampling distributions: the Normal and theInverse Weibull models. The minimum life will be considered equal to zero. We will use the two underlying models to analyze a fatigue life test situation, comparing the results obtained from both.Since a major chemical component of this low alloy-high strength steel part has been changed, there is little information available about the possible values that the parameters of the corresponding Normal and Inverse Weibull underlying sampling distributions could have. To estimate the shape and the scale parameters of these two sampling models we will use a maximum likelihood approach for censored failure data. We will also develop a truncation mechanism for the Inverse Weibull and Normal models. We will provide rules to truncate a sequential life testing situation making one of the two possible decisions at the moment of truncation; that is, accept or reject the null hypothesis H0. An example will develop the proposed truncated sequential life testing approach for the Inverse Weibull and Normal models.
Abstract: Sonogram images of normal and lymphocyte thyroid tissues have considerable overlap which makes it difficult to interpret and distinguish. Classification from sonogram images of thyroid gland is tackled in semiautomatic way. While making manual diagnosis from images, some relevant information need not to be recognized by human visual system. Quantitative image analysis could be helpful to manual diagnostic process so far done by physician. Two classes are considered: normal tissue and chronic lymphocyte thyroid (Hashimoto's Thyroid). Data structure is analyzed using K-nearest-neighbors classification. This paper is mentioned that unlike the wavelet sub bands' energy, histograms and Haralick features are not appropriate to distinguish between normal tissue and Hashimoto's thyroid.
Abstract: In this paper, we first introduce the new concept of completely semiprime fuzzy ideals of an ordered semigroup S, which is an extension of completely semiprime ideals of ordered semigroup S, and investigate some its related properties. Especially, we characterize an ordered semigroup that is a semilattice of simple ordered semigroups in terms of completely semiprime fuzzy ideals of ordered semigroups. Furthermore, we introduce the notion of semiprime fuzzy ideals of ordered semigroup S and establish the relations between completely semiprime fuzzy ideals and semiprime fuzzy ideals of S. Finally, we give a characterization of prime fuzzy ideals of an ordered semigroup S and show that a nonconstant fuzzy ideal f of an ordered semigroup S is prime if and only if f is twovalued, and max{f(a), f(b)} = inf f((aSb]), ∀a, b ∈ S.
Abstract: Water level forecasting using records of past time series is of importance in water resources engineering and management. For example, water level affects groundwater tables in low-lying coastal areas, as well as hydrological regimes of some coastal rivers. Then, a reliable prediction of sea-level variations is required in coastal engineering and hydrologic studies. During the past two decades, the approaches based on the Genetic Programming (GP) and Artificial Neural Networks (ANN) were developed. In the present study, the GP is used to forecast daily water level variations for a set of time intervals using observed water levels. The measurements from a single tide gauge at Urmia Lake, Northwest Iran, were used to train and validate the GP approach for the period from January 1997 to July 2008. Statistics, the root mean square error and correlation coefficient, are used to verify model by comparing with a corresponding outputs from Artificial Neural Network model. The results show that both these artificial intelligence methodologies are satisfactory and can be considered as alternatives to the conventional harmonic analysis.
Abstract: Social ideology, cultural values and principles shaping environment are inferred by environment and structural characteristics of construction site. In other words, this inference manifestation also indicates ideology and culture of its foundation and also applies its principles and values and somehow plays an important role in Cultural Revolution. All human behaviors and artifacts are affected and being influenced by culture. Culture is not abstract concept, it is a spiritual domain that an individual and society grow and develop in it. Social behaviors are affected by environmental comprehension, so the architecture work influences on its audience and it is the environment that fosters social behaviors. Indeed, sustainable architecture should be considered as background of culture for establishing optimal sustainable culture. Since unidentified architecture roots in cultural non identity and abnormalities, so the society possesses identity characteristics and life and as a consequence, the society and architecture are changed by transformation of life style. This article aims to investigate the interaction of architecture, society, environment and sustainable architecture formation in its cultural basis and analyzes the results approaching behavior and sustainable culture in recent era.
Abstract: Exposure to ambient air pollution has been linked to a
number of health outcomes, starting from modest transient changes in
the respiratory tract and impaired pulmonary function, continuing to
restrict activity/reduce performance and to the increase emergency
rooms visits, hospital admissions or mortality. The increase of
allergenic symptoms has been associated with air contaminants such
as ozone, particulate matter, fungal spores and pollen.
Considering the potential relevance of crossed effects of nonbiological
pollutants and airborne pollens and fungal spores on
allergy worsening, the aim of this work was to evaluate the influence
of non-biological pollutants (O3 and PM10) and meteorological
parameters on the concentrations of pollen and fungal spores using
multiple linear regressions.
The data considered in this study were collected in Oporto which
is the second largest Portuguese city, located in the North. Daily
mean of O3, PM10, pollen and fungal spore concentrations,
temperature, relative humidity, precipitation, wind velocity, pollen
and fungal spore concentrations, for 2003, 2004 and 2005 were
considered. Results showed that the 90th percentile of the adjusted
coefficient of determination, P90 (R2aj), of the multiple regressions
varied from 0.613 to 0.916 for pollen and from 0.275 to 0.512 for
fungal spores. O3 and PM10 showed to have some influence on the
biological pollutants. Among the meteorological parameters
analysed, temperature was the one that most influenced the pollen
and fungal spores airborne concentrations. Relative humidity also
showed to have some influence on the fungal spore dispersion.
Nevertheless, the models for each pollen and fungal spore were
different depending on the analysed period, which means that the
correlations identified as statistically significant can not be, even so,
consistent enough.
Abstract: In this paper, we consider a discrete Gompertz model with time delay. Firstly, the stability of the equilibrium of the system is investigated by analyzing the characteristic equation. By choosing the time delay as a bifurcation parameter, we prove that Neimark- Sacker bifurcations occur when the delay passes a sequence of critical values. The direction and stability of the Neimark-Sacker are determined by using normal forms and centre manifold theory. Finally, some numerical simulations are given to verify the theoretical analysis.
Abstract: Let A and B be two linear algebras. A linear map ϕ : A → B is called an n-homomorphism if ϕ(a1...an) = ϕ(a1)...ϕ(an) for all a1, ..., an ∈ A. In this note we have a verification on the behavior of almost n-multiplicative linear maps with n > 2 in the fuzzy normed spaces
Abstract: Strain M was isolated from the latex of Hevea brasiliensis that grow in the rubber farm area of Malaysia Rubber Board. Strain M was tentatively identified as Bacillus sp. Strain M demonstrated high protease production at pH 9, and this was suitable to be applied in rubber processing that was in alkaline conditions. The right and suitable proportion to be used in applying supernatant into the latex was two parts of latex and one part of enzyme. In this proportion, the latex was stable throughout the 72 hours of treatment. The potential of strain M to degrade protein in the natural rubber latex was proven with the reduction of 79.3% nitrogen in 24 hours treatment. Centrifugation process of the latex before undergoing the treatment had increased the protein degradation in latex. Although the centrifugation process did not achieve zero nitrogen content, it had improved the performance of protein denaturing in the natural rubber.
Abstract: An early and accurate detection of Alzheimer's disease (AD) is an important stage in the treatment of individuals suffering from AD. We present an approach based on the use of structural magnetic resonance imaging (sMRI) phase images to distinguish between normal controls (NC), mild cognitive impairment (MCI) and AD patients with clinical dementia rating (CDR) of 1. Independent component analysis (ICA) technique is used for extracting useful features which form the inputs to the support vector machines (SVM), K nearest neighbour (kNN) and multilayer artificial neural network (ANN) classifiers to discriminate between the three classes. The obtained results are encouraging in terms of classification accuracy and effectively ascertain the usefulness of phase images for the classification of different stages of Alzheimer-s disease.
Abstract: Microaneurysm is a key indicator of diabetic retinopathy that can potentially cause damage to retina. Early detection and automatic quantification are the keys to prevent further damage. In this paper, which focuses on automatic microaneurysm detection in images acquired through non-dilated pupils, we present a series of experiments on feature selection and automatic microaneurysm pixel classification. We found that the best feature set is a combination of 10 features: the pixel-s intensity of shade corrected image, the pixel hue, the standard deviation of shade corrected image, DoG4, the area of the candidate MA, the perimeter of the candidate MA, the eccentricity of the candidate MA, the circularity of the candidate MA, the mean intensity of the candidate MA on shade corrected image and the ratio of the major axis length and minor length of the candidate MA. The overall sensitivity, specificity, precision, and accuracy are 84.82%, 99.99%, 89.01%, and 99.99%, respectively.
Abstract: Treatment of tar-containing wastewater is necessary
for the successful operation of biomass gasification plants (BGPs). In
the present study, tar-containing wastewater was treated using lime
and alum for the removal of in-organics, followed by adsorption on
powdered activated carbon (PAC) for the removal of organics. Limealum
experiments were performed in a jar apparatus and activated
carbon studies were performed in an orbital shaker. At optimum
concentrations, both lime and alum individually proved to be capable
of removing color, total suspended solids (TSS) and total dissolved
solids (TDS), but in both cases, pH adjustment had to be carried out
after treatment. The combination of lime and alum at the dose ratio
of 0.8:0.8 g/L was found to be optimum for the removal of inorganics.
The removal efficiency achieved at optimum
concentrations were 78.6, 62.0, 62.5 and 52.8% for color, alkalinity,
TSS and TDS, respectively. The major advantages of the lime-alum
combination were observed to be as follows: no requirement of pH
adjustment before and after treatment and good settleability of
sludge. Coagulation-precipitation followed by adsorption on PAC
resulted in 92.3% chemical oxygen demand (COD) removal and
100% phenol removal at equilibrium. Ammonia removal efficiency
was found to be 11.7% during coagulation-flocculation and 36.2%
during adsorption on PAC. Adsorption of organics on PAC in terms
of COD and phenol followed Freundlich isotherm with Kf = 0.55 &
18.47 mg/g and n = 1.01 & 1.45, respectively. This technology may
prove to be one of the fastest and most techno-economically feasible
methods for the treatment of tar-containing wastewater generated
from BGPs.
Abstract: This paper presents the IP traffic analysis. The traffic
was collected from the network of Suranaree University of
Technology using the software based on the Simple Network
Management Protocol (SNMP). In particular, we analyze the
distribution of the aggregated traffic during the hours of peak load
and light load. The traffic profiles including the parameters described
the traffic distributions were derived. From the statistical analysis
applying three different methods, including the Kolmogorov Smirnov
test, Anderson Darling test, and Chi-Squared test, we found that the
IP traffic distribution is a non-normal distribution and the
distributions during the peak load and the light load are different. The
experimental study and analysis show high uncertainty of the IP
traffic.
Abstract: One of the factors to maintain system survivability is
the adequate reactive power support to the system. Lack of reactive
power support may cause undesirable voltage decay leading to total
system instability. Thus, appropriate reactive power support scheme
should be arranged in order to maintain system stability. The strength
of a system capacity is normally denoted as system loadability. This
paper presents the enhancement of system loadability through
optimal reactive power planning technique using a newly developed
optimization technique, termed as Multiagent Immune Evolutionary
Programming (MAIEP). The concept of MAIEP is developed based
on the combination of Multiagent System (MAS), Artificial Immune
System (AIS) and Evolutionary Programming (EP). In realizing the
effectiveness of the proposed technique, validation is conducted on
the IEEE-26-Bus Reliability Test System. The results obtained from
pre-optimization and post-optimization process were compared
which eventually revealed the merit of MAIEP.