Abstract: This paper deals with heterogeneous autoregressive
models of realized volatility (HAR-RV models) on high-frequency
data of stock indices in the USA. Its aim is to capture the behavior of
three groups of market participants trading on a daily, weekly and
monthly basis and assess their role in predicting the daily realized
volatility. The benefits of this work lies mainly in the application of
heterogeneous autoregressive models of realized volatility on stock
indices in the USA with a special aim to analyze an impact of the
global financial crisis on applied models forecasting performance.
We use three data sets, the first one from the period before the global
financial crisis occurred in the years 2006-2007, the second one from
the period when the global financial crisis fully hit the U.S. financial
market in 2008-2009 years, and the last period was defined over
2010-2011 years. The model output indicates that estimated realized
volatility in the market is very much determined by daily traders and
in some cases excludes the impact of those market participants who
trade on monthly basis.
Abstract: Rolling element bearings are widely used in industry,
especially where high load capacity is required. The diagnosis of
their conditions is essential matter for downtime reduction and saving
cost of maintenance. Therefore, an intensive analysis of frequency
spectrum of their faults must be carried out in order to determine the
main reason of the fault. This paper focus on a beating phenomena
observed in the waveform (time domain) of a cylindrical rolling
element bearing. The beating frequencies were not related to any
sources nearby the machine nor any other malfunctions (unbalance,
misalignment ...etc). More investigation on the spike energy and the
frequency spectrum indicated a problem with races of the bearing.
Multi-harmonics of the fundamental defects frequencies were
observed. Two of them were close to each other in magnitude those
were the source of the beating phenomena.
Abstract: As a part of evaluation system for R&D program, the
Korean government has applied feasibility analysis since 2008.
Various professionals put forth a great effort in order to catch up the
high degree of freedom of R&D programs, and make contributions to
evolving the feasibility analysis. We analyze diverse R&D programs
from various viewpoints, such as technology, policy, and Economics,
integrate the separate analysis, and finally arrive at a definite result;
whether a program is feasible or unfeasible. This paper describes the
concept and method of the feasibility analysis as a decision making
tool. The analysis unit and content of each criterion, which are key
elements in a comprehensive decision making structure, are examined
Abstract: In this paper, we propose an effective relay
communication for layered video transmission as an alternative to
make the most of limited resources in a wireless communication
network where loss often occurs. Relaying brings stable multimedia
services to end clients, compared to multiple description coding
(MDC). Also, retransmission of only parity data about one or more
video layer using channel coder to the end client of the relay device is
paramount to the robustness of the loss situation. Using these
methods in resource-constrained environments, such as real-time user
created content (UCC) with layered video transmission, can provide
high-quality services even in a poor communication environment.
Minimal services are also possible. The mathematical analysis shows
that the proposed method reduced the probability of GOP loss rate
compared to MDC and raptor code without relay. The GOP loss rate
is about zero, while MDC and raptor code without relay have a GOP
loss rate of 36% and 70% in case of 10% frame loss rate.
Abstract: Microarrays technique allows the simultaneous measurements of the expression levels of thousands of mRNAs. By mining this data one can identify the dynamics of the gene expression time series. By recourse of principal component analysis, we uncover the circadian rhythmic patterns underlying the gene expression profiles from Cyanobacterium Synechocystis. We applied PCA to reduce the dimensionality of the data set. Examination of the components also provides insight into the underlying factors measured in the experiments. Our results suggest that all rhythmic content of data can be reduced to three main components.
Abstract: One of the mayor problems of programming a cruise
circuit is to decide which destinations to include and which don-t.
Thus a decision problem emerges, that might be solved using a linear
and goal programming approach. The problem becomes more
complex if several boats in the fleet must be programmed in a limited
schedule, trying their capacity matches best a seasonal demand and
also attempting to minimize the operation costs. Moreover, the
programmer of the company should consider the time of the
passenger as a limited asset, and would like to maximize its usage.
The aim of this work is to design a method in which, using linear and
goal programming techniques, a model to design circuits for the
cruise company decision maker can achieve an optimal solution
within the fleet schedule.
Abstract: In this era of globalization, the role of the State in all aspects of development is widely debated. Some scholars contend the 'demise' and diminishing role of the State whilst others claim that the State is still “de facto developmental". Clearly, it is vital to ascertain which of these two contentions are reflective of the role of the State as nations ascend their development trajectories. Based on the findings of this paper, the perception that the Malaysian State plays an active and committed role towards distributing equitable educational opportunities and enhancing employability of Malaysian PWDs is actually a myth and not reality. Thus, in order to fulfill the promise of Vision 2020 to transform Malaysia into a caring and socially-inclusive society; this paper calls for a more interventionist and committed role by the Malaysian State to translate the universal rights of education and employment opportunities for PWDs from mere policy rhetoric into inclusive realities.
Abstract: A simple approach is demonstrated for growing large
scale, nearly vertically aligned ZnO nanowire arrays by thermal
oxidation method. To reveal effect of temperature on growth and
physical properties of the ZnO nanowires, gold coated zinc substrates
were annealed at 300 °C and 400 °C for 4 hours duration in air. Xray
diffraction patterns of annealed samples indicated a set of well
defined diffraction peaks, indexed to the wurtzite hexagonal phase of
ZnO. The scanning electron microscopy studies show formation of
ZnO nanowires having length of several microns and average of
diameter less than 500 nm. It is found that the areal density of wires
is relatively higher, when the annealing is carried out at higher
temperature i.e. at 400°C. From the field emission studies, the values
of the turn-on and threshold field, required to draw emission current
density of 10 μA/cm2 and 100 μA/cm2 are observed to be 1.2 V/μm
and 1.7 V/μm for the samples annealed at 300 °C and 2.9 V/μm and
3.7 V/μm for that annealed at 400 °C, respectively. The field
emission current stability, investigated over duration of more than 2
hours at the preset value of 1 μA, is found to be fairly good in both
cases. The simplicity of the synthesis route coupled with the
promising field emission properties offer unprecedented advantage
for the use of ZnO field emitters for high current density
applications.
Abstract: This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.
Abstract: Medical applications are among the most impactful
areas of microrobotics. The ultimate goal of medical microrobots is
to reach currently inaccessible areas of the human body and carry out
a host of complex operations such as minimally invasive surgery
(MIS), highly localized drug delivery, and screening for diseases at
their very early stages. Miniature, safe and efficient propulsion
systems hold the key to maturing this technology but they pose
significant challenges. A new type of propulsion developed recently,
uses multi-flagella architecture inspired by the motility mechanism of
prokaryotic microorganisms. There is a lack of efficient methods for
designing this type of propulsion system. The goal of this paper is to
overcome the lack and this way, a numerical strategy is proposed to
design multi-flagella propulsion systems. The strategy is based on the
implementation of the regularized stokeslet and rotlet theory, RFT
theory and new approach of “local corrected velocity". The effects of
shape parameters and angular velocities of each flagellum on overall
flow field and on the robot net forces and moments are considered.
Then a multi-layer perceptron artificial neural network is designed
and employed to adjust the angular velocities of the motors for
propulsion control. The proposed method applied successfully on a
sample configuration and useful demonstrative results is obtained.
Abstract: In this study, we examined gender differences in: (1) a
flexible remembering task, that asked for episodic memory decisions
at an item-specific versus category-based level, and (2) the retrieval
specificity of autobiographical memory during free recall.
Differences favouring women were found on both measures.
Furthermore, a significant association was observed, across gender
groups, between level of specificity in the autobiographical memory
interview and sensitivity to gist on the flexible remembering task.
These results suggest that similar cognitive processes may partially
contribute to both the ability for specific autobiographical recall and
the capacity for inhibition of gist-information on the flexible
remembering task.
Abstract: Speeded-Up Robust Feature (SURF) is commonly used for feature matching in stereovision because of their robustness towards scale changes and rotational changes. However, SURF feature cannot cope with large viewpoint changes or skew distortion. This paper introduces a method which can help to improve the wide baseline-s matching performance in term of accuracy by rectifying the image using two vanishing points. Simplified orientation correction was used to remove the false matching..
Abstract: E-learning aims to build knowledge and skills in order
to enhance the quality of learning. Research has shown that the
majority of the e-learning solutions lack in pedagogical background
and present some serious deficiencies regarding teaching strategies
and content delivery, time and pace management, interface design
and preservation of learners- focus. The aim of this review is to
approach the design of e-learning solutions with a pedagogical
perspective and to present some good practices of e-learning design
grounded on the core principles of Learning Theories (LTs).
Abstract: Cylindrical concrete reservoirs are appropriate choice
for storing liquids as water, oil and etc. By using of the pre-cast
concrete reservoirs instead of the in-situ constructed reservoirs, the
speed and precision of the construction would considerably increase.
In this construction method, wall and roof panels would make in
factory with high quality materials and precise controlling. Then,
pre-cast wall and roof panels would carry out to the construction site
for assembling. This method has a few faults such as: the existing
weeks in connection of wall panels together and wall panels to
foundation. Therefore, these have to be resisted under applied loads
such as seismic load. One of the innovative methods which was
successfully applied for seismic retrofitting of numerous pre-cast
cylindrical water reservoirs in New Zealand, using of the high tensile
cables around the reservoirs and post-tensioning them. In this paper,
analytical modeling of wall and roof panels and post-tensioned
cables are carried out with finite element method and the effect of
height to diameter ratio, post-tensioning force value, liquid level in
reservoir, installing position of tendons on seismic response of
reservoirs are investigated.
Abstract: Probability-based identity disclosure risk
measurement may give the same overall risk for different
anonymization strategy of the same dataset. Some entities in the
anonymous dataset may have higher identification risks than the
others. Individuals are more concerned about higher risks than the
average and are more interested to know if they have a possibility of
being under higher risk. A notation of overall risk in the above
measurement method doesn-t indicate whether some of the involved
entities have higher identity disclosure risk than the others. In this
paper, we have introduced an identity disclosure risk measurement
method that not only implies overall risk, but also indicates whether
some of the members have higher risk than the others. The proposed
method quantifies the overall risk based on the individual risk values,
the percentage of the records that have a risk value higher than the
average and how larger the higher risk values are compared to the
average. We have analyzed the disclosure risks for different
disclosure control techniques applied to original microdata and
present the results.
Abstract: The performances of small and medium enterprises
have stagnated in the last two decades. This has mainly been due to
the emergence of HIV / Aids. The disease has had a detrimental
effect on the general economy of the country leading to morbidity
and mortality of the Kenyan workforce in their primary age. The
present study sought to establish the economic impact of HIV / Aids
on the micro-enterprise development in Obunga slum – Kisumu, in
terms of production loss, increasing labor related cost and to establish
possible strategies to address the impact of HIV / Aids on microenterprises.
The study was necessitated by the observation that most
micro-enterprises in the slum are facing severe economic and social
crisis due to the impact of HIV / Aids, they get depleted and close
down within a short time due to death of skilled and experience
workforce. The study was carried out between June 2008 and June
2009 in Obunga slum. Data was subjected to computer aided
statistical analysis that included descriptive statistic, chi-squared and
ANOVA techniques. Chi-squared analysis on the micro-enterprise
owners opinion on the impact of HIV / Aids on depletion of microenterprise
compared to other diseases indicated high levels of the
negative effects of the disease at significance levels of P
Abstract: In this research, the flow pattern influence on
performance of a micro PEMFC was investigated
experimentally. The investigation focused on the impacts of
bend angels and rib/channel dimensions of serpentine flow
channel pattern on the performance and investigated how they
improve the performance. The fuel cell employed for these
experiments was a micro single PEMFC with a membrane of
1.44 cm2 Nafion NRE-212. The results show that 60° and 120°
bend angles can provide the better performances at 20 and 40
sccm inlet flow rates comparing to that the conventional design.
Additionally, wider channel with narrower rib spacing gives
better performance. These results may be applied to develop
universal heuristics for the design of flow pattern of micro
PEMFC.
Abstract: In this research, we have developed a new efficient
heuristic algorithm for the dynamic facility layout problem with
budget constraint (DFLPB). This heuristic algorithm combines two
mathematical programming methods such as discrete event
simulation and linear integer programming (IP) to obtain a near
optimum solution. In the proposed algorithm, the non-linear model
of the DFLP has been changed to a pure integer programming (PIP)
model. Then, the optimal solution of the PIP model has been used in
a simulation model that has been designed in a similar manner as the
DFLP for determining the probability of assigning a facility to a
location. After a sufficient number of runs, the simulation model
obtains near optimum solutions. Finally, to verify the performance of
the algorithm, several test problems have been solved. The results
show that the proposed algorithm is more efficient in terms of speed
and accuracy than other heuristic algorithms presented in previous
works found in the literature.
Abstract: This paper proposes an easy-to-use instruction hiding
method to protect software from malicious reverse engineering
attacks. Given a source program (original) to be protected, the
proposed method (1) takes its modified version (fake) as an input,
(2) differences in assembly code instructions between original and
fake are analyzed, and, (3) self-modification routines are introduced
so that fake instructions become correct (i.e., original instructions)
before they are executed and that they go back to fake ones after
they are executed. The proposed method can add a certain amount
of security to a program since the fake instructions in the resultant
program confuse attackers and it requires significant effort to discover
and remove all the fake instructions and self-modification routines.
Also, this method is easy to use (with little effort) because all a user
(who uses the proposed method) has to do is to prepare a fake source
code by modifying the original source code.
Abstract: Axisymmetric vibration of an infinite Pyrocomposite
circular hollow cylinder made of inner and outer pyroelectric layer of
6mm-class bonded together by a Linear Elastic Material with Voids
(LEMV) layer is studied. The exact frequency equation is obtained
for the traction free surfaces with continuity condition at the
interfaces. Numerical results in the form of data and dispersion
curves for the first and second mode of the axisymmetric vibration of
the cylinder BaTio3 / Adhesive / BaTio3 by taking the Adhesive layer
as an existing Carbon Fibre Reinforced Polymer (CFRP) are
compared with a hypothetical LEMV layer with and without voids
and as well with a pyroelectric hollow cylinder. The damping is
analyzed through the imaginary parts of the complex frequencies.