Abstract: This paper develops an unscented grid-based filter
and a smoother for accurate nonlinear modeling and analysis
of time series. The filter uses unscented deterministic sampling
during both the time and measurement updating phases, to approximate
directly the distributions of the latent state variable. A
complementary grid smoother is also made to enable computing
of the likelihood. This helps us to formulate an expectation
maximisation algorithm for maximum likelihood estimation of
the state noise and the observation noise. Empirical investigations
show that the proposed unscented grid filter/smoother compares
favourably to other similar filters on nonlinear estimation tasks.
Abstract: Throughout this paper, a relatively new technique, the Tabu search variable selection model, is elaborated showing how it can be efficiently applied within the financial world whenever researchers come across the selection of a subset of variables from a whole set of descriptive variables under analysis. In the field of financial prediction, researchers often have to select a subset of variables from a larger set to solve different type of problems such as corporate bankruptcy prediction, personal bankruptcy prediction, mortgage, credit scoring and the Arbitrage Pricing Model (APM). Consequently, to demonstrate how the method operates and to illustrate its usefulness as well as its superiority compared to other commonly used methods, the Tabu search algorithm for variable selection is compared to two main alternative search procedures namely, the stepwise regression and the maximum R 2 improvement method. The Tabu search is then implemented in finance; where it attempts to predict corporate bankruptcy by selecting the most appropriate financial ratios and thus creating its own prediction score equation. In comparison to other methods, mostly the Altman Z-Score model, the Tabu search model produces a higher success rate in predicting correctly the failure of firms or the continuous running of existing entities.
Abstract: This paper examines predictability in stock return in
developed and emergingmarkets by testing long memory in stock
returns using wavelet approach. Wavelet-based maximum likelihood
estimator of the fractional integration estimator is superior to the
conventional Hurst exponent and Geweke and Porter-Hudak
estimator in terms of asymptotic properties and mean squared error.
We use 4-year moving windows to estimate the fractional integration
parameter. Evidence suggests that stock return may not be predictable
indeveloped countries of the Asia-Pacificregion. However,
predictability of stock return insome developing countries in this
region such as Indonesia, Malaysia and Philippines may not be ruled
out. Stock return in the Thailand stock market appears to be not
predictable after the political crisis in 2008.
Abstract: This paper proposes new hybrid approaches for face
recognition. Gabor wavelets representation of face images is an
effective approach for both facial action recognition and face
identification. Perform dimensionality reduction and linear
discriminate analysis on the down sampled Gabor wavelet faces can
increase the discriminate ability. Nearest feature space is extended to
various similarity measures. In our experiments, proposed Gabor
wavelet faces combined with extended neural net feature space
classifier shows very good performance, which can achieve 93 %
maximum correct recognition rate on ORL data set without any preprocessing
step.
Abstract: As the Computed Tomography(CT) requires normally
hundreds of projections to reconstruct the image, patients are exposed
to more X-ray energy, which may cause side effects such as cancer.
Even when the variability of the particles in the object is very less,
Computed Tomography requires many projections for good quality
reconstruction. In this paper, less variability of the particles in an
object has been exploited to obtain good quality reconstruction.
Though the reconstructed image and the original image have same
projections, in general, they need not be the same. In addition
to projections, if a priori information about the image is known,
it is possible to obtain good quality reconstructed image. In this
paper, it has been shown by experimental results why conventional
algorithms fail to reconstruct from a few projections, and an efficient
polynomial time algorithm has been given to reconstruct a bi-level
image from its projections along row and column, and a known sub
image of unknown image with smoothness constraints by reducing the
reconstruction problem to integral max flow problem. This paper also
discusses the necessary and sufficient conditions for uniqueness and
extension of 2D-bi-level image reconstruction to 3D-bi-level image
reconstruction.
Abstract: Wireless Mesh Networking is a promising proposal
for broadband data transmission in a large area with low cost and
acceptable QoS. These features- trade offs in WMNs is a hot research
field nowadays. In this paper a mathematical optimization framework
has been developed to maximize throughput according to upper
bound delay constraints. IEEE 802.11 based infrastructure
backhauling mode of WMNs has been considered to formulate the
MINLP optimization problem. Proposed method gives the full
routing and scheduling procedure in WMN in order to obtain
mentioned goals.
Abstract: The numerical analytic continuation of a function f(z) = f(x + iy) on a strip is discussed in this paper. The data are only given approximately on the real axis. The periodicity of given data is assumed. A truncated Fourier spectral method has been introduced to deal with the ill-posedness of the problem. The theoretic results show that the discrepancy principle can work well for this problem. Some numerical results are also given to show the efficiency of the method.
Abstract: This is a study on numerical simulation of the convection-diffusion transport of a chemical species in steady flow through a small-diameter tube, which is lined with a very thin layer made up of retentive and absorptive materials. The species may be subject to a first-order kinetic reversible phase exchange with the wall material and irreversible absorption into the tube wall. Owing to the velocity shear across the tube section, the chemical species may spread out axially along the tube at a rate much larger than that given by the molecular diffusion; this process is known as dispersion. While the long-time dispersion behavior, well described by the Taylor model, has been extensively studied in the literature, the early development of the dispersion process is by contrast much less investigated. By early development, that means a span of time, after the release of the chemical into the flow, that is shorter than or comparable to the diffusion time scale across the tube section. To understand the early development of the dispersion, the governing equations along with the reactive boundary conditions are solved numerically using the Flux Corrected Transport Algorithm (FCTA). The computation has enabled us to investigate the combined effects on the early development of the dispersion coefficient due to the reversible and irreversible wall reactions. One of the results is shown that the dispersion coefficient may approach its steady-state limit in a short time under the following conditions: (i) a high value of Damkohler number (say Da ≥ 10); (ii) a small but non-zero value of absorption rate (say Γ* ≤ 0.5).
Abstract: Accurate timing alignment and stability is important
to maximize the true counts and minimize the random counts in
positron emission tomography So signals output from detectors must
be centering with the two isotopes to pre-operation and fed signals
into four units of pulse-processing units, each unit can accept up to
eight inputs. The dual source computed tomography consist two units
on the left for 15 detector signals of Cs-137 isotope and two units on
the right are for 15 detectors signals of Co-60 isotope. The gamma
spectrum consisting of either single or multiple photo peaks. This
allows for the use of energy discrimination electronic hardware
associated with the data acquisition system to acquire photon counts
data with a specific energy, even if poor energy resolution detectors
are used. This also helps to avoid counting of the Compton scatter
counts especially if a single discrete gamma photo peak is emitted by
the source as in the case of Cs-137. In this study the polyenergetic
version of the alternating minimization algorithm is applied to the
dual energy gamma computed tomography problem.
Abstract: A mathematical model for the hydrodynamics of a
surface water treatment pilot plant was developed and validated by
the determination of the residence time distribution (RTD) for the
main equipments of the unit. The well known models of ideal/real
mixing, ideal displacement (plug flow) and (one-dimensional axial)
dispersion model were combined in order to identify the structure
that gives the best fitting of the experimental data for each equipment
of the pilot plant. RTD experimental results have shown that pilot
plant hydrodynamics can be quite well approximated by a
combination of simple mathematical models, structure which is
suitable for engineering applications. Validated hydrodynamic
models will be further used in the evaluation and selection of the
most suitable coagulation-flocculation reagents, optimum operating
conditions (injection point, reaction times, etc.), in order to improve
the quality of the drinking water.
Abstract: A social network is a set of people or organization or other social entities connected by some form of relationships. Analysis of social network broadly elaborates visual and mathematical representation of that relationship. Web can also be considered as a social network. This paper presents an innovative approach to analyze a social network using a variant of existing ant colony optimization algorithm called as Clever Ant Colony Metaphor. Experiments are performed and interesting findings and observations have been inferred based on the proposed model.
Abstract: Command and Control (C2) system and its interfacethe
Common Operational Picture (COP) are main means that
supports commander in its decision making process. COP contains
information about friendly and enemy unit positions. The friendly
position is gathered via tactical network. In the case of tactical
network failure the information about units are not available. The
tactical simulator can be used as a tool that is capable to predict
movements of units in respect of terrain features. Article deals with
an experiment that was based on Czech C2 system that is in the case
of connectivity lost fed by VR Forces simulator. Article analyzes
maximum time interval in which the position created by simulator is
still usable and truthful for commander in real time.
Abstract: Cutting fluids, usually in the form of a liquid, are
applied to the chip formation zone in order to improve the cutting
conditions. Cutting fluid can be expensive and represents a biological
and environmental hazard that requires proper recycling and
disposal, thus adding to the cost of the machining operation. For
these reasons dry cutting or dry machining has become an
increasingly important approach; in dry machining no coolant or
lubricant is used. This paper discussed the effect of the dry cutting on
cutting force and tool life when machining aerospace materials
(Haynes 242) with using two different coated carbide cutting tools
(TiAlN and TiN/MT-TiCN/TiN). Response surface method (RSM)
was used to minimize the number of experiments. ParTiAlN Swarm
Optimisation (PSO) models were developed to optimize the
machining parameters (cutting speed, federate and axial depth) and
obtain the optimum cutting force and tool life. It observed that
carbide cutting tool coated with TiAlN performed better in dry
cutting compared with TiN/MT-TiCN/TiN. On other hand, TiAlN
performed more superior with using of 100 % water soluble coolant.
Due to the high temperature produced by aerospace materials, the
cutting tool still required lubricant to sustain the heat transfer from
the workpiece.
Abstract: Bandung city center can be deemed as economic, social and cultural center. However the city center suffers from deterioration. The retail activities tend to shift outward the city center. Numerous idyllic residences changed into business premises in two villages situated in the north part of the city during 1990s, especially after a new highway and flyover opened. According to space syntax theory, the pattern of spatial integration in the urban grid is a prime determinant of movement patterns in the system. The syntactic analysis results show the flyover has insignificant influence on street network in the city center. However the flyover has been generating a major difference in the new commercial area since it has become relatively as strategic as the city center. Besides street network, local government policy, rapid private motorization and particular condition of each site also played important roles in encouraging the current commercial areas to flourish.
Abstract: Arsenic in the sediments of the ash lagoons of the coal-fired power plant in Pagbilao, Quezon Province in the Philippines was sequentially extracted to determine its potential for leaching to the groundwater and the adjacent marine environment. Results show that 89% of the As is bound to the quasi-crystalline Fe/Mn oxides and hydroxide matrix in the sediments, whereas, the adsorbed and exchangeable As hosted by the clay minerals, representing those that are easiest to release from the sediment matrix, is below 10% of the acid leachable As. These As in these sediment matrices represent the possible maximum amount of As that can be released and supplied to the groundwater and the adjacent marine environment. Of the 89% reducible As, up to 4% is associated with the easily reducible variety, whereas, the rest is more strongly bonded by the moderately reducible variety. Based on the long-term As content of the lagoon water, the average desorption rate of As is calculated to be very low -- 0.3-0.5% on the average and 0.6% on the maximum. This indicates that As is well-fixed by its sediment matrices in the ash lagoon, attenuating the influx of As into the adjacent groundwater and marine environments.
Abstract: Group key management is an important functional
building block for any secure multicast architecture.
Thereby, it has been extensively studied in the literature.
In this paper we present relevant group key management
protocols. Then, we compare them against some pertinent
performance criteria.
Abstract: Multiple-Input-Multiple-Output (MIMO) is one of the most important communication techniques that allow wireless systems to achieve higher data rate. To overcome the practical difficulties in implementing Dirty Paper Coding (DPC), various suboptimal MIMO Broadcast (MIMO-BC) scheduling algorithms are employed which choose the best set of users among all the users. In this paper we discuss such a sub-optimal MIMO-BC scheduling algorithm which employs antenna selection at the receiver side. The channels for the users considered here are not Identical and Independent Distributed (IID) so that users at the receiver side do not get equal opportunity for communication. So we introduce a method of applying weights to channels of the users which are not IID in such a way that each of the users gets equal opportunity for communication. The effect of weights on overall sum-rate achieved by the system has been investigated and presented.
Abstract: We investigated statistical performance of Bayesian inference using maximum entropy and MAP estimation for several models which approximated wave-fronts in remote sensing using SAR interferometry. Using Monte Carlo simulation for a set of wave-fronts generated by assumed true prior, we found that the method of maximum entropy realized the optimal performance around the Bayes-optimal conditions by using model of the true prior and the likelihood representing optical measurement due to the interferometer. Also, we found that the MAP estimation regarded as a deterministic limit of maximum entropy almost achieved the same performance as the Bayes-optimal solution for the set of wave-fronts. Then, we clarified that the MAP estimation perfectly carried out phase unwrapping without using prior information, and also that the MAP estimation realized accurate phase unwrapping using conjugate gradient (CG) method, if we assumed the model of the true prior appropriately.
Abstract: Numerical investigation of flow around a square cylinder are presented using the multi-relaxation-time lattice Boltzmann methods at different Reynolds numbers. A detail analysis are given in terms of time-trace analysis of drag and lift coefficients, power spectra analysis of lift coefficient, vorticity contours visualizations, streamlines and phase diagrams. A number of physical quantities mean drag coefficient, drag coefficient, Strouhal number and root-mean-square values of drag and lift coefficients are calculated and compared with the well resolved experimental data and numerical results available in open literature. The Reynolds numbers affected the physical quantities.
Abstract: The combustion chamber dimensions have important
effects on pollutant emission in furnaces as a direct result of
temperature distribution and maximum temperature value. In this
paper the pollutant emission and the temperature distribution in two
cylindrical furnaces with different dimensions (with similar length to
diameter ratio) in similar condition have been investigated
experimentally. The furnace fuel is gas oil that is used with three
different flow rates. The results show that in these two cases the
temperature increases to its maximum value quickly, and then
decreases slowly. The results also show that increase in fuel flow rate
cause to increase in NOx emission in each case, but this increase is
greater in small furnace. With increase in fuel flow rate, CO emission
decreases firstly, and then it increases. Combustion efficiency
reduces with increase in fuel flow rate but the rate of reduction in
small furnace is greater than large furnace. The results of axial
temperature distribution have been compared with those have been
obtained numerically and experimentally by Moghiman.