Abstract: Every commercial bank optimises its asset portfolio
depending on the profitability of assets and chosen or imposed
constraints. This paper proposes and applies a stylized model for
optimising banks' asset and liability structure, reflecting profitability
of different asset categories and their risks as well as costs associated
with different liability categories and reserve requirements. The level
of detail for asset and liability categories is chosen to create a
suitably parsimonious model and to include the most important
categories in the model. It is shown that the most appropriate
optimisation criterion for the model is the maximisation of the ratio
of net interest income to assets. The maximisation of this ratio is
subject to several constraints. Some are accounting identities or
dictated by legislative requirements; others vary depending on the
market objectives for a particular bank. The model predicts variable
amount of assets allocated to loan provision.
Abstract: Vacuum membrane distillation (VMD) process can be
used for water purification or the desalination of salt water. The
process simply consists of a flat sheet hydrophobic micro porous
PTFE membrane and diaphragm vacuum pump without a condenser
for the water recovery or trap. The feed was used aqueous NaCl
solution. The VMD experiments were performed to evaluate the heat
and mass transfer coefficient of the boundary layer in a membrane
module. The only operating parameters are feed inlet temperature,
and feed flow rate were investigated. The permeate flux was strongly
affected by the feed inlet temperature, feed flow rate, and boundary
layer heat transfer coefficient. Since lowering the temperature
polarization coefficient is essential enhance the process performance
considerable and maximizing the heat transfer coefficient for
maximizes the mass flux of distillate water. In this paper, the results
of VMD experiments are used to measure the boundary layer heat
transfer coefficient, and the experimental results are used to reevaluate
the empirical constants in the Dittus- Boelter equation.
Abstract: The Pulsed Compression Reactor promises to be a
compact, economical and energy efficient alternative to conventional
chemical reactors.
In this article, the production of synthesis gas using the Pulsed
Compression Reactor is investigated. This is done experimentally as
well as with simulations. The experiments are done by means of a
single shot reactor, which replicates a representative, single
reciprocation of the Pulsed Compression Reactor with great control
over the reactant composition, reactor temperature and pressure and
temperature history. Simulations are done with a relatively simple
method, which uses different models for the chemistry and
thermodynamic properties of the species in the reactor. Simulation
results show very good agreement with the experimental data, and
give great insight into the reaction processes that occur within the
cycle.
Abstract: The paper describes a new approach for fingerprint
classification, based on the distribution of local features (minute
details or minutiae) of the fingerprints. The main advantage is that
fingerprint classification provides an indexing scheme to facilitate
efficient matching in a large fingerprint database. A set of rules based
on heuristic approach has been proposed. The area around the core
point is treated as the area of interest for extracting the minutiae
features as there are substantial variations around the core point as
compared to the areas away from the core point. The core point in a
fingerprint has been located at a point where there is maximum
curvature. The experimental results report an overall average
accuracy of 86.57 % in fingerprint classification.
Abstract: The Beshar River is one aquatic ecosystem, which is
located next to the city of Yasuj in southern Iran. The Beshar river
has been contaminated by industrial factories such as effluent of
sugar factory, agricultural and other activities in this region such as,
Imam Sajjad hospital, drainage from agricultural farms, Yasuj urban
surface runoff and effluent of wastewater treatment plants ,specially
Yasuj waste water treatment plant. In order to evaluate the effects of
these pollutants on the quality of the Beshar river, five monitoring
stations were selected along its course. The first station is located
upstream of Yasuj near the Dehnow village; stations 2 to 4 are
located east, south and west of city; and the 5th station is located
downstream of Yasuj. Several water quality parameters were
sampled. These include pH, dissolved oxygen, biological oxygen
demand (BOD), temperature, conductivity, turbidity, total dissolved
solids and discharge or flow measurements. Water samples from the
five stations were collected and analyzed to determine the following
physicochemical parameters: EC, pH, T.D.S, T.H, No2, DO, BOD5,
COD during 2008 to 2010. The study shows that the BOD5 value of
station 1 is at a minimum (1.7 ppm) and increases downstream from
stations 2 to 4 to a maximum (11.6 ppm), and then decreases at
station 5. The DO values of station 1 is a maximum (8.45 ppm),
decreases downstream to stations 2 - 4 which are at a minimum (3.1
ppm), before increasing at station 5. The amount of BOD and TDS
are highest at the 4th station and the amount of DO is lowest at this
station, marking the 4th station as more highly polluted than the
other stations .This study shows average amount of the water quality
parameters in first year of sampling (2008) have had a better quality
relation to third year in 2010 because of recent drought in this region
and pollutant increasing .As the Beshar river path after 5th station
goes through the mountain area with more slope and flow velocity
,so the physicochemical parameters improve at the 5th station due to
pollutant degradation and dilution. Finally the point and nonpoint
pollutant sources of Beshar river were determined and compared to
the monitoring results.
Abstract: We analyze hand dexterity in Parkinson-s disease patients (PD) and control subjects using a natural manual transport task (moving an object from one place to another). Eight PD patients and ten control subjects performed the task repeatedly at maximum speed both in OFF and ON medicated status. The movement parameters and the grip and load forces were recorded by a single optoelectronic camera and force transducers built in the especially designed object. Using the force and velocity signals, ten subsequent phases of the transport movement were defined and their durations were measured. The outline of 3D optical measurement is presented to obtain more precise movement trajectory.
Abstract: Small satellites have become increasingly popular recently as a means of providing educational institutes with the chance to design, construct, and test their spacecraft from beginning to the possible launch due to the low launching cost. This approach is remarkably cost saving because of the weight and size reduction of such satellites. Weight reduction could be realised by utilising electromagnetic coils solely, instead of different types of actuators. This paper describes the restrictions of using only “Electromagnetic" actuation for 3D stabilisation and how to make the magnetorquer based attitude control feasible using Fuzzy Logic Control (FLC). The design is developed to stabilize the spacecraft against gravity gradient disturbances with a three-axis stabilizing capability.
Abstract: This paper investigates the application of large scale (LS-PV) two-axis tracking photovoltaic power plant in Al-Jagbob, Libya. A 50MW PV-grid connected (two-axis tracking) power plant design in Al-Jagbob, Libya has been carried out presently. A hetero-junction with intrinsic thin layer (HIT) type PV module has been selected and modeled. A Microsoft Excel-VBA program has been constructed to compute slope radiation, dew-point, sky temperature, and then cell temperature, maximum power output and module efficiency for this system, for tracking system. The results for energy production show that the total energy output is 128.5 GWh/year. The average module efficiency is 16.6%. The electricity generation capacity factor (CF) and solar capacity factor (SCF) were found to be 29.3% and 70.4% respectively. A 50MW two axis tracking power plant with a total energy output of 128.5 GWh/year would reduce CO2 pollution by 85,581 tonnes of each year. The payback time for the proposed LS-PV photovoltaic power plant was found to be 4 years.
Abstract: The charge-exchange xenon (CEX) ion generated by ion thruster can backflow to the surface of spacecraft and threaten to the safety of spacecraft operation. In order to evaluate the effects of the induced plasma environment in backflow regions on the spacecraft, we designed a spherical single Langmuir probe of 5.8cm in diameter for measuring low-density plasma parameters in backflow region of ion thruster. In practice, the tests are performed in a two-dimensional array (40cm×60cm) composed of 20 sites. The experiment results illustrate that the electron temperature ranges from 3.71eV to 3.96eV, with the mean value of 3.82eV and the standard deviation of 0.064eV. The electron density ranges from 8.30×1012/m3 to 1.66×1013/m3, with the mean value of 1.30×1013/m3 and the standard deviation of 2.15×1012/m3. All data is analyzed according to the “ideal" plasma conditions of Maxwellian distributions.
Abstract: Power flow (PF) study, which is performed to
determine the power system static states (voltage magnitudes and
voltage angles) at each bus to find the steady state operating
condition of a system, is very important and is the most frequently
carried out study by power utilities for power system planning,
operation and control. In this paper, a counterpropagation neural
network (CPNN) is proposed to solve power flow problem under
different loading/contingency conditions for computing bus voltage
magnitudes and angles of the power system. The counterpropagation
network uses a different mapping strategy namely
counterpropagation and provides a practical approach for
implementing a pattern mapping task, since learning is fast in this
network. The composition of the input variables for the proposed
neural network has been selected to emulate the solution process of a
conventional power flow program. The effectiveness of the proposed
CPNN based approach for solving power flow is demonstrated by
computation of bus voltage magnitudes and voltage angles for
different loading conditions and single line-outage contingencies in
IEEE 14-bus system.
Abstract: The design problem of Infinite Impulse Response (IIR)
digital filters is usually expressed as the minimization problem of
the complex magnitude error that includes both the magnitude and
phase information. However, the group delay of the filter obtained
by solving such design problem may be far from the desired group
delay. In this paper, we propose a design method of stable IIR digital
filters with prespecified maximum group delay errors. In the proposed
method, the approximation problems of the magnitude-phase and
group delay are separately defined, and these two approximation
problems are alternately solved using successive projections. As a
result, the proposed method can design the IIR filters that satisfy the
prespecified allowable errors for not only the complex magnitude but
also the group delay by alternately executing the coefficient update
for the magnitude-phase and the group delay approximation. The
usefulness of the proposed method is verified through some examples.
Abstract: Higher-order Statistics (HOS), also known as
cumulants, cross moments and their frequency domain counterparts,
known as poly spectra have emerged as a powerful signal processing
tool for the synthesis and analysis of signals and systems. Algorithms
used for the computation of cross moments are computationally
intensive and require high computational speed for real-time
applications. For efficiency and high speed, it is often advantageous
to realize computation intensive algorithms in hardware. A promising
solution that combines high flexibility together with the speed of a
traditional hardware is Field Programmable Gate Array (FPGA). In
this paper, we present FPGA-based parallel architecture for the
computation of third-order cross moments. The proposed design is
coded in Very High Speed Integrated Circuit (VHSIC) Hardware
Description Language (VHDL) and functionally verified by
implementing it on Xilinx Spartan-3 XC3S2000FG900-4 FPGA.
Implementation results are presented and it shows that the proposed
design can operate at a maximum frequency of 86.618 MHz.
Abstract: Vibrations of circular cylindrical shells made of
layered composite materials are considered. The shells are weakened
by circumferential cracks. The influence of circumferential cracks
with constant depth on the vibration of the shell is prescribed with the
aid of a matrix of local flexibility coupled with the coefficient of the
stress intensity known in the linear elastic fracture mechanics.
Numerical results are presented for the case of the shell with one
circular crack.
Abstract: This paper concerns about the experimental and
numerical investigations of energy absorption and axial tearing
behaviour of aluminium 6060 circular thin walled tubes under static
axial compression. The tubes are received in T66 heat treatment
condition with fixed outer diameter of 42mm, thickness of 1.5mm
and length of 120mm. The primary variables are the conical die
angles (15°, 20° and 25°). Numerical simulations are carried on
ANSYS/LS-DYNA software tool, for investigating the effect of
friction between the tube and the die.
Abstract: A dent is a gross distortion of the pipe cross-section.
Dent depth is defined as the maximum reduction in the diameter of
the pipe compared to the original diameter. Pipeline dent finite
element (FE) simulation and theoretical analysis are conducted in this
paper to develop an understanding of the geometric characteristics
and strain distribution in the pressurized dented pipe. Based on the
results, the magnitude of the denting force increases significantly
with increasing the internal pressure, and the maximum
circumferential and longitudinal strains increase by increasing the
internal pressure and the dent depth. The results can be used for
characterizing dents and ranking their risks to the integrity of a
pipeline.
Abstract: Term Extraction, a key data preparation step in Text
Mining, extracts the terms, i.e. relevant collocation of words,
attached to specific concepts (e.g. genetic-algorithms and decisiontrees
are terms associated to the concept “Machine Learning" ). In
this paper, the task of extracting interesting collocations is achieved
through a supervised learning algorithm, exploiting a few
collocations manually labelled as interesting/not interesting. From
these examples, the ROGER algorithm learns a numerical function,
inducing some ranking on the collocations. This ranking is optimized
using genetic algorithms, maximizing the trade-off between the false
positive and true positive rates (Area Under the ROC curve). This
approach uses a particular representation for the word collocations,
namely the vector of values corresponding to the standard statistical
interestingness measures attached to this collocation. As this
representation is general (over corpora and natural languages),
generality tests were performed by experimenting the ranking
function learned from an English corpus in Biology, onto a French
corpus of Curriculum Vitae, and vice versa, showing a good
robustness of the approaches compared to the state-of-the-art Support
Vector Machine (SVM).
Abstract: The study was a case study analysis about Thai Asia
Pacific Brewery Company. The purpose was to analyze the
company’s marketing objective, marketing strategy at company level,
and marketing mix before liquor liberalization in 2000. Methods used
in this study were qualitative and descriptive research approach
which demonstrated the following results of the study demonstrated
as follows: (1) Marketing objective was to increase market share of
Heineken and Amtel, (2) the company’s marketing strategies were
brand building strategy and distribution strategy. Additionally, the
company also conducted marketing mix strategy as follows. Product
strategy: The company added more beer brands namely Amstel and
Tiger to provide additional choice to consumers, product and
marketing research, and product development. Price strategy: the
company had taken the following into consideration: cost,
competitor, market, economic situation and tax. Promotion strategy:
the company conducted sales promotion and advertising. Distribution
strategy: the company extended channels its channels of distribution
into food shops, pubs and various entertainment places. This strategy
benefited interested persons and people who were engaged in the beer
business.
Abstract: This paper deals with the development of a Jacobean model for a 4-axes indigenously developed scara robot arm in the laboratory. This model is used to study the relation between the velocities and the forces in the robot while it is doing the pick and place operation.
Abstract: This paper presents a method to support dynamic
packing in cases when no collision-free path can be found. The
method, which is primarily based on path planning and shrinking of
geometries, suggests a minimal geometry design change that results
in a collision-free assembly path. A supplementing approach to
optimize geometry design change with respect to redesign cost is
described. Supporting this dynamic packing method, a new method
to shrink geometry based on vertex translation, interweaved with
retriangulation, is suggested. The shrinking method requires neither
tetrahedralization nor calculation of medial axis and it preserves the
topology of the geometry, i.e. holes are neither lost nor introduced.
The proposed methods are successfully applied on industrial
geometries.
Abstract: A multicriteria linear programming problem with integer variables and parameterized optimality principle "from lexicographic to Slater" is considered. A situation in which initial coefficients of penalty cost functions are not fixed but may be potentially a subject to variations is studied. For any efficient solution, appropriate measures of the quality are introduced which incorporate information about variations of penalty cost function coefficients. These measures correspond to the so-called stability and accuracy functions defined earlier for efficient solutions of a generic multicriteria combinatorial optimization problem with Pareto and lexicographic optimality principles. Various properties of such functions are studied and maximum norms of perturbations for which an efficient solution preserves the property of being efficient are calculated.