Risk Management Analysis: An Empirical Study Using Bivariate GARCH

This study employs a bivariate asymmetric GARCH model to reveal the hidden dynamics price changes and volatility among the emerging markets of Thailand and Malaysian after the Asian financial crisis from January 2001 to December 2008. Our results indicated that the equity markets are sharing the common information (shock) that transmitted among each others. These empirical findings are used to demonstrate the importance of shock and volatility dynamic transmissions in the cross-market hedging and market risk.

Improving Patients Discharge Process in Hospitals by using Six Sigma Approach

The need to increase the efficiency of health care systems is becoming an obligation, and one of area of improvement is the discharge process. The objective of this work is to minimize the patients discharge time (for insured patients) to be less than 50 minutes by using six sigma approach, this improvement will also: lead to an increase in customer satisfaction, increase the number of admissions and turnover on the rooms, increase hospital profitability.Three different departments were considered in this study: Female, Male, and Paediatrics. Six Sigma approach coupled with simulation has been applied to reduce the patients discharge time for pediatrics, female, and male departments at hospital. Upon applying these recommendations at hospital: 60%, 80%, and 22% of insured female, male, and pediatrics patients respectively will have discharge time less than the upper specification time i.e. 50 min.

Trans-Esterification for Production of Biodiesel from Waste Frying Oil (WFO)

Biodisel is a type of biofuel having similar properties of diesel fuel but lacks substances (undesirable emissions) such as sulfur, nitrogen and aromatic polycyclic. Upon filtration of waste oil, the biodiesel fuel was produced via carrying out transestrification reaction of triglycerides followed by conducting viscosity, density, flash point, cloud point, pour point and copper strip corrosion tests on the samples and comparing with EN14214 and ASTM 6751 standards and all results were found in the permitted limit. The highest yield of biodiesel production reaction was found 46.6435 g when Sodium Hydroxide catalyst in amount of 0.375g was employed, 44.2347 g when Sodium methoxide catalyst in amount of 0.5g was employed and 56.5124 g when acid sulfuric catalyst in amount of 1g was employed and 47.3290 g when two stage reaction was done.

Fe3O4 and Fe3O4@Au Nanoparticles: Synthesis and Functionalisation for Biomolecular Attachment

The use of magnetic and magnetic/gold core/shell nanoparticles in biotechnology or medicine has shown good promise due to their hybrid nature which possesses superior magnetic and optical properties. Some of these potential applications include hyperthermia treatment, bio-separations, diagnostics, drug delivery and toxin removal. Synthesis refinement to control geometric and magnetic/optical properties, and finding functional surfactants for biomolecular attachment, are requirements to meet application specifics. Various high-temperature preparative methods were used for the synthesis of iron oxide and gold-coated iron oxide nanoparticles. Different surface functionalities, such as 11-aminoundecanoic and 11-mercaptoundecanoic acid, were introduced on the surface of the particles to facilitate further attachment of biomolecular functionality and drug-like molecules. Nanoparticle thermal stability, composition, state of aggregation, size and morphology were investigated and the results from techniques such as Fourier Transform-Infra Red spectroscopy (FT-IR), Ultraviolet visible spectroscopy (UV-vis), Transmission Electron Microscopy (TEM) and thermal analysis are discussed.

Energy Efficient Cooperative Caching in WSN

Wireless sensor networks (WSNs) consist of number of tiny, low cost and low power sensor nodes to monitor some physical phenomenon. The major limitation in these networks is the use of non-rechargeable battery having limited power supply. The main cause of energy consumption in such networks is communication subsystem. This paper presents an energy efficient Cluster Cooperative Caching at Sensor (C3S) based upon grid type clustering. Sensor nodes belonging to the same cluster/grid form a cooperative cache system for the node since the cost for communication with them is low both in terms of energy consumption and message exchanges. The proposed scheme uses cache admission control and utility based data replacement policy to ensure that more useful data is retained in the local cache of a node. Simulation results demonstrate that C3S scheme performs better in various performance metrics than NICoCa which is existing cooperative caching protocol for WSNs.

2D Rigid Registration of MR Scans using the 1d Binary Projections

This paper presents the application of a signal intensity independent registration criterion for 2D rigid body registration of medical images using 1D binary projections. The criterion is defined as the weighted ratio of two projections. The ratio is computed on a pixel per pixel basis and weighting is performed by setting the ratios between one and zero pixels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the one areas of the two projections and it is minimized using the Chebyshev polynomial approximation using n=5 points. The sum of x and y projections is used for translational adjustment and a 45deg projection for rotational adjustment. 20 T1- T2 registration experiments were performed and gave mean errors 1.19deg and 1.78 pixels. The method is suitable for contour/surface matching. Further research is necessary to determine the robustness of the method with regards to threshold, shape and missing data.

Distribution Feeder Reconfiguration Considering Distributed Generators

Recently, distributed generation technologies have received much attention for the potential energy savings and reliability assurances that might be achieved as a result of their widespread adoption. Fueling the attention have been the possibilities of international agreements to reduce greenhouse gas emissions, electricity sector restructuring, high power reliability requirements for certain activities, and concern about easing transmission and distribution capacity bottlenecks and congestion. So it is necessary that impact of these kinds of generators on distribution feeder reconfiguration would be investigated. This paper presents an approach for distribution reconfiguration considering Distributed Generators (DGs). The objective function is summation of electrical power losses A Tabu search optimization is used to solve the optimal operation problem. The approach is tested on a real distribution feeder.

Protocol Modifications for Improved Co-Channel Wireless LAN Goodput in Partitioned Spaces

Partitions can play a significant role in minimising cochannel interference of Wireless LANs by attenuating signals across room boundaries. This could pave the way towards higher density deployments in home and office environments through spatial channel reuse. Yet, due to protocol limitations, the latest incantation of IEEE 802.11 standard is still unable to take advantage of this fact: Despite having clearly adequate Signal to Interference Ratio (SIR) over co-channel neighbouring networks in other rooms, its goodput falls significantly lower than its maximum in the absence of cochannel interferers. In this paper, we describe how this situation can be remedied via modest modifications to the standard.

Hybrid of Hunting Search and Modified Simplex Methods for Grease Position Parameter Design Optimisation

This study proposes a multi-response surface optimization problem (MRSOP) for determining the proper choices of a process parameter design (PPD) decision problem in a noisy environment of a grease position process in an electronic industry. The proposed models attempts to maximize dual process responses on the mean of parts between failure on left and right processes. The conventional modified simplex method and its hybridization of the stochastic operator from the hunting search algorithm are applied to determine the proper levels of controllable design parameters affecting the quality performances. A numerical example demonstrates the feasibility of applying the proposed model to the PPD problem via two iterative methods. Its advantages are also discussed. Numerical results demonstrate that the hybridization is superior to the use of the conventional method. In this study, the mean of parts between failure on left and right lines improve by 39.51%, approximately. All experimental data presented in this research have been normalized to disguise actual performance measures as raw data are considered to be confidential.

An Improved Algorithm of SPIHT based on the Human Visual Characteristics

Because of excellent properties, people has paid more attention to SPIHI algorithm, which is based on the traditional wavelet transformation theory, but it also has its shortcomings. Combined the progress in the present wavelet domain and the human's visual characteristics, we propose an improved algorithm based on human visual characteristics of SPIHT in the base of analysis of SPIHI algorithm. The experiment indicated that the coding speed and quality has been enhanced well compared to the original SPIHT algorithm, moreover improved the quality of the transmission cut off.

Power Flow Control with UPFC in Power Transmission System

In this paper the performance of unified power flow controller is investigated in controlling the flow of po wer over the transmission line. Voltage sources model is utilized to study the behaviour of the UPFC in regulating the active, reactive power and voltage profile. This model is incorporated in Newton Raphson algorithm for load flow studies. Simultaneous method is employed in which equations of UPFC and the power balance equations of network are combined in to one set of non-linear algebraic equations. It is solved according to the Newton raphson algorithm. Case studies are carried on standard 5 bus network. Simulation is done in Matlab. The result of network with and without using UPFC are compared in terms of active and reactive power flows in the line and active and reactive power flows at the bus to analyze the performance of UPFC.

Motor Imagery Signal Classification for a Four State Brain Machine Interface

Motor imagery classification provides an important basis for designing Brain Machine Interfaces [BMI]. A BMI captures and decodes brain EEG signals and transforms human thought into actions. The ability of an individual to control his EEG through imaginary mental tasks enables him to control devices through the BMI. This paper presents a method to design a four state BMI using EEG signals recorded from the C3 and C4 locations. Principle features extracted through principle component analysis of the segmented EEG are analyzed using two novel classification algorithms using Elman recurrent neural network and functional link neural network. Performance of both classifiers is evaluated using a particle swarm optimization training algorithm; results are also compared with the conventional back propagation training algorithm. EEG motor imagery recorded from two subjects is used in the offline analysis. From overall classification performance it is observed that the BP algorithm has higher average classification of 93.5%, while the PSO algorithm has better training time and maximum classification. The proposed methods promises to provide a useful alternative general procedure for motor imagery classification

Exploring the Ambiguity Resolution in Spacecraft Attitude Determination Using GNSS Phase Measurement

Attitude Determination (AD) of a spacecraft using the phase measurements of the Global Navigation Satellite System (GNSS) is an active area of research. Various attitude determination algorithms have been developed in yester years for spacecrafts using different sensors but the last two decades have witnessed a phenomenal increase in research related with GPS receivers as a stand-alone sensor for determining the attitude of satellite using the phase measurements of the signals from GNSS. The GNSS-based Attitude determination algorithms have been experimented in many real missions. The problem of AD algorithms using GNSS phase measurements has two important parts; the ambiguity resolution and the determining of attitude. Ambiguity resolution is the widely addressed topic in literature for implementing the AD algorithm using GNSS phase measurements for achieving the accuracy of millimeter level. This paper broadly overviews the different techniques for resolving the integer ambiguities encountered in AD using GNSS phase measurements.

Streamflow Modeling for a Small Watershed Using Limited Hydrological Data

This research was conducted in the Pua Watershed whereas located in the Upper Nan River Basin in Nan province, Thailand. Nan River basin originated in Nan province that comprises of many tributary streams to produce as inflow to the Sirikit dam provided huge reservoir with the storage capacity of 9510 million cubic meters. The common problems of most watersheds were found i.e. shortage water supply for consumption and agriculture utilizations, deteriorate of water quality, flood and landslide including debris flow, and unstable of riverbank. The Pua Watershed is one of several small river basins that flow through the Nan River Basin. The watershed includes 404 km2 representing the Pua District, the Upper Nan Basin, or the whole Nan River Basin, of 61.5%, 18.2% or 1.2% respectively. The Pua River is a main stream producing all year streamflow supplying the Pua District and an inflow to the Upper Nan Basin. Its length approximately 56.3 kilometers with an average slope of the channel by 1.9% measured. A diversion weir namely Pua weir bound the plain and mountainous areas with a very steep slope of the riverbed to 2.9% and drainage area of 149 km2 as upstream watershed while a mild slope of the riverbed to 0.2% found in a river reach of 20.3 km downstream of this weir, which considered as a gauged basin. However, the major branch streams of the Pua River are ungauged catchments namely: Nam Kwang and Nam Koon with the drainage area of 86 and 35 km2 respectively. These upstream watersheds produce runoff through the 3-streams downstream of Pua weir, Jao weir, and Kang weir, with an averaged annual runoff of 578 million cubic meters. They were analyzed using both statistical data at Pua weir and simulated data resulted from the hydrologic modeling system (HEC–HMS) which applied for the remaining ungauged basins. Since the Kwang and Koon catchments were limited with lack of hydrological data included streamflow and rainfall. Therefore, the mathematical modeling: HEC-HMS with the Snyder-s hydrograph synthesized and transposed methods were applied for those areas using calibrated hydrological parameters from the upstream of Pua weir with continuously daily recorded of streamflow and rainfall data during 2008-2011. The results showed that the simulated daily streamflow and sum up as annual runoff in 2008, 2010, and 2011 were fitted with observed annual runoff at Pua weir using the simple linear regression with the satisfied correlation R2 of 0.64, 062, and 0.59, respectively. The sensitivity of simulation results were come from difficulty using calibrated parameters i.e. lag-time, coefficient of peak flow, initial losses, uniform loss rates, and missing some daily observed data. These calibrated parameters were used to apply for the other 2-ungauged catchments and downstream catchments simulated.

Spectral Amplitude Coding Optical CDMA: Performance Analysis of PIIN Reduction Using VC Code Family

Multi-user interference (MUI) is the main reason of system deterioration in the Spectral Amplitude Coding Optical Code Division Multiple Access (SAC-OCDMA) system. MUI increases with the number of simultaneous users, resulting into higher probability bit rate and limits the maximum number of simultaneous users. On the other hand, Phase induced intensity noise (PIIN) problem which is originated from spontaneous emission of broad band source from MUI severely limits the system performance should be addressed as well. Since the MUI is caused by the interference of simultaneous users, reducing the MUI value as small as possible is desirable. In this paper, an extensive study for the system performance specified by MUI and PIIN reducing is examined. Vectors Combinatorial (VC) codes families are adopted as a signature sequence for the performance analysis and a comparison with reported codes is performed. The results show that, when the received power increases, the PIIN noise for all the codes increases linearly. The results also show that the effect of PIIN can be minimized by increasing the code weight leads to preserve adequate signal to noise ratio over bit error probability. A comparison study between the proposed code and the existing codes such as Modified frequency hopping (MFH), Modified Quadratic- Congruence (MQC) has been carried out.

TOSOM: A Topic-Oriented Self-Organizing Map for Text Organization

The self-organizing map (SOM) model is a well-known neural network model with wide spread of applications. The main characteristics of SOM are two-fold, namely dimension reduction and topology preservation. Using SOM, a high-dimensional data space will be mapped to some low-dimensional space. Meanwhile, the topological relations among data will be preserved. With such characteristics, the SOM was usually applied on data clustering and visualization tasks. However, the SOM has main disadvantage of the need to know the number and structure of neurons prior to training, which are difficult to be determined. Several schemes have been proposed to tackle such deficiency. Examples are growing/expandable SOM, hierarchical SOM, and growing hierarchical SOM. These schemes could dynamically expand the map, even generate hierarchical maps, during training. Encouraging results were reported. Basically, these schemes adapt the size and structure of the map according to the distribution of training data. That is, they are data-driven or dataoriented SOM schemes. In this work, a topic-oriented SOM scheme which is suitable for document clustering and organization will be developed. The proposed SOM will automatically adapt the number as well as the structure of the map according to identified topics. Unlike other data-oriented SOMs, our approach expands the map and generates the hierarchies both according to the topics and their characteristics of the neurons. The preliminary experiments give promising result and demonstrate the plausibility of the method.

PIIN Suppression Using Random Diagonal Code for Spectral Amplitude Coding Optical CDMA System

A new code for spectral-amplitude coding optical code-division multiple-access system is proposed called Random diagonal (RD) code. This code is constructed using code segment and data segment. One of the important properties of this code is that the cross correlation at data segment is always zero, which means that Phase Intensity Induced Noise (PIIN) is reduced. For the performance analysis, the effects of phase-induced intensity noise, shot noise, and thermal noise are considered simultaneously. Bit-error rate (BER) performance is compared with Hadamard and Modified Frequency Hopping (MFH) codes. It is shown that the system using this new code matrices not only suppress PIIN, but also allows larger number of active users compare with other codes. Simulation results shown that using point to point transmission with three encoded channels, RD code has better BER performance than other codes, also its found that at 0 dbm PIIN noise are 10-10 and 10-11 for RD and MFH respectively.

Topical Delivery of Thymidine Dinucleotide to Induce p53 Generation in the Skin by Elastic Liposome

Transcription factor p53 has a powerful tumor suppressing function that is associated with many cancers. However, p53 of the molecular weight was higher make the limitation across to skin or cell membrane. Thymidine dinucleotide (pTT), an oligonucleotide, can activate the p53 transcription factor. pTT is a hydrophilic and negative charge oligonucleotide, which delivery in to cell membrane need an appropriate carrier. The aim of this study was to improve the bioavailability of the nucleotide fragment, thymidine dinucleotide (pTT), using elasic liposome carriers to deliver the drug into the skin. The study demonstrate that dioleoylphosphocholine (DOPC) incorporated with sodium cholate at molar ratio 1:1 can archived the particle size about 220 nm. This elastic liposome could penetration through skin from stratum corneum to whole epidermis by confocal laser scanning microscopy (CLSM). Moreover, we observed the the slight increase in generation of p53 by western blot.

Gas Detonation Forming by a Mixture of H2+O2 Detonation

Explosive forming is one of the unconventional techniques in which, most commonly, the water is used as the pressure transmission medium. One of the newest methods in explosive forming is gas detonation forming which uses a normal shock wave derived of gas detonation, to form sheet metals. For this purpose a detonation is developed from the reaction of H2+O2 mixture in a long cylindrical detonation tube. The detonation wave goes through the detonation tube and acts as a blast load on the steel blank and forms it. Experimental results are compared with a finite element model; and the comparison of the experimental and numerical results obtained from strain, thickness variation and deformed geometry is carried out. Numerical and experimental results showed approximately 75 – 90 % similarity in formability of desired shape. Also optimum percent of gas mixture obtained when we mix 68% H2 with 32% O2.

A Power-Gating Scheme to Reduce Leakage Power for P-type Adiabatic Logic Circuits

With rapid technology scaling, the proportion of the static power consumption catches up with dynamic power consumption gradually. To decrease leakage consumption is becoming more and more important in low-power design. This paper presents a power-gating scheme for P-DTGAL (p-type dual transmission gate adiabatic logic) circuits to reduce leakage power dissipations under deep submicron process. The energy dissipations of P-DTGAL circuits with power-gating scheme are investigated in different processes, frequencies and active ratios. BSIM4 model is adopted to reflect the characteristics of the leakage currents. HSPICE simulations show that the leakage loss is greatly reduced by using the P-DTGAL with power-gating techniques.