Application of Generalized Autoregressive Score Model to Stock Returns

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Evaluation of Context Information for Intermittent Networks

The context aware adaptive routing protocol is presented for unicast communication in intermittently connected mobile ad hoc networks (MANETs). The selection of the node is done by the Kalman filter prediction theory and it also makes use of utility functions. The context aware adaptive routing is defined by spray and wait technique, but the time consumption in delivering the message is too high and also the resource wastage is more. In this paper, we describe the spray and focus routing scheme for avoiding the existing problems.

Implementation of a Paraconsistent-Fuzzy Digital PID Controller in a Level Control Process

In a modern society the factor corresponding to the increase in the level of quality in industrial production demand new techniques of control and machinery automation. In this context, this work presents the implementation of a Paraconsistent-Fuzzy Digital PID controller. The controller is based on the treatment of inconsistencies both in the Paraconsistent Logic and in the Fuzzy Logic. Paraconsistent analysis is performed on the signals applied to the system inputs using concepts from the Paraconsistent Annotated Logic with annotation of two values (PAL2v). The signals resulting from the paraconsistent analysis are two values defined as Dc - Degree of Certainty and Dct - Degree of Contradiction, which receive a treatment according to the Fuzzy Logic theory, and the resulting output of the logic actions is a single value called the crisp value, which is used to control dynamic system. Through an example, it was demonstrated the application of the proposed model. Initially, the Paraconsistent-Fuzzy Digital PID controller was built and tested in an isolated MATLAB environment and then compared to the equivalent Digital PID function of this software for standard step excitation. After this step, a level control plant was modeled to execute the controller function on a physical model, making the tests closer to the actual. For this, the control parameters (proportional, integral and derivative) were determined for the configuration of the conventional Digital PID controller and of the Paraconsistent-Fuzzy Digital PID, and the control meshes in MATLAB were assembled with the respective transfer function of the plant. Finally, the results of the comparison of the level control process between the Paraconsistent-Fuzzy Digital PID controller and the conventional Digital PID controller were presented.

Analysis of Train Passenger Seat Using Ergonomic Function Deployment Method

Indonesian people use trains for their transportation, especially they use economy class train transportation because it is cheaper and has a more precise schedule than any other ground transportation. Nevertheless, the economy class passenger seat raises some inconvenience issues for passengers. This is due to the design of the chair on the economic class of trains that did not adjusted to the shape of anthropometry of Indonesian people. Thus, research needs to be conducted on the design of the seats in the economic class of trains. The purpose of this research is to make the design of economy class passenger seats ergonomic. This research method uses questionnaires and anthropometry measurements. The data obtained is processed using House of Quality of Ergonomic Function Development. From the results of analysis and data processing were obtained important changes from the original design. Ergonomic chair design according to the analysis is a stainless steel frame, seat height 390 mm, with a seat width for each passenger of 400 mm and a depth of 400 mm. Design of the backrest has a height of 840 mm, width of 430 mm and length of 300 mm that can move at the angle of 105-115 degrees. The width of the footrest is 42 mm and 400 mm length. The thickness of the seat cushion is 100 mm.

Two-Channels Thermal Energy Storage Tank: Experiments and Short-Cut Modelling

This paper presents the experimental results and the related modeling of a thermal energy storage (TES) facility, ideated and realized by ENEA and realizing the thermocline with an innovative geometry. Firstly, the thermal energy exchange model of an equivalent shell & tube heat exchanger is described and tested to reproduce the performance of the spiral exchanger installed in the TES. Through the regression of the experimental data, a first-order thermocline model was also validated to provide an analytical function of the thermocline, useful for the performance evaluation and the comparison with other systems and implementation in simulations of integrated systems (e.g. power plants). The experimental data obtained from the plant start-up and the short-cut modeling of the system can be useful for the process analysis, for the scale-up of the thermal storage system and to investigate the feasibility of its implementation in actual case-studies.

Multi-Layer Perceptron and Radial Basis Function Neural Network Models for Classification of Diabetic Retinopathy Disease Using Video-Oculography Signals

Diabetes Mellitus (Diabetes) is a disease based on insulin hormone disorders and causes high blood glucose. Clinical findings determine that diabetes can be diagnosed by electrophysiological signals obtained from the vital organs. 'Diabetic Retinopathy' is one of the most common eye diseases resulting on diabetes and it is the leading cause of vision loss due to structural alteration of the retinal layer vessels. In this study, features of horizontal and vertical Video-Oculography (VOG) signals have been used to classify non-proliferative and proliferative diabetic retinopathy disease. Twenty-five features are acquired by using discrete wavelet transform with VOG signals which are taken from 21 subjects. Two models, based on multi-layer perceptron and radial basis function, are recommended in the diagnosis of Diabetic Retinopathy. The proposed models also can detect level of the disease. We show comparative classification performance of the proposed models. Our results show that proposed the RBF model (100%) results in better classification performance than the MLP model (94%).

Development of a Tilt-Rotor Aircraft Model Using System Identification Technique

The introduction of tilt-rotor aircraft into the existing civilian air transportation system will provide beneficial effects due to tilt-rotor capability to combine the characteristics of a helicopter and a fixed-wing aircraft into one vehicle. The disposability of reliable tilt-rotor simulation models supports the development of such vehicle. Indeed, simulation models are required to design automatic control systems that increase safety, reduce pilot's workload and stress, and ensure the optimal aircraft configuration with respect to flight envelope limits, especially during the most critical flight phases such as conversion from helicopter to aircraft mode and vice versa. This article presents a process to build a simplified tilt-rotor simulation model, derived from the analysis of flight data. The model aims to reproduce the complex dynamics of tilt-rotor during the in-flight conversion phase. It uses a set of scheduled linear transfer functions to relate the autopilot reference inputs to the most relevant rigid body state variables. The model also computes information about the rotor flapping dynamics, which are useful to evaluate the aircraft control margin in terms of rotor collective and cyclic commands. The rotor flapping model is derived through a mixed theoretical-empirical approach, which includes physical analytical equations (applicable to helicopter configuration) and parametric corrective functions. The latter are introduced to best fit the actual rotor behavior and balance the differences existing between helicopter and tilt-rotor during flight. Time-domain system identification from flight data is exploited to optimize the model structure and to estimate the model parameters. The presented model-building process was applied to simulated flight data of the ERICA Tilt-Rotor, generated by using a high fidelity simulation model implemented in FlightLab environment. The validation of the obtained model was very satisfying, confirming the validity of the proposed approach.

A Parallel Implementation of k-Means in MATLAB

The aim of this work is the parallel implementation of k-means in MATLAB, in order to reduce the execution time. Specifically, a new function in MATLAB for serial k-means algorithm is developed, which meets all the requirements for the conversion to a function in MATLAB with parallel computations. Additionally, two different variants for the definition of initial values are presented. In the sequel, the parallel approach is presented. Finally, the performance tests for the computation times respect to the numbers of features and classes are illustrated.

Permeable Asphalt Pavement as a Measure of Urban Green Infrastructure in the Extreme Events Mitigation

Population growth in cities has led to an increase in the infrastructures construction, including buildings and roadways. This aspect leads directly to the soils waterproofing. In turn, changes in precipitation patterns are developing into higher and more frequent intensities. Thus, these two conjugated aspects decrease the rainwater infiltration into soils and increase the volume of surface runoff. The practice of green and sustainable urban solutions has encouraged research in these areas. The porous asphalt pavement, as a green infrastructure, is part of practical solutions set to address urban challenges related to land use and adaptation to climate change. In this field, permeable pavements with porous asphalt mixtures (PA) have several advantages in terms of reducing the runoff generated by the floods. The porous structure of these pavements, compared to a conventional asphalt pavement, allows the rainwater infiltration in the subsoil, and consequently, the water quality improvement. This green infrastructure solution can be applied in cities, particularly in streets or parking lots to mitigate the floods effects. Over the years, the pores of these pavements can be filled by sediment, reducing their function in the rainwater infiltration. Thus, double layer porous asphalt (DLPA) was developed to mitigate the clogging effect and facilitate the water infiltration into the lower layers. This study intends to deepen the knowledge of the performance of DLPA when subjected to clogging. The experimental methodology consisted on four evaluation phases of the DLPA infiltration capacity submitted to three precipitation events (100, 200 and 300 mm/h) in each phase. The evaluation first phase determined the behavior after DLPA construction. In phases two and three, two 500 g/m2 clogging cycles were performed, totaling a 1000 g/m2 final simulation. Sand with gradation accented in fine particles was used as clogging material. In the last phase, the DLPA was subjected to simple sweeping and vacuuming maintenance. A precipitation simulator, type sprinkler, capable of simulating the real precipitation was developed for this purpose. The main conclusions show that the DLPA has the capacity to drain the water, even after two clogging cycles. The infiltration results of flows lead to an efficient performance of the DPLA in the surface runoff attenuation, since this was not observed in any of the evaluation phases, even at intensities of 200 and 300 mm/h, simulating intense precipitation events. The infiltration capacity under clogging conditions decreased about 7% on average in the three intensities relative to the initial performance that is after construction. However, this was restored when subjected to simple maintenance, recovering the DLPA hydraulic functionality. In summary, the study proved the efficacy of using a DLPA when it retains thicker surface sediments and limits the fine sediments entry to the remaining layers. At the same time, it is guaranteed the rainwater infiltration and the surface runoff reduction and is therefore a viable solution to put into practice in permeable pavements.

Subclasses of Bi-Univalent Functions Associated with Hohlov Operator

The coefficients estimate problem for Taylor-Maclaurin series is still an open problem especially for a function in the subclass of bi-univalent functions. A function f ϵ A is said to be bi-univalent in the open unit disk D if both f and f-1 are univalent in D. The symbol A denotes the class of all analytic functions f in D and it is normalized by the conditions f(0) = f’(0) – 1=0. The class of bi-univalent is denoted by  The subordination concept is used in determining second and third Taylor-Maclaurin coefficients. The upper bound for second and third coefficients is estimated for functions in the subclasses of bi-univalent functions which are subordinated to the function φ. An analytic function f is subordinate to an analytic function g if there is an analytic function w defined on D with w(0) = 0 and |w(z)| < 1 satisfying f(z) = g[w(z)]. In this paper, two subclasses of bi-univalent functions associated with Hohlov operator are introduced. The bound for second and third coefficients of functions in these subclasses is determined using subordination. The findings would generalize the previous related works of several earlier authors.

The Extent of Land Use Externalities in the Fringe of Jakarta Metropolitan: An Application of Spatial Panel Dynamic Land Value Model

In a fast growing region, conversion of agricultural lands which are surrounded by some new development sites will occur sooner than expected. This phenomenon has been experienced by many regions in Indonesia, especially the fringe of Jakarta (BoDeTaBek). Being Indonesia’s capital city, rapid conversion of land in this area is an unavoidable process. The land conversion expands spatially into the fringe regions, which were initially dominated by agricultural land or conservation sites. Without proper control or growth management, this activity will invite greater costs than benefits. The current land use is the use which maximizes its value. In order to maintain land for agricultural activity or conservation, some efforts are needed to keep the land value of this activity as high as possible. In this case, the knowledge regarding the functional relationship between land value and its driving forces is necessary. In a fast growing region, development externalities are the assumed dominant driving force. Land value is the product of the past decision of its use leading to its value. It is also affected by the local characteristics and the observed surrounded land use (externalities) from the previous period. The effect of each factor on land value has dynamic and spatial virtues; an empirical spatial dynamic land value model will be more useful to capture them. The model will be useful to test and to estimate the extent of land use externalities on land value in the short run as well as in the long run. It serves as a basis to formulate an effective urban growth management’s policy. This study will apply the model to the case of land value in the fringe of Jakarta Metropolitan. The model will be used further to predict the effect of externalities on land value, in the form of prediction map. For the case of Jakarta’s fringe, there is some evidence about the significance of neighborhood urban activity – negative externalities, the previous land value and local accessibility on land value. The effects are accumulated dynamically over years, but they will fully affect the land value after six years.

Refining Waste Spent Hydroprocessing Catalyst and Their Metal Recovery

Catalysts play an important role in producing valuable fuel products in petroleum refining; but, due to feedstock’s impurities catalyst gets deactivated with carbon and metal deposition. The disposal of spent catalyst falls under the category of hazardous industrial waste that requires strict agreement with environmental regulations. The spent hydroprocessing catalyst contains Mo, V and Ni at high concentrations that have been found to be economically significant for recovery. Metal recovery process includes deoiling, decoking, grinding, dissolving and treatment with complexing leaching agent such as ethylene diamine tetra acetic acid (EDTA). The process conditions have been optimized as a function of time, temperature and EDTA concentration in presence of ultrasonic agitation. The results indicated that optimum condition established through this approach could recover 97%, 94% and 95% of the extracted Mo, V and Ni, respectively, while 95% EDTA was recovered after acid treatment.

Cardiovascular Modeling Software Tools in Medicine

The high prevalence of cardiovascular diseases has provoked a raising interest in the development of mathematical models in order to evaluate the cardiovascular function both under physiological and pathological conditions. In this paper, a physical model of the cardiovascular system with intrinsic regulation is presented and implemented by using the object-oriented Modelica simulation software tools.  For this task, a multi-compartmental system previously validated with physiological data has been built, based on the interconnection of cardiovascular elements such as resistances, capacitances and pumping among others, by following an electrohydraulic analogy. The results obtained under both physiological and pathological scenarios provide an easy interpretative key to analyze the hemodynamic behavior of the patient. The described approach represents a valuable tool in the teaching of physiology for graduate medical and nursing students among others.

Attitudes of Academic Staff towards the Use of Information Communication Technology as a Pedagogical Tool for Effective Teaching in FCT College of Education, Zuba-Abuja, Nigeria

With numerous advantages of ICT in teaching such as using images to improve the retentive memory of students, academic staff is yet to deliver instructions adequately and effectively due to no power supply, lack of technical supports and non-availability of functional ICT tools. This study was conducted to investigate the attitudes of academic staff towards the use of information communication technology as a pedagogical tool for effective teaching in FCT College of Education, Zuba-Abuja, Nigeria. A sample of 200 academic staff from five schools/faculties was involved in the study. The respondents were selected by using simple random sampling technique (SRST). A questionnaire was developed and validated by the experts in Measurement and Evaluation, and reliability co-efficient of 0.85 was obtained. It was used to gather relevant data from the respondents. This study revealed that the respondents had positive attitudes towards the use of ICT as a pedagogical tool for effective teaching. Also, the uses of ICT by the academic staff included: to encourage closer relationship for attainment of higher academic, and to deliver instructions effectively. The study also revealed that there is a significant relationship between the attitudes and the uses of ICT by the academic staff. Based on these findings, some recommendations were made which include: power supply should be provided to operate ICT facilities for effective teaching, and technical assistance on ICT usage for effective delivery of instructions should be provided among other recommendations.

O-Functionalized CNT Mediated CO Hydro-Deoxygenation and Chain Growth

Worldwide energy independence is reliant on the ability to leverage locally available resources for fuel production. Recently, syngas produced through gasification of carbonaceous materials provided a gateway to a host of processes for the production of various chemicals including transportation fuels. The basis of the production of gasoline and diesel-like fuels is the Fischer Tropsch Synthesis (FTS) process: A catalyzed chemical reaction that converts a mixture of carbon monoxide (CO) and hydrogen (H2) into long chain hydrocarbons. Until now, it has been argued that only transition metal catalysts (usually Co or Fe) are active toward the CO hydrogenation and subsequent chain growth in the presence of hydrogen. In this paper, we demonstrate that carbon nanotube (CNT) surfaces are also capable of hydro-deoxygenating CO and producing long chain hydrocarbons similar to that obtained through the FTS but with orders of magnitude higher conversion efficiencies than the present state-of-the-art FTS catalysts. We have used advanced experimental tools such as XPS and microscopy techniques to characterize CNTs and identify C-O functional groups as the active sites for the enhanced catalytic activity. Furthermore, we have conducted quantum Density Functional Theory (DFT) calculations to confirm that C-O groups (inherent on CNT surfaces) could indeed be catalytically active towards reduction of CO with H2, and capable of sustaining chain growth. The DFT calculations have shown that the kinetically and thermodynamically feasible route for CO insertion and hydro-deoxygenation are different from that on transition metal catalysts. Experiments on a continuous flow tubular reactor with various nearly metal-free CNTs have been carried out and the products have been analyzed. CNTs functionalized by various methods were evaluated under different conditions. Reactor tests revealed that the hydrogen pre-treatment reduced the activity of the catalysts to negligible levels. Without the pretreatment, the activity for CO conversion as found to be 7 µmol CO/g CNT/s. The O-functionalized samples showed very activities greater than 85 µmol CO/g CNT/s with nearly 100% conversion. Analyses show that CO hydro-deoxygenation occurred at the C-O/O-H functional groups. It was found that while the products were similar to FT products, differences in selectivities were observed which, in turn, was a result of a different catalytic mechanism. These findings now open a new paradigm for CNT-based hydrogenation catalysts and constitute a defining point for obtaining clean, earth abundant, alternative fuels through the use of efficient and renewable catalyst.

Turing Pattern in the Oregonator Revisited

In this paper, we reconsider the analysis of the Oregonator model. We highlight an error in this analysis which leads to an incorrect depiction of the parameter region in which diffusion driven instability is possible. We believe that the cause of the oversight is the complexity of stability analyses based on eigenvalues and the dependence on parameters of matrix minors appearing in stability calculations. We regenerate the parameter space where Turing patterns can be seen, and we use the common Lyapunov function (CLF) approach, which is numerically reliable, to further confirm the dependence of the results on diffusion coefficients intensities.

From Victim to Ethical Agent: Oscar Wilde's The Ballad of Reading Gaol as Post-Traumatic Writing

Faced with a sudden, unexpected, and overwhelming event, the individual's normal cognitive processing may cease to function, trapping the psyche in "speechless terror", while images, feelings and sensations are experienced with emotional intensity. Unable to master such situation, the individual becomes a trauma victim who will be susceptible to traumatic recollections like intrusive thoughts, flashbacks, and repetitive re-living of the primal event in a way that blurs the distinction between past and present, and forecloses the future. Trauma is timeless, repetitious, and contagious; a trauma observer could fall prey to "secondary victimhood". Central to the process of healing the psychic wounds in the aftermath of trauma is verbalizing the traumatic experience (i.e., putting it into words) – an act which provides a chance for assimilation, testimony, and reevaluation. In light of this paradigm, this paper proposes a reading of Oscar Wilde's The Ballad of Reading Gaol, written shortly after his release from prison, as a post-traumatic text which traces the disruptive effects of the traumatic experience of Wilde's imprisonment for homosexual offences and the ensuing reversal of fortune he endured. Post-traumatic writing demonstrates the process of "working through" a trauma which may lead to the possibility of ethical agency in the form of a "survivor mission". This paper draws on fundamental concepts and key insights in literary trauma theory which is characterized by interdisciplinarity, combining the perspectives of different fields like critical theory, psychology, psychiatry, psychoanalysis, history, and social studies. Of particular relevance to this paper are the concepts of "vicarious traumatization" and "survivor mission", as The Ballad of Reading Gaol was written in response to Wilde's own prison trauma and the indirect traumatization he experienced as a result of witnessing the execution of a fellow prisoner whose story forms the narrative base of the poem. The Ballad displays Wilde's sense of mission which leads him to recognize the social as well as ethical implications of personal tragedy. Through a close textual analysis of The Ballad of Reading Gaol within the framework of literary trauma theory, the paper aims to: (a) demonstrate how the poem's thematic concerns, structure and rhetorical figures reflect the structure of trauma; (b) highlight Wilde's attempts to come to terms with the effects of the cataclysmic experience which transformed him into a social outcast; and (c) show how Wilde manages to transcend the victim status and assumes the role of ethical agent to voice a critique of the Victorian penal system and the standards of morality underlying the cruelties practiced against wrong doers and to solicit social action.

Geometric Properties and Neighborhood for Certain Subclasses of Multivalent Functions

By using the two existing operators, we have defined an operator, which is an extension for them. In this paper, first the operator is introduced. Then, using this operator, the subclasses of multivalent functions are defined. These subclasses of multivalent functions are utilized in order to obtain coefficient inequalities, extreme points, and integral means inequalities for functions belonging to these classes.

Design Transformation to Reduce Cost in Irrigation Using Value Engineering

Researchers are responding to the environmental challenges of Kuwait in localized, innovative, effective and economic ways. One of the vital and significant examples of the natural challenges is lack or water and desertification. In this research, the project team focuses on redesigning a prototype, using Value Engineering Methodology, which would provide similar functionalities to the well-known technology of Waterboxx kits while reducing the capital and operational costs and simplifying the process of manufacturing and usability by regular farmers. The design employs used tires and recycled plastic sheets as raw materials. Hence, this approach is going to help not just fighting desertification but also helping in getting rid of ever growing huge tire dumpsters in Kuwait, as well as helping in avoiding hazards of tire fires yielding in a safer and friendlier environment. Several alternatives for implementing the prototype have been considered. The best alternative in terms of value has been selected after thorough Function Analysis System Technique (FAST) exercise has been developed. A prototype has been fabricated and tested in a controlled simulated lab environment that is being followed by real environment field testing. Water and soil analysis conducted on the site of the experiment to cross compare between the composition of the soil before and after the experiment to insure that the prototype being tested is actually going to be environment safe. Experimentation shows that the design was equally as effective as, and may exceed, the original design with significant savings in cost. An estimated total cost reduction using the VE approach of 43.84% over the original design. This cost reduction does not consider the intangible costs of environmental issue of waste recycling which many further intensify the total savings of using the alternative VE design. This case study shows that Value Engineering Methodology can be an important tool in innovating new designs for reducing costs.

Experimental Investigation of Hydrogen Addition in the Intake Air of Compressed Engines Running on Biodiesel Blend

This study investigates experimentally the effects of hydrogen addition in the intake manifold of a diesel generator operating with a 7% biodiesel-diesel oil blend (B7). An experimental apparatus setup was used to conduct performance and emissions tests in a single cylinder, air cooled diesel engine. This setup consisted of a generator set connected to a wirewound resistor load bank that was used to vary engine load. In addition, a flowmeter was used to determine hydrogen volumetric flowrate and a digital anemometer coupled with an air box to measure air flowrate. Furthermore, a digital precision electronic scale was used to measure engine fuel consumption and a gas analyzer was used to determine exhaust gas composition and exhaust gas temperature. A thermopar was installed near the exhaust collection to measure cylinder temperature. In-cylinder pressure was measured using an AVL Indumicro data acquisition system with a piezoelectric pressure sensor. An AVL optical encoder was installed in the crankshaft and synchronized with in-cylinder pressure in real time. The experimental procedure consisted of injecting hydrogen into the engine intake manifold at different mass concentrations of 2,6,8 and 10% of total fuel mass (B7 + hydrogen), which represented energy fractions of 5,15, 20 and 24% of total fuel energy respectively. Due to hydrogen addition, the total amount of fuel energy introduced increased and the generators fuel injection governor prevented any increases of engine speed. Several conclusions can be stated from the test results. A reduction in specific fuel consumption as a function of hydrogen concentration increase was noted. Likewise, carbon dioxide emissions (CO2), carbon monoxide (CO) and unburned hydrocarbons (HC) decreased as hydrogen concentration increased. On the other hand, nitrogen oxides emissions (NOx) increased due to average temperatures inside the cylinder being higher. There was also an increase in peak cylinder pressure and heat release rate inside the cylinder, since the fuel ignition delay was smaller due to hydrogen content increase. All this indicates that hydrogen promotes faster combustion and higher heat release rates and can be an important additive to all kind of fuels used in diesel generators.