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: In this paper, a pipelined version of genetic algorithm,
called PLGA, and a corresponding hardware platform are described.
The basic operations of conventional GA (CGA) are made pipelined
using an appropriate selection scheme. The selection operator, used
here, is stochastic in nature and is called SA-selection. This helps
maintaining the basic generational nature of the proposed pipelined
GA (PLGA). A number of benchmark problems are used to compare
the performances of conventional roulette-wheel selection and the
SA-selection. These include unimodal and multimodal functions with
dimensionality varying from very small to very large. It is seen that
the SA-selection scheme is giving comparable performances with
respect to the classical roulette-wheel selection scheme, for all the
instances, when quality of solutions and rate of convergence are considered.
The speedups obtained by PLGA for different benchmarks
are found to be significant. It is shown that a complete hardware
pipeline can be developed using the proposed scheme, if parallel
evaluation of the fitness expression is possible. In this connection
a low-cost but very fast hardware evaluation unit is described.
Results of simulation experiments show that in a pipelined hardware
environment, PLGA will be much faster than CGA. In terms of
efficiency, PLGA is found to outperform parallel GA (PGA) also.
Abstract: The paper deals with calculation of the parameters of
ceramic material from a set of destruction tests of ceramic heads of
total hip joint endoprosthesis. The standard way of calculation of the
material parameters consists in carrying out a set of 3 or 4 point
bending tests of specimens cut out from parts of the ceramic material
to be analysed. In case of ceramic heads, it is not possible to cut out
specimens of required dimensions because the heads are too small (if
the cut out specimens were smaller than the normalised ones, the
material parameters derived from them would exhibit higher strength
values than those which the given ceramic material really has). On
that score, a special testing jig was made, in which 40 heads were
destructed. From the measured values of circumferential strains of the
head-s external spherical surface under destruction, the state of stress
in the head under destruction was established using the final elements
method (FEM). From the values obtained, the sought for parameters
of the ceramic material were calculated using Weibull-s weakest-link
theory.
Abstract: The Chinese Postman Problem (CPP) is one of the
classical problems in graph theory and is applicable in a wide range
of fields. With the rapid development of hybrid systems and model
based testing, Chinese Postman Problem with Time Dependent Travel
Times (CPPTDT) becomes more realistic than the classical problems.
In the literature, we have proposed the first integer programming
formulation for the CPPTDT problem, namely, circuit formulation,
based on which some polyhedral results are investigated and a cutting
plane algorithm is also designed. However, there exists a main drawback:
the circuit formulation is only available for solving the special
instances with all circuits passing through the origin. Therefore, this
paper proposes a new integer programming formulation for solving
all the general instances of CPPTDT. Moreover, the size of the circuit
formulation is too large, which is reduced dramatically here. Thus, it
is possible to design more efficient algorithm for solving the CPPTDT
in the future research.
Abstract: Environment both endowed and built are essential for
tourism. However tourism and environment maintains a complex
relationship, where in most cases environment is at the receiving end.
Many tourism development activities have adverse environmental
effects, mainly emanating from construction of general infrastructure
and tourism facilities. These negative impacts of tourism can lead to
the destruction of precious natural resources on which it depends.
These effects vary between locations; and its effect on a hill
destination is highly critical. This study aims at developing a
Sustainable Tourism Planning Model for an environmentally
sensitive tourism destination in Kerala, India. Being part of the
Nilgiri mountain ranges, Munnar falls in the Western Ghats, one of
the biological hotspots in the world. Endowed with a unique high
altitude environment Munnar inherits highly significant ecological
wealth. Giving prime importance to the protection of this ecological
heritage, the study proposes a tourism planning model with resource
conservation and sustainability as the paramount focus. Conceiving a
novel approach towards sustainable tourism planning, the study
proposes to assess tourism attractions using Ecological Sensitivity
Index (ESI) and Tourism Attractiveness Index (TAI). Integration of
these two indices will form the Ecology – Tourism Matrix (ETM),
outlining the base for tourism planning in an environmentally
sensitive destination. The ETM Matrix leads to a classification of
tourism nodes according to its Conservation Significance and
Tourism Significance. The spatial integration of such nodes based on
the Hub & Spoke Principle constitutes sub – regions within the STZ.
Ensuing analyses lead to specific guidelines for the STZ as a whole,
specific tourism nodes, hubs and sub-regions. The study results in a
multi – dimensional output, viz., (1) Classification system for tourism
nodes in an environmentally sensitive region/ destination (2)
Conservation / Tourism Development Strategies and Guidelines for
the micro and macro regions and (3) A Sustainable Tourism Planning
Tool particularly for Ecologically Sensitive Destinations, which can
be adapted for other destinations as well.
Abstract: Modeling product configurations needs large amounts of knowledge about technical and marketing restrictions on the product. Previous attempts to automate product configurations concentrate on representations and management of the knowledge for specific domains in fixed and isolated computing environments. Since the knowledge about product configurations is subject to continuous change and hard to express, these attempts often failed to efficiently manage and exchange the knowledge in collaborative product development. In this paper, XML Topic Map (XTM) is introduced to represent and exchange the knowledge about product configurations in collaborative product development. A product configuration model based on XTM along with its merger and inference facilities enables configuration engineers in collaborative product development to manage and exchange their knowledge efficiently. A prototype implementation is also presented to demonstrate the proposed model can be applied to engineering information systems to exchange the product configuration knowledge.
Abstract: Computed tomography and laminography are heavily investigated in a compressive sensing based image reconstruction framework to reduce the dose to the patients as well as to the radiosensitive devices such as multilayer microelectronic circuit boards. Nowadays researchers are actively working on optimizing the compressive sensing based iterative image reconstruction algorithm to obtain better quality images. However, the effects of the sampled data’s properties on reconstructed the image’s quality, particularly in an insufficient sampled data conditions have not been explored in computed laminography. In this paper, we investigated the effects of two data properties i.e. sampling density and data incoherence on the reconstructed image obtained by conventional computed laminography and a recently proposed method called spherical sinusoidal scanning scheme. We have found that in a compressive sensing based image reconstruction framework, the image quality mainly depends upon the data incoherence when the data is uniformly sampled.
Abstract: Leading topic of this article is description of Lorentz
forces in the container with cuboid and cylindrical shape. Inside of
the container is an electrically conductive melt. This melt is driven by
rotating magnetic field. Input data for comparing Lorentz forces in
the container with cuboid shape were obtained from the computing
program NS-FEM3D, which uses DDS method of computing. Values
of Lorentz forces for container with cylindrical shape were obtained
from inferred analytical formula.
Abstract: In this paper we present a way of controlling the
concurrent access to data in a distributed application using the
Pessimistic Offline Lock design pattern. In our case, the application
processes a complex entity, which contains in a hierarchical structure
different other entities (objects). It will be shown how the complex
entity and the contained entities must be locked in order to control
the concurrent access to data.
Abstract: This paper describes the design and results of FROID,
an outbound intrusion detection system built with agent technology
and supported by an attacker-centric ontology. The prototype
features a misuse-based detection mechanism that identifies remote
attack tools in execution. Misuse signatures composed of attributes
selected through entropy analysis of outgoing traffic streams and
process runtime data are derived from execution variants of attack
programs. The core of the architecture is a mesh of self-contained
detection cells organized non-hierarchically that group agents in a
functional fashion. The experiments show performance gains when
the ontology is enabled as well as an increase in accuracy achieved
when correlation cells combine detection evidence received from
independent detection cells.
Abstract: Digital watermarking is the process of embedding
information into a digital signal which can be used in DRM (digital
rights managements) system. The visible watermark (often called logo)
can indicate the owner of the copyright which can often be seen in the
TV program and protects the copyright in an active way. However,
most of the schemes do not consider the visible watermark removing
process. To solve this problem, a visible watermarking scheme with
embedding and removing process is proposed under the control of a
secure template. The template generates different version of
watermarks which can be seen visually the same for different users.
Users with the right key can completely remove the watermark and
recover the original image while the unauthorized user is prevented to
remove the watermark. Experiment results show that our
watermarking algorithm obtains a good visual quality and is hard to be
removed by the illegally users. Additionally, the authorized users can
completely remove the visible watermark and recover the original
image with a good quality.
Abstract: Automotive engine air-ratio plays an important role of
emissions and fuel consumption reduction while maintains
satisfactory engine power among all of the engine control variables. In
order to effectively control the air-ratio, this paper presents a model
predictive fuzzy control algorithm based on online least-squares
support vector machines prediction model and fuzzy logic optimizer.
The proposed control algorithm was also implemented on a real car for
testing and the results are highly satisfactory. Experimental results
show that the proposed control algorithm can regulate the engine
air-ratio to the stoichiometric value, 1.0, under external disturbance
with less than 5% tolerance.
Abstract: A robust AUSM+ upwind discretisation scheme has been developed to simulate multiphase flow using consistent spatial discretisation schemes and a modified low-Mach number diffusion term. The impact of the selection of an interfacial pressure model has also been investigated. Three representative test cases have been simulated to evaluate the accuracy of the commonly-used stiffenedgas equation of state with respect to the IAPWS-IF97 equation of state for water. The algorithm demonstrates a combination of robustness and accuracy over a range of flow conditions, with the stiffened-gas equation tending to overestimate liquid temperature and density profiles.
Abstract: Raisin Concentrate (RC) are the most important
products obtained in the raisin processing industries. These RC
products are now used to make the syrups, drinks and confectionery
productions and introduced as natural substitute for sugar in food
applications. Iran is a one of the biggest raisin exporter in the world
but unfortunately despite a good raw material, no serious effort to
extract the RC has been taken in Iran. Therefore, in this paper, we
determined and analyzed affected parameters on extracting RC
process and then optimizing these parameters for design the
extracting RC process in two types of raisin (round and long)
produced in Khorasan region. Two levels of solvent (1:1 and 2:1),
three levels of extraction temperature (60°C, 70°C and 80°C), and
three levels of concentration temperature (50°C, 60°C and 70°C)
were the treatments. Finally physicochemical characteristics of the
obtained concentrate such as color, viscosity, percentage of reduction
sugar, acidity and the microbial tests (mould and yeast) were
counted. The analysis was performed on the basis of factorial in the
form of completely randomized design (CRD) and Duncan's multiple
range test (DMRT) was used for the comparison of the means.
Statistical analysis of results showed that optimal conditions for
production of concentrate is round raisins when the solvent ratio was
2:1 with extraction temperature of 60°C and then concentration
temperature of 50°C. Round raisin is cheaper than the long one, and
it is more economical to concentrate production. Furthermore, round
raisin has more aromas and the less color degree with increasing the
temperature of concentration and extraction. Finally, according to
mentioned factors the concentrate of round raisin is recommended.
Abstract: Postmenopausal osteoporosis is a disorder
characterized by the progressive bone loss induced by estrogen
deficiency in postmenopausal women. This imbalance affects
calcium–phosphate metabolism and results in secondary
hyperparathyroidism. Purariae Radix (PR), the root of P. lobata
(Wild.) Ohwi, is one of the earliest medicinal herbs employed in
ancient China. PR contains a high quantity of isoflavones and their
glycosides, which are regarded as phytoestrogen. Few investigations
of PR are related to its osteoprotective effects. The present study is
designed to administer PR water extract to ovariectomized (OVX)
female rats, for the investigation of its possibly protective actions on
bone and to delineate the potential mechanisms involved. Our results
demonstrated that long-term treatment of PR could not significantly
improve bone properties, whereas it greatly ameliorated the condition
of secondary hyperparathyroidism induced by ovariectomy in those
animals. PR might be useful as alternative regimen for protecting
against postmenopausal bone loss.
Abstract: The great majority of the electric installations belong
to the first and second category. In order to ensure a high level of
reliability of their electric system feeder, two power supply sources
are envisaged, one principal, the other of reserve, generally a cold
reserve (electric diesel group).
The principal source being under operation, its control can be ideal
and sure, however for the reserve source being in stop, a preventive
maintenance-s which proceeds on time intervals (periodicity) and
for well defined lengths of time are envisaged, so that this source will
always available in case of the principal source failure.
The choice of the periodicity of preventive maintenance of the
source of reserve influences directly the reliability of the electric
feeder system. On the basis of the semi-markovians processes, the
influence of the periodicity of the preventive maintenance of the
source of reserve is studied and is given the optimal periodicity.
Abstract: In this work, we present for the first time in our
perception an efficient digital watermarking scheme for mpeg audio
layer 3 files that operates directly in the compressed data domain,
while manipulating the time and subband/channel domain. In
addition, it does not need the original signal to detect the watermark.
Our scheme was implemented taking special care for the efficient
usage of the two limited resources of computer systems: time and
space. It offers to the industrial user the capability of watermark
embedding and detection in time immediately comparable to the real
music time of the original audio file that depends on the mpeg
compression, while the end user/audience does not face any artifacts
or delays hearing the watermarked audio file. Furthermore, it
overcomes the disadvantage of algorithms operating in the PCMData
domain to be vulnerable to compression/recompression attacks,
as it places the watermark in the scale factors domain and not in the
digitized sound audio data. The strength of our scheme, that allows it
to be used with success in both authentication and copyright
protection, relies on the fact that it gives to the users the enhanced
capability their ownership of the audio file not to be accomplished
simply by detecting the bit pattern that comprises the watermark
itself, but by showing that the legal owner knows a hard to compute
property of the watermark.
Abstract: In this paper, we propose an advanced ILQ control for the buck-converter via two-degrees of freedom servo-system. Our presented strategy is based on Inverse Linear Quadratic (ILQ) servo-system controller without solving Riccati-s equation directly. The optimal controller of the current and voltage control system is designed. The stability and robust control are analyzed. A conscious and persistent effort has been made to improve ILQ control via two-degrees of freedom guarantees the optimal gains on the basis of polynomial pole assignment, which our results of the proposed strategy shows that the advanced ILQ control can be controlled independently the step response and the disturbance response by appending a feed-forward compensator.
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: The exhaustive quality control is becoming more and
more important when commercializing competitive products in the
world's globalized market. Taken this affirmation as an undeniable
truth, it becomes critical in certain sector markets that need to offer
the highest restrictions in quality terms. One of these examples is the
percussion cap mass production, a critical element assembled in
firearm ammunition. These elements, built in great quantities at a
very high speed, must achieve a minimum tolerance deviation in
their fabrication, due to their vital importance in firing the piece of
ammunition where they are built in. This paper outlines a machine
vision development for the 100% inspection of percussion caps
obtaining data from 2D and 3D simultaneous images. The acquisition
speed and precision of these images from a metallic reflective piece
as a percussion cap, the accuracy of the measures taken from these
images and the multiple fabrication errors detected make the main
findings of this work.