Abstract: This paper deals with heterogeneous autoregressive
models of realized volatility (HAR-RV models) on high-frequency
data of stock indices in the USA. Its aim is to capture the behavior of
three groups of market participants trading on a daily, weekly and
monthly basis and assess their role in predicting the daily realized
volatility. The benefits of this work lies mainly in the application of
heterogeneous autoregressive models of realized volatility on stock
indices in the USA with a special aim to analyze an impact of the
global financial crisis on applied models forecasting performance.
We use three data sets, the first one from the period before the global
financial crisis occurred in the years 2006-2007, the second one from
the period when the global financial crisis fully hit the U.S. financial
market in 2008-2009 years, and the last period was defined over
2010-2011 years. The model output indicates that estimated realized
volatility in the market is very much determined by daily traders and
in some cases excludes the impact of those market participants who
trade on monthly basis.
Abstract: Rolling element bearings are widely used in industry,
especially where high load capacity is required. The diagnosis of
their conditions is essential matter for downtime reduction and saving
cost of maintenance. Therefore, an intensive analysis of frequency
spectrum of their faults must be carried out in order to determine the
main reason of the fault. This paper focus on a beating phenomena
observed in the waveform (time domain) of a cylindrical rolling
element bearing. The beating frequencies were not related to any
sources nearby the machine nor any other malfunctions (unbalance,
misalignment ...etc). More investigation on the spike energy and the
frequency spectrum indicated a problem with races of the bearing.
Multi-harmonics of the fundamental defects frequencies were
observed. Two of them were close to each other in magnitude those
were the source of the beating phenomena.
Abstract: As a part of evaluation system for R&D program, the
Korean government has applied feasibility analysis since 2008.
Various professionals put forth a great effort in order to catch up the
high degree of freedom of R&D programs, and make contributions to
evolving the feasibility analysis. We analyze diverse R&D programs
from various viewpoints, such as technology, policy, and Economics,
integrate the separate analysis, and finally arrive at a definite result;
whether a program is feasible or unfeasible. This paper describes the
concept and method of the feasibility analysis as a decision making
tool. The analysis unit and content of each criterion, which are key
elements in a comprehensive decision making structure, are examined
Abstract: A simple approach is demonstrated for growing large
scale, nearly vertically aligned ZnO nanowire arrays by thermal
oxidation method. To reveal effect of temperature on growth and
physical properties of the ZnO nanowires, gold coated zinc substrates
were annealed at 300 °C and 400 °C for 4 hours duration in air. Xray
diffraction patterns of annealed samples indicated a set of well
defined diffraction peaks, indexed to the wurtzite hexagonal phase of
ZnO. The scanning electron microscopy studies show formation of
ZnO nanowires having length of several microns and average of
diameter less than 500 nm. It is found that the areal density of wires
is relatively higher, when the annealing is carried out at higher
temperature i.e. at 400°C. From the field emission studies, the values
of the turn-on and threshold field, required to draw emission current
density of 10 μA/cm2 and 100 μA/cm2 are observed to be 1.2 V/μm
and 1.7 V/μm for the samples annealed at 300 °C and 2.9 V/μm and
3.7 V/μm for that annealed at 400 °C, respectively. The field
emission current stability, investigated over duration of more than 2
hours at the preset value of 1 μA, is found to be fairly good in both
cases. The simplicity of the synthesis route coupled with the
promising field emission properties offer unprecedented advantage
for the use of ZnO field emitters for high current density
applications.
Abstract: In this paper, we define permutable and mutually permutable fuzzy subgroups of a group. Then we study their relation with permutable and mutually permutable subgroups of a group. Also we study some properties of fuzzy quasinormal subgroup. We define superfuzzy subset of a fuzzy subset and we study some properties of superfuzzy subset of a fuzzy subset.
Abstract: This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.
Abstract: Medical applications are among the most impactful
areas of microrobotics. The ultimate goal of medical microrobots is
to reach currently inaccessible areas of the human body and carry out
a host of complex operations such as minimally invasive surgery
(MIS), highly localized drug delivery, and screening for diseases at
their very early stages. Miniature, safe and efficient propulsion
systems hold the key to maturing this technology but they pose
significant challenges. A new type of propulsion developed recently,
uses multi-flagella architecture inspired by the motility mechanism of
prokaryotic microorganisms. There is a lack of efficient methods for
designing this type of propulsion system. The goal of this paper is to
overcome the lack and this way, a numerical strategy is proposed to
design multi-flagella propulsion systems. The strategy is based on the
implementation of the regularized stokeslet and rotlet theory, RFT
theory and new approach of “local corrected velocity". The effects of
shape parameters and angular velocities of each flagellum on overall
flow field and on the robot net forces and moments are considered.
Then a multi-layer perceptron artificial neural network is designed
and employed to adjust the angular velocities of the motors for
propulsion control. The proposed method applied successfully on a
sample configuration and useful demonstrative results is obtained.
Abstract: Cylindrical concrete reservoirs are appropriate choice
for storing liquids as water, oil and etc. By using of the pre-cast
concrete reservoirs instead of the in-situ constructed reservoirs, the
speed and precision of the construction would considerably increase.
In this construction method, wall and roof panels would make in
factory with high quality materials and precise controlling. Then,
pre-cast wall and roof panels would carry out to the construction site
for assembling. This method has a few faults such as: the existing
weeks in connection of wall panels together and wall panels to
foundation. Therefore, these have to be resisted under applied loads
such as seismic load. One of the innovative methods which was
successfully applied for seismic retrofitting of numerous pre-cast
cylindrical water reservoirs in New Zealand, using of the high tensile
cables around the reservoirs and post-tensioning them. In this paper,
analytical modeling of wall and roof panels and post-tensioned
cables are carried out with finite element method and the effect of
height to diameter ratio, post-tensioning force value, liquid level in
reservoir, installing position of tendons on seismic response of
reservoirs are investigated.
Abstract: In this research, the flow pattern influence on
performance of a micro PEMFC was investigated
experimentally. The investigation focused on the impacts of
bend angels and rib/channel dimensions of serpentine flow
channel pattern on the performance and investigated how they
improve the performance. The fuel cell employed for these
experiments was a micro single PEMFC with a membrane of
1.44 cm2 Nafion NRE-212. The results show that 60° and 120°
bend angles can provide the better performances at 20 and 40
sccm inlet flow rates comparing to that the conventional design.
Additionally, wider channel with narrower rib spacing gives
better performance. These results may be applied to develop
universal heuristics for the design of flow pattern of micro
PEMFC.
Abstract: In this research, we have developed a new efficient
heuristic algorithm for the dynamic facility layout problem with
budget constraint (DFLPB). This heuristic algorithm combines two
mathematical programming methods such as discrete event
simulation and linear integer programming (IP) to obtain a near
optimum solution. In the proposed algorithm, the non-linear model
of the DFLP has been changed to a pure integer programming (PIP)
model. Then, the optimal solution of the PIP model has been used in
a simulation model that has been designed in a similar manner as the
DFLP for determining the probability of assigning a facility to a
location. After a sufficient number of runs, the simulation model
obtains near optimum solutions. Finally, to verify the performance of
the algorithm, several test problems have been solved. The results
show that the proposed algorithm is more efficient in terms of speed
and accuracy than other heuristic algorithms presented in previous
works found in the literature.
Abstract: In this paper, a two-channel secure communication
using fractional chaotic systems is presented. Conditions for chaos
synchronization have been investigated theoretically by using Laplace
transform. To illustrate the effectiveness of the proposed scheme, a
numerical example is presented. The keys, key space, key selection
rules and sensitivity to keys are discussed in detail. Results show that
the original plaintexts have been well masked in the ciphertexts yet
recovered faithfully and efficiently by the present schemes.
Abstract: XML is an important standard of data exchange and
representation. As a mature database system, using relational database
to support XML data may bring some advantages. But storing XML in
relational database has obvious redundancy that wastes disk space,
bandwidth and disk I/O when querying XML data. For the efficiency
of storage and query XML, it is necessary to use compressed XML
data in relational database. In this paper, a compressed relational
database technology supporting XML data is presented. Original
relational storage structure is adaptive to XPath query process. The
compression method keeps this feature. Besides traditional relational
database techniques, additional query process technologies on
compressed relations and for special structure for XML are presented.
In this paper, technologies for XQuery process in compressed
relational database are presented..
Abstract: Ambiguities in effects of earthquake on various
structures in all earthquake codes would necessitate more study and
research concerning influential factors on dynamic behavior.
Previous studies which were done on different features in different
buildings play a major role in the type of response a structure makes
to lateral vibrations. Diagnosing each of these irregularities can help
structure designers in choosing appropriate setbacks for decreasing
possible damages. Therefore vertical setback is one of the irregularity
factors in the height of the building where can be seen in skyscrapers
and hotels. Previous researches reveal notable changes in the place of
these setbacks showing dynamic response of the structure.
Consequently analyzing 48 models of concrete frames for 3, 6 and 9
stories heights with three different bays in general shape of a surface
decline by height have been constructed in ETABS2000 software,
and then the shape effect of each and every one of these frames in
period scale has been discussed. The result of this study reveals that
not only mass, stiffness and height but also shape of the frame is
influential.
Abstract: This paper presents a novel method that allows an
agent host to delegate its signing power to an anonymous mobile
agent in such away that the mobile agent does not reveal any information about its host-s identity and, at the same time, can be authenticated by the service host, hence, ensuring fairness of service
provision. The solution introduces a verification server to verify the
signature generated by the mobile agent in such a way that even if colluding with the service host, both parties will not get more information than what they already have. The solution incorporates
three methods: Agent Signature Key Generation method, Agent
Signature Generation method, Agent Signature Verification method.
The most notable feature of the solution is that, in addition to allowing secure and anonymous signature delegation, it enables
tracking of malicious mobile agents when a service host is attacked. The security properties of the proposed solution are analyzed, and the solution is compared with the most related work.
Abstract: The role of corporate governance is to reduce the
divergence of interests between shareholders and managers. The role
of corporate governance is more useful when managers have an
incentive to deviate from shareholders- interests. One example of
management-s deviation from shareholders- interests is the
management of earnings through the use of accounting accruals. This
paper examines the association between corporate governance
internal mechanisms ownership concentration, board independence,
the existence of CEO-Chairman duality and earnings management.
Firm size and leverage are control variables. The population used in
this study comprises firms listed on the Tehran Stock Exchange
(TSE) between 2004 and 2008, the sample comprises 196 firms.
Panel Data method is employed as technique to estimate the model.
We find that there is negative significant association between
ownership concentration and board independence manage earnings
with earnings management, there is negative significant association
between the existence of CEO-Chairman duality and earnings
management. This study also found a positive significant association
between control variable (firm size and leverage) and earnings
management.
Abstract: The rate of nitrate adsorption by a nitrate selective ion
exchange resin was investigated in a well-stirred batch experiments.
The kinetic experimental data were simulated with diffusion models including external mass transfer, particle diffusion and chemical
adsorption. Particle pore volume diffusion and particle surface diffusion were taken into consideration separately and simultaneously
in the modeling. The model equations were solved numerically using the Crank-Nicholson scheme. An optimization technique was
employed to optimize the model parameters. All nitrate concentration
decay data were well described with the all diffusion models. The
results indicated that the kinetic process is initially controlled by external mass transfer and then by particle diffusion. The external
mass transfer coefficient and the coefficients of pore volume diffusion and surface diffusion in all experiments were close to each
other with the average value of 8.3×10-3 cm/S for external mass
transfer coefficient. In addition, the models are more sensitive to the
mass transfer coefficient in comparison with particle diffusion. Moreover, it seems that surface diffusion is the dominant particle
diffusion in comparison with pore volume diffusion.
Abstract: Wireless sensor networks is an emerging technology
that serves as environment monitors in many applications. Yet
these miniatures suffer from constrained resources in terms of
computation capabilities and energy resources. Limited energy
resource in these nodes demands an efficient consumption of that
resource either by developing the modules itself or by providing
an efficient communication protocols. This paper presents a
comprehensive summarization and a comparative study of the
available MAC protocols proposed for Wireless Sensor Networks
showing their capabilities and efficiency in terms of energy
consumption and delay guarantee.
Abstract: The value of emission factor was calculated in the
older type of Diesel engine operating on an engine testing bench and
then compared with the parameters monitored under similar
conditions when the EnviroxTM additive was applied. It has been
found out that the additive based on CeO2 nanoparticles reduces
emission of NOx. The dependencies of NOx emissions on reduced
torque, engine power and revolutions have been observed as well.
Abstract: This paper aims to improve a fine lapping process of
hard disk drive (HDD) lapping machines by removing materials from
each slider together with controlling the strip height (SH) variation to
minimum value. The standard deviation is the key parameter to
evaluate the strip height variation, hence it is minimized. In this
paper, a design of experiment (DOE) with factorial analysis by twoway
analysis of variance (ANOVA) is adopted to obtain a
statistically information. The statistics results reveal that initial stripe
height patterns affect the final SH variation. Therefore, initial SH
classification using a radial basis function neural network is
implemented to achieve the proportional gain prediction.
Abstract: This paper presents an overview of the multiobjective shortest path problem (MSPP) and a review of essential and recent issues regarding the methods to its solution. The paper further explores a multiobjective evolutionary algorithm as applied to the MSPP and describes its behavior in terms of diversity of solutions, computational complexity, and optimality of solutions. Results show that the evolutionary algorithm can find diverse solutions to the MSPP in polynomial time (based on several network instances) and can be an alternative when other methods are trapped by the tractability problem.