Abstract: The paper investigates downtrend algorithm and
trading strategy based on chart pattern recognition and technical
analysis in futures market. The proposed chart formation is a pattern
with the lowest low in the middle and one higher low on each side.
The contribution of this paper lies in the reinforcement of statements
about the profitability of momentum trend trading strategies.
Practical benefit of the research is a trading algorithm in falling
markets and back-test analysis in futures markets. When based on
daily data, the algorithm has generated positive results, especially
when the market had downtrend period. Downtrend algorithm can be
applied as a hedge strategy against possible sudden market crashes.
The proposed strategy can be interesting for futures traders, hedge
funds or scientific researchers performing technical or algorithmic
market analysis based on momentum trend trading.
Abstract: This paper presents a perturbation based search method
to solve the unconstrained binary quadratic programming problem.
The proposed algorithm was tested with some of the standard test
problems and the results are reported for 10 instances of 50, 100, 250,
& 500 variable problems. A comparison of the performance of the
proposed algorithm with other heuristics and optimization software is
made. Based on the results, it was found that the proposed algorithm
is computationally inexpensive and the solutions obtained match the
best known solutions for smaller sized problems. For larger instances,
the algorithm is capable of finding a solution within 0.11% of the
best known solution. Apart from being used as a stand-alone method,
this algorithm could also be incorporated with other heuristics to find
better solutions.
Abstract: The 4G front-end transceiver needs a high
performance which can be obtained mainly with an optimal
architecture and a multi-band Local Oscillator. In this study, we
proposed and presented a new architecture of multi-band frequency
synthesizer based on an Inverse Sine Phase Detector Phase Locked
Loop (ISPD PLL) without any filters and any controlled gain block
and associated with adapted multi band LC tuned VCO using a
several numeric controlled capacitive branches but not binary
weighted. The proposed architecture, based on 0.35μm CMOS
process technology, supporting Multi-band GSM/DCS/DECT/
UMTS/WiMax application and gives a good performances: a phase
noise @1MHz -127dBc and a Factor Of Merit (FOM) @ 1MHz -
186dB and a wide band frequency range (from 0.83GHz to 3.5GHz),
that make the proposed architecture amenable for monolithic
integration and 4G multi-band application.
Abstract: The chatter is one of the major limitations of the productivity in the ball end milling process. It affects the surface roughness, the dimensional accuracy and the tool life. The aim of this research is to propose the new system to detect the chatter during the ball end milling process by using the wavelet transform. The proposed method is implemented on the 5-axis CNC machining center and the new three parameters are introduced from three dynamic cutting forces, which are calculated by taking the ratio of the average variances of dynamic cutting forces to the absolute variances of themselves. It had been proved that the chatter can be easier to detect during the in-process cutting by using the new parameters which are proposed in this research. The experimentally obtained results showed that the wavelet transform can provide the reliable results to detect the chatter under various cutting conditions.
Abstract: In this research, the main aim is to investigate the
antimicrobial effectiveness of ammonyx solutions finishing on
Sweatshirt Sport with immersion method. 60 Male healthy subjects
(football player) participated in this study. They were dressed in a
Sweatshirt for 14 days and some microbes found on them were
investigated. The antimicrobial effect of different ammonyx
solutions(1/100, 1/500, 1/1000, 1/2000 v/v solutions of Ammonyx)
on the identified microbes was studied by the zone inhabitation
method in vitro. In the next step the Sweatshirt Sports were treated
with the same different solutions of ammonyx and the antimicrobial
effectiveness was assessed by colony count method in different times
and the results were compared whit untreated ones. Some mechanical
properties of treated cotton/polyester yarn that used in Sweatshirt
Sport were measured after 30 days and were compared with
untreated one. Finally after finishing, scanning electron microscopy
(SEM) was used to compare the surfaces of the finished and
unfinished specimens. The results showed the presence of five
pathogenic microbes on Sweatshirt Sports such as Escherichia coli,
Staphylococcus aureus, Aspergillus, Mucor and Candida. The
inhalation time for treated on Sweatshirt Sports improved. The
amount of colony growth on treated clothes reduced considerably
and moreover the mechanical tests results showed no significant
deterioration effect of studies properties in comparison to the
untreated yarn. The visual examination of the SEM indicated that the
antimicrobial treatments were applied usefully to fabrics.
Abstract: In this paper, we consider the analysis of the
acquisition process for a hybrid double-dwell system with antenna
diversity for DS-CDMA (direct sequence-code division multiple
access) using an adaptive threshold. Acquisition systems with a fixed
threshold value are unable to adapt to fast varying mobile
communications environments and may result in a high false alarm
rate, and/or low detection probability. Therefore, we propose an
adaptively varying threshold scheme through the use of a cellaveraging
constant false alarm rate (CA-CFAR) algorithm, which is
well known in the field of radar detection. We derive exact
expressions for the probabilities of detection and false alarm in
Rayleigh fading channels. The mean acquisition time of the system
under consideration is also derived. The performance of the system is
analyzed and compared to that of a hybrid single dwell system.
Abstract: In this paper three basic approaches and different
methods under each of them for extracting region of interest (ROI)
from stationary images are explored. The results obtained for each of
the proposed methods are shown, and it is demonstrated where each
method outperforms the other. Two main problems in ROI
extraction: the channel selection problem and the saliency reversal
problem are discussed and how best these two are addressed by
various methods is also seen. The basic approaches are 1) Saliency
based approach 2) Wavelet based approach 3) Clustering based
approach. The saliency approach performs well on images containing
objects of high saturation and brightness. The wavelet based
approach performs well on natural scene images that contain regions
of distinct textures. The mean shift clustering approach partitions the
image into regions according to the density distribution of pixel
intensities. The experimental results of various methodologies show
that each technique performs at different acceptable levels for
various types of images.
Abstract: In this study, noise characteristics of structure were analyzed in an effort to reduce noise passing through an opening of an
enclosure surrounding the structure that generates noise. Enclosures
are essential measure to protect noise propagation from operating machinery. Access openings of the enclosures are important path of noise leakage. First, noise characteristics of structure were analyzed
and feed-forward noise control was performed using simulation in
order to reduce noise passing through the opening of enclosure, which
surrounds a structure generating noise. We then implemented a
feed-forward controller to actively control the acoustic power through
the opening. Finally, we conducted optimization of placement of the
reference sensors for several cases of the number of sensors. Good
control performances were achieved using the minimum number of microphones arranged an optimal placement.
Abstract: In this paper, the application of thermal spray
coatings in high speed shafts by a revolution up to 23000 RPM
has been studied. Gas compressor shafts are worn in contact
zone with journal therefore will be undersized. Wear
mechanisms of compressor shaft were identified. The
predominant wear mechanism is abrasion wear. The worn
surface was coated by hard WC-Co cermets using high
velocity oxy fuel (HVOF) after preparation. The shafts were in
satisfactory service in 8000h period. The metallurgical and
Tribological studies has been made on the worn and coated
shaft using optical microscopy, scanning electron microscopy
(SEM) and X-ray diffraction.
Abstract: In this paper, an automatic determination algorithm for nuclear magnetic resonance (NMR) spectra of the metabolites in the living body by magnetic resonance spectroscopy (MRS) without human intervention or complicated calculations is presented. In such method, the problem of NMR spectrum determination is transformed into the determination of the parameters of a mathematical model of the NMR signal. To calculate these parameters efficiently, a new model called modified Hopfield neural network is designed. The main achievement of this paper over the work in literature [30] is that the speed of the modified Hopfield neural network is accelerated. This is done by applying cross correlation in the frequency domain between the input values and the input weights. The modified Hopfield neural network can accomplish complex dignals perfectly with out any additinal computation steps. This is a valuable advantage as NMR signals are complex-valued. In addition, a technique called “modified sequential extension of section (MSES)" that takes into account the damping rate of the NMR signal is developed to be faster than that presented in [30]. Simulation results show that the calculation precision of the spectrum improves when MSES is used along with the neural network. Furthermore, MSES is found to reduce the local minimum problem in Hopfield neural networks. Moreover, the performance of the proposed method is evaluated and there is no effect on the performance of calculations when using the modified Hopfield neural networks.
Abstract: Stable bacterial polymorphism on a single limiting resource may appear if between the evolved strains metabolic interactions take place that allow the exchange of essential nutrients [8]. Towards an attempt to predict the possible outcome of longrunning evolution experiments, a network based on the metabolic capabilities of homogeneous populations of every single gene knockout strain (nodes) of the bacterium E. coli is reconstructed. Potential metabolic interactions (edges) are allowed only between strains of different metabolic capabilities. Bacterial communities are determined by finding cliques in this network. Growth of the emerged hypothetical bacterial communities is simulated by extending the metabolic flux balance analysis model of Varma et al [2] to embody heterogeneous cell population growth in a mutual environment. Results from aerobic growth on 10 different carbon sources are presented. The upper bounds of the diversity that can emerge from single-cloned populations of E. coli such as the number of strains that appears to metabolically differ from most strains (highly connected nodes), the maximum clique size as well as the number of all the possible communities are determined. Certain single gene deletions are identified to consistently participate in our hypothetical bacterial communities under most environmental conditions implying a pattern of growth-condition- invariant strains with similar metabolic effects. Moreover, evaluation of all the hypothetical bacterial communities under growth on pyruvate reveals heterogeneous populations that can exhibit superior growth performance when compared to the performance of the homogeneous wild-type population.
Abstract: This paper presents an analysis on the capacity and performance of MIMO-OFDM systems. The work is focused on the capacity of MIMO-OFDM systems over rician fading channel, in the case of the channel being known at the receiver only, which is more practical case of the channel. Simple expression for capacity is derived for the case of correlated rician fading. The performance of some MIMO-OFDM implementations with rician fading model is presented using an Alamouti coding scheme and Simulation results are obtained for both capacity and performance analysis.
Abstract: We discuss the signal detection through nonlinear
threshold systems. The detection performance is assessed by the
probability of error Per . We establish that: (1) when the signal is
complete suprathreshold, noise always degrades the signal detection
both in the single threshold system and in the parallel array of
threshold devices. (2) When the signal is a little subthreshold, noise
degrades signal detection in the single threshold system. But in the
parallel array, noise can improve signal detection, i.e., stochastic
resonance (SR) exists in the array. (3) When the signal is predominant
subthreshold, noise always can improve signal detection and SR
always exists not only in the single threshold system but also in the
parallel array. (4) Array can improve signal detection by raising the
number of threshold devices. These results extend further the
applicability of SR in signal detection.
Abstract: this paper presents a novel scheme which is capable of reducing the error rate and improves the transmission performance in the asynchronous cooperative MIMO systems. A case study of image transmission is applied to prove the efficient of scheme. The linear dispersion structure is employed to accommodate the cooperative wireless communication network in the dynamic topology of structure, as well as to achieve higher throughput than conventional space–time codes based on orthogonal designs. The LDPC encoder without girth-4 and the STBC encoder with guard intervals are respectively introduced. The experiment results show that the combined coder of LDPC-STBC with guard intervals can be the good error correcting coders and BER performance in the asynchronous cooperative communication. In the case study of image transmission, the results show that in the transmission process, the image quality which is obtained by applied combined scheme is much better than it which is not applied the scheme in the asynchronous cooperative MIMO systems.
Abstract: The aim of this study is to develop mathematical
relationships for the performance parameter brake thermal efficiency
(BTE) and emission parameter nitrogen oxides (NOx) for the various
esters of vegetable oils used as CI engine fuel. The BTE is an
important performance parameter defining the ability of engine to
utilize the energy supplied and power developed similarly it is
indication of efficiency of fuels used. The esters of cottonseed oil,
soybean oil, jatropha oil and hingan oil are prepared using
transesterification process and characterized for their physical and
main fuel properties including viscosity, density, flash point and
higher heating value using standard test methods. These esters are
tried as CI engine fuel to analyze the performance and emission
parameters in comparison to diesel. The results of the study indicate
that esters as a fuel does not differ greatly with that of diesel in
properties. The CI engine performance with esters as fuel is in line
with the diesel where as the emission parameters are reduced with the
use of esters.
The correlation developed between BTE and brake power(BP),
gross calorific value(CV), air-fuel ratio(A/F), heat carried away by
cooling water(HCW). Another equation is developed between the
NOx emission and CO, HC, smoke density (SD), exhaust gas
temperature (EGT). The equations are verified by comparing the
observed and calculated values which gives the coefficient of
correlation of 0.99 and 0.96 for the BTE and NOx equations
respectively.
Abstract: In this paper a novel, simple and reliable digital firing
scheme has been implemented for speed control of three-phase
induction motor using ac voltage controller. The system consists of
three-phase supply connected to the three-phase induction motor via
three triacs and its control circuit. The ac voltage controller has three
modes of operation depending on the shape of supply current. The
performance of the induction motor differs in each mode where the
speed is directly proportional with firing angle in two modes and
inversely in the third one. So, the control system has to detect the
current mode of operation to choose the correct firing angle of triacs.
Three sensors are used to feed the line currents to control system to
detect the mode of operation. The control strategy is implemented
using a low cost Xilinx Spartan-3E field programmable gate array
(FPGA) device. Three PI-controllers are designed on FPGA to
control the system in the three-modes. Simulation of the system is
carried out using PSIM computer program. The simulation results
show stable operation for different loading conditions especially in
mode 2/3. The simulation results have been compared with the
experimental results from laboratory prototype.
Abstract: Coal tar is a liquid by-product of the process of coal
gasification and carbonation. This liquid oil mixture contains various
kinds of useful compounds such as phenol, o-cresol, and p-cresol.
These compounds are widely used as raw material for insecticides,
dyes, medicines, perfumes, coloring matters, and many others.
This research needed to be done that given the optimum conditions
for the separation of phenol, o-cresol, and p-cresol from the coal tar
by solvent extraction process. The aim of the present work was to
study the effect of two kinds of aqueous were used as solvents:
methanol and acetone solutions, the effect of temperature (298, 306,
and 313K) and mixing (30, 35, and 40rpm) for the separation of
phenol, o-cresol, and p-cresol from coal tar by solvent extraction.
Results indicated that phenol, o-cresol, and p-cresol in coal tar
were selectivity extracted into the solvent phase and these
components could be separated by solvent extraction. The aqueous
solution of methanol, mass ratio of solvent to feed, Eo/Ro=1,
extraction temperature 306K and mixing 35 rpm were the most
efficient for extraction of phenol, o-cresol, and p-cresol from coal tar.
Abstract: How to simulate experimentally the air flow and heat
transfer under microgravity on the ground is important, which has not
been completely solved so far. Influence of gravity on air natural
convection results in convection heat transfer on ground difference
from that on orbit. In order to obtain air temperature and velocity
deviations of manned spacecraft during terrestrial thermal test,
dimensionless number analysis and numerical simulation analysis are
performed. The calculated temperature distribution and velocity
distribution of the horizontal test cases are compared to the vertical
cases. The results show that the influence of gravity is neglected for
facility drawer racks and more obvious for vertical cabins.
Abstract: Natural gas usually includes H2S component which is
very toxic, hazardous and corrosive to environment, human being and
process equipments, respectively. Therefore, sweetening of the gas
(separation of H2S) is inevitable. To achieve this purpose, using
packed-bed columns with liquid absorbents such as MEA or DEA is
very common. Due to some problems of usual packed columns
especially high pressure drop of gas phase, a novel kind of them
called wetted-wire column (WWC) has been invented. The column
decreases the pressure drop significantly and improves the absorption
efficiency. The packings are very thin rods (like wire) and as long as
column. The column has 100 wires with a triangular arrangement and
counter current flows of gas and liquid phases. The observation
showed that at the same conditions, the absorption performance was
quite comparable to conventional packed-bed towers and a very low
pressure drop.
Abstract: This paper details a new concept of using compressed air as a potential zero pollution power source for motorbikes. In place of an internal combustion engine, the motorbike is equipped with an air turbine transforms the energy of the compressed air into shaft work. The mathematical modeling and performance evaluation of a small capacity compressed air driven vaned type novel air turbine is presented in this paper. The effect of isobaric admission and adiabatic expansion of high pressure air for different rotor diameters, casing diameters and ratio of rotor to casing diameters of the turbine have been considered and analyzed. It is concluded that the work output is found optimum for some typical values of rotor / casing diameter ratios. In this study, the maximum power works out to 3.825 kW (5.20 HP) for casing diameter of 200 mm and rotor to casing diameter ratio of 0.65 to 0.60 which is sufficient to run motorbike.