Futures Trading: Design of a Strategy

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Knowledge Based Model for Power Transformer Life Cycle Management Using Knowledge Engineering

Under the limitation of investment budget, a utility company is required to maximize the utilization of their existing assets during their life cycle satisfying both engineering and financial requirements. However, utility does not have knowledge about the status of each asset in the portfolio neither in terms of technical nor financial values. This paper presents a knowledge based model for the utility companies in order to make an optimal decision on power transformer with their utilization. CommonKADS methodology, a structured development for knowledge and expertise representation, is utilized for designing and developing knowledge based model. A case study of One MVA power transformer of Nepal Electricity Authority is presented. The results show that the reusable knowledge can be categorized, modeled and utilized within the utility company using the proposed methodologies. Moreover, the results depict that utility company can achieve both engineering and financial benefits from its utilization.

Influence of Compactive Efforts on Cement- Bagasse Ash Treatment of Expansive Black Cotton Soil

A laboratory study on the influence of compactive effort on expansive black cotton specimens treated with up to 8% ordinary Portland cement (OPC) admixed with up to 8% bagasse ash (BA) by dry weight of soil and compacted using the energies of the standard Proctor (SP), West African Standard (WAS) or “intermediate” and modified Proctor (MP) were undertaken. The expansive black cotton soil was classified as A-7-6 (16) or CL using the American Association of Highway and Transportation Officials (AASHTO) and Unified Soil Classification System (USCS), respectively. The 7day unconfined compressive strength (UCS) values of the natural soil for SP, WAS and MP compactive efforts are 286, 401 and 515kN/m2 respectively, while peak values of 1019, 1328 and 1420kN/m2 recorded at 8% OPC/ 6% BA, 8% OPC/ 2% BA and 6% OPC/ 4% BA treatments, respectively were less than the UCS value of 1710kN/m2 conventionally used as criterion for adequate cement stabilization. The soaked California bearing ratio (CBR) values of the OPC/BA stabilized soil increased with higher energy level from 2, 4 and 10% for the natural soil to Peak values of 55, 18 and 8% were recorded at 8% OPC/4% BA 8% OPC/2% BA and 8% OPC/4% BA, treatments when SP, WAS and MP compactive effort were used, respectively. The durability of specimens was determined by immersion in water. Soils treatment at 8% OPC/ 4% BA blend gave a value of 50% resistance to loss in strength value which is acceptable because of the harsh test condition of 7 days soaking period specimens were subjected instead of the 4 days soaking period that specified a minimum resistance to loss in strength of 80%. Finally An optimal blend of is 8% OPC/ 4% BA is recommended for treatment of expansive black cotton soil for use as a sub-base material.

A Forecast Model for Projecting the Amount of Hazardous Waste

The objective of the paper is to develop the forecast model for the HW flows. The methodology of the research included 6 modules: historical data, assumptions, choose of indicators, data processing, and data analysis with STATGRAPHICS, and forecast models. The proposed methodology was validated for the case study for Latvia. Hypothesis on the changes in HW for time period of 2010-2020 have been developed and mathematically described with confidence level of 95.0% and 50.0%. Sensitivity analysis for the analyzed scenarios was done. The results show that the growth of GDP affects the total amount of HW in the country. The total amount of the HW is projected to be within the corridor of – 27.7% in the optimistic scenario up to +87.8% in the pessimistic scenario with confidence level of 50.0% for period of 2010-2020. The optimistic scenario has shown to be the least flexible to the changes in the GDP growth.

Modeling and Parametric Study for CO2/CH4 Separation Using Membrane Processes

The upgrading of low quality crude natural gas (NG) is attracting interest due to high demand of pipeline-grade gas in recent years. Membrane processes are commercially proven technology for the removal of impurities like carbon dioxide from NG. In this work, cross flow mathematical model has been suggested to be incorporated with ASPEN HYSYS as a user defined unit operation in order to design the membrane system for CO2/CH4 separation. The effect of operating conditions (such as feed composition and pressure) and membrane selectivity on the design parameters (methane recovery and total membrane area required for the separation) has been studied for different design configurations. These configurations include single stage (with and without recycle) and double stage membrane systems (with and without permeate or retentate recycle). It is shown that methane recovery can be improved by recycling permeate or retentate stream as well as by using double stage membrane systems. The ASPEN HYSYS user defined unit operation proposed in the study has potential to be applied for complex membrane system design and optimization.

Public Transport Reform in Indonesia, A Case Study in the City of Yogyakarta

The provision of urban public transport in Indonesia is not free of problems. Some of the problems include: an overall lack of capacity, lack of quality and choice, severe traffic congestions and insufficient fund to renew and repair vehicles. Generally, the comfort and quality of the city bus is poor, and many of the vehicles are dilapidated and dirty. Surveys were carried out in the city of Yogyakarta, by counting city bus vehicles and occupancies, interviewing the bus passengers, drivers and institutional staffs, who involve in public transport management. This paper will then analyze the possible plan to develop the public transport system to become more attractive and to improve the public transport management. The short, medium and long term plans are analyzed, to find the best solutions. Some constraints such as social impacts and financial impact are also taken into accounts.

Multi-Criteria Spatial Analysis for the Localization of Production Structures. Analytic Hierarchy Process and Geographical Information Systems in the Case of Expanding an Industrial Area

Among the numerous economic evaluation techniques currently available, Multi-criteria Spatial Analysis lends itself to solving localization problems of property complexes and, in particular, production plants. The methodology involves the use of Geographical Information Systems (GIS) and the mapping overlay technique, which overlaps the different information layers of a territory in order to obtain an overview of the parameters that characterize it. This first phase is used to detect possible settlement surfaces of a new agglomeration, subsequently selected through Analytic Hierarchy Process (AHP), so as to choose the best alternative. The result ensures the synthesis of a multidimensional profile that expresses both the quantitative and qualitative effects. Each criterion can be given a different weight.

Mixture Design Experiment on Flow Behaviour of O/W Emulsions as Affected by Polysaccharide Interactions

Interaction effects of xanthan gum (XG), carboxymethyl cellulose (CMC), and locust bean gum (LBG) on the flow properties of oil-in-water emulsions were investigated by a mixture design experiment. Blends of XG, CMC and LBG were prepared according to an augmented simplex-centroid mixture design (10 points) and used at 0.5% (wt/wt) in the emulsion formulations. An appropriate mathematical model was fitted to express each response as a function of the proportions of the blend components that are able to empirically predict the response to any blend of combination of the components. The synergistic interaction effect of the ternary XG:CMC:LBG blends at approximately 33-67% XG levels was shown to be much stronger than that of the binary XG:LBG blend at 50% XG level (p < 0.05). Nevertheless, an antagonistic interaction effect became significant as CMC level in blends was more than 33% (p < 0.05). Yield stress and apparent viscosity (at 10 s-1) responses were successfully fitted with a special quartic model while flow behaviour index and consistency coefficient were fitted with a full quartic model (R2 adjusted ≥ 0.90). This study found that a mixture design approach could serve as a valuable tool in better elucidating and predicting the interaction effects beyond the conventional twocomponent blends.

An Immersive Motion Capture Environment

Motion capturing technology has been used for quite a while and several research has been done within this area. Nevertheless, we discovered open issues within current motion capturing environments. In this paper we provide a state-of-the-art overview of the addressed research areas and show issues with current motion capturing environments. Observations, interviews and questionnaires have been used to reveal the challenges actors are currently facing in a motion capturing environment. Furthermore, the idea to create a more immersive motion capturing environment to improve the acting performances and motion capturing outcomes as a potential solution is introduced. It is hereby the goal to explain the found open issues and the developed ideas which shall serve for further research as a basis. Moreover, a methodology to address the interaction and systems design issues is proposed. A future outcome could be that motion capture actors are able to perform more naturally, especially if using a non-body-worn solution.

Modified Vector Quantization Method for Image Compression

A low bit rate still image compression scheme by compressing the indices of Vector Quantization (VQ) and generating residual codebook is proposed. The indices of VQ are compressed by exploiting correlation among image blocks, which reduces the bit per index. A residual codebook similar to VQ codebook is generated that represents the distortion produced in VQ. Using this residual codebook the distortion in the reconstructed image is removed, thereby increasing the image quality. Our scheme combines these two methods. Experimental results on standard image Lena show that our scheme can give a reconstructed image with a PSNR value of 31.6 db at 0.396 bits per pixel. Our scheme is also faster than the existing VQ variants.

Release of Elements in Bottom Ash and Fly Ash from Incineration of Peat- and Wood-Residues using a Sequential Extraction Procedure

When the results of the total element concentrations using USEPA method 3051A are compared to the sequential extraction analyses (i.e. the sum of fractions BCR1, BCR2 and BRC3), it can be calculated that the recovery values of elements varied between 56.8-% and 69.4-% in the bottom ash, and between 11.3-% and 70.9-% in the fly ash. This indicates that most of the elements in the ashes do not occur as readily soluble forms.

An Adaptive Virtual Desktop Service in Cloud Computing Platform

Cloud computing is becoming more and more matured over the last few years and consequently the demands for better cloud services is increasing rapidly. One of the research topics to improve cloud services is the desktop computing in virtualized environment. This paper aims at the development of an adaptive virtual desktop service in cloud computing platform based on our previous research on the virtualization technology. We implement cloud virtual desktop and application software streaming technology that make it possible for providing Virtual Desktop as a Service (VDaaS). Given the development of remote desktop virtualization, it allows shifting the user’s desktop from the traditional PC environment to the cloud-enabled environment, which is stored on a remote virtual machine rather than locally. This proposed effort has the potential to positively provide an efficient, resilience and elastic environment for online cloud service. Users no longer need to burden the platform maintenances and drastically reduces the overall cost of hardware and software licenses. Moreover, this flexible remote desktop service represents the next significant step to the mobile workplace, and it lets users access their desktop environments from virtually anywhere.

Robustness of Hybrid Learning Acceleration Feedback Control Scheme in Flexible Manipulators

This paper describes a practical approach to design and develop a hybrid learning with acceleration feedback control (HLC) scheme for input tracking and end-point vibration suppression of flexible manipulator systems. Initially, a collocated proportionalderivative (PD) control scheme using hub-angle and hub-velocity feedback is developed for control of rigid-body motion of the system. This is then extended to incorporate a further hybrid control scheme of the collocated PD control and iterative learning control with acceleration feedback using genetic algorithms (GAs) to optimize the learning parameters. Experimental results of the response of the manipulator with the control schemes are presented in the time and frequency domains. The performance of the HLC is assessed in terms of input tracking, level of vibration reduction at resonance modes and robustness with various payloads.

Analysis and Performance Evaluation of Noise-Reduction Transformer

The present paper deals with the analysis and development of noise-reduction transformer that has a filter function for conductive noise transmission. Two types of prototype noise-reduction transformers with two different output voltages are proposed. To determine an optimum design for the noise-reduction transformer, noise attenuation characteristics are discussed based on the experiments and the equivalent circuit analysis. The analysis gives a relation between the circuit parameters and the noise attenuation. High performance step-down noise-reduction transformer for direct power supply to electronics equipment is developed. The input voltage of the transformer is 100 V and the output voltage is 5 V. Frequency characteristics of noise attenuation are discussed, and prevention of pulse noise transmission is demonstrated. Normal mode noise attenuation of this transformer is –80 dB, and common mode exceeds –90 dB. The step-down noise-reduction transformer eliminates pulse noise efficiently.

The Impact of Post-Disaster Relocation on Community Solidarity: The Case of Post-Disaster Reconstruction after Typhoon Morakot in Taiwan

Typhoon Morakot hit Taiwan in 2009 and caused severe damages. The government employs a compulsory relocation strategy for post-disaster reconstruction. This study analyzes the impact of this strategy on community solidarity. It employs a multiple approach for data collection, including semi-structural interview, secondary data, and documentation. The results indicate that the government-s strategy for distributing housing has led to conflicts within the communities. In addition, the relocating process has stimulated tensions between victims of the disaster and those residents whose lands were chosen to be new sites for relocation. The government-s strategy of “collective relocation" also worsened community integration. In addition, the fact that a permanent housing community may accommodate people from different places also posts challenge for the development of new inter-personal relations in the communities. This study concludes by emphasizing the importance of bringing social, economic and cultural aspects into consideration for post-disaster relocation..

Highly-Efficient Photoreaction Using Microfluidic Device

We developed an effective microfluidic device for photoreactions with low reflectance and good heat conductance. The performance of this microfluidic device was tested by carrying out a photoreactive synthesis of benzopinacol and acetone from benzophenone and 2-propanol. The yield reached 36% with an irradiation time of 469.2 s and was improved by more than 30% when compared to the values obtained by the batch method. Therefore, the microfluidic device was found to be effective for improving the yields of photoreactions.

RBF Based Face Recognition and Expression Analysis

Facial recognition and expression analysis is rapidly becoming an area of intense interest in computer science and humancomputer interaction design communities. The most expressive way humans display emotions is through facial expressions. In this paper skin and non-skin pixels were separated. Face regions were extracted from the detected skin regions. Facial expressions are analyzed from facial images by applying Gabor wavelet transform (GWT) and Discrete Cosine Transform (DCT) on face images. Radial Basis Function (RBF) Network is used to identify the person and to classify the facial expressions. Our method reliably works even with faces, which carry heavy expressions.

Segmentation of Cardiac Images by the Force Field Driven Speed Term

The class of geometric deformable models, so-called level sets, has brought tremendous impact to medical imagery. In this paper we present yet another application of level sets to medical imaging. The method we give here will in a way modify the speed term in the standard level sets equation of motion. To do so we build a potential based on the distance and the gradient of the image we study. In turn the potential gives rise to the force field: F~F(x, y) = P ∀(p,q)∈I ((x, y) - (p, q)) |ÔêçI(p,q)| |(x,y)-(p,q)| 2 . The direction and intensity of the force field at each point will determine the direction of the contour-s evolution. The images we used to test our method were produced by the Univesit'e de Sherbrooke-s PET scanners.

Design for Reliability and Manufacturing Yield (Study and Modeling of Defects in Integrated Circuits for their Reliability Analysis)

In this document, we have proposed a robust conceptual strategy, in order to improve the robustness against the manufacturing defects and thus the reliability of logic CMOS circuits. However, in order to enable the use of future CMOS technology nodes this strategy combines various types of design: DFR (Design for Reliability), techniques of tolerance: hardware redundancy TMR (Triple Modular Redundancy) for hard error tolerance, the DFT (Design for Testability. The Results on largest ISCAS and ITC benchmark circuits show that our approach improves considerably the reliability, by reducing the key factors, the area costs and fault tolerance probability.

A Metric Framework for Analysis of Quality of Object Oriented Design

The impact of OO design on software quality characteristics such as defect density and rework by mean of experimental validation. Encapsulation, inheritance, polymorphism, reusability, Data hiding and message-passing are the major attribute of an Object Oriented system. In order to evaluate the quality of an Object oriented system the above said attributes can act as indicators. The metrics are the well known quantifiable approach to express any attribute. Hence, in this paper we tried to formulate a framework of metrics representing the attributes of object oriented system. Empirical Data is collected from three different projects based on object oriented paradigms to calculate the metrics.