Neuro-Fuzzy Network Based On Extended Kalman Filtering for Financial Time Series

The neural network's performance can be measured by efficiency and accuracy. The major disadvantages of neural network approach are that the generalization capability of neural networks is often significantly low, and it may take a very long time to tune the weights in the net to generate an accurate model for a highly complex and nonlinear systems. This paper presents a novel Neuro-fuzzy architecture based on Extended Kalman filter. To test the performance and applicability of the proposed neuro-fuzzy model, simulation study of nonlinear complex dynamic system is carried out. The proposed method can be applied to an on-line incremental adaptive learning for the prediction of financial time series. A benchmark case studie is used to demonstrate that the proposed model is a superior neuro-fuzzy modeling technique.

Solar Radiation Studies for Dubai and Sharjah, UAE

Global Solar Radiation (H) for Dubai and Sharjah, Latitude 25.25oN, Longitude 55oE and 25.29oN, Longitude 55oE respectively have been studied using sunshine hour data (n) of the areas using various methods. These calculated global solar radiation values are then compared to the measured values presented by NASA. Furthermore, the extraterrestrial (H0), diffuse (Hd) and beam radiation (Hb) are also calculated. The diffuse radiation is calculated using methods proposed by Page and Liu and Jordan (L-J). Diffuse Radiation from the Page method is higher than the L-J method. Moreover, the clearness index (KT) signifies a clear sky almost all year round. Rainy days are hardly a few in a year and limited in the months December to March. The temperature remains between 25oC in winter to 44oC in summer and is desirable for thermal applications of solar energy. From the estimated results, it appears that solar radiation can be utilized very efficiently throughout the year for photovoltaic and thermal applications.

Order Reduction using Modified Pole Clustering and Pade Approximations

The authors present a mixed method for reducing the order of the large-scale dynamic systems. In this method, the denominator polynomial of the reduced order model is obtained by using the modified pole clustering technique while the coefficients of the numerator are obtained by Pade approximations. This method is conceptually simple and always generates stable reduced models if the original high-order system is stable. The proposed method is illustrated with the help of the numerical examples taken from the literature.

Dynamic Analysis of the Dome with Arches and Rings from Romexpo Bucharest

The dome with ribs and rings, which covers the ROMEXPO pavilion from Bucharest, was designed after the collapse of the single layer reticulated dome. In this paper, it was made the checking of the structure, under the dynamic loads with three recorded accelerograms calibrated according to Romanian seismic design code P100-1/2006. Under the action the dynamic loadings, it was made a time-history analysis to determine the zones where the plastic hinges appear, at what accelerations and their position on the structure. The studied dome is formed by 32 spatial semi arches and three rings: one circular ring located at the top of the dome and another two rings, design as trusses, the first near the supports and the second as an intermediate rings above the skylights. Above the skylights up to the top, the dome is tight together with purlins and bracings.

A Multi-layer Artificial Neural Network Architecture Design for Load Forecasting in Power Systems

In this paper, the modelling and design of artificial neural network architecture for load forecasting purposes is investigated. The primary pre-requisite for power system planning is to arrive at realistic estimates of future demand of power, which is known as Load Forecasting. Short Term Load Forecasting (STLF) helps in determining the economic, reliable and secure operating strategies for power system. The dependence of load on several factors makes the load forecasting a very challenging job. An over estimation of the load may cause premature investment and unnecessary blocking of the capital where as under estimation of load may result in shortage of equipment and circuits. It is always better to plan the system for the load slightly higher than expected one so that no exigency may arise. In this paper, a load-forecasting model is proposed using a multilayer neural network with an appropriately modified back propagation learning algorithm. Once the neural network model is designed and trained, it can forecast the load of the power system 24 hours ahead on daily basis and can also forecast the cumulative load on daily basis. The real load data that is used for the Artificial Neural Network training was taken from LDC, Gujarat Electricity Board, Jambuva, Gujarat, India. The results show that the load forecasting of the ANN model follows the actual load pattern more accurately throughout the forecasted period.

Constructing an Attitude Scale: Attitudes toward Violence on Televisions

The process of constructing a scale measuring the attitudes of youth toward violence on televisions is reported. A 30-item draft attitude scale was applied to a working group of 232 students attending the Faculty of Educational Sciences at Ankara University between the years 2005-2006. To introduce the construct validity and dimensionality of the scale, exploratory and confirmatory factor analysis was applied to the data. Results of the exploratory factor analysis showed that the scale had three factors that accounted for 58,44% (22,46% for the first, 22,15% for the second and 13,83% for the third factor) of the common variance. It is determined that the first factor considered issues related individual effects of violence on televisions, the second factor concerned issues related social effects of violence on televisions and the third factor concerned issues related violence on television programs. Results of the confirmatory factor analysis showed that all the items under each factor are fitting the concerning factors structure. An alpha reliability of 0,90 was estimated for the whole scale. It is concluded that the scale is valid and reliable.

The Role of Internal Function of Organization for The Successful Implementation of Good Corporate Governance

The inability to implement the principles of good corporate governance (GCG) as demonstrated in the surveys is due to a number of constraints which can be classified into three; namely internal constraints, external constraints, and constraints coming from the structure of ownership. The issues in the internal constraints mentioned are related to the function of several elements of the company. As a business organization, corporation is unable to achieve its goal to successfully implement GCG principles since it is not support by its internal elements- functions. Two of several numbers of internal elements of a company are ethical work climate and leadership style of the top management. To prove the correlation between internal function of organization (in this case ethical work climate and transformational leadership) and the successful implementation of GCG principles, this study proposes two hypotheses to be empirically tested on thirty surveyed organizations; eleven of which are state-owned companies and nineteen are private companies. These thirty corporations are listed in the Jakarta Stock Exchange. All state-owned companies in the samples are those which have been privatized. The research showed that internal function of organization give support to the successful implementation of GCG principle. In this research we can prove that : (i) ethical work climate has positive significance of correlation with the successful implementation of social awareness principle (one of principles on GCG) and, (ii) only at the state-owned companies, transformational leadership have positive significance effect to forming the ethical work climate.

Free Convection in a MHD Porous Cavity with using Lattice Boltzmann Method

We report the results of an lattice Boltzmann simulation of magnetohydrodynamic damping of sidewall convection in a rectangular enclosure filled with a porous medium. In particular we investigate the suppression of convection when a steady magnetic field is applied in the vertical direction. The left and right vertical walls of the cavity are kept at constant but different temperatures while both the top and bottom horizontal walls are insulated. The effects of the controlling parameters involved in the heat transfer and hydrodynamic characteristics are studied in detail. The heat and mass transfer mechanisms and the flow characteristics inside the enclosure depended strongly on the strength of the magnetic field and Darcy number. The average Nusselt number decreases with rising values of the Hartmann number while this increases with increasing values of the Darcy number.

Proposition for a New Approach of Version Control System Based On ECA Active Rules

We try to give a solution of version control for documents in web service, that-s why we propose a new approach used specially for the XML documents. The new approach is applied in a centralized repository, this repository coexist with other repositories in a decentralized system. To achieve the activities of this approach in a standard model we use the ECA active rules. We also show how the Event-Condition-Action rules (ECA rules) have been incorporated as a mechanism for the version control of documents. The need to integrate ECA rules is that it provides a clear declarative semantics and induces an immediate operational realization in the system without the need for human intervention.

Application the Statistical Conditional Entropy Function for Definition of Cause-and-Effect Relations during Primary Soil Formation

Within the framework of a method of the information theory it is offered statistics and probabilistic model for definition of cause-and-effect relations in the coupled multicomponent subsystems. The quantitative parameter which is defined through conditional and unconditional entropy functions is introduced. The method is applied to the analysis of the experimental data on dynamics of change of the chemical elements composition of plants organs (roots, reproductive organs, leafs and stems). Experiment is directed on studying of temporal processes of primary soil formation and their connection with redistribution dynamics of chemical elements in plant organs. This statistics and probabilistic model allows also quantitatively and unambiguously to specify the directions of the information streams on plant organs.

Stress Ratio and Notch Effect on Fatigue Crack Initiation and Propagation in 2024 Al-alloy

This study reports an empirical investigation of fatigue crack initiation and propagation in 2024 T351 aluminium alloy using constant amplitude loading. In initiation stage, local strain approach at the notch was used and in stable propagation stage NASGRO model was applied. In this investigation, the flat plate of double through crack at hole is used. Based on experimental results (AFGROW Database), effect of stress ratio, R, is highlights on fatigue initiation life (FIL) and fatigue crack growth rate (FCGR). The increasing of dimension of hole characterizing the notch effect decrease the fatigue life.

Splitting Modified Donor-Cell Schemes for Spectral Action Balance Equation

The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.

Modeling the Effect of Spacer Orientation on Heat Transfer in Membrane Distillation

Computational fluid dynamics (CFD) simulations carried out in this paper show that spacer orientation has a major influence on temperature patterns and on the heat transfer rates. The local heat flux values significantly vary from high to very low values at each filament when spacer touches the membrane surface. The heat flux profile is more uniform when spacer filaments are not in contact with the membrane thus making this arrangement more beneficial. The temperature polarization is also found to be less in this case when compared to the empty channel.

Anodic Growth of Highly Ordered Titanium Oxide Nanotube Arrays: Effects of Critical Anodization Factors on their Photocatalytic Activity

Highly ordered arrays of TiO2 nanotubes (TiNTs) were grown vertically on Ti foil by electrochemical anodization. We controlled the lengths of these TiNTs from 2.4 to 26.8 ¶üÇóμm while varying the water contents (1, 3, and 6 wt%) of the electrolyte in ethylene glycol in the presence of 0.5 wt% NH4F with anodization for various applied voltages (20–80 V), periods (10–240 min) and temperatures (10–30 oC). For vertically aligned TiNT arrays, not only the increase in their tube lengths, but also their geometric (wall thickness and surface roughness) and crystalline structure lead to a significant influence on photocatalytic activity. The length optimization for methylene blue (MB) photodegradation was 18 μm. Further extending the TiNT length yielded lower photocatalytic activity presumably related to the limited MB diffusion and light-penetration depth into the TiNT arrays. The results indicated that a maximum MB photodegradation rate was obtained for the discrete anatase TiO2 nanotubes with thick and rough walls.

An Introduction to the Concept of University – Community Business Continuity Management for Disaster Resilient City

The fundamental objective of the university is to genuinely provide a higher education to mankind and society. Higher education institutions earn billions of dollars in research funds, granted by national government or related institutions, which literally came from taxpayers. Everyday universities consume those grants; in return, provide society with a human resource and research developments. However, not all taxpayers have their major concerns on those researches, other than that they are more curiously to see the project being build tangibly and evidently to certify what they pay for. This paper introduces the concept of University – Community Business Continuity Management for Disaster – Resilient City, which modified the concept of Business Continuity Management (BCM) toward university community to create advancing collaboration leading to the disaster – resilient community and city. This paper focuses on describing in details the backgrounds and principles of the concept and discussing the advantages and limitations of the concept.

A Novel Approach for Coin Identification using Eigenvalues of Covariance Matrix, Hough Transform and Raster Scan Algorithms

In this paper we present a new method for coin identification. The proposed method adopts a hybrid scheme using Eigenvalues of covariance matrix, Circular Hough Transform (CHT) and Bresenham-s circle algorithm. The statistical and geometrical properties of the small and large Eigenvalues of the covariance matrix of a set of edge pixels over a connected region of support are explored for the purpose of circular object detection. Sparse matrix technique is used to perform CHT. Since sparse matrices squeeze zero elements and contain only a small number of non-zero elements, they provide an advantage of matrix storage space and computational time. Neighborhood suppression scheme is used to find the valid Hough peaks. The accurate position of the circumference pixels is identified using Raster scan algorithm which uses geometrical symmetry property. After finding circular objects, the proposed method uses the texture on the surface of the coins called texton, which are unique properties of coins, refers to the fundamental micro structure in generic natural images. This method has been tested on several real world images including coin and non-coin images. The performance is also evaluated based on the noise withstanding capability.

Effects of FAU Zeolites on the Crystallization of Chloronitrobenzenes above the Eutectic Composition

Crystallization has been used for the separation of chloronitrobenzene or CNBs, which are isomeric substances (o-, mand p-CNB) and important intermediates in chemical productions. Effects of feed composition on the crystallization of m- and p-CNB was first studied. The results conform to the binary phase diagram of m- and p-CNB. After that, effects of FAU zeolites (NaX, CaX, BaX, NaY and CaY) above the eutectic composition (63.5 and 65.0 wt% m-CNB in the feed) was also investigated. The results showed that the FAU zeolites significantly affected the precipitates, the composition of which was shifted from being rich in m-CNB to rich in p-CNB. Effects of the number of FAU zeolites on the precipitate composition was then studied. The results revealed that the precipitates from the lower number of the zeolites had higher p-CNB purity than those from the higher number of zeolite.

Aquatic Modeling: An Interplay between Scales

This paper presents an integrated knowledge-based approach to multi-scale modeling of aquatic systems, with a view to enhancing predictive power and aiding environmental management and policy-making. The basic phases of this approach have been exemplified in the case of a bay in Saronicos Gulf (Attiki, Greece). The results showed a significant problem with rising phytoplankton blooms linked to excessive microbial growth, arisen mostly due to increased nitrogen inflows; therefore, the nitrification/denitrification processes of the benthic and water column sub-systems have provided the quality variables to be monitored for assessing environmental status. It is thereby demonstrated that the proposed approach facilitates modeling choices and implementation option decisions, while it provides substantial support for knowledge and experience capitalization in long-term water management.

Data Migration between Document-Oriented and Relational Databases

Current tools for data migration between documentoriented and relational databases have several disadvantages. We propose a new approach for data migration between documentoriented and relational databases. During data migration the relational schema of the target (relational database) is automatically created from collection of XML documents. Proposed approach is verified on data migration between document-oriented database IBM Lotus/ Notes Domino and relational database implemented in relational database management system (RDBMS) MySQL.

MIMO System Order Reduction Using Real-Coded Genetic Algorithm

In this paper, real-coded genetic algorithm (RCGA) optimization technique has been applied for large-scale linear dynamic multi-input-multi-output (MIMO) system. The method is based on error minimization technique where the integral square error between the transient responses of original and reduced order models has been minimized by RCGA. The reduction procedure is simple computer oriented and the approach is comparable in quality with the other well-known reduction techniques. Also, the proposed method guarantees stability of the reduced model if the original high-order MIMO system is stable. The proposed approach of MIMO system order reduction is illustrated with the help of an example and the results are compared with the recently published other well-known reduction techniques to show its superiority.