Abstract: This paper develops an unscented grid-based filter
and a smoother for accurate nonlinear modeling and analysis
of time series. The filter uses unscented deterministic sampling
during both the time and measurement updating phases, to approximate
directly the distributions of the latent state variable. A
complementary grid smoother is also made to enable computing
of the likelihood. This helps us to formulate an expectation
maximisation algorithm for maximum likelihood estimation of
the state noise and the observation noise. Empirical investigations
show that the proposed unscented grid filter/smoother compares
favourably to other similar filters on nonlinear estimation tasks.
Abstract: Throughout this paper, a relatively new technique, the Tabu search variable selection model, is elaborated showing how it can be efficiently applied within the financial world whenever researchers come across the selection of a subset of variables from a whole set of descriptive variables under analysis. In the field of financial prediction, researchers often have to select a subset of variables from a larger set to solve different type of problems such as corporate bankruptcy prediction, personal bankruptcy prediction, mortgage, credit scoring and the Arbitrage Pricing Model (APM). Consequently, to demonstrate how the method operates and to illustrate its usefulness as well as its superiority compared to other commonly used methods, the Tabu search algorithm for variable selection is compared to two main alternative search procedures namely, the stepwise regression and the maximum R 2 improvement method. The Tabu search is then implemented in finance; where it attempts to predict corporate bankruptcy by selecting the most appropriate financial ratios and thus creating its own prediction score equation. In comparison to other methods, mostly the Altman Z-Score model, the Tabu search model produces a higher success rate in predicting correctly the failure of firms or the continuous running of existing entities.
Abstract: In recent years, most of the regions in the world are
exposed to degradation and erosion caused by increasing
population and over use of land resources. The understanding of
the most important factors on soil erosion and sediment yield are
the main keys for decision making and planning. In this study, the
sediment yield and soil erosion were estimated and the priority of
different soil erosion factors used in the MPSIAC method of soil
erosion estimation is evaluated in AliAbad watershed in southwest
of Isfahan Province, Iran. Different information layers of the
parameters were created using a GIS technique. Then, a
multivariate procedure was applied to estimate sediment yield and
to find the most important factors of soil erosion in the model. The
results showed that land use, geology, land and soil cover are the
most important factors describing the soil erosion estimated by
MPSIAC model.
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: The Goursat partial differential equation arises in
linear and non linear partial differential equations with mixed
derivatives. This equation is a second order hyperbolic partial
differential equation which occurs in various fields of study such as
in engineering, physics, and applied mathematics. There are many
approaches that have been suggested to approximate the solution of
the Goursat partial differential equation. However, all of the
suggested methods traditionally focused on numerical differentiation
approaches including forward and central differences in deriving the
scheme. An innovation has been done in deriving the Goursat partial
differential equation scheme which involves numerical integration
techniques. In this paper we have developed a new scheme to solve
the Goursat partial differential equation based on the Adomian
decomposition (ADM) and associated with Boole-s integration rule to
approximate the integration terms. The new scheme can easily be
applied to many linear and non linear Goursat partial differential
equations and is capable to reduce the size of computational work.
The accuracy of the results reveals the advantage of this new scheme
over existing numerical method.
Abstract: This paper proposes new hybrid approaches for face
recognition. Gabor wavelets representation of face images is an
effective approach for both facial action recognition and face
identification. Perform dimensionality reduction and linear
discriminate analysis on the down sampled Gabor wavelet faces can
increase the discriminate ability. Nearest feature space is extended to
various similarity measures. In our experiments, proposed Gabor
wavelet faces combined with extended neural net feature space
classifier shows very good performance, which can achieve 93 %
maximum correct recognition rate on ORL data set without any preprocessing
step.
Abstract: The characterization of κ-carrageenan could provide a
better understanding of its functions in biological, medical and
industrial applications. Chemical and physical analyses of
carrageenan from seaweeds, Euchema cottonii L., were done to offer
information on its properties and the effects of Co-60 γ-irradiation on
its thermochemical characteristics. The structural and morphological
characteristics of κ-carrageenan were determined using scanning
electron microscopy (SEM) while the composition, molecular weight
and thermal properties were determined using attenuated total
reflectance Fourier transform infrared spectroscopy (ATR-FTIR), gel
permeation chromatography (GPC), thermal gravimetric analysis
(TGA) and differential scanning calorimetry (DSC). Further chemical
analysis was done using hydrogen-1 nuclear magnetic resonance (1H
NMR) and functional characteristics in terms of biocompatibility
were evaluated using cytotoxicity test.
Abstract: The main purpose of this paper is to research on the
methodologies of BYD to implement the opportune innovation. BYD
is a Chinese company which has the IT component manufacture, the
rechargeable battery and the automobile businesses. The paper deals
with the innovation methodology as the same as the IPR management
BYD implements in order to obtain the rapid growth of technology
development with the reasonable cost of money and time.
Abstract: In this paper the neural network-based controller is
designed for motion control of a mobile robot. This paper treats the
problems of trajectory following and posture stabilization of the
mobile robot with nonholonomic constraints. For this purpose the
recurrent neural network with one hidden layer is used. It learns
relationship between linear velocities and error positions of the
mobile robot. This neural network is trained on-line using the
backpropagation optimization algorithm with an adaptive learning
rate. The optimization algorithm is performed at each sample time to
compute the optimal control inputs. The performance of the proposed
system is investigated using a kinematic model of the mobile robot.
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: Wireless Mesh Networking is a promising proposal
for broadband data transmission in a large area with low cost and
acceptable QoS. These features- trade offs in WMNs is a hot research
field nowadays. In this paper a mathematical optimization framework
has been developed to maximize throughput according to upper
bound delay constraints. IEEE 802.11 based infrastructure
backhauling mode of WMNs has been considered to formulate the
MINLP optimization problem. Proposed method gives the full
routing and scheduling procedure in WMN in order to obtain
mentioned goals.
Abstract: Discrete particle swarm optimization (DPSO) is a
powerful stochastic evolutionary algorithm that is used to solve the
large-scale, discrete and nonlinear optimization problems. However,
it has been observed that standard DPSO algorithm has premature
convergence when solving a complex optimization problem like
transmission expansion planning (TEP). To resolve this problem an
advanced discrete particle swarm optimization (ADPSO) is proposed
in this paper. The simulation result shows that optimization of lines
loading in transmission expansion planning with ADPSO is better
than DPSO from precision view point.
Abstract: This paper is concerned with the application of the vision control algorithm for robot's point placement task in discontinuous trajectory caused by obstacle. The presented vision control algorithm consists of four models, which are the robot kinematic model, vision system model, parameters estimation model, and robot joint angle estimation model.When the robot moves toward a target along discontinuous trajectory, several types of obstacles appear in two obstacle regions. Then, this study is to investigate how these changes will affect the presented vision control algorithm.Thus, the practicality of the vision control algorithm is demonstrated experimentally by performing the robot's point placement task in discontinuous trajectory by obstacle.
Abstract: This is a study on numerical simulation of the convection-diffusion transport of a chemical species in steady flow through a small-diameter tube, which is lined with a very thin layer made up of retentive and absorptive materials. The species may be subject to a first-order kinetic reversible phase exchange with the wall material and irreversible absorption into the tube wall. Owing to the velocity shear across the tube section, the chemical species may spread out axially along the tube at a rate much larger than that given by the molecular diffusion; this process is known as dispersion. While the long-time dispersion behavior, well described by the Taylor model, has been extensively studied in the literature, the early development of the dispersion process is by contrast much less investigated. By early development, that means a span of time, after the release of the chemical into the flow, that is shorter than or comparable to the diffusion time scale across the tube section. To understand the early development of the dispersion, the governing equations along with the reactive boundary conditions are solved numerically using the Flux Corrected Transport Algorithm (FCTA). The computation has enabled us to investigate the combined effects on the early development of the dispersion coefficient due to the reversible and irreversible wall reactions. One of the results is shown that the dispersion coefficient may approach its steady-state limit in a short time under the following conditions: (i) a high value of Damkohler number (say Da ≥ 10); (ii) a small but non-zero value of absorption rate (say Γ* ≤ 0.5).
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: Liver segmentation is the first significant process for
liver diagnosis of the Computed Tomography. It segments the liver
structure from other abdominal organs. Sophisticated filtering techniques
are indispensable for a proper segmentation. In this paper, we
employ a 3D anisotropic diffusion as a preprocessing step. While
removing image noise, this technique preserve the significant parts
of the image, typically edges, lines or other details that are important
for the interpretation of the image. The segmentation task is done
by using thresholding with automatic threshold values selection and
finally the false liver region is eliminated using 3D connected component.
The result shows that by employing the 3D anisotropic filtering,
better liver segmentation results could be achieved eventhough simple
segmentation technique is used.
Abstract: A great deal of research works in the field information
systems security has been based on a positivist paradigm. Applying
the reductionism concept of the positivist paradigm for information
security means missing the bigger picture and thus, the lack of holism
which could be one of the reasons why security is still overlooked,
comes as an afterthought or perceived from a purely technical
dimension. We need to reshape our thinking and attitudes towards
security especially in a complex and dynamic environment such as e-
Business to develop a holistic understanding of e-Business security in
relation to its context as well as considering all the stakeholders in
the problem area. In this paper we argue the suitability and need for
more inductive interpretive approach and qualitative research method
to investigate e-Business security. Our discussion is based on a
holistic framework of enquiry, nature of the research problem, the
underling theoretical lens and the complexity of e-Business
environment. At the end we present a research strategy for
developing a holistic framework for understanding of e-Business
security problems in the context of developing countries based on an
interdisciplinary inquiry which considers their needs and
requirements.
Abstract: The objective of this research is parameters optimized
of the stair shape workpiece which is cut by CNC Wire-Cut EDM
(WEDW). The experiment material is SKD-11 steel of stair-shaped
with variable height workpiece 10, 20, 30 and 40 mm. with the same
10 mm. thickness are cut by Sodick's CNC Wire-Cut EDM model
AD325L.
The experiments are designed by 3k full factorial experimental
design at 3 level 2 factors and 9 experiments with 2 replicate. The
selected two factor are servo voltage (SV) and servo feed rate (SF)
and the response is cutting thickness error. The experiment is divided
in two experiments. The first experiment determines the significant
effective factor at confidential interval 95%. The SV factor is the
significant effective factor from first result. In order to result smallest
cutting thickness error of workpieces is 17 micron with the SV value
is 46 volt. Also show that the lower SV value, the smaller different
thickness error of workpiece. Then the second experiment is done to
reduce different cutting thickness error of workpiece as small as
possible by lower SV. The second experiment result show the
significant effective factor at confidential interval 95% is the SV
factor and the smallest cutting thickness error of workpieces reduce
to 11 micron with the experiment SV value is 36 volt.
Abstract: Public parks are placed high on the research agenda, with many studies addressing their social, economic and environment influences in different countries around the world. They have been recognized as contributors to the physical quality of urban environments. Recently, a broader view of public parks has emerged. This view goes well beyond the traditional value of parks as places for more recreation and visual delight, to depict them as valuable contributors to broader strategic objectives, such as property values, place attractiveness, job opportunities, social belonging, public health, tourist development, and improving the overall quality of life. This research examines the role of public parks in enhancing the quality of human life in Egyptian environment. It measures 'quality of life' in terms of 'human needs' and 'well-being'. This should open ways for policymakers, practitioners, researchers and the public to realize the potentials of public parks towards improving the quality of life.
Abstract: The study aims to develop a framework of social
network management to enhance customer relationship. Social
network management of this research is derived from social network
site management, individual and organization social network usage
motivation. The survey was conducted with organization employees
who have used social network to interact with customers. The results
reveal that content, link, privacy and security, page design and
interactivity are the major issues of social network site management.
Content, link, privacy and security, individual and organization
motivation have major impacts on encouraging business knowledge
sharing among employees. Moreover, Page design and interactivity,
content, organization motivation and knowledge sharing can improve
customer relationships.