Abstract: This paper focuses on operational risk measurement
techniques and on economic capital estimation methods. A data
sample of operational losses provided by an anonymous Central
European bank is analyzed using several approaches. Loss
Distribution Approach and scenario analysis method are considered.
Custom plausible loss events defined in a particular scenario are
merged with the original data sample and their impact on capital
estimates and on the financial institution is evaluated. Two main
questions are assessed – What is the most appropriate statistical
method to measure and model operational loss data distribution? and
What is the impact of hypothetical plausible events on the financial
institution? The g&h distribution was evaluated to be the most
suitable one for operational risk modeling. The method based on the
combination of historical loss events modeling and scenario analysis
provides reasonable capital estimates and allows for the measurement
of the impact of extreme events on banking operations.
Abstract: A new fast correlation algorithm for calibrating the
wavelength of Optical Spectrum Analyzers (OSAs) was introduced
in [1]. The minima of acetylene gas spectra were measured and
correlated with saved theoretical data [2]. So it is possible to find the
correct wavelength calibration data using a noisy reference spectrum.
First tests showed good algorithmic performance for gas line spectra
with high noise. In this article extensive performance tests were made
to validate the noise resistance of this algorithm. The filter and
correlation parameters of the algorithm were optimized for improved
noise performance. With these parameters the performance of this
wavelength calibration was simulated to predict the resulting
wavelength error in real OSA systems. Long term simulations were
made to evaluate the performance of the algorithm over the lifetime
of a real OSA.
Abstract: Speckled images arise when coherent microwave,
optical, and acoustic imaging techniques are used to image an object, surface or scene. Examples of coherent imaging systems include synthetic aperture radar, laser imaging systems, imaging sonar
systems, and medical ultrasound systems. Speckle noise is a form of object or target induced noise that results when the surface of the object is Rayleigh rough compared to the wavelength of the illuminating radiation. Detection and estimation in images corrupted
by speckle noise is complicated by the nature of the noise and is not
as straightforward as detection and estimation in additive noise. In
this work, we derive stochastic models for speckle noise, with an emphasis on speckle as it arises in medical ultrasound images. The
motivation for this work is the problem of segmentation and tissue classification using ultrasound imaging. Modeling of speckle in this
context involves partially developed speckle model where an underlying Poisson point process modulates a Gram-Charlier series
of Laguerre weighted exponential functions, resulting in a doubly
stochastic filtered Poisson point process. The statistical distribution of partially developed speckle is derived in a closed canonical form.
It is observed that as the mean number of scatterers in a resolution cell is increased, the probability density function approaches an
exponential distribution. This is consistent with fully developed speckle noise as demonstrated by the Central Limit theorem.
Abstract: The purpose of this paper is to guide the effort in
improving the economic added value of Indonesian fisheries product
through post fishing program, which is cold storage program.
Indonesia's fisheries potential has been acknowledged by the world.
FAO (2009) stated that Indonesia is one of the tenth highest
producers of fishery products in the world. Based on BPS (Statistics
Indonesia data), the national fisheries production in 2011 reached
5.714 million tons, which 93.55% came from marine fisheries and
6.45% from open waters. Indonesian territory consist of 2/3 of
Indonesian waters, has given enormous benefits for Indonesia,
especially fishermen. To improve the economic level of fishermen
requires efforts to develop fisheries business unit. On of the efforts is
by improving the quality of products which are marketed in the
regional and international levels. It is certainly need the support of
the existence of various fishery facilities (infrastructure to
superstructure), one of which is cold storage. Given the many
benefits of cold storage as a means of processing of fishery resources,
Indonesia Maritime Security Coordinating Board (IMSCB) as one of
the maritime institutions for maritime security and safety, has a
program to empower the coastal community through encourages the
development of cold storage in the middle and lower fishery business
unit. The development of cold storage facilities which able to run its
maximum role requires synergistic efforts of various parties.
Abstract: The Object of this paper is to design and analyze a
Hysteresis modulation based sliding mode control (HMSMC) for
positive output elementary super lift Luo converter (POESLLC),
which is the start-of-the-art DC-DC converter. The positive output
elementary super lift Luo converter performs the voltage
conversion from positive source voltage to positive load voltage.
This paper proposes a HMSMC capable of providing the good
steady state and dynamic performance compared to conventional
controllers. Dynamic equations describing the positive output
elementary super lift luo converter are derived by using state space
average method. The simulation model of the positive output
elementary super lift Luo converter with its control circuit is
implemented in Matlab/Simulink. The HMSMC for positive
output elementary super lift Luo converter is tested for line
changes, load changes and also for components variations.
Abstract: Emerging Adulthood, the period during ages 18 to 25,
is a new conceptualitation proposed by Arnett which is especially
prevalent in the industrialized countries. Turkey is basically a
developing country having a young population structure.
Investigating the presence of such a life period in such a culture
might be helpful in understanding educational and psychological
needs of people who are in their twenties. With the aim of
investigating Emerging Adulthood in Turkey, a well-known
instrument (IDEA, 2003) was adapted to Turkish language and
Turkish culture. The scale was administered to 296 participants
between 15 and 34 ages and validity and reliability were conducted.
Exploratory factor analysis revealed three subscales. Reliability
coefficients of the scale (Cronbach a) was found as .69. Test-retest
reliability coefficients was found for the scale as .81. Finally, “The
IDEA" with 20 items was obtained to be used in the Turkish
population. The instrument is ready to be administered among
Turkish young people for the investigation of transition to adulthood,
and whether such a emerging adulthood period really existed.
Abstract: This paper presents a comparative study of Ant Colony and Genetic Algorithms for VLSI circuit bi-partitioning. Ant colony optimization is an optimization method based on behaviour of social insects [27] whereas Genetic algorithm is an evolutionary optimization technique based on Darwinian Theory of natural evolution and its concept of survival of the fittest [19]. Both the methods are stochastic in nature and have been successfully applied to solve many Non Polynomial hard problems. Results obtained show that Genetic algorithms out perform Ant Colony optimization technique when tested on the VLSI circuit bi-partitioning problem.
Abstract: In this paper, taking Chinese Nanjing Metro ALSTOM vehicle synthesis brake as an example, the subway with synthetic brake shoe formula components of final product performance, has done a lot of research and performance test, final is drawn with hybrid fiber as reinforcing material, modified phenolic resin as matrix material, and then filling friction modifier performance, by the hot pressing process made a new type of domestic subway brake shoe. The product of the test performance indicators that can replace the similar foreign products.
Abstract: DSTATCOM is one of the equipments for voltage sag mitigation in power systems. In this paper a new control method for balanced and unbalanced voltage sag mitigation using DSTATCOM is proposed. The control system has two loops in order to regulate compensator current and load voltage. Delayed signal cancellation has been used for sequence separation. The compensator should protect sensitive loads against different types of voltage sag. Performance of the proposed method is investigated under different types of voltage sags for linear and nonlinear loads. Simulation results show appropriate operation of the proposed control system.
Abstract: Mobile adhoc network (MANET) is a collection of
mobile devices which form a communication network with no preexisting
wiring or infrastructure. Multiple routing protocols have
been developed for MANETs. As MANETs gain popularity, their
need to support real time applications is growing as well. Such
applications have stringent quality of service (QoS) requirements
such as throughput, end-to-end delay, and energy. Due to dynamic
topology and bandwidth constraint supporting QoS is a challenging
task. QoS aware routing is an important building block for QoS
support. The primary goal of the QoS aware protocol is to determine
the path from source to destination that satisfies the QoS
requirements. This paper proposes a new energy and delay aware
protocol called energy and delay aware TORA (EDTORA) based on
extension of Temporally Ordered Routing Protocol (TORA).Energy
and delay verifications of query packet have been done in each node.
Simulation results show that the proposed protocol has a higher
performance than TORA in terms of network lifetime, packet
delivery ratio and end-to-end delay.
Abstract: The one of most important objects in implementation
of damage analysis observations is manner of dam break wave
propagation. In this paper velocity and wave height due dam break in
with and without tailwater states for appointment hazardous lands
and flood radius are investigate. In order to modeling above
phenomenon finite volume method of Roe type for solving shallow
water equations is used. Results indicated that in the dry bed state
risk radius due to dam break is too high. While in the wet bed risk
radius has a less wide. Therefore in the first state constructions and
storage facilities are encountered with destruction risk. Further
velocity due to dam break in the second state is more comparing to
the first state. Hence erosion and scour the river bed in the dry bed is
too more compare to the wet bed.
Abstract: We present a simple nonconforming approximation of the linear two–point boundary value problem which violates patch test requirements. Nevertheless the solutions, obtained from these type of approximations, converge to the exact solution.
Abstract: This paper describes a new method for extracting the fetal heart rate (fHR) and the fetal heart rate variability (fHRV) signal non-invasively using abdominal maternal electrocardiogram (mECG) recordings. The extraction is based on the fundamental frequency (Fourier-s) theorem. The fundamental frequency of the mother-s electrocardiogram signal (fo-m) is calculated directly from the abdominal signal. The heart rate of the fetus is usually higher than that of the mother; as a result, the fundamental frequency of the fetal-s electrocardiogram signal (fo-f) is higher than that of the mother-s (fo-f > fo-m). Notch filters to suppress mother-s higher harmonics were designed; then a bandpass filter to target fo-f and reject fo-m is implemented. Although the bandpass filter will pass some other frequencies (harmonics), we have shown in this study that those harmonics are actually carried on fo-f, and thus have no impact on the evaluation of the beat-to-beat changes (RR intervals). The oscillations of the time-domain extracted signal represent the RR intervals. We have also shown in this study that zero-to-zero evaluation of the periods is more accurate than the peak-to-peak evaluation. This method is evaluated both on simulated signals and on different abdominal recordings obtained at different gestational ages.
Abstract: To understand life as biological system, evolutionary
understanding is indispensable. Protein interactions data are rapidly
accumulating and are suitable for system-level evolutionary analysis.
We have analyzed yeast protein interaction network by both
mathematical and biological approaches. In this poster presentation,
we inferred the evolutionary birth periods of yeast proteins by
reconstructing phylogenetic profile. It has been thought that hub
proteins that have high connection degree are evolutionary old. But
our analysis showed that hub proteins are entirely evolutionary new.
We also examined evolutionary processes of protein complexes. It
showed that member proteins of complexes were tend to have
appeared in the same evolutionary period. Our results suggested that
protein interaction network evolved by modules that form the
functional unit. We also reconstructed standardized phylogenetic trees
and calculated evolutionary rates of yeast proteins. It showed that
there is no obvious correlation between evolutionary rates and
connection degrees of yeast proteins.
Abstract: The effects of irrigation with dairy factory wastewater on soil properties were investigated at two sites that had received irrigation for > 60 years. Two adjoining paired sites that had never received DFE were also sampled as well as another seven fields from a wider area around the factory. In comparison with paired sites that had not received effluent, long-term wastewater irrigation resulted in an increase in pH, EC, extractable P, exchangeable Na and K and ESP. These changes were related to the use of phosphoric acid, NaOH and KOH as cleaning agents in the factory. Soil organic C content was unaffected by DFE irrigation but the size (microbial biomass C and N) and activity (basal respiration) of the soil microbial community were increased. These increases were attributed to regular inputs of soluble C (e.g. lactose) present as milk residues in the wastewater. Principal component analysis (PCA) of the soils data from all 11sites confirmed that the main effects of DFE irrigation were an increase in exchangeable Na, extractable P and microbial biomass C, an accumulation of soluble salts and a liming effect. PCA analysis of soil bacterial community structure, using PCR-DGGE of 16S rDNA fragments, generally separated individual sites from one another but did not group them according to irrigation history. Thus, whilst the size and activity of the soil microbial community were increased, the structure and diversity of the bacterial community remained unaffected.
Abstract: The equations governing the flow of an electrically conducting, incompressible viscous fluid over an infinite flat plate in the presence of a magnetic field are investigated using the homotopy perturbation method (HPM) with Padé approximants (PA) and 4th order Runge–Kutta method (4RKM). Approximate analytical and numerical solutions for the velocity field and heat transfer are obtained and compared with each other, showing excellent agreement. The effects of the magnetic parameter and Prandtl number on velocity field, shear stress, temperature and heat transfer are discussed as well.
Abstract: Response Surface Methodology (RSM) is a powerful
and efficient mathematical approach widely applied in the
optimization of cultivation process. Cellulase enzyme production by
Trichoderma reesei RutC30 using agricultural waste rice straw and
banana fiber as carbon source were investigated. In this work,
sequential optimization strategy based statistical design was
employed to enhance the production of cellulase enzyme through
submerged cultivation. A fractional factorial design (26-2) was applied
to elucidate the process parameters that significantly affect cellulase
production. Temperature, Substrate concentration, Inducer
concentration, pH, inoculum age and agitation speed were identified
as important process parameters effecting cellulase enzyme synthesis.
The concentration of lignocelluloses and lactose (inducer) in the
cultivation medium were found to be most significant factors. The
steepest ascent method was used to locate the optimal domain and a
Central Composite Design (CCD) was used to estimate the quadratic
response surface from which the factor levels for maximum
production of cellulase were determined.
Abstract: Terrorism represents an unexpected and unwanted change which challenges one-s social identity. We carried out a study to explore the demographic variables- role on the perception of personal and national threat, and to investigate the effects of perceived terrorist threat on people-s ways of life, moods, opinions and hopes. 313 residents of Palermo (Italy) were interviewed. The results pointed out that the fear of terrorism affects three areas: the cognitive, the emotional and the behavioural one.
Abstract: This paper focuses on the data-driven generation
of fuzzy IF...THEN rules. The resulted fuzzy rule base can be
applied to build a classifier, a model used for prediction, or
it can be applied to form a decision support system. Among
the wide range of possible approaches, the decision tree and
the association rule based algorithms are overviewed, and two
new approaches are presented based on the a priori fuzzy
clustering based partitioning of the continuous input variables.
An application study is also presented, where the developed
methods are tested on the well known Wisconsin Breast Cancer
classification problem.
Abstract: In order to compare vertical stratification, floristic composition, and woody species diversity of subtropical evergreen broadleaf forests between the Ryukyu Archipelago, Japan, and South China, tree censuses in a 400 m2 plot in Ishigaki Island and a 1225 m2 plot in Dinghushan Nature Reserve were performed. Both of the subtropical forests consisted of five vertical strata. The floristic composition of the Ishigaki forest was quite different from that of the Dinghushan forest in terms of similarity on a species level (Kuno-s similarity index r0 = 0.05). The values of Shannon-s index H' and Pielou-s index J ' tended to increase from the bottom stratum upward in both forests, except H' for the top stratum in the Ishigaki forest and the upper two strata in the Dinghushan forest. The woody species diversity in the Dinghushan forest (H'= 3.01 bit) was much lower than that in the Ishigaki forest (H'= 4.36 bit).