Abstract: In this paper usefulness of quasi-Newton iteration
procedure in parameters estimation of the conditional variance
equation within BHHH algorithm is presented. Analytical solution of
maximization of the likelihood function using first and second
derivatives is too complex when the variance is time-varying. The
advantage of BHHH algorithm in comparison to the other
optimization algorithms is that requires no third derivatives with
assured convergence. To simplify optimization procedure BHHH
algorithm uses the approximation of the matrix of second derivatives
according to information identity. However, parameters estimation in
a/symmetric GARCH(1,1) model assuming normal distribution of
returns is not that simple, i.e. it is difficult to solve it analytically.
Maximum of the likelihood function can be founded by iteration
procedure until no further increase can be found. Because the
solutions of the numerical optimization are very sensitive to the
initial values, GARCH(1,1) model starting parameters are defined.
The number of iterations can be reduced using starting values close
to the global maximum. Optimization procedure will be illustrated in
framework of modeling volatility on daily basis of the most liquid
stocks on Croatian capital market: Podravka stocks (food industry),
Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla
stocks (information-s-communications industry).
Abstract: Mobile marketing through mobile messaging service
has highly impressive growth as it enables e-business firms to
communicate with their customers effectively. Educational
institutions hence start using this service to enhance communication
with their students. Previous studies, however, have limited
understanding of applying mobile messaging service in education.
This study proposes a theoretical model to understand the drivers of
students- intentions to use the university-s mobile messaging service.
The model indicates that social influence, perceived control and
attitudes affect students- intention to use the university-s mobile
messaging service. It also provides five antecedents of students-
attitudes–perceived utility (information utility, entertainment utility,
and social utility), innovativeness, information seeking, transaction
specificity (content specificity, sender specificity, and time
specificity) and privacy concern. The proposed model enables
universities to understand what students concern about the use of a
mobile messaging service in universities and handle the service more
effectively. The paper discusses the model development and
concludes with limitations and implications of the proposed model.
Abstract: In this paper a class of numerical methods to solve linear and nonlinear PDEs and also systems of PDEs is developed. The Differential Transform method associated with the Method of Lines (MoL) is used. The theory for linear problems is extended to the nonlinear case, and a recurrence relation is established. This method can achieve an arbitrary high-order accuracy in time. A variable stepsize algorithm and some numerical results are also presented.
Abstract: This paper presents the experimental results of salt fog ageing test of silicone rubber housing material for outdoor polymer insulator based on IEC 61109. Four types of HTV silicone rubber sheet with different amount of ATH were tested continuously 1000
Abstract: The present paper concerns with the influence of fiber
packing on the transverse plastic properties of metal matrix
composites. A micromechanical modeling procedure is used to
predict the effective mechanical properties of composite materials at
large tensile and compressive deformations. Microstructure is
represented by a repeating unit cell (RUC). Two fiber arrays are
considered including ideal square fiber packing and random fiber
packing defined by random sequential algorithm. The
micromechanical modeling procedure is implemented for
graphite/aluminum metal matrix composite in which the
reinforcement behaves as elastic, isotropic solids and the matrix is
modeled as an isotropic elastic-plastic solid following the von Mises
criterion with isotropic hardening and the Ramberg-Osgood
relationship between equivalent true stress and logarithmic strain.
The deformation is increased to a considerable value to evaluate both
elastic and plastic behaviors of metal matrix composites. The yields
strength and true elastic-plastic stress are determined for
graphite/aluminum composites.
Abstract: Post cracking behavior and load –bearing capacity of
the steel fiber reinforced high-strength concrete (SFRHSC) are
dependent on the number of fibers are crossing the weakest crack
(bridged the crack) and their orientation to the crack surface. Filling
the mould by SFRHSC, fibers are moving and rotating with the
concrete matrix flow till the motion stops in each internal point of the
concrete body. Filling the same mould from the different ends
SFRHSC samples with the different internal structures (and different
strength) can be obtained. Numerical flow simulations (using Newton
and Bingham flow models) were realized, as well as single fiber
planar motion and rotation numerical and experimental investigation
(in viscous flow) was performed. X-ray pictures for prismatic
samples were obtained and internal fiber positions and orientations
were analyzed. Similarly fiber positions and orientations in cracked
cross-section were recognized and were compared with numerically
simulated. Structural SFRHSC fracture model was created based on
single fiber pull-out laws, which were determined experimentally.
Model predictions were validated by 15x15x60cm prisms 4 point
bending tests.
Abstract: This research presents a system for post processing of
data that takes mined flat rules as input and discovers crisp as well as
fuzzy hierarchical structures using Learning Classifier System
approach. Learning Classifier System (LCS) is basically a machine
learning technique that combines evolutionary computing,
reinforcement learning, supervised or unsupervised learning and
heuristics to produce adaptive systems. A LCS learns by interacting
with an environment from which it receives feedback in the form of
numerical reward. Learning is achieved by trying to maximize the
amount of reward received. Crisp description for a concept usually
cannot represent human knowledge completely and practically. In the
proposed Learning Classifier System initial population is constructed
as a random collection of HPR–trees (related production rules) and
crisp / fuzzy hierarchies are evolved. A fuzzy subsumption relation is
suggested for the proposed system and based on Subsumption Matrix
(SM), a suitable fitness function is proposed. Suitable genetic
operators are proposed for the chosen chromosome representation
method. For implementing reinforcement a suitable reward and
punishment scheme is also proposed. Experimental results are
presented to demonstrate the performance of the proposed system.
Abstract: As a multicultural country, Indonesia has many subcultures
with unique performing arts. Some of them are well-known
to international tourists, such as music ensemble (known as gamelan)
in Bali and Java, shadow puppet play (wayang) in Java, and martial
arts (known as pencak silat) in Sumatra. Some examples of famous
traditional dances in Indonesia are Srimpi from Yogyakarta and Solo,
Legong from Bali, and Gong dance from Kalimantan. Performing arts
show the identity of a nation. However, they are a complex subject,
especially when they are addressed to children. The performing arts,
e.g. music, dance theatre, and opera are experiential, experimental,
and emotionally charged. Therefore, the right strategy and promotion
need to be developed to engage children to appreciate and preserve
traditional dances. This study aims to explore and identify
possibilities of internet usage as a medium to promote traditional
dances, especially to children in Indonesia.
Abstract: Region covariance (RC) descriptor is an effective
and efficient feature for visual tracking. Current RC-based tracking
algorithms use the whole RC matrix to track the target in video
directly. However, there exist some issues for these whole RCbased
algorithms. If some features are contaminated, the whole RC
will become unreliable, which results in lost object-tracking. In
addition, if some features are very discriminative to the
background, other features are still processed and thus reduce the
efficiency. In this paper a new robust tracking method is proposed,
in which the whole RC matrix is decomposed into several low rank
matrices. Those matrices are dynamically chosen and processed so
as to achieve a good tradeoff between discriminability and
complexity. Experimental results have shown that our method is
more robust to complex environment changes, especially either
when occlusion happens or when the background is similar to the
target compared to other RC-based methods.
Abstract: Nowadays, the focus on renewable energy and alternative fuels has increased due to increasing oil prices, environment pollution, and also concern on preserving the nature. Biodiesel has been known as an attractive alternative fuel although biodiesel produced from edible oil is very expensive than conventional diesel. Therefore, the uses of biodiesel produced from non-edible oils are much better option. Currently Jatropha biodiesel (JBD) is receiving attention as an alternative fuel for diesel engine. Biodiesel is non-toxic, biodegradable, high lubricant ability, highly renewable, and its use therefore produces real reduction in petroleum consumption and carbon dioxide (CO2) emissions. Although biodiesel has many advantages, but it still has several properties need to improve, such as lower calorific value, lower effective engine power, higher emission of nitrogen oxides (NOX) and greater sensitivity to low temperature. Exhaust gas recirculation (EGR) is effective technique to reduce NOX emission from diesel engines because it enables lower flame temperature and oxygen concentration in the combustion chamber. Some studies succeeded to reduce the NOX emission from biodiesel by EGR but they observed increasing soot emission. The aim of this study was to investigate the engine performance and soot emission by using blended Jatropha biodiesel with different EGR rates. A CI engine that is water-cooled, turbocharged, using indirect injection system was used for the investigation. Soot emission, NOX, CO2, carbon monoxide (CO) were recorded and various engine performance parameters were also evaluated.
Abstract: Existing proceeding-models for the development of mechatronic systems provide a largely parallel action in the detailed development. This parallel approach is to take place also largely independent of one another in the various disciplines involved. An approach for a new proceeding-model provides a further development of existing models to use for the development of Adaptronic Systems. This approach is based on an intermediate integration and an abstract modeling of the adaptronic system. Based on this system-model a simulation of the global system behavior, due to external and internal factors or Forces is developed. For the intermediate integration a special data management system is used. According to the presented approach this data management system has a number of functions that are not part of the "normal" PDM functionality. Therefore a concept for a new data management system for the development of Adaptive system is presented in this paper. This concept divides the functions into six layers. In the first layer a system model is created, which divides the adaptronic system based on its components and the various technical disciplines. Moreover, the parameters and properties of the system are modeled and linked together with the requirements and the system model. The modeled parameters and properties result in a network which is analyzed in the second layer. From this analysis necessary adjustments to individual components for specific manipulation of the system behavior can be determined. The third layer contains an automatic abstract simulation of the system behavior. This simulation is a precursor for network analysis and serves as a filter. By the network analysis and simulation changes to system components are examined and necessary adjustments to other components are calculated. The other layers of the concept treat the automatic calculation of system reliability, the "normal" PDM-functionality and the integration of discipline-specific data into the system model. A prototypical implementation of an appropriate data management with the addition of an automatic system development is being implemented using the data management system ENOVIA SmarTeam V5 and the simulation system MATLAB.
Abstract: This paper considers H∞ performance for Markovian jump systems with Time-varying delays. The systems under consideration involve disturbance signal, Markovian switching and timevarying delays. By using a new Lyapunov-Krasovskii functional and a convex optimization approach, a delay-dependent stability condition in terms of linear matrix inequality (LMI) is addressed, which guarantee asymptotical stability in mean square and a prescribed H∞ performance index for the considered systems. Two numerical examples are given to illustrate the effectiveness and the less conservatism of the proposed main results. All these results are expected to be of use in the study of stochastic systems with time-varying delays.
Abstract: In this paper the gradient based iterative algorithms are presented to solve the following four types linear matrix equations: (a) AXB = F; (b) AXB = F, CXD = G; (c) AXB = F s. t. X = XT ; (d) AXB+CYD = F, where X and Y are unknown matrices, A,B,C,D, F,G are the given constant matrices. It is proved that if the equation considered has a solution, then the unique minimum norm solution can be obtained by choosing a special kind of initial matrices. The numerical results show that the proposed method is reliable and attractive.
Abstract: By using a new set of arithmetic operations on interval numbers, we discuss some arithmetic properties of interval matrices which intern helps us to compute the powers of interval matrices and to solve the system of interval linear equations.
Abstract: This paper presents a heuristic approach to solve the Generalized Assignment Problem (GAP) which is NP-hard. It is worth mentioning that many researches used to develop algorithms for identifying the redundant constraints and variables in linear programming model. Some of the algorithms are presented using intercept matrix of the constraints to identify redundant constraints and variables prior to the start of the solution process. Here a new heuristic approach based on the dominance property of the intercept matrix to find optimal or near optimal solution of the GAP is proposed. In this heuristic, redundant variables of the GAP are identified by applying the dominance property of the intercept matrix repeatedly. This heuristic approach is tested for 90 benchmark problems of sizes upto 4000, taken from OR-library and the results are compared with optimum solutions. Computational complexity is proved to be O(mn2) of solving GAP using this approach. The performance of our heuristic is compared with the best state-ofthe- art heuristic algorithms with respect to both the quality of the solutions. The encouraging results especially for relatively large size test problems indicate that this heuristic approach can successfully be used for finding good solutions for highly constrained NP-hard problems.
Abstract: In this paper we study some numerical methods to solve a model one-dimensional convection–diffusion equation. The semi-discretisation of the space variable results into a system of ordinary differential equations and the solution of the latter involves the evaluation of a matrix exponent. Since the calculation of this term is computationally expensive, we study some methods based on Krylov subspace and on Restrictive Taylor series approximation respectively. We also consider the Chebyshev Pseudospectral collocation method to do the spatial discretisation and we present the numerical solution obtained by these methods.
Abstract: The load flow study in a power system constitutes a study of paramount importance. The study reveals the electrical performance and power flows (real and reactive) for specified condition when the system is operating under steady state. This paper gives an overview of different techniques used for load flow study under different specified conditions.
Abstract: This article presents a numerical study of the doublediffusive
mixed convection in a vertical channel filled with porous
medium by using non-equilibrium model. The flow is assumed
fully developed, uni-directional and steady state. The controlling
parameters are thermal Rayleigh number (RaT ), Darcy number (Da),
Forchheimer number (F), buoyancy ratio (N), inter phase heat transfer
coefficient (H), and porosity scaled thermal conductivity ratio
(γ). The Brinkman-extended non-Darcy model is considered. The
governing equations are solved by spectral collocation method. The
main emphasize is given on flow profiles as well as heat and solute
transfer rates, when two diffusive components in terms of buoyancy
ratio are in favor (against) of each other and solid matrix and fluid
are thermally non-equilibrium. The results show that, for aiding flow
(RaT = 1000), the heat transfer rate of fluid (Nuf ) increases upto a
certain value of H, beyond that decreases smoothly and converges
to a constant, whereas in case of opposing flow (RaT = -1000),
the result is same for N = 0 and 1. The variation of Nuf in (N,
Nuf )-plane shows sinusoidal pattern for RaT = -1000. For both cases
(aiding and opposing) the flow destabilize on increasing N by inviting
point of inflection or flow separation on the velocity profile. Overall,
the buoyancy force have significant impact on the non-Darcy mixed
convection under LTNE conditions.
Abstract: In this paper, we represent protein structure by using
graph. A protein structure database will become a graph database.
Each graph is represented by a spectral vector. We use Jacobi
rotation algorithm to calculate the eigenvalues of the normalized
Laplacian representation of adjacency matrix of graph. To measure
the similarity between two graphs, we calculate the Euclidean
distance between two graph spectral vectors. To cluster the graphs,
we use M-tree with the Euclidean distance to cluster spectral vectors.
Besides, M-tree can be used for graph searching in graph database.
Our proposal method was tested with graph database of 100 graphs
representing 100 protein structures downloaded from Protein Data
Bank (PDB) and we compare the result with the SCOP hierarchical
structure.
Abstract: In this paper, the least-squares design of variable fractional-delay (VFD) finite impulse response (FIR) digital differentiators is proposed. The used transfer function is formulated so that Farrow structure can be applied to realize the designed system. Also, the symmetric characteristics of filter coefficients are derived, which leads to the complexity reduction by saving almost a half of the number of coefficients. Moreover, all the elements of related vectors or matrices for the optimal process can be represented in closed forms, which make the design easier. Design example is also presented to illustrate the effectiveness of the proposed method.