Abstract: Collateralized Debt Obligations are not as widely used
nowadays as they were before 2007 Subprime crisis. Nonetheless
there remains an enthralling challenge to optimize cash flows
associated with synthetic CDOs. A Gaussian-based model is used
here in which default correlation and unconditional probabilities of
default are highlighted. Then numerous simulations are performed
based on this model for different scenarios in order to evaluate the
associated cash flows given a specific number of defaults at different
periods of time. Cash flows are not solely calculated on a single
bought or sold tranche but rather on a combination of bought and
sold tranches. With some assumptions, the simplex algorithm gives
a way to find the maximum cash flow according to correlation of
defaults and maturities. The used Gaussian model is not realistic in
crisis situations. Besides present system does not handle buying or
selling a portion of a tranche but only the whole tranche. However the
work provides the investor with relevant elements on how to know
what and when to buy and sell.
Abstract: This research examines possible effects of climatic
change focusing on global warming and its impacts on world
agricultural product markets, by using a world food model developed
to consider climate changes. GDP and population for each scenario
were constructed by IPCC and climate data for each scenario was
reported by the Hadley Center and are used in this research to consider
results in different contexts. Production and consumption of primary
agriculture crops of the world for each socio-economic scenario are
obtained and investigated by using the modified world food model.
Simulation results show that crop production in some countries or
regions will have different trends depending on the context. These
alternative contexts depend on the rate of GDP growth, population,
temperature, and rainfall. Results suggest that the development of
environment friendly technologies lead to more consumption of food
in many developing countries. Relationships among environmental
policy, clean energy development, and poverty elimination warrant
further investigation.
Abstract: The subcellular organelles called oil bodies (OBs) are lipid-filled quasi-spherical droplets produced from the endoplasmic reticulum (ER) and then released into the cytoplasm during seed development. It is believed that an OB grows by coalescence with other OBs and that its stability depends on the composition of oleosins, major proteins inserted in the hemi membrane that covers OBs. In this study, we measured the OB-volume distribution from different genotypes of A. thaliana after 7, 8, 9, 10 and 11 days of seed development. In order to test the hypothesis of OBs dynamics, we developed a simple mathematical model using non-linear differential equations inspired from the theory of coagulation. The model describes the evolution of OB-volume distribution during the first steps of seed development by taking into consideration the production of OBs, the increase of triacylglycerol volume to be stored, and the growth by coalescence of OBs. Fitted parameters values show an increase in the OB production and coalescence rates in A. thaliana oleosin mutants compared to wild type.
Abstract: In recent years, we see an increase of interest for efficient tracking systems in surveillance applications. Many of the proposed techniques are designed for static cameras environments. When the camera is moving, tracking moving objects become more difficult and many techniques fail to detect and track the desired targets. The problem becomes more complex when we want to track a specific object in real-time using a moving Pan and Tilt camera system to keep the target within the image. This type of tracking is of high importance in surveillance applications. When a target is detected at a certain zone, the possibility of automatically tracking it continuously and keeping it within the image until action is taken is very important for security personnel working in very sensitive sites. This work presents a real-time tracking system permitting the detection and continuous tracking of targets using a Pan and Tilt camera platform. A novel and efficient approach for dealing with occlusions is presented. Also a new intelligent forget factor is introduced in order to take into account target shape variations and avoid learning non desired objects. Tests conducted in outdoor operational scenarios show the efficiency and robustness of the proposed approach.
Abstract: Field mapping activity for an active volcano mainly in
the Torrid Zone is usually hampered by several problems such as steep
terrain and bad atmosphere conditions. In this paper we present a
simple solution for such problem by a combination Synthetic Aperture
Radar (SAR) and geostatistical methods. By this combination, we
could reduce the speckle effect from the SAR data and then estimate
roughness distribution of the pyroclastic flow deposits. The main
purpose of this study is to detect spatial distribution of new pyroclastic
flow deposits termed as P-zone accurately using the β°data from two
RADARSAT-1 SAR level-0 data. Single scene of Hyperion data and
field observation were used for cross-validation of the SAR results.
Mt. Merapi in central Java, Indonesia, was chosen as a study site and
the eruptions in May-June 2006 were examined. The P-zones were
found in the western and southern flanks. The area size and the longest
flow distance were calculated as 2.3 km2 and 6.8 km, respectively. The
grain size variation of the P-zone was mapped in detail from fine to
coarse deposits regarding the C-band wavelength of 5.6 cm.
Abstract: In this work we develop an object extraction method
and propose efficient algorithms for object motion characterization.
The set of proposed tools serves as a basis for development of objectbased
functionalities for manipulation of video content. The
estimators by different algorithms are compared in terms of quality
and performance and tested on real video sequences. The proposed
method will be useful for the latest standards of encoding and
description of multimedia content – MPEG4 and MPEG7.
Abstract: In the context of sensor networks, where every few
dB saving counts, the novel node cooperation schemes are reviewed
where MIMO techniques play a leading role. These methods could be
treated as joint approach for designing physical layer of their
communication scenarios. Then we analyzed the BER performance
of transmission diversity schemes under a general fading channel
model and proposed a power allocation strategy to the transmitting
sensor nodes. This approach is then compared to an equal-power
assignment method and its performance enhancement is verified by
the simulation. Another key point of the contribution lies in the
combination of optimal power allocation and sensor nodes-
cooperation in a transmission diversity regime (MISO). Numerical
results are given through figures to demonstrate the optimality and
efficiency of proposed combined approach.
Abstract: The need to evaluate and understand the natural
drainage pattern in a flood prone, and fast developing environment is
of paramount importance. This information will go a long way to
help the town planners to determine the drainage pattern, road
networks and areas where prominent structures are to be located. This
research work was carried out with the aim of studying the Bayelsa
landscape topography using digitized topographic information, and to
model the natural drainage flow pattern that will aid the
understanding and constructions of workable drainages. To achieve
this, digitize information of elevation and coordinate points were
extracted from a global imagery map. The extracted information was
modeled into 3D surfaces. The result revealed that the average
elevation for Bayelsa State is 12 m above sea level. The highest
elevation is 28 m, and the lowest elevation 0 m, along the coastline.
In Yenagoa the capital city of Bayelsa were a detail survey was
carried out showed that average elevation is 15 m, the highest
elevation is 25 m and lowest is 3 m above the mean sea level. The
regional elevation in Bayelsa, showed a gradation decrease from the
North Eastern zone to the South Western Zone. Yenagoa showed an
observed elevation lineament, were low depression is flanked by high
elevation that runs from the North East to the South west. Hence,
future drainages in Yenagoa should be directed from the high
elevation, from South East toward the North West and from the
North West toward South East, to the point of convergence which is
at the center that flows from South East toward the North West.
Bayelsa when considered on a regional Scale, the flow pattern is from
the North East to the South West, and also North South. It is
recommended that in the event of any large drainage construction at
municipal scale, it should be directed from North East to the South
West or from North to South. Secondly, detail survey should be
carried out to ascertain the local topography and the drainage pattern
before the design and construction of any drainage system in any part
of Bayelsa.
Abstract: In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.
Abstract: Radio-frequency identification has entered as a beneficial means with conforming GS1 standards to provide the best solutions in the manufacturing area. It competes with other automated identification technologies e.g. barcodes and smart cards with regard to high speed scanning, reliability and accuracy as well. The purpose of this study is to improve production line-s performance by implementing RFID system in the manufacturing area on the basis of radio-frequency identification (RFID) system by 3D modeling in the program Cinema 4D R13 which provides obvious graphical scenes for users to portray their applications. Finally, with regard to improving system performance, it shows how RFID appears as a well-suited technology in a comparison of the barcode scanner to handle different kinds of raw materials in the production line base on logical process.
Abstract: The growing influence of service industries has
prompted greater attention being paid to service operations
management. However, service managers often have difficulty
articulating the veritable effects of their service innovation. Especially,
the performance evaluation process of service innovation problems
generally involves uncertain and imprecise data. This paper presents a
2-tuple fuzzy linguistic computing approach to dealing with
heterogeneous information and information loss problems while the
processes of subjective evaluation integration. The proposed method
based on group decision-making scenario to assist business managers
in measuring performance of service innovation manipulates the
heterogeneity integration processes and avoids the information loss
effectively.
Abstract: The objective of the present study was to evaluate the
potential of hollow microneedles for enhancing the transdermal
delivery of Bovine Serum Albumin (MW~66,000 Da)-Fluorescein
Isothiocyanate (BSA-FITC) conjugate, a hydrophilic large molecular
compound. Moreover, the effect of different formulations was
evaluated. The series of binary mixtures composed of propylene
glycol (PG) and pH 7.4 phosphate buffer solution (PBS) was
prepared and used as a medium for BSA-FITC. The results showed
that there was no permeation of BSA-FITC solution across the
neonatal porcine skin without using hollow microneedles, whereas
the cumulative amount of BSA-FITC released at 8 h through the
neonatal porcine skin was about 60-70% when using hollow
microneedles. Furthermore, the results demonstrated that the higher
volume of PG in binary mixtures injected, the lower cumulative
amount of BSA-FITC released and release rate of BSA-FITC from
skin. These release profiles of BSA-FITC in binary mixtures were
expressed by Fick-s law of diffusion. These results suggest the
utilization of hollow microneedle to enhance transdermal delivery of
protein and provide useful information for designing an effective
hollow microneedle system.
Abstract: In most of the cases, natural disasters lead to the
necessity of evacuating people. The quality of evacuation
management is dramatically improved by the use of information
provided by decision support systems, which become indispensable
in case of large scale evacuation operations. This paper presents a
best practice case study. In November 2007, officers from the
Emergency Situations Inspectorate “Crisana" of Bihor County from
Romania participated to a cross-border evacuation exercise, when
700 people have been evacuated from Netherlands to Belgium. One
of the main objectives of the exercise was the test of four different
decision support systems. Afterwards, based on that experience,
software system called TEVAC (Trans Border Evacuation) has been
developed “in house" by the experts of this institution. This original
software system was successfully tested in September 2008, during
the deployment of the international exercise EU-HUROMEX 2008,
the scenario involving real evacuation of 200 persons from Hungary
to Romania. Based on the lessons learned and results, starting from
April 2009, the TEVAC software is used by all Emergency
Situations Inspectorates all over Romania.
Abstract: augmented reality is a technique used to insert virtual objects in real scenes. One of the most used libraries in the area is the ARToolkit library. It is based on the recognition of the markers that are in the form of squares with a pattern inside. This pattern which is mostly textual is source of confusing. In this paper, we present the results of a classification of Latin characters as a pattern on the ARToolkit markers to know the most distinguishable among them.
Abstract: The present work faces the problem of automatic enumeration and recognition of an unknown and time-varying number of environmental sound sources while using a single microphone. The assumption that is made is that the sound recorded is a realization of sound sources belonging to a group of audio classes which is known a-priori. We describe two variations of the same principle which is to calculate the distance between the current unknown audio frame and all possible combinations of the classes that are assumed to span the soundscene. We concentrate on categorizing environmental sound sources, such as birds, insects etc. in the task of monitoring the biodiversity of a specific habitat.
Abstract: A conjugate heat transfer for steady two-dimensional
mixed convection with magnetic hydrodynamic (MHD) flow of an
incompressible quiescent fluid over an unsteady thermal forming
stretching sheet has been studied. A parameter, M, which is used to
represent the dominance of the magnetic effect has been presented in
governing equations. The similar transformation and an implicit
finite-difference method have been used to analyze the present
problem. The numerical solutions of the flow velocity distributions,
temperature profiles, the wall unknown values of f''(0) and '(θ (0) for
calculating the heat transfer of the similar boundary-layer flow are
carried out as functions of the unsteadiness parameter (S), the Prandtl
number (Pr), the space-dependent parameter (A) and
temperature-dependent parameter (B) for heat source/sink and the
magnetic parameter (M). The effects of these parameters have also
discussed. At the results, it will produce greater heat transfer effect
with a larger Pr and M, S, A, B will reduce heat transfer effects. At
last, conjugate heat transfer for the free convection with a larger G has
a good heat transfer effect better than a smaller G=0.
Abstract: This paper proposes a novel solution for optimizing
the size and communication overhead of a distributed multiagent
system without compromising the performance. The proposed approach
addresses the challenges of scalability especially when the
multiagent system is large. A modified spectral clustering technique
is used to partition a large network into logically related clusters.
Agents are assigned to monitor dedicated clusters rather than monitor
each device or node. The proposed scalable multiagent system is
implemented using JADE (Java Agent Development Environment)
for a large power system. The performance of the proposed topologyindependent
decentralized multiagent system and the scalable multiagent
system is compared by comprehensively simulating different
fault scenarios. The time taken for reconfiguration, the overall computational
complexity, and the communication overhead incurred are
computed. The results of these simulations show that the proposed
scalable multiagent system uses fewer agents efficiently, makes faster
decisions to reconfigure when a fault occurs, and incurs significantly
less communication overhead.
Abstract: One of the main processes of supply chain
management is supplier selection process which its accurate
implementation can dramatically increase company competitiveness.
In presented article model developed based on the features of
second tiers suppliers and four scenarios are predicted in order to
help the decision maker (DM) in making up his/her mind. In addition
two tiers of suppliers have been considered as a chain of suppliers.
Then the proposed approach is solved by a method combined of
concepts of fuzzy set theory (FST) and linear programming (LP)
which has been nourished by real data extracted from an engineering
design and supplying parts company. At the end results reveal the
high importance of considering second tier suppliers features as
criteria for selecting the best supplier.
Abstract: To investigate effect of salt stress on Chlorophyll
fluorescence four cultivars (fong,star,chamran and kharchia) of wheat
(Triticum aestivum) plants subjected to salinity levels ( control,8,12
and 16 dsm-1 ) from one week after emergence to the end of stem
elongation under greenhouse condition . results showed that quantum
yield of photosystem II from light adopted leaves (ΦPSII),
Photochemical quenching (qP) ,quantum yield of dark adopted leaves
(fv/fm) and non photochemical quenching (NPq) were affected by
salt stress . Salinity levels affected photosynthetic rate. Star and fong
cultivars showed minimum and maximum levels of photosynthetic
rate in respectively. Minimum photosynthetic rate differences
between levels of salinity were shown in Kharchia. Shoot dry matter
of all cultivars decreased by increasing salinity levels. Results
showed that non photochemical quenching by salinity levels attribute
to the decreases in shoot dry matter.
Abstract: Biochemical Oxygen Demand (BOD) is a measure of
the oxygen used in bacteria mediated oxidation of organic substances
in water and wastewater. Theoretically an infinite time is required for
complete biochemical oxidation of organic matter, but the
measurement is made over 5-days at 20 0C or 3-days at 27 0C test
period with or without dilution. Researchers have worked to further
reduce the time of measurement.
The objective of this paper is to review advancement made in
BOD measurement primarily to minimize the time and negate the
measurement difficulties. Survey of literature review in four such
techniques namely BOD-BARTTM, Biosensors, Ferricyanidemediated
approach, luminous bacterial immobilized chip method.
Basic principle, method of determination, data validation and their
advantage and disadvantages have been incorporated of each of the
methods.
In the BOD-BARTTM method the time lag is calculated for the
system to change from oxidative to reductive state. BIOSENSORS
are the biological sensing element with a transducer which produces
a signal proportional to the analyte concentration. Microbial species
has its metabolic deficiencies. Co-immobilization of bacteria using
sol-gel biosensor increases the range of substrate. In ferricyanidemediated
approach, ferricyanide has been used as e-acceptor instead
of oxygen. In Luminous bacterial cells-immobilized chip method,
bacterial bioluminescence which is caused by lux genes was
observed. Physiological responses is measured and correlated to
BOD due to reduction or emission.
There is a scope to further probe into the rapid estimation of BOD.