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: The customer satisfaction for textile sector carries
great importance like the customer satisfaction for other sectors
carry. Especially, if it is considered that gaining new customers
create four times more costs than protecting existing customers from
leaving, it can be seen that the customer satisfaction plays a great
role for the firms. In this study the affecting independent variables of
customer satisfaction are chosen as brand image, perceived service
quality and perceived product quality. By these independent
variables, it is investigated that if any differences exist in perception
of customer satisfaction according to the Turkish textile consumers in
the view of gender. In data analysis of this research the SPSS
program is used.
Abstract: The paper contains a review of the literature in terms of the critical analysis of methodologies of university ranking systems. Furthermore, the initiatives supported by the European Commission (U-Map, U-Multirank) and CHE Ranking are described. Special attention is paid to the tendencies in the development of ranking systems. According to the author, the ranking organizations should abandon the classic form of ranking, namely a hierarchical ordering of universities from “the best" to “the worse". In the empirical part of this paper, using one of the method of cluster analysis called k-means clustering, the author presents university classifications of the top universities from the Shanghai Jiao Tong University-s (SJTU) Academic Ranking of World Universities (ARWU).
Abstract: A nucleotide sequence can be expressed as a numerical sequence when each nucleotide is assigned its proton number. A resulting gene numerical sequence can be investigated for its fractal dimension in terms of evolution and chemical properties for comparative studies. We have investigated such nucleotide fluctuation in the 16S rRNA gene of archaea thermophiles. The studied archaea thermophiles were archaeoglobus fulgidus, methanothermobacter thermautotrophicus, methanocaldococcus jannaschii, pyrococcus horikoshii, and thermoplasma acidophilum. The studied five archaea-euryarchaeota thermophiles have fractal dimension values ranging from 1.93 to 1.97. Computer simulation shows that random sequences would have an average of about 2 with a standard deviation about 0.015. The fractal dimension was found to correlate (negative correlation) with the thermophile-s optimal growth temperature with R2 value of 0.90 (N =5). The inclusion of two aracheae-crenarchaeota thermophiles reduces the R2 value to 0.66 (N = 7). Further inclusion of two bacterial thermophiles reduces the R2 value to 0.50 (N =9). The fractal dimension is correlated (positive) to the sequence GC content with an R2 value of 0.89 for the five archaea-euryarchaeota thermophiles (and 0.74 for the entire set of N = 9), although computer simulation shows little correlation. The highest correlation (positive) was found to be between the fractal dimension and di-nucleotide Shannon entropy. However Shannon entropy and sequence GC content were observed to correlate with optimal growth temperature having an R2 of 0.8 (negative), and 0.88 (positive), respectively, for the entire set of 9 thermophiles; thus the correlation lacks species specificity. Together with another correlation study of bacterial radiation dosage with RecA repair gene sequence fractal dimension, it is postulated that fractal dimension analysis is a sensitive tool for studying the relationship between genotype and phenotype among closely related sequences.
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 proposes a method that discovers time series event patterns from textual data with time information. The patterns are composed of sequences of events and each event is extracted from the textual data, where an event is characteristic content included in the textual data such as a company name, an action, and an impression of a customer. The method introduces 7 types of time constraints based on the analysis of the textual data. The method also evaluates these constraints when the frequency of a time series event pattern is calculated. We can flexibly define the time constraints for interesting combinations of events and can discover valid time series event patterns which satisfy these conditions. The paper applies the method to daily business reports collected by a sales force automation system and verifies its effectiveness through numerical experiments.
Abstract: The essentiality of maintenance assessment and
maintenance optimization in design stage is analyzed, and the existent
problems of conventional maintenance design method are illuminated.
MDMVM (Maintenance Design Method based Virtual Maintenance)
is illuminated, and the process of MDMVM established, and the
MDMVM architecture is given out. The key techniques of MDMVM
are analyzed, and include maintenance design based KBE (Knowledge
Based Engineering) and virtual maintenance based physically
attribute. According to physical property, physically based modeling,
visual object movement control, the simulation of operation force and
maintenance sequence planning method are emphatically illuminated.
Maintenance design system based virtual maintenance is established in
foundation of maintenance design method.
Abstract: In this paper, a predator-prey model with Holling III type functional response is studied. It is interesting that the system is always uniformly persistent, which yields the existence of at least one positive periodic solutions for the corresponding periodic system. The result improves the corresponding ones in [11]. Moreover, an example is illustrated to verify the results by simulation.
Abstract: In this paper, we use an M/G/C/C state dependent
queuing model within a complex network topology to determine the
different performance measures for pedestrian traffic flow. The
occupants in this network topology need to go through some source
corridors, from which they can choose their suitable exiting
corridors. The performance measures were calculated using arrival
rates that maximize the throughputs of source corridors. In order to
increase the throughput of the network, the result indicates that the
flow direction of pedestrian through the corridors has to be restricted
and the arrival rates to the source corridor need to be controlled.
Abstract: We develop new nonlinear methods of
immunofluorescence analysis for a sensitive technology of
respiratory burst reaction of DNA fluorescence due to oxidative
activity in the peripheral blood neutrophils. Histograms in flow
cytometry experiments represent a fluorescence flashes frequency as
functions of fluorescence intensity. We used the Shannon-Weaver
index for definition of neutrophils- biodiversity and Hurst index for
definition of fractal-s correlations in immunofluorescence for
different donors, as the basic quantitative criteria for medical
diagnostics of health status. We analyze frequencies of flashes,
information, Shannon entropies and their fractals in
immunofluorescence networks due to reduction of histogram range.
We found the number of simplest universal correlations for
biodiversity, information and Hurst index in diagnostics and
classification of pathologies for wide spectra of diseases. In addition
is determined the clear criterion of a common immunity and human
health status in a form of yes/no answers type. These answers based
on peculiarities of information in immunofluorescence networks and
biodiversity of neutrophils. Experimental data analysis has shown the
existence of homeostasis for information entropy in oxidative activity
of DNA in neutrophil nuclei for all donors.
Abstract: Olomouc is a unique and complex landmark with
widespread forestation and land use. This research work was
conducted to assess important and complex land use change
trajectories in Olomouc region. Multi-temporal satellite data from
1991, 2001 and 2013 were used to extract land use/cover types by
object oriented classification method. To achieve the objectives, three
different aspects were used: (1) Calculate the quantity of each
transition; (2) Allocate location based landscape pattern (3) Compare
land use/cover evaluation procedure. Land cover change trajectories
shows that 16.69% agriculture, 54.33% forest and 21.98% other areas
(settlement, pasture and water-body) were stable in all three decade.
Approximately 30% of the study area maintained as a same land cove
type from 1991 to 2013. Here broad scale of political and socioeconomic
factors was also affect the rate and direction of landscape
changes. Distance from the settlements was the most important
predictor of land cover change trajectories. This showed that most of
landscape trajectories were caused by socio-economic activities and
mainly led to virtuous change on the ecological environment.
Abstract: Service quality has become a centerpiece for airline companies in vying with one another and keeps their image in the minds of passengers. Many airlines have pushed service quality through service personalization which includes both ground and on board especially from the viewpoint of retaining satisfied passengers and attracting new ones. Besides those, in-flight meals/food service is another important aspect of the airline operation. The in flight meals/food services now are seen as part of marketing strategies in attracting business or leisure travelers. This study reports the outcomes of the investigation on in-flight meals/food attributes toward passengers- level of satisfaction and re-flying intention. Taste, freshness, appearance of in-flight meals/food served and menu choices are important to the airlines passengers especially for the long haul flight. Food not only contributes to the prediction of the airline passengers- levels of satisfaction but besides other factors slightly influence passengers- re- flying intention. Airline companies therefore should not ignore this element but take the opportunity to create more attractive and acceptable in-flight meals/food along with other matter as marketing tools in attracting passengers to re-flying with them.
Abstract: High employee turnover rate in Malaysia-s retail industry has become a major issue that needs to be addressed. This study determines the levels of job satisfaction, organizational commitment, and turnover intention of employees in a retail company in Malaysia. The relationships between job satisfaction and organizational commitment on turnover intention are also investigated. A questionnaire was developed using Job Descriptive Index, Organizational Commitment Questionnaire, and Lee and Mowday-s turnover intention items and data were collected from 62 respondents. The findings suggested that the respondents were moderately satisfied with job satisfaction facets such as promotion, work itself, co-workers, and supervisors but were unsatisfied with salary. They also had moderate commitment level with considerably high intention to leave the organization. All satisfaction facets (except for co-workers) and organizational commitment were significantly and negatively related to turnover intention. Based on the findings, retention strategies of retail employees were proposed.
Abstract: Elastic boundary eigensolution problems are converted
into boundary integral equations by potential theory. The kernels of
the boundary integral equations have both the logarithmic and Hilbert
singularity simultaneously. We present the mechanical quadrature
methods for solving eigensolutions of the boundary integral equations
by dealing with two kinds of singularities at the same time. The methods
possess high accuracy O(h3) and low computing complexity. The
convergence and stability are proved based on Anselone-s collective
compact theory. Bases on the asymptotic error expansion with odd
powers, we can greatly improve the accuracy of the approximation,
and also derive a posteriori error estimate which can be used for
constructing self-adaptive algorithms. The efficiency of the algorithms
are illustrated by numerical examples.
Abstract: Solutions are proposed for the central problem of estimating the reaction rate coefficients in homogeneous kinetics. The first is based upon the fact that the right hand side of a kinetic differential equation is linear in the rate constants, whereas the second one uses the technique of neural networks. This second one is discussed deeply and its advantages, disadvantages and conditions of applicability are analyzed in the mirror of the first one. Numerical analysis carried out on practical models using simulated data, and our programs written in Mathematica.
Abstract: This paper proposes a genetic algorithm based on a
new replacement strategy to solve the quadratic assignment problems,
which are NP-hard. The new replacement strategy aims to improve the
performance of the genetic algorithm through well balancing the
convergence of the searching process and the diversity of the
population. In order to test the performance of the algorithm, the
instances in QAPLIB, a quadratic assignment problem library, are
tried and the results are compared with those reported in the literature.
The performance of the genetic algorithm is promising. The
significance is that this genetic algorithm is generic. It does not rely on
problem-specific genetic operators, and may be easily applied to
various types of combinatorial problems.
Abstract: The RK5GL3 method is a numerical method for solving
initial value problems in ordinary differential equations, and is
based on a combination of a fifth-order Runge-Kutta method and
3-point Gauss-Legendre quadrature. In this paper we describe an
effective local error control algorithm for RK5GL3, which uses local
extrapolation with an eighth-order Runge-Kutta method in tandem
with RK5GL3, and a Hermite interpolating polynomial for solution
estimation at the Gauss-Legendre quadrature nodes.
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: This article is an extension and a practical application
approach of Wheeler-s NEBIC theory (Net Enabled Business
Innovation Cycle). NEBIC theory is a new approach in IS research
and can be used for dynamic environment related to new technology.
Firms can follow the market changes rapidly with support of the IT
resources. Flexible firms adapt their market strategies, and respond
more quickly to customers changing behaviors. When every leading
firm in an industry has access to the same IT resources, the way that
these IT resources are managed will determine the competitive
advantages or disadvantages of firm. From Dynamic Capabilities
Perspective and from newly introduced NEBIC theory by Wheeler,
we know that only IT resources cannot deliver customer value but
good configuration of those resources can guarantee customer value
by choosing the right emerging technology, grasping the right
economic opportunities through business innovation and growth. We
found evidences in literature that SOA (Service Oriented
Architecture) is a promising emerging technology which can deliver
the desired economic opportunity through modularity, flexibility and
loose-coupling. SOA can also help firms to connect in network which
can open a new window of opportunity to collaborate in innovation
and right kind of outsourcing. There are many articles and research
reports indicates that failure rate in outsourcing is very high but at the
same time research indicates that successful outsourcing projects
adds tangible and intangible benefits to the service consumer.
Business executives and policy makers in the west should not afraid
of outsourcing but they should choose the right strategy through the
use of emerging technology to significantly reduce the failure rate in
outsourcing.
Abstract: In this paper we introduce a novel method for
the characterization of synchronziation and coupling effects
in multivariate time series that can be used for the analysis
of EEG or ECoG signals recorded during epileptic seizures.
The method allows to visualize the spatio-temporal evolution
of synchronization and coupling effects that are characteristic
for epileptic seizures. Similar to other methods proposed for
this purpose our method is based on a regression analysis.
However, a more general definition of the regression together
with an effective channel selection procedure allows to use the
method even for time series that are highly correlated, which
is commonly the case in EEG/ECoG recordings with large
numbers of electrodes. The method was experimentally tested
on ECoG recordings of epileptic seizures from patients with
temporal lobe epilepsies. A comparision with the results from
a independent visual inspection by clinical experts showed
an excellent agreement with the patterns obtained with the
proposed method.