Abstract: German electricity European options on futures using
Lévy processes for the underlying asset are examined. Implied
volatility evolution, under each of the considered models, is
discussed after calibrating for the Merton jump diffusion (MJD),
variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman,
Madan and Yor (CGMY) and the Black and Scholes (B&S) model.
Implied volatility is examined for the entire sample period, revealing
some curious features about market evolution, where data fitting
performances of the five models are compared. It is shown that
variance gamma processes provide relatively better results and that
implied volatility shows significant differences through time, having
increasingly evolved. Volatility changes for changed uncertainty, or
else, increasing futures prices and there is evidence for the need to
account for seasonality when modelling both electricity spot/futures
prices and volatility.
Abstract: There are multiple ways to implement a decimator
filter. This paper addresses usage of CIC (cascaded-integrator-comb)
filter and HB (half band) filter as the decimator filter to reduce the
frequency sample rate by factor of 64 and detail of the
implementation step to realize this design in hardware. Low power
design approach for CIC filter and half band filter will be discussed.
The filter design is implemented through MATLAB system
modeling, ASIC (application specific integrated circuit) design flow
and verified using a FPGA (field programmable gate array) board
and MATLAB analysis.
Abstract: This article demonstrated development of
controlled release system of an NSAID drug, Diclofenac
sodium employing different ratios of Ethyl cellulose.
Diclofenac sodium and ethyl cellulose in different proportions
were processed by microencapsulation based on phase
separation technique to formulate microcapsules. The
prepared microcapsules were then compressed into tablets to
obtain controlled release oral formulations. In-vitro evaluation
was performed by dissolution test of each preparation was
conducted in 900 ml of phosphate buffer solution of pH 7.2
maintained at 37 ± 0.5 °C and stirred at 50 rpm. At predetermined
time intervals (0, 0.5, 1.0, 1.5, 2, 3, 4, 6, 8, 10, 12,
16, 20 and 24 hrs). The drug concentration in the collected
samples was determined by UV spectrophotometer at 276 nm.
The physical characteristics of diclofenac sodium
microcapsules were according to accepted range. These were
off-white, free flowing and spherical in shape. The release
profile of diclofenac sodium from microcapsules was found to
be directly proportional to the proportion of ethylcellulose and
coat thickness. The in-vitro release pattern showed that with
ratio of 1:1 and 1:2 (drug: polymer), the percentage release of
drug at first hour was 16.91 and 11.52 %, respectively as
compared to 1:3 which is only 6.87 % with in this time. The
release mechanism followed higuchi model for its release
pattern. Tablet Formulation (F2) of present study was found
comparable in release profile the marketed brand Phlogin-SR,
microcapsules showed an extended release beyond 24 h.
Further, a good correlation was found between drug release
and proportion of ethylcellulose in the microcapsules.
Microencapsulation based on coacervation found as good
technique to control release of diclofenac sodium for making
the controlled release formulations.
Abstract: Over the years, there is a growing trend towards
quality-based specifications in highway construction. In many
Quality Control/Quality Assurance (QC/QA) specifications, the
contractor is primarily responsible for quality control of the process,
whereas the highway agency is responsible for testing the acceptance
of the product. A cooperative investigation was conducted in Illinois
over several years to develop a prototype End-Result Specification
(ERS) for asphalt pavement construction. The final characteristics of
the product are stipulated in the ERS and the contractor is given
considerable freedom in achieving those characteristics. The risk for
the contractor or agency depends on how the acceptance limits and
processes are specified. Stochastic simulation models are very useful
in estimating and analyzing payment risk in ERS systems and these
form an integral part of the Illinois-s prototype ERS system. This
paper describes the development of an innovative methodology to
estimate the variability components in in-situ density, air voids and
asphalt content data from ERS projects. The information gained from
this would be crucial in simulating these ERS projects for estimation
and analysis of payment risks associated with asphalt pavement
construction. However, these methods require at least two parties to
conduct tests on all the split samples obtained according to the
sampling scheme prescribed in present ERS implemented in Illinois.
Abstract: In this work we present a solution for DAGC (Digital
Automatic Gain Control) in WLAN receivers compatible to IEEE 802.11a/g standard. Those standards define communication in 5/2.4
GHz band using Orthogonal Frequency Division Multiplexing OFDM modulation scheme. WLAN Transceiver that we have used
enables gain control over Low Noise Amplifier (LNA) and a
Variable Gain Amplifier (VGA). The control over those signals is
performed in our digital baseband processor using dedicated hardware block DAGC. DAGC in this process is used to automatically control the VGA and LNA in order to achieve better
signal-to-noise ratio, decrease FER (Frame Error Rate) and hold the
average power of the baseband signal close to the desired set point.
DAGC function in baseband processor is done in few steps: measuring power levels of baseband samples of an RF signal,accumulating the differences between the measured power level and
actual gain setting, adjusting a gain factor of the accumulation, and
applying the adjusted gain factor the baseband values. Based on the measurement results of RSSI signal dependence to input power we have concluded that this digital AGC can be implemented applying
the simple linearization of the RSSI. This solution is very simple but also effective and reduces complexity and power consumption of the
DAGC. This DAGC is implemented and tested both in FPGA and in ASIC as a part of our WLAN baseband processor. Finally, we have integrated this circuit in a compact WLAN PCMCIA board based on MAC and baseband ASIC chips designed from us.
Abstract: As is needless to say; a majority of accidents, which occur, are due to drunk driving. As such, there is no effective mechanism to prevent this. Here we have designed an integrated system for the same purpose. Alcohol content in the driver-s body is detected by means of an infrared breath analyzer placed at the steering wheel. An infrared cell directs infrared energy through the sample and any unabsorbed energy at the other side is detected. The higher the concentration of ethanol, the more infrared absorption occurs (in much the same way that a sunglass lens absorbs visible light, alcohol absorbs infrared light). Thus the alcohol level of the driver is continuously monitored and calibrated on a scale. When it exceeds a particular limit the fuel supply is cutoff. If the device is removed also, the fuel supply will be automatically cut off or an alarm is sounded depending upon the requirement. This does not happen abruptly and special indicators are fixed at the back to avoid inconvenience to other drivers using the highway signals. Frame work for integration of sensors and control module in a scalable multi-agent system is provided .A SMS which contains the current GPS location of the vehicle is sent via a GSM module to the police control room to alert the police. The system is foolproof and the driver cannot tamper with it easily. Thus it provides an effective and cost effective solution for the problem of drunk driving in vehicles.
Abstract: The concepts of knowledge creation and innovation
have a strong relationship but this relationship has not been examined
systematically. This study examines the utilization of knowledge
creation processes of the Theory of Knowledge Creation in Higher
Education Institutions. These processes consist of socialization,
externalization, combination and internalization. This study suggests
that the utilization of these processes will give impacts on innovation
in academic performance. A cross-sectional study was conducted
using survey questionnaires to collect data of the utilization of
knowledge creation processes and classroom-s innovation. The
samples are Business Management students of a Malaysian Higher
Education Institution. The results of this study could help Higher
Education Institutions to enrich the learning process of students
through knowledge creation and innovation.
Abstract: Analysis of heart rate variability (HRV) has become a
popular non-invasive tool for assessing the activities of autonomic
nervous system. Most of the methods were hired from techniques
used for time series analysis. Currently used methods are time
domain, frequency domain, geometrical and fractal methods. A new
technique, which searches for pattern repeatability in a time series, is
proposed for quantifying heart rate (HR) time series. These set of
indices, which are termed as pattern repeatability measure and
pattern repeatability ratio are able to distinguish HR data clearly
from noise and electroencephalogram (EEG). The results of analysis
using these measures give an insight into the fundamental difference
between the composition of HR time series with respect to EEG and
noise.
Abstract: A lot of research has been done in the past decade in the field of audio content analysis for extracting various information from audio signal. One such significant information is the "perceived mood" or the "emotions" related to a music or audio clip. This information is extremely useful in applications like creating or adapting the play-list based on the mood of the listener. This information could also be helpful in better classification of the music database. In this paper we have presented a method to classify music not just based on the meta-data of the audio clip but also include the "mood" factor to help improve the music classification. We propose an automated and efficient way of classifying music samples based on the mood detection from the audio data. We in particular try to classify the music based on mood for Indian bollywood music. The proposed method tries to address the following problem statement: Genre information (usually part of the audio meta-data) alone does not help in better music classification. For example the acoustic version of the song "nothing else matters by Metallica" can be classified as melody music and thereby a person in relaxing or chill out mood might want to listen to this track. But more often than not this track is associated with metal / heavy rock genre and if a listener classified his play-list based on the genre information alone for his current mood, the user shall miss out on listening to this track. Currently methods exist to detect mood in western or similar kind of music. Our paper tries to solve the issue for Indian bollywood music from an Indian cultural context
Abstract: The purpose of this paper is to examine the financing
practices of SMEs in Libya in two different phases of business life
cycle: start-up and matured stages. Moreover, SMEs- accessing bank
loan issues is also identified. The study was conducted by taking into
account the aspect of demand. The findings are based on a sample of
76 SMEs in Libya through the adoption of questionnaires. The results
have pinpointed several things- evidently, SMEs use informal
financing sources which prefer personal savings; SME owners are
willing to apply for bank loan, that the most pressing problem has
been identified, not to apply bank loan is loan with interest (religion
factor).
Abstract: In this paper we present a Adaptive Neuro-Fuzzy
System (ANFIS) with inputs the lagged dependent variable for the
prediction of Gross domestic Product growth rate in six countries.
We compare the results with those of Autoregressive (AR) model.
We conclude that the forecasting performance of neuro-fuzzy-system
in the out-of-sample period is much more superior and can be a very
useful alternative tool used by the national statistical services and the
banking and finance industry.
Abstract: Essential hypertension (HTN) usually clusters with other cardiovascular risk factors such as age, overweight, diabetes, insulin resistance and dyslipidemia. The target organ damage (TOD) such as left ventricular hypertrophy, microalbuminuria (MA), acute coronary syndrome (ACS), stroke and cognitive dysfunction takes place early in course of hypertension. Though the prevalence of hypertension is high in India, the relationship between microalbuminuria and target organ damage in hypertension is not well studied. This study aim at detecting MA in essential hypertension and its relation to severity of HTN, duration of HTN, body mass index (BMI), age and TOD such as HTN retinopathy and acute coronary syndrome The present study was done in 100 patients of essential hypertension non diabetics admitted to B.L.D.E.University-s Sri B.M.Patil Medical College, Bijapur, from October 2008 to April 2011. The patients underwent detailed history and clinical examination. Early morning 5 ml of urine sample was collected & MA was estimated by immunoturbidometry method. The relationship of MA with the duration & severity of HTN, BMI, age, sex and TOD's like hypertensive retinopathy, ACS was assessed by univariate analysis. The prevalence of MA in this study was found to be 63 %. In that 42% were male & 21% were female. In this study a significant association between MA and the duration of hypertension (p = 0.036) & (OR =0.438). Longer the duration of hypertension, more possibility of microalbumin in urine. Also there was a significant association between severity of hypertension and MA (p=0.045) and (OR=0.093). MA was positive in 50 (79.4%) patients out of 63, whose blood pressure was >160/100 mm Hg. In this study a significant association between MA and the grades of hypertensive retinopathy (p =0.011) and acute coronary syndrome (p = 0.041) (OR =2.805). Gender and BMI did not pose high risk for MA in this study.The prevalence of MA in essential hypertension is high in this part of the community and MA will increase the risk of developing target organ damage.Early screening of patients with essential hypertension for MA and aggressive management of positive cases might reduce the burden of chronic kidney diseases and cardiovascular diseases in the community.
Abstract: This paper aims to scale up Dye-sensitized Solar Cell
(DSSC) production using a commonly available industrial material –
stainless steel - and industrial plasma equipment. A working DSSC
electrode formed by (1) coating titania nanotube (TiO2 NT) film on
304 stainless steel substrate using a plasma spray technique; then, (2)
filling the nano-pores of the TiO2 NT film using a TiF4 sol-gel method.
A DSSC device consists of an anode absorbed photosensitive dye
(N3), a transparent conductive cathode with platinum (Pt)
nano-catalytic particles adhered to its surface, and an electrolytic
solution sealed between the anode and the transparent conductive
cathode. The photo-current conversion efficiency of the DSSC sample
was tested under an AM 1.5 Solar Simulator. The sample has a short
current (Isc) of 0.83 mA cm-2, open voltage (Voc) of 0.81V, filling
factor (FF) of 0.52, and conversion efficiency (η) of 2.18% on a 0.16
cm2 DSSC work-piece.
Abstract: To respond to the Kyoto Protocol, the policy of Payment for Environmental Service (PES), which was entitled “Plain Landscape Afforestation Program (PLAP)", was certified by Executive Yuan in Taiwan on 31 August 2001 and has been implementing for six years since 1 January 2002. Although the PLAP has received a lot of positive comments, there are still many difficulties during the process of implementation, such as insufficient technology for afforestation, private landowners- low interests in participating in PLAP, insufficient subsidies, and so on, which are potential threats that hinder the PLAP from moving forward in future. In this paper, selecting Ping-Tung County in Taiwan as a sample region and targeting those private landowners with and without intention to participate in the PLAP, respectively, we conduct an empirical analysis based on the Logit model to investigate the factors that determine whether those private landowners join the PLAP, so as to realize the incentive effects of the PLAP upon the personal decision on afforestation. The possible factors that might determine private landowner-s participation in the PLAP include landowner-s characteristics, cropland characteristics, as well as policy factors. Among them, the policy factors include afforestation subsidy amount (+), duration of afforestation subsidy (+), the rules on adjoining and adjacent areas (+), and so on, which do not reach the remarkable level in statistics though, but the directions of variable signs are consistent with the intuition behind the policy. As for the landowners- characteristics, each of age (+), education level (–), and annual household income (+) variables reaches 10% of the remarkable level in statistics; as for the cropland characteristics, each of cropland area (+), cropland price (–), and the number of cropland parcels (–) reaches 1% of the remarkable level in statistics. In light of the above, the cropland characteristics are the dominate factor that determines the probability of landowner-s participation in the PLAP. In the Logit model established by this paper, the probability of correctly estimating nonparticipants is 98%, the probability of correctly estimating the participants is 71.8%, and the probability for the overall estimation is 95%. In addition, Hosmer-Lemeshow test and omnibus test also revealed that the Logit model in this paper may provide fine goodness of fit and good predictive power in forecasting private landowners- participation in this program. The empirical result of this paper expects to help the implementation of the afforestation programs in Taiwan.
Abstract: Pomegranate and pomegranate juices (PJs) have taken
great attention for their health benefits in the last years. As there is an
increasing concern about potential health benefits of ellagic acid, it is
of great interest to evaluate alterations in ellagic acid concentration of
commercial PJs. The purpose of this study is to analyze total
phenolic, free and total ellagic acid content of six commercial PJs
sold in Turkish markets using HPLC.
The results showed that some commercial PJs had markedly high
total phenolic and ellagic acid content. Total phenolic substances of
commercial PJs range from 796.71 to 4608.91 mg GAE/l. Free
amount of ellagic acid in commercial PJs range from 27.64 to 111.78
mg/l. Samples are hydrolyzed with concentrated HCl at 93oC for 2
and 24 hour and influences of temperature and time parameters on
hydrolization were investigated. Thermal processing for
pasteurization increased ellagic acid via ellagitannins hydrolysis.
Abstract: Technological newness and innovativeness are
important aspects of small firm development, growth and wealth
creation. The contribution of the study to entrepreneurship
personality research and to technology-related research in
entrepreneurship is that the model of the general personality driven
technological development was developed and empirically tested.
Hypotheses relating the big five personality factors (OCEAN:
openness, conscientiousness, extraversion, agreeableness, and
neuroticism) and technological developments were tested by using
multiple regression analysis on survey data from a sample of 160
entrepreneurs from Slovenia. The model reveals two personality
factors, which are predictive of technological developments:
openness (positive impact) and neuroticism (negative impact). In
addition, a positive impact of firm age on technological
developments was found. Other personality factors
(conscientiousness, extraversion and agreeableness) of entrepreneurs
may not be considered important for their firm technological
developments.
Abstract: Iron in groundwater is one of the problems that render the water unsuitable for drinking. The concentration above 0.3 mg/L is common in groundwater. The conventional method of removal is by precipitation under oxic condition. In this study, iron removal under anaerobic conditions was examined by batch experiment as a main purpose. The process involved by purging of groundwater samples with H2S to form iron sulfide. Removal up to 83% for 1 mg/L iron solution was achieved. The removal efficiency dropped to 82% and 75% for the higher initial iron concentrations 3.55 and 5.01 mg/L, respectively. The average residual sulfide concentration in water after the process was 25*g/L. The Eh level during the process was -272 mV. The removal process was found to follow the first order reaction with average rate constant of 4.52 x 10-3. The half-life for the concentrations to reduce from initial values was 157 minutes.
Abstract: InGaAsN and GaAsN epitaxial layers with similar
nitrogen compositions in a sample were successfully grown on a
GaAs (001) substrate by solid source molecular beam epitaxy. An
electron cyclotron resonance nitrogen plasma source has been used to
generate atomic nitrogen during the growth of the nitride layers. The
indium composition changed from sample to sample to give
compressive and tensile strained InGaAsN layers. Layer
characteristics have been assessed by high-resolution x-ray
diffraction to determine the relationship between the lattice constant
of the GaAs1-yNy layer and the fraction x of In. The objective was to
determine the In fraction x in an InxGa1-xAs1-yNy epitaxial layer which
exactly cancels the strain present in a GaAs1-yNy epitaxial layer with
the same nitrogen content when grown on a GaAs substrate.
Abstract: A dissimilarity measure between the empiric
characteristic functions of the subsamples associated to the different
classes in a multivariate data set is proposed. This measure can be
efficiently computed, and it depends on all the cases of each class. It
may be used to find groups of similar classes, which could be joined
for further analysis, or it could be employed to perform an
agglomerative hierarchical cluster analysis of the set of classes. The
final tree can serve to build a family of binary classification models,
offering an alternative approach to the multi-class SVM problem. We
have tested this dendrogram based SVM approach with the oneagainst-
one SVM approach over four publicly available data sets,
three of them being microarray data. Both performances have been
found equivalent, but the first solution requires a smaller number of
binary SVM models.
Abstract: Experiments were carried out at the Latvia State
Institute of Fruit-Growing in 2011. Fresh-cut minimally processed
apple and pear mixed salad were packed by passive modified
atmosphere (MAP) in PP containers, which were hermetically sealed
by breathable conventional BOPP PropafreshTM P2GAF, and Amcor
Agrifresh films. Biodegradable NatureFlexTM NVS INNOVIA Films
and VC999 BioPack PLA films coated with a barrier of pure silicon
oxide (SiOx) were used to compare the fresh-cut produce quality
with this packed in conventional packaging films. Samples were cold
stored at temperature +4.0±0.5 °C up to 10 days. The quality of salad
was evaluated by physicochemical properties – weight losses,
moisture, firmness, the effect of packaging modes on the colour,
dynamics in headspace atmosphere concentration (CO2 and O2),
titratable acidity values, as well as by microbiological contamination
(yeasts, moulds and total bacteria count) of salads, analyzing before
packaging and after 2, 4, 6, 8, and 10 storage days.