Modeling Prices of Electricity Futures at EEX

The main aim of this paper is to develop and calibrate an econometric model for modeling prices of long term electricity futures contracts. The calibration of our model is performed on data from EEX AG allowing us to capture the specific features of German electricity market. The data sample contains several structural breaks which have to be taken into account for modeling. We model the data with an ARIMAX model which reveals high correlation between the price of electricity futures contracts and prices of LT futures contracts of fuels (namely coal, natural gas and crude oil). Besides this, also a share price index of representative electricity companies traded on Xetra, spread between 10Y and 1Y German bonds and exchange rate between EUR and USD appeared to have significant explanatory power over these futures contracts on EEX.

Magnetohydrodynamic Damping of Natural Convection Flows in a Rectangular Enclosure

We numerically study the three-dimensional magnetohydrodynamics (MHD) stability of oscillatory natural convection flow in a rectangular cavity, with free top surface, filled with a liquid metal, having an aspect ratio equal to A=L/H=5, and subjected to a transversal temperature gradient and a uniform magnetic field oriented in x and z directions. The finite volume method was used in order to solve the equations of continuity, momentum, energy, and potential. The stability diagram obtained in this study highlights the dependence of the critical value of the Grashof number Grcrit , with the increase of the Hartmann number Ha for two orientations of the magnetic field. This study confirms the possibility of stabilization of a liquid metal flow in natural convection by application of a magnetic field and shows that the flow stability is more important when the direction of magnetic field is longitudinal than when the direction is transversal.

Estimating Correlation Dimension on Japanese Candlestick, Application to FOREX Time Series

Recognizing behavioral patterns of financial markets is essential for traders. Japanese candlestick chart is a common tool to visualize and analyze such patterns in an economic time series. Since the world was introduced to Japanese candlestick charting, traders saw how combining this tool with intelligent technical approaches creates a powerful formula for the savvy investors. This paper propose a generalization to box counting method of Grassberger-Procaccia, which is based on computing the correlation dimension of Japanese candlesticks instead commonly used 'close' points. The results of this method applied on several foreign exchange rates vs. IRR (Iranian Rial). Satisfactorily show lower chaotic dimension of Japanese candlesticks series than regular Grassberger-Procaccia method applied merely on close points of these same candles. This means there is some valuable information inside candlesticks.

Complexity of Operation and Maintenance in Irrigation Network Management-A Case of the Dez Scheme in the Greater Dezful, Iran

Food and fibre production in arid and semi-arid regions has emerged as one of the major challenges for various socio-economic and political reasons such as the food security and self-sufficiency. Productive use of the renewable water resources has risen on top ofthe decision-making agenda. For this reason, efficient operation and maintenance of modern irrigation and drainage schemes become part and parcel and indispensible reality in agricultural policy making arena. The aim of this paper is to investigate the complexity of operating and maintaining such schemes, mainly focussing on challenges which enhance and opportunities that impedsustainable food and fibre production. The methodology involved using secondary data complemented byroutine observations and stakeholders views on issues that influence the O&M in the Dez command area. The SPSS program was used as an analytical framework for data analysis and interpretation.Results indicate poor application efficiency in most croplands, much of which is attributed to deficient operation of conveyance and distribution canals. These in turn, are reportedly linked to inadequate maintenance of the pumping stations and hydraulic structures like turnouts,flumes and other control systems particularly in the secondary and tertiary canals. Results show that the aforementioned deficiencies have been the major impediment to establishing regular flow toward the farm gates which subsequently undermine application efficiency and tillage operationsat farm level. Results further show that accumulative impact of such deficiencies has been the major causes of poorcrop yield and quality that deem production system in these croplands uneconomic. Results further show that the present state might undermine the sustainability of agricultural system in the command area. The overall conclusion being that present water management is unlikely to be responsive to challenges that the sector faces. And in the absence of coherent measures to shift the status quo situation in favour of more productive resource use, it would be hard to fulfil the objectives of the National Economic and Socio-cultural Development Plans.

Model-Based Person Tracking Through Networked Cameras

This paper proposes a way to track persons by making use of multiple non-overlapping cameras. Tracking persons on multiple non-overlapping cameras enables data communication among cameras through the network connection between a camera and a computer, while at the same time transferring human feature data captured by a camera to another camera that is connected via the network. To track persons with a camera and send the tracking data to another camera, the proposed system uses a hierarchical human model that comprises a head, a torso, and legs. The feature data of the person being modeled are transferred to the server, after which the server sends the feature data of the human model to the cameras connected over the network. This enables a camera that captures a person's movement entering its vision to keep tracking the recognized person with the use of the feature data transferred from the server.

Performance, Emission and Combustion Characteristics of Direct Injection Diesel Engine Running on Rice Bran Oil / Diesel Fuel Blend

Triglycerides and their derivatives are considered as viable alternatives for diesel fuels. Rice bran oil is used as diesel fuel. Highly viscous rice bran oil can be reduced by blending it with diesel fuel. The present research is aimed to investigate experimentally the performance, exhaust emission and combustion characteristics of a direct injection (DI) diesel engine, typically used in agricultural sector, over the entire load range when fuelled with rice bran oil and diesel fuel blends, RB10 (10% rice bran oil + 90% diesel fuel) to RB50. The performance, emission and combustion parameters of RB20 were found to be very close to neat diesel fuel (ND). The injector opening pressure (IOP) undoubtedly is of prime importance in diesel engine operation. Performance, emission and combustion characteristics with RB30 at enhanced IOPs are better than ND. Improved premixed heat release rate were noticed with RB30 when the IOP is enhanced.

Scenario Recognition in Modern Building Automation

Modern building automation needs to deal with very different types of demands, depending on the use of a building and the persons acting in it. To meet the requirements of situation awareness in modern building automation, scenario recognition becomes more and more important in order to detect sequences of events and to react to them properly. We present two concepts of scenario recognition and their implementation, one based on predefined templates and the other applying an unsupervised learning algorithm using statistical methods. Implemented applications will be described and their advantages and disadvantages will be outlined.

Experimental Characterization of a Thermoacoustic Travelling-Wave Refrigerator

The performances of a thermoacoustic travelling-wave refrigerator are presented. Developed in the frame of the European project called THATEA, it is designed for providing 600 W at a temperature of 233 K with an efficiency of 40 % relative to the Carnot efficiency. This paper presents the device and the results of the first measurements. For a cooling power of 210 W, a coefficient of performance relative to Carnot of 30 % is achieved when the refrigerator is coupled with an existing standing-wave engine.

Measurement of Systemic Power Efficiency of Microwave Heating Application

Microwave heating process has been developed about sixty years while measurement system has also progressed. Because of irradiation of high frequency of microwave, researchers have been utilized many costly technical instrument measuring parameters to evaluate the performance of microwave heating system. Therefore, this paper is intended to present an easier and feasible efficiency measurement method. It can help inspecting efficiency of microwave heating system with good accuracy, while the method can also give reference to optimizing procedure for microwave heating system for various load material

A Nodal Transmission Pricing Model based on Newly Developed Expressions of Real and Reactive Power Marginal Prices in Competitive Electricity Markets

In competitive electricity markets all over the world, an adoption of suitable transmission pricing model is a problem as transmission segment still operates as a monopoly. Transmission pricing is an important tool to promote investment for various transmission services in order to provide economic, secure and reliable electricity to bulk and retail customers. The nodal pricing based on SRMC (Short Run Marginal Cost) is found extremely useful by researchers for sending correct economic signals. The marginal prices must be determined as a part of solution to optimization problem i.e. to maximize the social welfare. The need to maximize the social welfare subject to number of system operational constraints is a major challenge from computation and societal point of views. The purpose of this paper is to present a nodal transmission pricing model based on SRMC by developing new mathematical expressions of real and reactive power marginal prices using GA-Fuzzy based optimal power flow framework. The impacts of selecting different social welfare functions on power marginal prices are analyzed and verified with results reported in literature. Network revenues for two different power systems are determined using expressions derived for real and reactive power marginal prices in this paper.

SVM-Based Detection of SAR Images in Partially Developed Speckle Noise

Support Vector Machine (SVM) is a statistical learning tool that was initially developed by Vapnik in 1979 and later developed to a more complex concept of structural risk minimization (SRM). SVM is playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM was applied to the detection of SAR (synthetic aperture radar) images in the presence of partially developed speckle noise. The simulation was done for single look and multi-look speckle models to give a complete overlook and insight to the new proposed model of the SVM-based detector. The structure of the SVM was derived and applied to real SAR images and its performance in terms of the mean square error (MSE) metric was calculated. We showed that the SVM-detected SAR images have a very low MSE and are of good quality. The quality of the processed speckled images improved for the multi-look model. Furthermore, the contrast of the SVM detected images was higher than that of the original non-noisy images, indicating that the SVM approach increased the distance between the pixel reflectivity levels (the detection hypotheses) in the original images.

Multi-labeled Data Expressed by a Set of Labels

Collected data must be organized to be utilized efficiently, and hierarchical classification of data is efficient approach to organize data. When data is classified to multiple categories or annotated with a set of labels, users request multi-labeled data by giving a set of labels. There are several interpretations of the data expressed by a set of labels. This paper discusses which data is expressed by a set of labels by introducing orders for sets of labels and shows that there are four types of orders, which are characterized by whether the labels of expressed data includes every label of the given set of labels within the range of the set. Desirable properties of the orders, data is also expressed by the higher set of labels and different sets of labels express different data, are discussed for the orders.

Optimization of Gentamicin Production: Comparison of ANN and RSM Techniques

In this work, statistical experimental design was applied for the optimization of medium constituents for Gentamicin production by Micromsonospora echinospora subs pallida (MTCC 708) in a batch reactor and the results are compared with the ANN predicted values. By central composite design, 50 experiments are carried out for five test variables: Starch, Soya bean meal, K2HPO4, CaCO3 and FeSO4. The optimum condition was found to be: Starch (8.9,g/L), Soya bean meal (3.3 g/L), K2HPO4 (0.8 g/L), CaCO3 (4 g/L) and FeSO4 (0.03 g/L). At these optimized conditions, the yield of gentamicin was found to be 1020 mg/L. The R2 values were found to be 1 for ANN training set, 0.9953 for ANN test set, and 0.9286 for RSM.

Experiments on Element and Document Statistics for XML Retrieval

This paper presents an information retrieval model on XML documents based on tree matching. Queries and documents are represented by extended trees. An extended tree is built starting from the original tree, with additional weighted virtual links between each node and its indirect descendants allowing to directly reach each descendant. Therefore only one level separates between each node and its indirect descendants. This allows to compare the user query and the document with flexibility and with respect to the structural constraints of the query. The content of each node is very important to decide weither a document element is relevant or not, thus the content should be taken into account in the retrieval process. We separate between the structure-based and the content-based retrieval processes. The content-based score of each node is commonly based on the well-known Tf × Idf criteria. In this paper, we compare between this criteria and another one we call Tf × Ief. The comparison is based on some experiments into a dataset provided by INEX1 to show the effectiveness of our approach on one hand and those of both weighting functions on the other.

Bioefficacy of Some Oil-Mixed Plant Derivatives against African Mud Catfish (Clarias gariepinus) Beetles, Dermestes maculatus and Necrobia rufipes

The efficacy of the separate mixing of four tropical spicy and medicinal plant products: Dennettia tripetala Baker (pepper fruit), Eugenia aromatica Hook (clove), Piper guineense (Schum and Thonn) (black pepper) and Monodora myristica (Dunal) (African nut-meg) with a household vegetable oil was evaluated under tropical storage conditions for the control and reproductive performance of Dermestes maculatus (De Geer) (hide beetle) and Necroba rufipes (De Geer) (copra beetle) on African catfish, Clarias gariepinus (Burchell). Each of the plant materials was pulverized into powder and applied as a mix of 1ml of oil and plant powder at 2.5, 5.0, 7.5 and 10.0g per 100g of dried fish, and allowed to dry for 6h. Each of the four oil-mixed powder treatments evoked significant (P < 05) mortalities of the two insects compared with the control (oil only) at 1, 3 and 7 days post treatment. The oil-powder mixture dosages did not prevent insect egg hatchability but while the emergent larvae on the treated samples died, the emergent larvae in the control survived into adults. The application of oil-mixed powders effectively suppressed the emergence of the larvae of the beetles. Similarly, each of the oil-powder mixtures significantly reduced weight loss in smoked fish that were exposed to D. maculatus and N. rufipes when compared to the control (P < 05). The results of this study suggest that the plant powders rather than the domestic oil demonstrated protective ability against the fish beetles and confirm the efficacy of the plant products as pest control agents.

Exploring the Behavior of Recreational Bicyclists: an Empirical Study in Danshuei and Bali, Northern Taiwan

The Taiwan government has invested approximately 21 billion NT dollars in the construction of bicycle paths since bicycling has gained huge popularity as a healthy leisure and recreational activity. This study focuses on the behavior of recreational bicyclists in Danshuei and Bali, northern Taiwan. Data were collected from a field investigation carried out along the Danshuei bicycle path and Bali left-bank bicycle path. A total of 578 questionnaires were gathered for data analysis. Descriptive statistics and Chi-Square tests were used to assess bicyclists- behaviors. The frequency shows that, in these areas, Danshuei and Bali, most bicyclists rented bicycles, rode the bicycle path in the afternoon for about 2 hours. The used the bicycle path one time per week. For most, it was the first time to ride these bicycle paths. There were significant differences in distribution of bicycle ownership, time of day, duration of ride, ride frequency, and whether riding occurred on weekdays or weekends. Results indicated that most bicyclists in Danshuei and Bali were infrequent users.

Tree Based Decomposition of Sunspot Images

Solar sunspot rotation, latitudinal bands are studied based on intelligent computation methods. A combination of image fusion method with together tree decomposition is used to obtain quantitative values about the latitudes of trajectories on sun surface that sunspots rotate around them. Daily solar images taken with SOlar and Heliospheric (SOHO) satellite are fused for each month separately .The result of fused image is decomposed with Quad Tree decomposition method in order to achieve the precise information about latitudes of sunspot trajectories. Such analysis is useful for gathering information about the regions on sun surface and coordinates in space that is more expose to solar geomagnetic storms, tremendous flares and hot plasma gases permeate interplanetary space and help human to serve their technical systems. Here sunspot images in September, November and October in 2001 are used for studying the magnetic behavior of sun.

Municipal Solid Waste Management in KhoramAbad City and Experiences

This paper presents an overview of current municipal solid waste management in Khoram Abad city. According to data collected by the local authorities, the waste generation rate is estimated to be 800 g/cap.d with density of 243 kg/m3. Solid waste is stored in different types of containers at the source of generation in different areas of the city. Local Authority is responsible for waste collection, transportation. Municipality is responsible for waste collection, using private sector contracts. At present, both mechanical and manual methods are used to collect residential waste. Manual methods of collection are the most commonly used for waste collection in most parts of the city. Land filling is the main disposal method in this city. But it has some obvious problem and deficiencies The current state of solid waste management has been improved slightly in the last decade. By more actions can reduce the human and environmental risks.

High Glucose Increases Acetylcholine-Induced Ca2+ Entry and Protein Expression of STIM1

Hyperglycaemia is a key factor that contributes to the development of diabetes-related microvascular disease and a major risk factor for endothelial dysfunction. In the current study, we have explored glucose-induced abnormal intracellular calcium (Ca2+ i) homeostasis in mouse microvessel endothelial cells (MMECs) in high glucose (HG) (40mmol/L) versus control (low glucose, LG) (11 mmol/L). We demonstrated that the exposure of MMECs to HG for 3 days did not change basal Ca2+ i, however, there was a significant increase of acetylcholine-induced Ca2+ entry. Western blots illustrated that exposure to HG also increased STIM1 (Stromal Interaction Molecule 1), but not Orai1 (the pore forming subunit), protein expression levels. Although the link between HG-induced changes in STIM1 expression, enhanced Ca2+ entry and endothelial dysfunction requires further study, the current data are suggestive that targeting these pathways may reduce the impact of HG on endothelial function.

A Robust Reception of IEEE 802.15.4a IR-TH UWB in Dense Multipath and Gaussian Noise

IEEE 802.15.4a impulse radio-time hopping ultra wide band (IR-TH UWB) physical layer, due to small duty cycle and very short pulse widths is robust against multipath propagation. However, scattering and reflections with the large number of obstacles in indoor channel environments, give rise to dense multipath fading. It imposes serious problem to optimum Rake receiver architectures, for which very large number of fingers are needed. Presence of strong noise also affects the reception of fine pulses having extremely low power spectral density. A robust SRake receiver for IEEE 802.15.4a IRTH UWB in dense multipath and additive white Gaussian noise (AWGN) is proposed to efficiently recover the weak signals with much reduced complexity. It adaptively increases the signal to noise (SNR) by decreasing noise through a recursive least square (RLS) algorithm. For simulation, dense multipath environment of IEEE 802.15.4a industrial non line of sight (NLOS) is employed. The power delay profile (PDF) and the cumulative distribution function (CDF) for the respective channel environment are found. Moreover, the error performance of the proposed architecture is evaluated in comparison with conventional SRake and AWGN correlation receivers. The simulation results indicate a substantial performance improvement with very less number of Rake fingers.