Application of Generalized Autoregressive Score Model to Stock Returns

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

A Comparative Study of Indoor Radon Concentrations between Dwellings and Workplaces in the Ko Samui District, Surat Thani Province, Southern Thailand

The Ko Samui district of Surat Thani province is located in the high amounts of equivalent uranium in the ground surface that is the source of radon. Our research in the Ko Samui district aimed at comparing the indoor radon concentrations between dwellings and workplaces. Measurements of indoor radon concentrations were carried out in 46 dwellings and 127 workplaces, using CR-39 alpha-track detectors in closed-cup. A total of 173 detectors were distributed in 7 sub-districts. The detectors were placed in bedrooms of dwellings and workrooms of workplaces. All detectors were exposed to airborne radon for 90 days. After exposure, the alpha tracks were made visible by chemical etching before they were manually counted under an optical microscope. The track densities were assumed to be correlated with the radon concentration levels. We found that the radon concentrations could be well described by a log-normal distribution. Most concentrations (37%) were found in the range between 16 and 30 Bq.m-3. The radon concentrations in dwellings and workplaces varied from a minimum of 11 Bq.m-3 to a maximum of 305 Bq.m-3. The minimum (11 Bq.m-3) and maximum (305 Bq.m-3) values of indoor radon concentrations were found in a workplace and a dwelling, respectively. Only for four samples (3%), the indoor radon concentrations were found to be higher than the reference level recommended by the WHO (100 Bq.m-3). The overall geometric mean in the surveyed area was 32.6±1.65 Bq.m-3, which was lower than the worldwide average (39 Bq.m-3). The statistic comparison of the geometric mean indoor radon concentrations between dwellings and workplaces showed that the geometric mean in dwellings (46.0±1.55 Bq.m-3) was significantly higher than in workplaces (28.8±1.58 Bq.m-3) at the 0.05 level. Moreover, our study found that the majority of the bedrooms in dwellings had a closed atmosphere, resulting in poorer ventilation than in most of the workplaces that had access to air flow through open doors and windows at daytime. We consider this to be the main reason for the higher geometric mean indoor radon concentration in dwellings compared to workplaces.

Surface Elevation Dynamics Assessment Using Digital Elevation Models, Light Detection and Ranging, GPS and Geospatial Information Science Analysis: Ecosystem Modelling Approach

Surface elevation dynamics have always responded to disturbance regimes. Creating Digital Elevation Models (DEMs) to detect surface dynamics has led to the development of several methods, devices and data clouds. DEMs can provide accurate and quick results with cost efficiency, in comparison to the inherited geomatics survey techniques. Nowadays, remote sensing datasets have become a primary source to create DEMs, including LiDAR point clouds with GIS analytic tools. However, these data need to be tested for error detection and correction. This paper evaluates various DEMs from different data sources over time for Apple Orchard Island, a coastal site in southeastern Australia, in order to detect surface dynamics. Subsequently, 30 chosen locations were examined in the field to test the error of the DEMs surface detection using high resolution global positioning systems (GPSs). Results show significant surface elevation changes on Apple Orchard Island. Accretion occurred on most of the island while surface elevation loss due to erosion is limited to the northern and southern parts. Concurrently, the projected differential correction and validation method aimed to identify errors in the dataset. The resultant DEMs demonstrated a small error ratio (≤ 3%) from the gathered datasets when compared with the fieldwork survey using RTK-GPS. As modern modelling approaches need to become more effective and accurate, applying several tools to create different DEMs on a multi-temporal scale would allow easy predictions in time-cost-frames with more comprehensive coverage and greater accuracy. With a DEM technique for the eco-geomorphic context, such insights about the ecosystem dynamic detection, at such a coastal intertidal system, would be valuable to assess the accuracy of the predicted eco-geomorphic risk for the conservation management sustainability. Demonstrating this framework to evaluate the historical and current anthropogenic and environmental stressors on coastal surface elevation dynamism could be profitably applied worldwide.

Historical and Future Rainfall Variations in Bangladesh

Climate change has become a major concern across the world as the intensity along with quantity of the rainfall, mean surface temperature and other climatic parameters have been changed not only in Bangladesh but also in the entire globe. Bangladesh has already experienced many natural hazards. Among them changing of rainfall pattern, erratic and heavy rainfalls are very common. But changes of rainfall pattern and its amount is still in question to some extent. This study aimed to unfold how the historical rainfalls varied over time and how would be their future trends. In this context, historical rainfall data (1975-2014) were collected from Bangladesh Metrological Department (BMD) and then a time series model was developed using Box-Jenkins algorithm in IBM SPSS to forecast the future rainfall. From the historical data analysis, this study revealed that the amount of rainfall decreased over the time and shifted to the post monsoons. Forecasted rainfall shows that the pre-monsoon and early monsoon will get drier in future whereas late monsoon and post monsoon will show huge fluctuations in rainfall magnitudes with temporal variations which means Bangladesh will get comparatively drier seasons in future which may be a serious problem for the country as it depends on agriculture.

Nanomaterial Based Electrochemical Sensors for Endocrine Disrupting Compounds

Main sources of endocrine disrupting compounds in the ecosystem are hormones, pesticides, phthalates, flame retardants, dioxins, personal-care products, coplanar polychlorinated biphenyls (PCBs), bisphenol A, and parabens. These endocrine disrupting compounds are responsible for learning disabilities, brain development problems, deformations of the body, cancer, reproductive abnormalities in females and decreased sperm count in human males. Although discharge of these chemical compounds into the environment cannot be stopped, yet their amount can be retarded through proper evaluation and detection techniques. The available techniques for determination of these endocrine disrupting compounds mainly include high performance liquid chromatography (HPLC), mass spectroscopy (MS) and gas chromatography-mass spectrometry (GC–MS). These techniques are accurate and reliable but have certain limitations like need of skilled personnel, time consuming, interference and requirement of pretreatment steps. Moreover, these techniques are laboratory bound and sample is required in large amount for analysis. In view of above facts, new methods for detection of endocrine disrupting compounds should be devised that promise high specificity, ultra sensitivity, cost effective, efficient and easy-to-operate procedure. Nowadays, electrochemical sensors/biosensors modified with nanomaterials are gaining high attention among researchers. Bioelement present in this system makes the developed sensors selective towards analyte of interest. Nanomaterials provide large surface area, high electron communication feature, enhanced catalytic activity and possibilities of chemical modifications. In most of the cases, nanomaterials also serve as an electron mediator or electrocatalyst for some analytes.

Implementation of a Paraconsistent-Fuzzy Digital PID Controller in a Level Control Process

In a modern society the factor corresponding to the increase in the level of quality in industrial production demand new techniques of control and machinery automation. In this context, this work presents the implementation of a Paraconsistent-Fuzzy Digital PID controller. The controller is based on the treatment of inconsistencies both in the Paraconsistent Logic and in the Fuzzy Logic. Paraconsistent analysis is performed on the signals applied to the system inputs using concepts from the Paraconsistent Annotated Logic with annotation of two values (PAL2v). The signals resulting from the paraconsistent analysis are two values defined as Dc - Degree of Certainty and Dct - Degree of Contradiction, which receive a treatment according to the Fuzzy Logic theory, and the resulting output of the logic actions is a single value called the crisp value, which is used to control dynamic system. Through an example, it was demonstrated the application of the proposed model. Initially, the Paraconsistent-Fuzzy Digital PID controller was built and tested in an isolated MATLAB environment and then compared to the equivalent Digital PID function of this software for standard step excitation. After this step, a level control plant was modeled to execute the controller function on a physical model, making the tests closer to the actual. For this, the control parameters (proportional, integral and derivative) were determined for the configuration of the conventional Digital PID controller and of the Paraconsistent-Fuzzy Digital PID, and the control meshes in MATLAB were assembled with the respective transfer function of the plant. Finally, the results of the comparison of the level control process between the Paraconsistent-Fuzzy Digital PID controller and the conventional Digital PID controller were presented.

Optimization and Validation for Determination of VOCs from Lime Fruit Citrus aurantifolia (Christm.) with and without California Red Scale Aonidiella aurantii (Maskell) Infested by Using HS-SPME-GC-FID/MS

An optimum technic has been developed for extracting volatile organic compounds which contribute to the aroma of lime fruit (Citrus aurantifolia). The volatile organic compounds of healthy and infested lime fruit with California red scale Aonidiella aurantii were characterized using headspace solid phase microextraction (HS-SPME) combined with gas chromatography (GC) coupled flame ionization detection (FID) and gas chromatography with mass spectrometry (GC-MS) as a very simple, efficient and nondestructive extraction method. A three-phase 50/30 μm PDV/DVB/CAR fibre was used for the extraction process. The optimal sealing and fibre exposure time for volatiles reaching equilibrium from whole lime fruit in the headspace of the chamber was 16 and 4 hours respectively. 5 min was selected as desorption time of the three-phase fibre. Herbivorous activity induces indirect plant defenses, as the emission of herbivorous-induced plant volatiles (HIPVs), which could be used by natural enemies for host location. GC-MS analysis showed qualitative differences among volatiles emitted by infested and healthy lime fruit. The GC-MS analysis allowed the initial identification of 18 compounds, with similarities higher than 85%, in accordance with the NIST mass spectral library. One of these were increased by A. aurantii infestation, D-limonene, and three were decreased, Undecane, α-Farnesene and 7-epi-α-selinene. From an applied point of view, the application of the above-mentioned VOCs may help boost the efficiency of biocontrol programs and natural enemies’ production techniques.

Language Politics and Identity in Translation: From a Monolingual Text to Multilingual Text in Chinese Translations

This paper focuses on how the government-led language policies and the political changes in Taiwan manipulate the languages choice in translations and what translation strategies are employed by the translator to show his or her language ideology behind the power struggles and decision-making. Therefore, framed by Lefevere’s theoretical concept of translating as rewriting, and carried out a diachronic and chronological study, this paper specifically sets out to investigate the language ideology and translator’s idiolect of Chinese language translations of Anglo-American novels. The examples drawn to explore these issues were taken from different versions of Chinese renditions of Mark Twain’s English-language novel The Adventures of Huckleberry Finn in which there are several different dialogues originally written in the colloquial language and dialect used in the American state of Mississippi and reproduced in Mark Twain’s works. Also, adapted corpus methodology, many examples are extracted as instances from the translated texts and source text, to illuminate how the translators in Taiwan deal with the dialectal features encoded in Twain’s works, and how different versions of Chinese translations are employed by Taiwanese translators to confirm the language polices and to express their language identity textually in different periods of the past five decades, from the 1960s onward. The finding of this study suggests that the use of Taiwanese dialect and language patterns in translations does relate to the movement of the mother-tongue language and language ideology of the translator as well as to the issue of language identity raised in the island of Taiwan. Furthermore, this study confirms that the change of political power in Taiwan does bring significantly impact in language policy-- assimilationism, pluralism or multiculturalism, which also makes Taiwan from a monolingual to multilingual society, where the language ideology and identity can be revealed not only in people’s daily communication but also in written translations.

Traditional Ecological Knowledge System as Climate Change Adaptation Strategies for Mountain Community of Tangkhul Tribe in Northeast India

One general agreement on climate change is that its causes may be local but the effects are global. Indigenous people are subscribed to “low-carbon” traditional ways of life and as such they have contributed little to causes of climate change. On the contrary they are the most adversely affected by climate change due to their dependence on surrounding rich biological wealth as a source of their livelihood, health care, entertainment and cultural activities This paper deals with the results of the investigation of various adaptation strategies adopted to combat climate change by traditional community. The result shows effective ways of application of traditional knowledge and wisdom applied by Tangkhul traditional community at local and community level in remote areas in Northeast India. Four adaptation measures are being presented in this paper.

The Mechanical Response of a Composite Propellant under Harsh Conditions

The aim of this paper is to study the mechanical properties of HTPB (Hydroxyl-terminated polybutadiene) composite propellant under harsh conditions. It describes two tests involving uniaxial tensile tests of various strain rates (ranging from 0.0005 s-1 to 1.5 s-1), temperatures (ranging from 223 K to 343 K) and high-cycle fatigue tests under low-temperature (223 K, frequencies were set at 50, 100, 150 Hz) using DMA (Dynamic Mechanical Analyzer). To highlight the effect of small pre-strain on fatigue properties of HTPB propellant, quasi-static stretching was carried out before fatigue loading, and uniaxial tensile tests at constant strain rates were successively applied. The results reveal that flow stress of propellant increases with reduction in temperature and rise in strain rate, and the strain rate-temperature equivalence relationship could be described by TTSP (time-temperature superposition principle) incorporating a modified WLF equation. Moreover, the rate of performance degradations and damage accumulation of propellant during fatigue tests increased with increasing strain amplitude and loading frequencies, while initial quasi-static loading has a negative effect on fatigue properties by comparing stress-strain relations after fatigue tests.

Failure Analysis and Fatigue Life Estimation of a Shaft of a Rotary Draw Bending Machine

Human consumption of the Earth's resources increases the need for a sustainable development as an important ecological, social, and economic theme. Re-engineering of machine tools, in terms of design and failure analysis, is defined as steps performed on an obsolete machine to return it to a new machine with the warranty that matches the customer requirement. To understand the future fatigue behavior of the used machine components, it is important to investigate the possible causes of machine parts failure through design, surface, and material inspections. In this study, the failure modes of the shaft of the rotary draw bending machine are inspected. Furthermore, stress and deflection analysis of the shaft subjected to combined torsion and bending loads are carried out by an analytical method and compared with a finite element analysis method. The theoretical fatigue strength, correction factors, and fatigue life sustained by the shaft before damaged are estimated by creating a stress-cycle (S-N) diagram. In conclusion, it is seen that the shaft can work in the second life, but it needs some surface treatments to increase the reliability and fatigue life.

Evaluation of the Mechanical Behavior of a Retaining Wall Structure on a Weathered Soil through Probabilistic Methods

Retaining slope structures are increasingly considered in geotechnical engineering projects due to extensive urban cities growth. These kinds of engineering constructions may present instabilities over the time and may require reinforcement or even rebuilding of the structure. In this context, statistical analysis is an important tool for decision making regarding retaining structures. This study approaches the failure probability of the construction of a retaining wall over the debris of an old and collapsed one. The new solution’s extension length will be of approximately 350 m and will be located over the margins of the Lake Paranoá, Brasilia, in the capital of Brazil. The building process must also account for the utilization of the ruins as a caisson. A series of in situ and laboratory experiments defined local soil strength parameters. A Standard Penetration Test (SPT) defined the in situ soil stratigraphy. Also, the parameters obtained were verified using soil data from a collection of masters and doctoral works from the University of Brasília, which is similar to the local soil. Initial studies show that the concrete wall is the proper solution for this case, taking into account the technical, economic and deterministic analysis. On the other hand, in order to better analyze the statistical significance of the factor-of-safety factors obtained, a Monte Carlo analysis was performed for the concrete wall and two more initial solutions. A comparison between the statistical and risk results generated for the different solutions indicated that a Gabion solution would better fit the financial and technical feasibility of the project.

Dimensional Accuracy of CNTs/PMMA Parts and Holes Produced by Laser Cutting

Laser cutting is a very common production method for cutting 2D polymeric parts. Developing of polymer composites with nano-fibers makes important their other properties like laser workability. The aim of this research is investigation of the influence different laser cutting conditions on the dimensional accuracy of parts and holes from poly methyl methacrylate (PMMA)/carbon nanotubes (CNTs) material. Experiments were carried out by considering of CNTs (in four level 0,0.5, 1 and 1.5% wt.%), laser power (60, 80, and 100 watt) and cutting speed 20, 30, and 40 mm/s as input variable factors. The results reveal that CNTs adding improves the laser workability of PMMA and the increasing of power has a significant effect on the part and hole size. The findings also show cutting speed is effective parameter on the size accuracy. Eventually, the statistical analysis of results was done, and calculated mathematical equations by the regression are presented for determining relation between input and output factor.

Polymer Modification of Fine Grained Concretes Used in Textile Reinforced Cementitious Composites

Textile reinforced cementitious composite (TRCC) is a development of a composite material where textile and fine-grained concrete (matrix) materials are used in combination. These matrices offer high performance properties in many aspects. To achieve high performance, polymer modified fine-grained concretes were used as matrix material which have high flexural strength. In this study, ten latex polymers and ten powder polymers were added to fine-grained concrete mixtures. These latex and powder polymers were added to the mixtures at different rates related to binder weight. Mechanical properties such as compressive and flexural strength were studied. Results showed that latex polymer and redispersible polymer modified fine-grained concretes showed different mechanical performance. A wide range of both latex and redispersible powder polymers were studied. As the addition rate increased compressive strength decreased for all mixtures. Flexural strength increased as the addition rate increased but significant enhancement was not observed through all mixtures.

Development of a Tilt-Rotor Aircraft Model Using System Identification Technique

The introduction of tilt-rotor aircraft into the existing civilian air transportation system will provide beneficial effects due to tilt-rotor capability to combine the characteristics of a helicopter and a fixed-wing aircraft into one vehicle. The disposability of reliable tilt-rotor simulation models supports the development of such vehicle. Indeed, simulation models are required to design automatic control systems that increase safety, reduce pilot's workload and stress, and ensure the optimal aircraft configuration with respect to flight envelope limits, especially during the most critical flight phases such as conversion from helicopter to aircraft mode and vice versa. This article presents a process to build a simplified tilt-rotor simulation model, derived from the analysis of flight data. The model aims to reproduce the complex dynamics of tilt-rotor during the in-flight conversion phase. It uses a set of scheduled linear transfer functions to relate the autopilot reference inputs to the most relevant rigid body state variables. The model also computes information about the rotor flapping dynamics, which are useful to evaluate the aircraft control margin in terms of rotor collective and cyclic commands. The rotor flapping model is derived through a mixed theoretical-empirical approach, which includes physical analytical equations (applicable to helicopter configuration) and parametric corrective functions. The latter are introduced to best fit the actual rotor behavior and balance the differences existing between helicopter and tilt-rotor during flight. Time-domain system identification from flight data is exploited to optimize the model structure and to estimate the model parameters. The presented model-building process was applied to simulated flight data of the ERICA Tilt-Rotor, generated by using a high fidelity simulation model implemented in FlightLab environment. The validation of the obtained model was very satisfying, confirming the validity of the proposed approach.

Long Wavelength Coherent Pulse of Sound Propagating in Granular Media

A mechanical wave or vibration propagating through granular media exhibits a specific signature in time. A coherent pulse or wavefront arrives first with multiply scattered waves (coda) arriving later. The coherent pulse is micro-structure independent i.e. it depends only on the bulk properties of the disordered granular sample, the sound wave velocity of the granular sample and hence bulk and shear moduli. The coherent wavefront attenuates (decreases in amplitude) and broadens with distance from its source. The pulse attenuation and broadening effects are affected by disorder (polydispersity; contrast in size of the granules) and have often been attributed to dispersion and scattering. To study the effect of disorder and initial amplitude (non-linearity) of the pulse imparted to the system on the coherent wavefront, numerical simulations have been carried out on one-dimensional sets of particles (granular chains). The interaction force between the particles is given by a Hertzian contact model. The sizes of particles have been selected randomly from a Gaussian distribution, where the standard deviation of this distribution is the relevant parameter that quantifies the effect of disorder on the coherent wavefront. Since, the coherent wavefront is system configuration independent, ensemble averaging has been used for improving the signal quality of the coherent pulse and removing the multiply scattered waves. The results concerning the width of the coherent wavefront have been formulated in terms of scaling laws. An experimental set-up of photoelastic particles constituting a granular chain is proposed to validate the numerical results.

A Sparse Representation Speech Denoising Method Based on Adapted Stopping Residue Error

A sparse representation speech denoising method based on adapted stopping residue error was presented in this paper. Firstly, the cross-correlation between the clean speech spectrum and the noise spectrum was analyzed, and an estimation method was proposed. In the denoising method, an over-complete dictionary of the clean speech power spectrum was learned with the K-singular value decomposition (K-SVD) algorithm. In the sparse representation stage, the stopping residue error was adaptively achieved according to the estimated cross-correlation and the adjusted noise spectrum, and the orthogonal matching pursuit (OMP) approach was applied to reconstruct the clean speech spectrum from the noisy speech. Finally, the clean speech was re-synthesised via the inverse Fourier transform with the reconstructed speech spectrum and the noisy speech phase. The experiment results show that the proposed method outperforms the conventional methods in terms of subjective and objective measure.

Hybrid Heat Pump for Micro Heat Network

Achieving nearly zero carbon heating continues to be identified by UK government analysis as an important feature of any lowest cost pathway to reducing greenhouse gas emissions. Heat currently accounts for 48% of UK energy consumption and approximately one third of UK’s greenhouse gas emissions. Heat Networks are being promoted by UK investment policies as one means of supporting hybrid heat pump based solutions. To this effect the RISE (Renewable Integrated and Sustainable Electric) heating system project is investigating how an all-electric heating sourceshybrid configuration could play a key role in long-term decarbonisation of heat.  For the purposes of this study, hybrid systems are defined as systems combining the technologies of an electric driven air source heat pump, electric powered thermal storage, a thermal vessel and micro-heat network as an integrated system.  This hybrid strategy allows for the system to store up energy during periods of low electricity demand from the national grid, turning it into a dynamic supply of low cost heat which is utilized only when required. Currently a prototype of such a system is being tested in a modern house integrated with advanced controls and sensors. This paper presents the virtual performance analysis of the system and its design for a micro heat network with multiple dwelling units. The results show that the RISE system is controllable and can reduce carbon emissions whilst being competitive in running costs with a conventional gas boiler heating system.

Histopathological Alterations in Liver of Mice Exposed to Different Doses of Diclofenac Sodium

Diclofenac sodium, a member of the acetic acid family of non-steroidal anti-inflammatory drugs, is used to retard inflammation, arthritis pain and ankylosing spondylitis. The drug is known to cause severe injury in different tissues due to formation of reactive oxygen species. The present study is focused on the effect of different doses of diclofenac (4 mg/kg/body weight and 14 mg/kg/body weight on histoarchitecture of the liver from 7-28 days of the investigation. Diclofenac administration resulted in distorted hepatic degeneration and formation of wide areas in the form of sinusoidal gaps. Hepatic fibrosis noticed in different stages of investigation could be attributed to chronic inflammation and reactive oxygen species which results in deposition of extracellular matrix proteins. The abrupt degenerative changes observed during later stages of the experiment showed maximum damage to the liver, and there was enlargement of sinusoidal gaps accompanied by maximum necrosis in the tissues.

Students Perceptions on the Relevance of High School Mathematics in University Education in South Africa

In this study we investigated the relevance of high school mathematics in university education. The paper particularly focused on whether the concepts taught in high school are enough for engineering courses at diploma level. The study identified particular concepts that are required in engineering courses whether they were adequately covered in high school. A questionnaire was used to investigate whether relevant topics were covered in high school. The respondents were 228 first year students at the Central University of Technology in the Faculty of Engineering and Information Technology. The study indicates that there are some topics such as integration, complex numbers and matrices that are not done at high schools and are required in engineering courses at university. It is further observed that some students did not cover the topics that are in the current syllabus. Female students enter the university less prepared than their male counterparts. More than 30% of the respondents in this study felt that high school mathematics was not useful for them to be able to do engineering courses.