Abstract: The objective of this research is to forecast the monthly exchange rate between Thai baht and the US dollar and to compare two forecasting methods. The methods are Box-Jenkins’ method and Holt’s method. Results show that the Box-Jenkins’ method is the most suitable method for the monthly Exchange Rate between Thai Baht and the US Dollar. The suitable forecasting model is ARIMA (1,1,0) without constant and the forecasting equation is Yt = Yt-1 + 0.3691 (Yt-1 - Yt-2) When Yt is the time series data at time t, respectively.
Abstract: River Hindon is an important river catering the
demand of highly populated rural and industrial cluster of western
Uttar Pradesh, India. Water quality of river Hindon is deteriorating at
an alarming rate due to various industrial, municipal and agricultural
activities. The present study aimed at identifying the pollution
sources and quantifying the degree to which these sources are
responsible for the deteriorating water quality of the river. Various
water quality parameters, like pH, temperature, electrical
conductivity, total dissolved solids, total hardness, calcium, chloride,
nitrate, sulphate, biological oxygen demand, chemical oxygen
demand, and total alkalinity were assessed. Water quality data
obtained from eight study sites for one year has been subjected to the
two multivariate techniques, namely, principal component analysis
and cluster analysis. Principal component analysis was applied with
the aim to find out spatial variability and to identify the sources
responsible for the water quality of the river. Three Varifactors were
obtained after varimax rotation of initial principal components using
principal component analysis. Cluster analysis was carried out to
classify sampling stations of certain similarity, which grouped eight
different sites into two clusters. The study reveals that the
anthropogenic influence (municipal, industrial, waste water and
agricultural runoff) was the major source of river water pollution.
Thus, this study illustrates the utility of multivariate statistical
techniques for analysis and elucidation of multifaceted data sets,
recognition of pollution sources/factors and understanding
temporal/spatial variations in water quality for effective river water
quality management.
Abstract: In this paper, we study the rainfall using a time series
for weather stations in Nakhon Ratchasima province in Thailand by
various statistical methods to enable us to analyse the behaviour of
rainfall in the study areas. Time-series analysis is an important tool in
modelling and forecasting rainfall. The ARIMA and Holt-Winter
models were built on the basis of exponential smoothing. All the
models proved to be adequate. Therefore it is possible to give
information that can help decision makers establish strategies for the
proper planning of agriculture, drainage systems and other water
resource applications in Nakhon Ratchasima province. We obtained
the best performance from forecasting with the ARIMA
Model(1,0,1)(1,0,1)12.
Abstract: Decision Support System (DSS), a query-based system meant to help decision makers to use a variety of information for decision making, plays a very vital role in sustainable growth of any country. For this very purpose it is essential to analyze the educational system because education is the only way through which people can be made aware as to how to sustain our planet. The purpose of this paper is to prepare a decision support system for efficiency evaluation of education system with the help of Distributed Geographical Information System.
Abstract: River flow prediction is an essential tool to ensure proper management of water resources and the optimal distribution of water to consumers. This study presents an analysis and prediction by using nonlinear prediction method with monthly river flow data for Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The reconstruction of phase space involves the reconstruction of one-dimension (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. The revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) was employed to compare prediction performance for the nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show that the prediction results using the nonlinear prediction method are better than ARIMA and SVM. Therefore, the results of this study could be used to develop an efficient water management system to optimize the allocation of water resources.
Abstract: River flow prediction is an essential to ensure proper management of water resources can be optimally distribute water to consumers. This study presents an analysis and prediction by using nonlinear prediction method involving monthly river flow data in Tanjung Tualang from 1976 to 2006. Nonlinear prediction method involves the reconstruction of phase space and local linear approximation approach. The phase space reconstruction involves the reconstruction of one-dimensional (the observed 287 months of data) in a multidimensional phase space to reveal the dynamics of the system. Revenue of phase space reconstruction is used to predict the next 72 months. A comparison of prediction performance based on correlation coefficient (CC) and root mean square error (RMSE) have been employed to compare prediction performance for nonlinear prediction method, ARIMA and SVM. Prediction performance comparisons show the prediction results using nonlinear prediction method is better than ARIMA and SVM. Therefore, the result of this study could be used to develop an efficient water management system to optimize the allocation water resources.
Abstract: OLAP uses multidimensional structures, to provide
access to data for analysis. Traditionally, OLAP operations are more
focused on retrieving data from a single data mart. An exception is
the drill across operator. This, however, is restricted to retrieving
facts on common dimensions of the multiple data marts. Our concern
is to define further operations while retrieving data from multiple
data marts. Towards this, we have defined six operations which
coalesce data marts. While doing so we consider the common as well
as the non-common dimensions of the data marts.
Abstract: Due to the liberalization of countless electricity markets, load forecasting has become crucial to all public utilities for which electricity is a strategic variable. With the goal of contributing to the forecasting process inside public utilities, this paper addresses the issue of applying the Holt-Winters exponential smoothing technique and the time series analysis for forecasting the hourly electricity load curve of the Italian railways. The results of the analysis confirm the accuracy of the two models and therefore the relevance of forecasting inside public utilities.
Abstract: The authors have been developing several models
based on artificial neural networks, linear regression models, Box-
Jenkins methodology and ARIMA models to predict the time series
of tourism. The time series consist in the “Monthly Number of Guest
Nights in the Hotels" of one region. Several comparisons between the
different type models have been experimented as well as the features
used at the entrance of the models. The Artificial Neural Network
(ANN) models have always had their performance at the top of the
best models. Usually the feed-forward architecture was used due to
their huge application and results. In this paper the author made a
comparison between different architectures of the ANNs using
simply the same input. Therefore, the traditional feed-forward
architecture, the cascade forwards, a recurrent Elman architecture and
a radial based architecture were discussed and compared based on the
task of predicting the mentioned time series.
Abstract: ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.
Abstract: 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.
Abstract: Uncertainties of a serial production line affect on the
production throughput. The uncertainties cannot be prevented in a
real production line. However the uncertain conditions can be
controlled by a robust prediction model. Thus, a hybrid model
including autoregressive integrated moving average (ARIMA) and
multiple polynomial regression, is proposed to model the nonlinear
relationship of production uncertainties with throughput. The
uncertainties under consideration of this study are demand, breaktime,
scrap, and lead-time. The nonlinear relationship of production
uncertainties with throughput are examined in the form of quadratic
and cubic regression models, where the adjusted R-squared for
quadratic and cubic regressions was 98.3% and 98.2%. We optimized
the multiple quadratic regression (MQR) by considering the time
series trend of the uncertainties using ARIMA model. Finally the
hybrid model of ARIMA and MQR is formulated by better adjusted
R-squared, which is 98.9%.
Abstract: The study was designed to develop a measurement of
the positive emotion regulation questionnaire (PERQ) that assesses
positive emotion regulation strategies through self-report. The 14
items developed for the surveying instrument of the study were based
upon literatures regarding elements of positive regulation strategies.
319 elementary students (age ranging from 12 to14) were recruited
among three public elementary schools to survey on their use of
positive emotion regulation strategies. Of 319 subjects, 20 invalid
questionnaire s yielded a response rate of 92%. The data collected
wasanalyzed through methods such as item analysis, factor analysis,
and structural equation models. In reference to the results from item
analysis, the formal survey instrument was reduced to 11 items. A
principal axis factor analysis with varimax was performed on
responses, resulting in a 2-factor equation (savoring strategy and
neutralizing strategy), which accounted for 55.5% of the total
variance. Then, the two-factor structure of scale was also identified by
structural equation models. Finally, the reliability coefficients of the
two factors were Cronbach-s α .92 and .74. Gender difference was
only found in savoring strategy. In conclusion, the positive emotion
regulation strategies questionnaire offers a brief, internally consistent,
and valid self-report measure for understanding the emotional
regulation strategies of children that may be useful to researchers and
applied professionals.
Abstract: Virtually all existing networked system management
tools use a Manager/Agent paradigm. That is, distributed agents are
deployed on managed devices to collect local information and report
it back to some management unit. Even those that use standard
protocols such as SNMP fall into this model. Using standard protocol
has the advantage of interoperability among devices from different
vendors. However, it may not be able to provide customized
information that is of interest to satisfy specific management needs.
In this dissertation work, different approaches are used to
collect information regarding the devices attached to a Local Area
Network. An SNMP aware application is being developed that will
manage the discovery procedure and will be used as data collector.
Abstract: Breast carcinoma is the most common form of cancer
in women. Multicolour fluorescent in-situ hybridisation (m-FISH) is
a common method for staging breast carcinoma. The interpretation
of m-FISH images is complicated due to two effects: (i) Spectral
overlap in the emission spectra of fluorochrome marked DNA probes
and (ii) tissue autofluorescence. In this paper hyper-spectral images of
m-FISH samples are used and spectral unmixing is applied to produce
false colour images with higher contrast and better information
content than standard RGB images. The spectral unmixing is realised
by combinations of: Orthogonal Projection Analysis (OPA), Alterating
Least Squares (ALS), Simple-to-use Interactive Self-Modeling
Mixture Analysis (SIMPLISMA) and VARIMAX. These are applied
on the data to reduce tissue autofluorescence and resolve the spectral
overlap in the emission spectra. The results show that spectral unmixing
methods reduce the intensity caused by tissue autofluorescence by
up to 78% and enhance image contrast by algorithmically reducing
the overlap of the emission spectra.
Abstract: The aim of this study was to screen for
microorganism that able to utilize 3-N-trimethylamino-1-propanol
(homocholine) as a sole source of carbon and nitrogen. The aerobic
degradation of homocholine has been found by a gram-positive
Rhodococcus sp. bacterium isolated from soil. The isolate was
identified as Rhodococcus sp. strain A4 based on the phenotypic
features, physiologic and biochemical characteristics, and
phylogenetic analysis. The cells of the isolated strain grown on both
basal-TMAP and nutrient agar medium displayed elementary
branching mycelia fragmented into irregular rod and coccoid
elements. Comparative 16S rDNA sequencing studies indicated that
the strain A4 falls into the Rhodococcus erythropolis subclade and
forms a monophyletic group with the type-strains of R. opacus, and
R. wratislaviensis. Metabolites analysis by capillary electrophoresis,
fast atom bombardment-mass spectrometry, and gas
chromatography- mass spectrometry, showed trimethylamine (TMA)
as the major metabolite beside β-alanine betaine and
trimethylaminopropionaldehyde. Therefore, the possible degradation
pathway of trimethylamino propanol in the isolated strain is through
consequence oxidation of alcohol group (-OH) to aldehyde (-CHO)
and acid (-COOH), and thereafter the cleavage of β-alanine betaine
C-N bonds yielded trimethylamine and alkyl chain.
Abstract: This paper aims to present the main instruments used
in the economic literature for measuring the price risk, pointing out
on the advantages brought by the conditional variance in this respect.
The theoretical approach will be exemplified by elaborating an
EGARCH model for the price returns of wheat, both on Romanian
and on international market. To our knowledge, no previous
empirical research, either on price risk measurement for the
Romanian markets or studies that use the ARIMA-EGARCH
methodology, have been conducted. After estimating the
corresponding models, the paper will compare the estimated
conditional variance on the two markets.
Abstract: The challenge for software development house in
Bangladesh is to find a path of using minimum process rather than CMMI or ISO type gigantic practice and process area. The small and medium size organization in Bangladesh wants to ensure minimum
basic Software Process Improvement (SPI) in day to day operational
activities. Perhaps, the basic practices will ensure to realize their company's improvement goals. This paper focuses on the key issues in basic software practices for small and medium size software
organizations, who are unable to effort the CMMI, ISO, ITIL etc. compliance certifications. This research also suggests a basic software process practices model for Bangladesh and it will show the mapping of our suggestions with international best practice. In this IT
competitive world for software process improvement, Small and medium size software companies that require collaboration and
strengthening to transform their current perspective into inseparable global IT scenario. This research performed some investigations and analysis on some projects- life cycle, current good practice, effective approach, reality and pain area of practitioners, etc. We did some
reasoning, root cause analysis, comparative analysis of various
approach, method, practice and justifications of CMMI and real life. We did avoid reinventing the wheel, where our focus is for minimal
practice, which will ensure a dignified satisfaction between
organizations and software customer.
Abstract: The development of the signal compression
algorithms is having compressive progress. These algorithms are
continuously improved by new tools and aim to reduce, an average,
the number of bits necessary to the signal representation by means of
minimizing the reconstruction error. The following article proposes
the compression of Arabic speech signal by a hybrid method
combining the wavelet transform and the linear prediction. The
adopted approach rests, on one hand, on the original signal
decomposition by ways of analysis filters, which is followed by the
compression stage, and on the other hand, on the application of the
order 5, as well as, the compression signal coefficients. The aim of
this approach is the estimation of the predicted error, which will be
coded and transmitted. The decoding operation is then used to
reconstitute the original signal. Thus, the adequate choice of the
bench of filters is useful to the transform in necessary to increase the
compression rate and induce an impercevable distortion from an
auditive point of view.
Abstract: This study aimed at developing a forecasting model on the number of Dengue Haemorrhagic Fever (DHF) incidence in Northern Thailand using time series analysis. We developed Seasonal Autoregressive Integrated Moving Average (SARIMA) models on the data collected between 2003-2006 and then validated the models using the data collected between January-September 2007. The results showed that the regressive forecast curves were consistent with the pattern of actual values. The most suitable model was the SARIMA(2,0,1)(0,2,0)12 model with a Akaike Information Criterion (AIC) of 12.2931 and a Mean Absolute Percent Error (MAPE) of 8.91713. The SARIMA(2,0,1)(0,2,0)12 model fitting was adequate for the data with the Portmanteau statistic Q20 = 8.98644 ( x20,95= 27.5871, P>0.05). This indicated that there was no significant autocorrelation between residuals at different lag times in the SARIMA(2,0,1)(0,2,0)12 model.