Numerical Optimization within Vector of Parameters Estimation in Volatility Models

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Dynamical Behaviors in a Discrete Predator-prey Model with a Prey Refuge

By incorporating a prey refuge, this paper proposes new discrete Leslie–Gower predator–prey systems with and without Allee effect. The existence of fixed points are established and the stability of fixed points are discussed by analyzing the modulus of characteristic roots.

Engine Power Effects on Support Interference

Renewed interest in propeller propulsion on aircraft configurations combined with higher propeller loads lead to the question how the effects of the propulsion on model support disturbances should be accounted for. In this paper, the determination of engine power effects on support interference of sting-mounted models is demonstrated by a measurement on a four-engine turboprop aircraft. CFD results on a more generic model are presented in order to clarify the possible mechanism behind engine power effects on support interference. The engine slipstream induces a local change in angle of sideslip at the model sting thereby influencing the sting near-field and far-field effects. Whether or not the net result of these changes in the disturbance pattern leads to a significant engine power effect depends on the configuration of the wind tunnel model and the test setup.

Fe3O4 and Fe3O4@Au Nanoparticles: Synthesis and Functionalisation for Biomolecular Attachment

The use of magnetic and magnetic/gold core/shell nanoparticles in biotechnology or medicine has shown good promise due to their hybrid nature which possesses superior magnetic and optical properties. Some of these potential applications include hyperthermia treatment, bio-separations, diagnostics, drug delivery and toxin removal. Synthesis refinement to control geometric and magnetic/optical properties, and finding functional surfactants for biomolecular attachment, are requirements to meet application specifics. Various high-temperature preparative methods were used for the synthesis of iron oxide and gold-coated iron oxide nanoparticles. Different surface functionalities, such as 11-aminoundecanoic and 11-mercaptoundecanoic acid, were introduced on the surface of the particles to facilitate further attachment of biomolecular functionality and drug-like molecules. Nanoparticle thermal stability, composition, state of aggregation, size and morphology were investigated and the results from techniques such as Fourier Transform-Infra Red spectroscopy (FT-IR), Ultraviolet visible spectroscopy (UV-vis), Transmission Electron Microscopy (TEM) and thermal analysis are discussed.

Density, Strength, Thermal Conductivity and Leachate Characteristics of Light-Weight Fired Clay Bricks Incorporating Cigarette Butts

Several trillion cigarettes produced worldwide annually lead to many thousands of kilograms of toxic waste. Cigarette butts (CBs) accumulate in the environment due to the poor biodegradability of the cellulose acetate filters. This paper presents some of the results from a continuing study on recycling CBs into fired clay bricks. Physico-mechanical properties of fired clay bricks manufactured with different percentages of CBs are reported and discussed. The results show that the density of fired bricks was reduced by up to 30 %, depending on the percentage of CBs incorporated into the raw materials. Similarly, the compressive strength of bricks tested decreased according to the percentage of CBs included in the mix. The thermal conductivity performance of bricks was improved by 51 and 58 % for 5 and 10 % CBs content respectively. Leaching tests were carried out to investigate the levels of possible leachates of heavy metals from the manufactured clay-CB bricks. The results revealed trace amounts of heavy metals.

Mathematical Modeling of SISO based Timoshenko Structures – A Case Study

This paper features the mathematical modeling of a single input single output based Timoshenko smart beam. Further, this mathematical model is used to design a multirate output feedback based discrete sliding mode controller using Bartoszewicz law to suppress the flexural vibrations. The first 2 dominant vibratory modes is retained. Here, an application of the discrete sliding mode control in smart systems is presented. The algorithm uses a fast output sampling based sliding mode control strategy that would avoid the use of switching in the control input and hence avoids chattering. This method does not need the measurement of the system states for feedback as it makes use of only the output samples for designing the controller. Thus, this methodology is more practical and easy to implement.

PI Control for Positive Output Elementary Super Lift Luo Converter

The object of this paper is to design and analyze a proportional – integral (PI) control for positive output elementary super lift Luo converter (POESLLC), which is the start-of-the-art DC-DC converter. The positive output elementary super lift Luo converter performs the voltage conversion from positive source voltage to positive load voltage. This paper proposes a development of PI control capable of providing the good static and dynamic performance compared to proportional – integralderivative (PID) controller. Using state space average method derives the dynamic equations describing the positive output elementary super lift luo converter and PI control is designed. The simulation model of the positive output elementary super lift Luo converter with its control circuit is implemented in Matlab/Simulink. The PI control for positive output elementary super lift Luo converter is tested for transient region, line changes, load changes, steady state region and also for components variations.

Positive Periodic Solutions for a Predator-prey Model with Modified Leslie-Gower Holling-type II Schemes and a Deviating Argument

In this paper, by utilizing the coincidence degree theorem a predator-prey model with modified Leslie-Gower Hollingtype II schemes and a deviating argument is studied. Some sufficient conditions are obtained for the existence of positive periodic solutions of the model.

Developing ESL Students' Writing

Some of the students' problems in writing skill stem from inadequate preparation for the writing assignment. Students should be taught how to write well when they arrive in language classes. Having selected a topic, the students examine and explore the theme from as large a variety of viewpoints as their background and imagination make possible. Another strategy is that the students prepare an Outline before writing the paper. The comparison between the two mentioned thought provoking techniques was carried out between the two class groups –students of Islamic Azad University of Dezful who were studying “Writing 2" as their main course. Each class group was assigned to write five compositions separately in different periods of time. Then a t-test for each pair of exams between the two class groups showed that the t-observed in each pair was more than the t-critical. Consequently, the first hypothesis which states those who utilize Brainstorming as a thought provoking technique in prewriting phase are more successful than those who outline the papers before writing was verified.

Communicative Competence in Technical Oral Presentation: That “Magic“ Perceived by ESL Educators versus Content Experts

Till date, English as a Second Language (ESL) educators involved in teaching language and communication to engineering students face an uphill task in developing graduate communicative competency. This challenge is accentuated by the apparent lack of English for Specific Purposes (ESP) materials for engineering students in the engineering curriculum. As such, most ESL educators are forced to play multiple roles. They don tasks such as curriculum designers, material writers and teachers with limited knowledge of the disciplinary content. Previous research indicates that prospective professional engineers should possess some sub-sets of competency: technical, linguistic oral immediacy, meta-cognitive and rhetorical explanatory competence. Another study revealed that engineering students need to be equipped with technical and linguistic oral immediacy competence. However, little is known whether these competency needs are in line with the educators- perceptions of communicative competence. This paper examines the best mix of communicative competence subsets that create the magic for engineering students in technical oral presentations. For the purpose of this study, two groups of educators were interviewed. These educators were language and communication lecturers involved in teaching a speaking course and content experts who assess students- technical oral presentations at tertiary level. The findings indicate that these two groups differ in their perceptions

Steady-State Analysis and Control of Double Feed Induction Motor

This paper explores steady-state characteristics of grid-connected doubly fed induction motor (DFIM) in case of unity power factor operation. Based on the synchronized mathematical model, analytic determination of the control laws is presented and illustrated by various figures to understand the effect of the applied rotor voltage on the speed and the active power. On other hand, unlike previous works where the stator resistance was neglected, in this work, stator resistance is included such that the equations can be applied to small wind turbine generators which are becoming more popular. Finally the work is crowned by integration of the studied induction generator in a wind system where an open loop control is proposed confers a remarkable simplicity of implementation compared to the known methods.

One-DOF Precision Position Control using the Combined Piezo-VCM Actuator

This paper presents the control performance of a high-precision positioning device using the hybrid actuator composed of a piezoelectric (PZT) actuator and a voice-coil motor (VCM). The combined piezo-VCM actuator features two main characteristics: a large operation range due to long stroke of the VCM, and high precision and heavy load positioning ability due to PZT impact force. A one-degree-of-freedom (DOF) experimental setup was configured to examine the fundamental characteristics, and the control performance was effectively demonstrated by using a switching controller. In rough positioning state, an integral variable structure controller (IVSC) was used for the VCM to conduct long range of operation; in precision positioning state, an impact force controller (IFC) for the PZT actuator coupled with presliding states of the sliding table was used to obtain high-precision position control and achieve both forward and backward actuations. The experimental results showed that the sliding table having a mass of 881g and with a preload of 10 N was successfully positioned within the positioning accuracy of 10 nm in both forward and backward position controls.

Land Subsidence and Fissuring Due to Ground Water Withdrawal in Yazd-Ardakan Basin, Central Iran

The Yazd-Ardakan basin in Central Iran has two separated aquifers. The shallow unconfined aquifer is supplies 40 Qanats. The deep saturated confined aquifer is the main water storage. Due to over-withdrawal, water table has been decreasing during last 25 years. Recent study shows that the shortage of the aquifer is about 16 meters and land subsidence is 0.5 - 1.2 meters. Long deep cracks are found just above the aquifer and devour the irrigation water and floods. Although the most cracks direction is NW-SE and could be compared to the main direction of YA basin, there is no direct evidence for relation between land subsidence and the huge cracks. Large-scale water pumping has been decreased the water pressure in aquifer. The pressure decline disturbed the balance and increased the pressure of overlying sediments. So porosity decreased and compaction started. Then, sediments compaction developed and made land subsidence and some huge cracks slowly.

Recursive Wiener-Khintchine Theorem

Power Spectral Density (PSD) computed by taking the Fourier transform of auto-correlation functions (Wiener-Khintchine Theorem) gives better result, in case of noisy data, as compared to the Periodogram approach. However, the computational complexity of Wiener-Khintchine approach is more than that of the Periodogram approach. For the computation of short time Fourier transform (STFT), this problem becomes even more prominent where computation of PSD is required after every shift in the window under analysis. In this paper, recursive version of the Wiener-Khintchine theorem has been derived by using the sliding DFT approach meant for computation of STFT. The computational complexity of the proposed recursive Wiener-Khintchine algorithm, for a window size of N, is O(N).

Large-Eddy Simulation of Hypersonic Configuration Aerodynamics

LES with mixed subgrid-scale model has been used to simulate aerodynamic performance of hypersonic configuration. The simulation was conducted to replicate conditions and geometry of a model which has been previously tested. LES Model has been successful in predict pressure coefficient with the max error 1.5% besides afterbody. But in the high Mach number condition, it is poor in predict ability and product 12.5% error. The calculation error are mainly conducted by the distribution swirling. The fact of poor ability in the high Mach number and afterbody region indicated that the mixed subgrid-scale model should be improved in large eddied especially in hypersonic separate region. In the condition of attach and sideslip flight, the calculation results have waves. LES are successful in the prediction the pressure wave in hypersonic flow.

Thermal and Electrical Properties of Carbon Nanotubes Purified by Acid Digestion

Carbon nanotubes (CNTs) possess unique structural, mechanical, thermal and electronic properties, and have been proposed to be used for applications in many fields. However, to reach the full potential of the CNTs, many problems still need to be solved, including the development of an easy and effective purification procedure, since synthesized CNTs contain impurities, such as amorphous carbon, carbon nanoparticles and metal particles. Different purification methods yield different CNT characteristics and may be suitable for the production of different types of CNTs. In this study, the effect of different purification chemicals on carbon nanotube quality was investigated. CNTs were firstly synthesized by chemical vapor deposition (CVD) of acetylene (C2H2) on a magnesium oxide (MgO) powder impregnated with an iron nitrate (Fe(NO3)3·9H2O) solution. The synthesis parameters were selected as: the synthesis temperature of 800°C, the iron content in the precursor of 5% and the synthesis time of 30 min. The liquid phase oxidation method was applied for the purification of the synthesized CNT materials. Three different acid chemicals (HNO3, H2SO4, and HCl) were used in the removal of the metal catalysts from the synthesized CNT material to investigate the possible effects of each acid solution to the purification step. Purification experiments were carried out at two different temperatures (75 and 120 °C), two different acid concentrations (3 and 6 M) and for three different time intervals (6, 8 and 15 h). A 30% H2O2 : 3M HCl (1:1 v%) solution was also used in the purification step to remove both the metal catalysts and the amorphous carbon. The purifications using this solution were performed at the temperature of 75°C for 8 hours. Purification efficiencies at different conditions were evaluated by thermogravimetric analysis. Thermal and electrical properties of CNTs were also determined. It was found that the obtained electrical conductivity values for the carbon nanotubes were typical for organic semiconductor materials and thermal stabilities were changed depending on the purification chemicals.

A Persian OCR System using Morphological Operators

Optical Character Recognition (OCR) is a very old and of great interest in pattern recognition field. In this paper we introduce a very powerful approach to recognize Persian text. We have used morphological operators, especially Hit/Miss operator to descript each sub-word and by using a template matching approach we have tried to classify generated description. We used just one font in two different sizes to verify our approach. We achieved a very good rate, up to 99.9%.

Fuzzy Modeling Tool for Creating a Component Model of Information System

This paper focuses on creating a component model of information system under uncertainty. The paper identifies problem in current approach of component modeling and proposes fuzzy tool, which will work with vague customer requirements and propose components of the resulting component model. The proposed tool is verified on specific information system and results are shown in paper. After finding suitable sub-components of the resulting component model, the component model is visualised by tool.

An Overview of Sludge Utilization into Fired Clay Brick

Brick is one of the most common masonry units used as building material. Due to the demand, different types of waste have been investigated to be incorporated into the bricks. Many types of sludge have been incorporated in fired clay brick for example marble sludge, stone sludge, water sludge, sewage sludge, and ceramic sludge. The utilization of these waste materials in fired clay bricks usually has positive effects on the properties such as lightweight bricks with improved shrinkage, porosity, and strength. This paper reviews on utilization of different types of sludge wastes into fired clay bricks. Previous investigations have demonstrated positive effects on the physical and mechanical properties as well as less impact towards the environment. Thus, the utilizations of sludge waste could produce a good quality of brick and could be one of alternative disposal methods for the sludge wastes.

A Bayesian Hierarchical 13COBT to Correct Estimates Associated with a Delayed Gastric Emptying

The use of a Bayesian Hierarchical Model (BHM) to interpret breath measurements obtained during a 13C Octanoic Breath Test (13COBT) is demonstrated. The statistical analysis was implemented using WinBUGS, a commercially available computer package for Bayesian inference. A hierarchical setting was adopted where poorly defined parameters associated with a delayed Gastric Emptying (GE) were able to "borrow" strength from global distributions. This is proved to be a sufficient tool to correct model's failures and data inconsistencies apparent in conventional analyses employing a Non-linear least squares technique (NLS). Direct comparison of two parameters describing gastric emptying ng ( tlag -lag phase, t1/ 2 -half emptying time) revealed a strong correlation between the two methods. Despite our large dataset ( n = 164 ), Bayesian modeling was fast and provided a successful fitting for all subjects. On the contrary, NLS failed to return acceptable estimates in cases where GE was delayed.