Abstract: It is well known that during the developments in the
economic sector and through the financial crises occur everywhere in
the whole world, volatility measurement is the most important
concept in financial time series. Therefore in this paper we discuss
the volatility for Amman stocks market (Jordan) for certain period of
time. Since wavelet transform is one of the most famous filtering
methods and grows up very quickly in the last decade, we compare
this method with the traditional technique, Fast Fourier transform to
decide the best method for analyzing the volatility. The comparison
will be done on some of the statistical properties by using Matlab
program.
Abstract: This paper proposed a novel model for short term load
forecast (STLF) in the electricity market. The prior electricity
demand data are treated as time series. The model is composed of
several neural networks whose data are processed using a wavelet
technique. The model is created in the form of a simulation program
written with MATLAB. The load data are treated as time series data.
They are decomposed into several wavelet coefficient series using
the wavelet transform technique known as Non-decimated Wavelet
Transform (NWT). The reason for using this technique is the belief
in the possibility of extracting hidden patterns from the time series
data. The wavelet coefficient series are used to train the neural
networks (NNs) and used as the inputs to the NNs for electricity load
prediction. The Scale Conjugate Gradient (SCG) algorithm is used as
the learning algorithm for the NNs. To get the final forecast data, the
outputs from the NNs are recombined using the same wavelet
technique. The model was evaluated with the electricity load data of
Electronic Engineering Department in Mandalay Technological
University in Myanmar. The simulation results showed that the
model was capable of producing a reasonable forecasting accuracy in
STLF.
Abstract: Computers are being integrated in the various aspects
of human every day life in different shapes and abilities. This fact
has intensified a requirement for the software development
technologies which is ability to be: 1) portable, 2) adaptable, and 3)
simple to develop. This problem is also known as the Pervasive
Computing Problem (PCP) which can be implemented in different
ways, each has its own pros and cons and Context Oriented
Programming (COP) is one of the methods to address the PCP.
In this paper a design for a COP framework, a context aware
framework, is presented which has eliminated weak points of a
previous design based on interpreter languages, while introducing the
compiler languages power in implementing these frameworks.
The key point of this improvement is combining COP and
Dependency Injection (DI) techniques. Both old and new frameworks
are analyzed to show advantages and disadvantages. Finally a
simulation of both designs is proposed to indicating that the practical
results agree with the theoretical analysis while the new design runs
almost 8 times faster.
Abstract: This study aims to propose three evaluation methods to
evaluate the Tokyo Cap and Trade Program when emissions trading is
performed virtually among enterprises, focusing on carbon dioxide
(CO2), which is the only emitted greenhouse gas that tends to increase.
The first method clarifies the optimum reduction rate for the highest
cost benefit, the second discusses emissions trading among enterprises
through market trading, and the third verifies long-term emissions
trading during the term of the plan (2010-2019), checking the validity
of emissions trading partly using Geographic Information Systems
(GIS). The findings of this study can be summarized in the following
three points.
1. Since the total cost benefit is the greatest at a 44% reduction rate, it
is possible to set it more highly than that of the Tokyo Cap and
Trade Program to get more total cost benefit.
2. At a 44% reduction rate, among 320 enterprises, 8 purchasing
enterprises and 245 sales enterprises gain profits from emissions
trading, and 67 enterprises perform voluntary reduction without
conducting emissions trading. Therefore, to further promote
emissions trading, it is necessary to increase the sales volumes of
emissions trading in addition to sales enterprises by increasing the
number of purchasing enterprises.
3. Compared to short-term emissions trading, there are few enterprises
which benefit in each year through the long-term emissions trading
of the Tokyo Cap and Trade Program. Only 81 enterprises at the
most can gain profits from emissions trading in FY 2019. Therefore,
by setting the reduction rate more highly, it is necessary to increase
the number of enterprises that participate in emissions trading and
benefit from the restraint of CO2 emissions.
Abstract: In this paper, we propose a single sample path based
algorithm with state aggregation to optimize the average rewards of
singularly perturbed Markov reward processes (SPMRPs) with a
large scale state spaces. It is assumed that such a reward process
depend on a set of parameters. Differing from the other kinds of
Markov chain, SPMRPs have their own hierarchical structure. Based
on this special structure, our algorithm can alleviate the load in the
optimization for performance. Moreover, our method can be applied
on line because of its evolution with the sample path simulated.
Compared with the original algorithm applied on these problems of
general MRPs, a new gradient formula for average reward
performance metric in SPMRPs is brought in, which will be proved
in Appendix, and then based on these gradients, the schedule of the
iteration algorithm is presented, which is based on a single sample
path, and eventually a special case in which parameters only
dominate the disturbance matrices will be analyzed, and a precise
comparison with be displayed between our algorithm with the old
ones which is aim to solve these problems in general Markov reward
processes. When applied in SPMRPs, our method will approach a fast
pace in these cases. Furthermore, to illustrate the practical value of
SPMRPs, a simple example in multiple programming in computer
systems will be listed and simulated. Corresponding to some practical
model, physical meanings of SPMRPs in networks of queues will be
clarified.
Abstract: In this paper, we propose a new approach to query-by-humming, focusing on MP3 songs database. Since MP3 songs are much more difficult in melody representation than symbolic performance data, we adopt to extract feature descriptors from the vocal sounds part of the songs. Our approach is based on signal filtering, sub-band spectral processing, MDCT coefficients analysis and peak energy detection by ignorance of the background music as much as possible. Finally, we apply dual dynamic programming algorithm for feature similarity matching. Experiments will show us its online performance in precision and efficiency.
Abstract: The present paper proposes high performance nonlinear
force controllers for a servopneumatic real-time fatigue test
machine. A CompactRIO® controller was used, being fully
programmed using LabVIEW language. Fuzzy logic control
algorithms were evaluated to tune the integral and derivative
components in the development of hybrid controllers, namely a FLC
P and a hybrid FLC PID real-time-based controllers. Their
behaviours were described by using state diagrams. The main
contribution is to ensure a smooth transition between control states,
avoiding discrete transitions in controller outputs. Steady-state errors
lower than 1.5 N were reached, without retuning the controllers.
Good results were also obtained for sinusoidal tracking tasks from
1/¤Ç to 8/¤Ç Hz.
Abstract: In this study, a software has been developed to predict
the optimum conditions for drying of cotton based yarn bobbins in a
hot air dryer. For this purpose, firstly, a suitable drying model has
been specified using experimental drying behavior for different
values of drying parameters. Drying parameters in the experiments
were drying temperature, drying pressure, and volumetric flow rate of
drying air. After obtaining a suitable drying model, additional curve
fittings have been performed to obtain equations for drying time and
energy consumption taking into account the effects of drying
parameters. Then, a software has been developed using Visual Basic
programming language to predict the optimum drying conditions for
drying time and energy consumption.
Abstract: In the paper, the results of sensitivity analysis of the influence of initial imperfections on the web stress state of a thinwalled girder are presented. The results of the study corroborate a very good and effective agreement of experiments with theory. Most input random quantities were found experimentally. The change of sensitivity coefficients in dependence on working load value is analysed. The stress was analysed by means of a geometrically and materially non-linear solution by applying the program ANSYS. This research study offers important background for theoretical studies of stability problems, post-critical effects and limit states of thin-walled steel structures.
Abstract: The paper makes part from a complex research project
on Romanian Grey Steppe, a unique breed in terms of biological and
cultural-historical importance, on the verge of extinction and which
has been included in a preservation programme of genetic resources
from Romania. The study of genetic polymorphism of protean
fractions, especially kappa-casein, and the genotype relations of
these lactoproteins with some quantitative and qualitative features of
milk yield represents a current theme and a novelty for this breed. In
the estimation of the genetic parameters we used R.E.M.L.
(Restricted Maximum Likelihood) method.
The main lactoprotein from milk, kappa - casein (K-cz),
characterized in the specialized literature as a feature having a high
degree of hereditary transmission, behaves as such in the nucleus under
study, a value also confirmed by the heritability coefficient (h2 = 0.57
%). We must mention the medium values for milk and fat quantity
(h2=0.26, 0.29 %) and the fat and protein percentage from milk
having a high hereditary influence h2 = 0.71 - 0.63 %.
Correlations between kappa-casein and the milk quantity are
negative and strong. Between kappa-casein and other qualitative
features of milk (fat content 0.58-0.67 % and protein content 0.77-
0.87%), there are positive and very strong correlations. At the same
time, between kappa-casein and β casein (β-cz), β lactoglobulin (β-
lg) respectively, correlations are positive having high values (0.37 –
0.45 %), indicating the same causes and determining factors for the
two groups of features.