Abstract: The paper evaluates several hundred one-day-ahead
VaR forecasting models in the time period between the years 2004
and 2009 on data from six world stock indices - DJI, GSPC, IXIC,
FTSE, GDAXI and N225. The models model mean using the ARMA
processes with up to two lags and variance with one of GARCH,
EGARCH or TARCH processes with up to two lags. The models are
estimated on the data from the in-sample period and their forecasting
accuracy is evaluated on the out-of-sample data, which are more
volatile. The main aim of the paper is to test whether a model
estimated on data with lower volatility can be used in periods with
higher volatility. The evaluation is based on the conditional coverage
test and is performed on each stock index separately. The primary
result of the paper is that the volatility is best modelled using a
GARCH process and that an ARMA process pattern cannot be found
in analyzed time series.
Abstract: Vitamin A deficiency is a public health problem in
Zimbabwe. Addressing vitamin A deficiency has the potential of
enhancing resistance to disease and reducing mortality especially in
children less than 5 years. We implemented and adapted vitamin A
outreach supplementation strategy within the National Immunization
Days and Extended Programme of Immunization in a rural district in
Zimbabwe. Despite usual operational challenges faced this approach
enabled the district to increase delivery of supplementation coverage.
This paper describes the outreach strategy that was implemented in
the remote rural district. The strategy covered 63 outreach sites with
2 sites being covered per day and visited once per month for the
whole year. Coverage reached 71% in an area of previous coverage
rates of around less than 50%. We recommend further exploration of
this strategy by others working in similar circumstances. This
strategy can be a potential way for use by Scaling-Up-Nutrition
member states.
Abstract: For the sensor network to operate successfully, the active nodes should maintain both sensing coverage and network connectivity. Furthermore, scheduling sleep intervals plays critical role for energy efficiency of wireless sensor networks. Traditional methods for sensor scheduling use either sensing coverage or network connectivity, but rarely both. In this paper, we use random scheduling for sensing coverage and then turn on extra sensor nodes, if necessary, for network connectivity. Simulation results have demonstrated that the number of extra nodes that is on with upper bound of around 9%, is small compared to the total number of deployed sensor nodes. Thus energy consumption for switching on extra sensor node is small.
Abstract: Three service providers in competition, try to optimize
their quality of service / content level and their service access
price. But, they have to deal with uncertainty on the consumers-
preferences. To reduce their uncertainty, they have the opportunity
to buy information and to build alliances. We determine the Shapley
value which is a fair way to allocate the grand coalition-s revenue
between the service providers. Then, we identify the values of β
(consumers- sensitivity coefficient to the quality of service / contents)
for which allocating the grand coalition-s revenue using the Shapley
value guarantees the system stability. For other values of β, we prove
that it is possible for the regulator to impose a per-period interest rate
maximizing the market coverage under equal allocation rules.
Abstract: The object of this work is the probabilistic performance evaluation of safety instrumented systems (SIS), i.e. the average probability of dangerous failure on demand (PFDavg) and the average frequency of failure (PFH), taking into account the uncertainties related to the different parameters that come into play: failure rate (λ), common cause failure proportion (β), diagnostic coverage (DC)... This leads to an accurate and safe assessment of the safety integrity level (SIL) inherent to the safety function performed by such systems. This aim is in keeping with the requirement of the IEC 61508 standard with respect to handling uncertainty. To do this, we propose an approach that combines (1) Monte Carlo simulation and (2) fuzzy sets. Indeed, the first method is appropriate where representative statistical data are available (using pdf of the relating parameters), while the latter applies in the case characterized by vague and subjective information (using membership function). The proposed approach is fully supported with a suitable computer code.
Abstract: This paper presents an assessment study conducted
among the distance learners in India. Open and distance learning
systems have traveled a long way since its inception and its journey
has witnessed the evolution and adoption of different generations of
technology. This study focuses on the distant learners in India.
Sampling for this study has been derived from the mass enrollment
from Tamil Nadu area, a southern state of India. Learners were
chosen from dual mode universities, private universities, Tamil Nadu
Open University and IGNOU. The main focus of the study is to
examine the coverage and appropriation of students support services
and learning aids. It explores two aspects: the facilities available and
the awareness and use of such services. It includes, self-learning
materials, face-to-face counseling, multimedia learning materials,
website, e-learning, radio and television services etc. While exploring
the student-s perspective on these learning aspects, it is important to
understand the perspectives of the teachers. Two different interests
are visible among the teachers. Majority of the teachers support faceto-
face counseling. However, the young teachers are in favour of
online learning and multimedia supports in teaching. Through the
awareness is somewhat high, the actual participation in online is very
low. This is due to the inadequate infrastructure as well as the
traditional attitudes of the teachers. Still the face-to-face sessions
remain popular than online.
Abstract: Among various testing methodologies, Built-in Self-
Test (BIST) is recognized as a low cost, effective paradigm. Also,
full adders are one of the basic building blocks of most arithmetic
circuits in all processing units. In this paper, an optimized testable 2-
bit full adder as a test building block is proposed. Then, a BIST
procedure is introduced to scale up the building block and to generate
a self testable n-bit full adders. The target design can achieve 100%
fault coverage using insignificant amount of hardware redundancy.
Moreover, Overall test time is reduced by utilizing polymorphic
gates and also by testing full adder building blocks in parallel.
Abstract: Given a bivariate normal sample of correlated variables,
(Xi, Yi), i = 1, . . . , n, an alternative estimator of Pearson’s correlation
coefficient is obtained in terms of the ranges, |Xi − Yi|.
An approximate confidence interval for ρX,Y is then derived, and
a simulation study reveals that the resulting coverage probabilities
are in close agreement with the set confidence levels. As well, a
new approximant is provided for the density function of R, the
sample correlation coefficient. A mixture involving the proposed
approximate density of R, denoted by hR(r), and a density function
determined from a known approximation due to R. A. Fisher is shown
to accurately approximate the distribution of R. Finally, nearly exact
density approximants are obtained on adjusting hR(r) by a 7th degree
polynomial.
Abstract: This study uses simulated meta-analysis to assess the effects of publication bias on meta-analysis estimates and to evaluate the efficacy of the trim and fill method in adjusting for these biases. The estimated effect sizes and the standard error were evaluated in terms of the statistical bias and the coverage probability. The results demonstrate that if publication bias is not adjusted it could lead to up to 40% bias in the treatment effect estimates. Utilization of the trim and fill method could reduce the bias in the overall estimate by more than half. The method is optimum in presence of moderate underlying bias but has minimal effects in presence of low and severe publication bias. Additionally, the trim and fill method improves the coverage probability by more than half when subjected to the same level of publication bias as those of the unadjusted data. The method however tends to produce false positive results and will incorrectly adjust the data for publication bias up to 45 % of the time. Nonetheless, the bias introduced into the estimates due to this adjustment is minimal
Abstract: An application framework provides a reusable
design and implementation for a family of software systems.
Frameworks are introduced to reduce the cost of a product line
(i.e., family of products that share the common features). Software
testing is a time consuming and costly ongoing activity during the
application software development process. Generating reusable test
cases for the framework applications at the framework
development stage, and providing and using the test cases to test
part of the framework application whenever the framework is used
reduces the application development time and cost considerably.
Framework Interface Classes (FICs) are classes introduced by
the framework hooks to be implemented at the application
development stage. They can have reusable test cases generated at
the framework development stage and provided with the
framework to test the implementations of the FICs at the
application development stage. In this paper, we conduct a case
study using thirteen applications developed using three
frameworks; one domain oriented and two application oriented.
The results show that, in general, the percentage of the number of
FICs in the applications developed using domain frameworks is, on
average, greater than the percentage of the number of FICs in the
applications developed using application frameworks.
Consequently, the reduction of the application unit testing time
using the reusable test cases generated for domain frameworks is,
in general, greater than the reduction of the application unit testing
time using the reusable test cases generated for application
frameworks.
Abstract: In this paper we proposed two new confidence intervals for the normal population mean with known coefficient of variation. This situation occurs normally in environment and agriculture experiments where the scientist knows the coefficient of variation of their experiments. We propose two new confidence intervals for this problem based on the recent work of Searls [5] and the new method proposed in this paper for the first time. We derive analytic expressions for the coverage probability and the expected length of each confidence interval. Monte Carlo simulation will be used to assess the performance of these intervals based on their expected lengths.
Abstract: In the age of global communications, heterogeneous
networks are seen to be the best choice of strategy to ensure continuous and uninterruptible services. This will allow mobile
terminal to stay in connection even they are migrating into different segment coverage through the handoff process. With the increase of
teletraffic demands in mobile cellular system, hierarchical cellular systems have been adopted extensively for more efficient channel
utilization and better QoS (Quality of Service). This paper presents a
bidirectional call overflow scheme between two layers of microcells and macrocells, where handoffs are decided by the velocity of mobile
making the call. To ensure that handoff calls are given higher priorities, it is assumed that guard channels are assigned in both
macrocells and microcells. A hysteresis value introduced in mobile velocity is used to allow mobile roam in the same cell if its velocity
changes back within the set threshold values. By doing this the number of handoffs is reduced thereby reducing the processing overhead and enhancing the quality of service to the end user.
Abstract: Our study is concerned with the development of an Emergency Medical Services (EMS) ambulance location and allocation model called the Time-based Ambulance Zoning Optimization Model (TAZ_OPT). This paper presents the framework of the study. The model is formulated using the goal programming (GP), where the goals are to determine the satellite locations of ambulances and the number of ambulances to be allocated at these locations. The model aims at maximizing the expected demand coverage based on probability of reaching the emergency location within targetted time, and minimizing the ambulance busyness likelihood value. Among the benefits of the model is the increased accessibility and availability of ambulances, thus, enhanced quality of the EMS ambulance services.
Abstract: This paper presents an integrated model that
automatically measures the change of rivers, damage area of bridge
surroundings, and change of vegetation. The proposed model is on the
basis of a neurofuzzy mechanism enhanced by SOM optimization
algorithm, and also includes three functions to deal with river imagery.
High resolution imagery from FORMOSAT-2 satellite taken before
and after the invasion period is adopted. By randomly selecting a
bridge out of 129 destroyed bridges, the recognition results show that
the average width has increased 66%. The ruined segment of the
bridge is located exactly at the most scour region. The vegetation
coverage has also reduced to nearly 90% of the original. The results
yielded from the proposed model demonstrate a pinpoint accuracy rate
at 99.94%. This study brings up a successful tool not only for
large-scale damage assessment but for precise measurement to
disasters.
Abstract: An application framework provides a reusable design
and implementation for a family of software systems. Application
developers extend the framework to build their particular
applications using hooks. Hooks are the places identified to show
how to use and customize the framework. Hooks define the
Framework Interface Classes (FICs) and their possible specifications,
which helps in building reusable test cases for the implementations of
these classes. This paper introduces a novel technique called all
paths-state to generate state-based test cases to test the FICs at class
level. The technique is experimentally evaluated. The empirical
evaluation shows that all paths-state technique produces test cases
with a high degree of coverage for the specifications of the
implemented FICs comparing to test cases generated using round-trip
path and all-transition techniques.
Abstract: This paper developed the c-Chart based on a Zero- Inflated Poisson (ZIP) processes that approximated by a geometric distribution with parameter p. The p estimated that fit for ZIP distribution used in calculated the mean, median, and variance of geometric distribution for constructed the c-Chart by three difference methods. For cg-Chart, developed c-Chart by used the mean and variance of the geometric distribution constructed control limits. For cmg-Chart, the mean used for constructed the control limits. The cme- Chart, developed control limits of c-Chart from median and variance values of geometric distribution. The performance of charts considered from the Average Run Length and Average Coverage Probability. We found that for an in-control process, the cg-Chart is superior for low level of mean at all level of proportion zero. For an out-of-control process, the cmg-Chart and cme-Chart are the best for mean = 2, 3 and 4 at all level of parameter.
Abstract: Ability of accurate and reliable location estimation in
indoor environment is the key issue in developing great number of
context aware applications and Location Based Services (LBS).
Today, the most viable solution for localization is the Received
Signal Strength (RSS) fingerprinting based approach using wireless
local area network (WLAN). This paper presents two RSS
fingerprinting based approaches – first we employ widely used
WLAN based positioning as a reference system and then investigate
the possibility of using GSM signals for positioning. To compare
them, we developed a positioning system in real world environment,
where realistic RSS measurements were collected. Multi-Layer
Perceptron (MLP) neural network was used as the approximation
function that maps RSS fingerprints and locations. Experimental
results indicate advantage of WLAN based approach in the sense of
lower localization error compared to GSM based approach, but GSM
signal coverage by far outreaches WLAN coverage and for some
LBS services requiring less precise accuracy our results indicate that
GSM positioning can also be a viable solution.
Abstract: The availability of water in adequate quantity and
quality is imperative for sustainable development. Worldwide,
significant imbalance exists with regards to sustainable development
particularly from a water and sanitation perspective. Water is a
critical component of public health, and failure to supply safe water
will place a heavy burden on the entire population. Although the 21st
century has witnessed wealth and advanced development, it has not
been realized everywhere. Billions of people are still striving to
access the most basic human needs which are food, shelter, safe
drinking water and adequate sanitation. The global picture conceals
various inequalities particularly with regards to sanitation coverage in
rural and urban areas. Currently, water scarcity and in particular
water governance is the main challenge which will cause a threat to
sustainable development goals. Within the context of water,
sanitation and health, sustainable development is a confusing concept
primarily when examined from the viewpoint of policy options for
developing countries. This perspective paper aims to summarize and
critically evaluate evidence of published studies in relation to water,
sanitation and health and to identify relevant solutions to reduce
public health impacts. Evidently, improving water and sanitation
services will result in significant and lasting gains in health and
economic development.
Abstract: Magnesium alloy has been widely investigated as
biodegradable cardiovascular stent and bone implant. Its application
for biodegradable esophageal stenting remains unexplored. This
paper reports the biodegradation behaviors of AZ31 magnesium alloy
in artificial saliva and various types of beverage in vitro. Results
show that the magnesium ion release rate of AZ31 in artificial saliva
for a stent (2cm diameter, 10cm length at 50% stent surface
coverage) is 43 times lower than the daily allowance of human body
magnesium intakes. The degradation rates of AZ31 in different
beverages could also be significantly different. These results suggest
that the esophagus in nature is a less aggressive chemical
environment for degradation of magnesium alloys. The significant
difference in degradation rates of AZ31 in different beverages opens
new opportunities for development of degradation controllable
esophageal stent through customizing ingested beverages.
Abstract: Dew harvesting needs only weak investment and
exploits a free, clean and inexhaustible energy. This study aims to
measure the relative contributions of dew and rain water in the
Mediterranean Dalmatian coast and islands of Croatia and determine
whether dew water is potable. Two sites were chosen, an open site on
the coast favourable to dew formation (Zadar) and a less favourable
site in a circus of mountains in Komiža (Vis Island). Between July
1st, 2003 and October 31st, 2006, dew hasbeen daily collected on a 1
m2 tilted (30°) test dew condenser together with ordinary
meteorological data (air temperature and relative humidity, cloud
coverage, windspeed and direction). The mean yearly cumulative
dew yields were found to be 20 mm (Zadar) and 9.3 mm (Komiža ).
During the dry season (May to October), monthly cumulative dew
water yield can represent up to 38% of water collected by rain fall. In
July 2003 and 2006, dew water represented about 120% of the
monthly cumulative rain water. Dew and rain water were analyzed in
Zadar. The corresponding parameters were measured: pH, electrical
conductivity, major anions (HCO3
-, Cl-, SO4
2-
, NO3
-
, ,) and major
cations (NH4
+, Na+, K+, Ca2+, Mg2+. Both dew and rain water are in
conformity with the WHO directives for potability except Mg2+.
Using existing roofs and refurbishing the abandoned impluviums to
permit dew collection could then provide a useful supplementary
amount of water, especially during the dry season.