Vivek Vijay and Parmod K. Paul

Technical analysis is useful for forecasting the price movement through the analysis of historic data. This sort of movement has Turn of the year effect also and useful for short term prediction. If the direction of price of two or more assets is same, it becomes necessary to analyze the returns also. We first use optimal band to predict the direction of price and create a contingency table of the data to analyze the pattern (movement) against returns. We use log-linear modeling for the analysis of the contingency table. We next include the volume of transactions as one more variable in the contingency table. The table consisting of three variables, Pattern, Returns and Volume is further analyzed by using log-linear modeling. We test various hypotheses of association for these variables by using Chi-square test for contingency tables.

]]>Majid Alizadeh Moghadam and Hasan Keshavarz Ziyarani

This paper presents an improved ant colony search algorithm that is suitable for solving unit commitment (UC) problems. Ant colony algorithm (ACA) is a meta-heuristic technique for solving hard combinatorial optimization problems. It is a population-based approach that uses exploitation of positive feedback, distributed computation as well as constructive greedy heuristic. The ACA was inspired by the behavior of real ants that are capable of finding the shortest path from food sources to the nest without using visual cues. The constraints used in the solution of the UC problem using this approach are: real power balance, real power operating limits of generating units, spinning reserve, startup cost, and minimum up and down time constraints. The approach determines the units schedule followed by the consideration of unit transition related constraints. The proposed approach is expected to yield a better operational cost for the UC problem of production of 50 power plant units.

]]>H. A. Abeysundara Hiroshi Hamori Takeshi Matsui and Masatoshi Sakawa

This paper presents a methodology for optimization of line scan path on fixed panel displays (FPD) using a modified self organizing map (SOM). The existing scanning method of defective thin film transistor (TFT) lines on FPDs by a non-contact moving sensor is top down and unidirectional which is time consuming. First, the problem is approximated to a well known asymmetric traveling salesman problem (TSP) with precedence constraints. Then the SOM based TSP solver is proposed together with modifications for neurons before mapping them onto input space. Finally, simulation results are presented and shown the feasibility and superiority of proposed method over the existing method.

]]>Yiming Ji and Lee Fair

Research in mobile activity awareness has attracted much attention lately due to the lack of mechanisms to guide individuals to engage in health-promoting life styles, including diet and exercise. In fact, several studies have successfully proposed activity classifiers in order to develop intelligent activity awareness systems using off-the-shelf mobile devices such as smart phones. However, most existing research applies customized sensors (i.e., with a much higher data sampling rate) from multiple sensor technologies (such as GPS, cellular or WiFi radio, accelerometer, digital compass, and others). They are not practical and therefore this research uses only an ordinary accelerometer sensor from a commercial phone device. It first applies the Gabor filter to this activity recognition field and then it studies the effectiveness of this new method against several existing classifiers, including nearest neighbors, support vector machines, and linear discriminant analysis. Results from this work show that with appropriate data sampling windows and feature vectors, a classification accuracy of over 90% is a realistic goal for the Gabor and most existing classifiers.

]]>Shuhua Chang Zhiwei Fang Xin Liu and Vladimir Shaydurov

In this paper, fitted finite volume method is developed to solve a nonlinear degenerate Black-Scholes equation applied in the valuation of unit-linked policy with surrender option, based on the fitting idea in S. Wang [IMA J. Numer. Anal., 24 (2004), 699--720]. Unlike the conventional pricing method mentioned in [1] which is using the free boundary method to calibrate the valuation PDE, here we develop a power penalty method to solve numerically the linear complimentary problem in the variational inequality arising from the valuation of unit-linked policy with surrender option. With the degenerate boundary and non-smooth final condition, we will show that it is essential to refine the mesh to remain the convergence and super-convergence order.

]]>Vitold Komorovski George Dorrer and Peter Osaveluk

In the paper some problems of special GIS-based software tools development are considered. The main purpose of our work is to develop the decision support system for specialists extinguishing wildfires near settlements and other economical objects. System architecture is presented and most complex points discussed. The base of this system is a geoinformational module. Accounting some local conditions is considered and some algorithmic decisions are offered. Wildfire spreading rate is calculated, using indicatrices. Decision making algorithm is considered in detail. Presented system is intended for the fire service specialists mostly in Russia, but we believe it might be easily extended to resolve the general fire management tasks in different countries.

]]>Mohammad Ali Khandan and Mehdi Delkhosh

In optimization problems, we are looking for best point for our problem. Problems always classify to unary or n-ary with bound or unbound. In this paper, we evaluate three methods, Cyclic Coordinate, Hooke – Jeeves, and Rosenbrock on n dimensional space for unbounded problem and we speak about the advantages and disadvantages of these three methods. We offer solutions for some disadvantages and we give generalized algorithms to improve the methods.

]]>Tonghuan Hua Xiaowei Li Dan Chen and Qiang Wang

Sparse coding and compressive sensing have attracted lots of interest in the computer vision area. This paper proposes a new scheme to recognize human motions in video sequences based on the sparse representation of image frames. Each frame of a video is transformed to a linear combination of a few elements in a dictionary. The class label of the video is determined based on the reconstruction errors of individual frames or the overall reconstruction error of the video. A series of experiments were conducted to evaluate the performance of the proposed method. Experimental results demonstrate that the sparse representation method achieves accuracy on par with or exceeding that of existing methods.

]]>Paras Nath Singh Vikram Singh and Kumar Anand

Evolutionary algorithm is a probabilistic counterpart to a deterministic search method that impersonates the representation of natural biological evolution. Evolutionary algorithm (EA) operates on a population of potential solutions applying the principle of survival of the fittest to produce better and better estimates to a solution. At each generation, a new set of guesses is created by the process of selecting individuals according to their level of fitness in the problem domain and upbringing them together using operators copied from natural genetics. Evolutionary programming is similar to genetic programming, but the structure of the program is secure and its numerical parameters are allowed to change. The concept leads to the evolution of populations of individuals that are better suited to their environment than the individuals that they were created from, just as in natural adaptation. Mutability means for objects which can be changed and a mutant function mutates the object. In this paper we target a string and an array of random characters chosen from the set of upper-case alphabets together with the space, and of the same length as the target string. A fitness function computes the ‘closeness’ of its argument to the target string. A mutant function with a string and a mutation rate returns a copy of the string, with some characters mutated. Finally after several iteration it "mutates " to target string successfully.

]]>S.Pavithra D. Velmurugan V.Srividhya P.Hemalatha and V.P.Santhanakrishnan

B-Raf, member of the RAF kinase family of serine/threonine-specific protein kinases. Mutations in the BRAF gene may get inherited and cause birth defects resulting in cancer during the later life of humans. The mutation in BRAF includes V599E, V599D, L596V, L596R, G595R and F594L. Among this V599E involves about 92 % of mutation. The inhibitors chosen for B-raf proto-oncogene serine/threonine-protein kinase mutant V599E were osthol and its derivatives, as, it is reported to be anticancerous compound. Among the ten compounds derived, docking result shows that Osthol Ritter product (ORP) possess more binding energy. To confirm this we have performed induced docking of ORP with the existing drug Sorafenib, both the compounds shows interaction with ASP 593 and GLU 500 and ORP’s Glide score is similar to Sorafenib. There by we suggest that, the osthol ritter product as a drug candidate against cancer.

]]>Masatoshi Sakawa Takeshi Matsui and Hideki Katagiri

This paper formulates multiobjective linear programming problems where each coefficient of the objective functions is expressed by a random fuzzy variable. Assuming that the decision maker concerns about the probability that each of the objective function values is smaller than or equal to a certain target value, the fuzzy goals of the decision maker for the probabilities are introduced. Then, the possibility-based probability model to maximize the degrees of possibility with respect to the attained probability is considered. For solving transformed deterministic problems efficiently, particle swarm optimization for nonlinear programming problems is introduced. An interactive fuzzy satisficing method is presented for deriving a satisficing solution for a decision maker efficiently by updating the reference probability levels. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.

]]>Chii-Huei Yu

This paper takes the mathematical software Maple as the auxiliary tool to study two types of multiple integrals. We can obtain the closed forms of these two types of multiple integrals. On the other hand, we propose two examples to do calculation practically. The research methods adopted in this study involved finding solutions through manual calculations and verifying these solutions by using Maple. This type of research method not only allows the discovery of calculation errors, but also helps modify the original directions of thinking from manual and Maple calculations. For this reason, Maple provides insights and guidance regarding problem-solving methods.

]]>A. Akbari and Z. Bakhte-ei

In this work, we report a combined experimental and theoretical study on the molecular structure and electronic and vibrational spectra of 5-nitro-2-(pyridin-2-yl)-1H-benzo[d] imidazole ligand, npbi, and its Pd(II) complex, which coordinating atoms of npbi is the imine and pyridine nitrogens. The nature of npbi and its complex were determined by IR an UV-Vis spectroscopy. The theoretical results obtained by performing DFT calculations, using the ADF 2009 package, compared with experimental results. The optimized geometric bond lengths and bond angles of npbi and its complex confirmed the complexation. The CHN data analysis confirmed the suggested structure of complex too.

]]>Christopher Provatidis

In this paper we review several aspects of older and contemporary attempts to integrate computer-aided design (CAD: geometric model) and computer-aided engineering (CAE: finite elements, boundary elements, etc.). After a short review on formulas for the description of CAD surfaces, a systematic mechanism for creating several types of corresponding isoparametric macroelements is presented. Gordon-Coons is initially applied in conjunction with piecewise linear, Lagrange polynomials and natural B-splines. Then, it is extended to more basis and blending functions. In addition to the well-known ‘Lagrangian’-type elements, equivalent ‘Bézierian’-type elements are introduced. Tensor product B-splines and aspects of NURBS isogeometric formulation are given. In addition to quadrilaterals, triangular macroelements based on Barnhill’s interpolation are presented for the first time. The review coversapplications of CAD-based macroelements in conjunction with the Galerkin-Ritz formulation, the Boundary Element Method, as well as recent Global Collocation procedures. A numerical example on a vibrating membrane elucidates the performance of the CAD-based global interpolation and depicts its superiority over the conventional finite element method.

]]>Chii-Huei Yu and Bing-Huei Chen

In calculus and engineering mathematics courses, the evaluation of the partial derivatives of multivariable functions is important. This paper takes the mathematical software Maple as the auxiliary tool to study the partial differential problem of two types of multivariable functions. We can obtain the infinite series forms of any order partial derivatives of these two types of multivariable functions by using differentiation term by term theorem, and hence greatly reduce the difficulty of calculating their higher order partial derivative values. On the other hand, we provide two examples to do calculation practically. The research methods adopted in this study involved finding solutions through manual calculations and verifying these solutions by using Maple. This type of research method not only allows the discovery of calculation errors, but also helps modify the original directions of thinking from manual and Maple calculations. For this reason, Maple provides insights and guidance regarding problem-solving methods.

]]>Valery V. Denisenko

Conventional two dimensional model for electric fields in the Earth’s ionosphere is analyzed to estimate its error. The main difficulties arise due to asymmetry of the conductivity tensor. We use the energy method and small parameter expansion. To make it possible in spite of asymmetry of the tensor coefficients the problem is reduced to the problem of minimum of proper quadratic energy functional. The variational principle is stated and proved for the 3-D boundary value problem. The error of the 2-D approximation is analyzed in the case, when conductor occupies a flat layer 0 < z < z_{0} and is homogeneous in z direction, and the vector of magnetic field has only z component. The results of numerical simulation of the electric field penetration from ground to the Earth’s ionosphere with reduction of the 3-D model of the ionospheric conductor to the 2-D model are presented. Precision of such an approach is demonstrated.

Alireza Akbari and Majid Jalili Rasti

The N,N’-1,2-cyclohexylenebis (2-hydroxyacetophenonylideneimine) Ligand (H_{2}L) was synthesized by condensing 1,2-diaminocyclohexane with 2-hydroxyacetophenone in ethanol as solvent. Preparation of the related complex was carried out using Ni (OAc)_{2} in the methanol as solvent. The composition and properties of the ligand and its complex were established by elemental analysis, molar conductance and FTIR, and UV/Vis spectrophotometery. The fully optimized geometries were calculated using ADF 2009.01 package. A combined experimental and theoretical studies were conducted on the molecular structure and vibrational spectra of mentioned Schiff base and its Ni(II) complex. The pw91 functional method invoking DZP basis set were used in all calculations. The optimized geometric bond lengths and bond angles were showed good agreement with the reported experimental values. The calculated HOMO and LUMO energies were showed that the charge transfer occured within the molecule. The UV absorption spectrum was recorded in methanol and compared with the calculated one in gas phase, as well using DFT/DZP basis set.

A. Akbari and Z. Alinia

This study deals with the identiﬁcation of the title compound, Ni (II) complex, by means of quantum chemical calculations. The optimized molecular structure, vibrational frequencies and corresponding vibrational assignments, ultraviolet–visible (UV–vis) spectrum of the title molecule in the ground state were evaluated using density functional theory (DFT) with the standard PW91 method using the ADF package. The results show that the obtained optimized geometric parameters (bond lengths, bond angles and dihedral angles) and vibrational frequencies were observed to be in good agreement with the available experimental results. Moreover, the calculation of the electronic spectrum was compared with the experimental ones.

]]>Masatoshi Sakawa and Takeshi Matsui

This paper considers interactive fuzzy programming for multi-level 0-1 programming problems involving random variable coefficients both in objective functions and constraints. Following the concept of fractile criterion optimization together with chance constrained programming, the formulated stochastic multi-level 0-1 programming problems are transformed into deterministic ones. Taking into account vagueness of judgments of the decision makers, interactive fuzzy programming is presented. In the proposed interactive method, after determining the fuzzy goals of the decision makers at all levels, a satisfactory solution is derived efficiently by updating satisfactory levels of the decision makers with considerations of overall satisfactory balance among all levels. For solving the transformed deterministic problems efficiently, tabu search for general 0-1 programming problems is introduced. An illustrative numerical example for a three-level 0-1 programming problem is provided to clarify the proposed method.

]]>Charles D Mallah and James Orwell

K-nearest-neighbours is a simple classifier, and with increasing size of training set, the accuracy of its class predictions can be made asymptotic to the upper bound. Probabilistic classifications can also be generated: the accuracy of a simple proportional scheme will also be asymptotic to the upper bound, in the case of large training sets. Outside this limit, this and other existing schemes make ineffective use of the available information: this paper proposes a more accurate method that improves the state-of-the-art performance, evaluated on several public data sets. Criteria such as the degree of unanimity among the neighbors, the observed rank of the correct class, and the intra-class confusion matrix can be used to tabulate the observed classification accuracy within the (cross-validated) training set. These tables can then be used to make probabilistic class predictions for the previously unseen test set, used to evaluate the novel and previous methods in two ways: i) mean a posteriori probability and ii) accuracy of the discrete prediction obtained from integrating the probabilistic estimates from independent sources. The proposed method performs particularly well in the limit of small training set sizes.

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