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Proceedings Article

Research of Theoretical Model and Transmission Efficiency of ZC1 Worm Dynamic Lubrication

Dongyue Qu, Chunyu Zhang, Jianan Xu, Rilai Zhang, Shengxi Zhang
The dynamic pressure lubrication theoretical model of worm gear ZC1 is established, the formula of hydrodynamic lubrication discretization for the calculation of the mixed friction efficiency of circular cylindrical worm and worm pair is achieved and the formula and process for solving the hybrid friction...
Proceedings Article

The Control System of 100kv High Voltage Power Supply

Shengmin Pan, Peng Fu, Yiyun Huang, Baocan He, Hulin Feng, Denghu Wang
It described a control system of 100kV high voltage power supply. It used PC control and monitor the power modules via fiber optic. By testing, proved the control system is a good isolation and provides stability control system. By this way, we can remote control the power modules.
Proceedings Article

Research on Educational Video Retrieval Method Based on Audio Transcription Technology

Muqiang Zhao, Wenxi Zheng, Yan Ye, Min Wu
In the modern education platform, there are many problems, such as insufficient retrieval accuracy and single retrieval process, this paper conducts an in-depth investigation and analysis of the features of educational videos, combined with the cutting-edge audio transcription technology and text processing...
Proceedings Article

The Fault Diagnosis of Smart Substation Equipment Based on Fuzzy Petri Nets

Shaowen Wan
This paper introduces fault diagnosis method and its mathematical descriptionthe of fuzzy Petri nets, including the basic concept and rule representation. On the basis of the original fuzzy Petri net reasoning decision, the transition threshold judgment is proposed. This paper presents a fault diagnosis...
Proceedings Article

On-line Monitoring of Ethanol Concentration during Biomass Fermentation.

Ranran Zhang
For fermentation process large time delay, nonlinear and distributed parameter and disturbance, to combine neural networks and fuzzy control, neural network has the ability to learn, to modify control rules, the proposed neural network controller, realize online monitoring of biomass in the fermentation...
Proceedings Article

Application of Electronic Chart Display and Information System in the Teaching of Nautical English

Xiandong Zhao, Yonggang Zong
The emergence of Electronic Chart Display and Information System (ECDIS) is a revolution in the field of navigation. With the improvement of ECDIS's standardization and its further promotion, the research of ECDIS in the world is also deepening. On the basis of the understanding of the standard of electronic...
Proceedings Article

The Study of SAR Image Change Detection Algorithm Based on the Difference Graph Fusion

Chunhua Fu, Xiaojing Wang, Lijun Zhang, Liying Qiao
SAR image change detection technology is the two picture in the same area, the different time periods for SAR image detection, quantitative and qualitative analysis of the change area, thereby gaining interest area change a technology of information. SAR image change detection technology is of great...
Proceedings Article

A Novel Controller Dynamic Linearization-Based Model Free Adaptive Predictive Control for A Class Of Discrete Nonlinear Systems

Danna Wang
In this work, a novel controller dynamic linearization based model free adaptive predictive control algorithm (CFDLc-MFAPC) for a class of discrete nonlinear system is proposed. This method introduces dynamic linearization parameters of ideal controller based on dynamic linearization technology, and...
Proceedings Article

Research on Promotion of Emergency Rescue Strategy of General Aviation for Earthquake Disaster in Mountain Area

Liang Zhang
This paper analyzes the influencing factors of earthquake emergency rescue of general aviation in mountain area, the relevant knowledge of operational research is applied, the influencing factors of emergency rescue are analyzed and evaluated by analytic hierarchy process; according to the analysis results,...
Proceedings Article

[WITHDRAWN] A Relevance Vector Machine Based on Gaussian Mixture Kernel

Mi Tong, Fang Liu, Quan Qi, Wangchen Qin
Relevance vector machine (RVM), a sparse Bayesian kernel method in machine learning, has been well-known for its sparsity and probabilistic predictions. Like other kernel methods, it use the kernel functions to map the input instances into higher dimensional space for problem simplicity. At present,...
Proceedings Article

An Empirical Investigation of Internet Banking Adoption from Bank Personnel Perspective

Wen-Hsiung Wu, Yi-Ming Tai, Mei-Se Chien, Len-Kuo Hu
About the issue of Internet banking adoption, based on technology acceptance model (TAM), past researches mainly focused on the customers, but seldom researches looked at the Internet banking adoption from banks and their personnel. The bank personnel have financial professionals and are crucial users...
Proceedings Article

Law and University Efficiency: The Amendment of the University Law in Taiwan

Rong-Ruey Duh, Jenn-Shyong Kuo
This paper examines the effect of the amendment of an education-related law on university efficiency using the 1994 University Law amendment in Taiwan as a case study. The results indicate that prior to the 1994 amendment; private universities operate in a more efficient manner than public universities....
Proceedings Article

The Credit Risk Pricing with Particle Filter Approach

Her-Jiun Sheu, Chih-Liang Liu
Traditional evaluation of firm’s market value in credit risk analysis could be contaminated by market noises. The purpose of this article is to price the credit risk in the distance to default with particle filter approach. Compared to the traditional methods, the estimate of the distance to default...
Proceedings Article

General Election Hatena: The First Political Prediction Market in Japan

Hiroshi Yamaguchi
Last year, a Tokyo-based internet venture firm, Hatena Co., ran a political prediction market that was designed to predict the result of the General Election of the Lower House of the Diet, held on September 11, 2005. The market showed reasonable predictive ability that was comparable with the predictions...
Proceedings Article

On Evolution of Bank Runs

Jie-Shin Lin
Bank runs are usually happened as such that depositors panic and following the consequence of interaction between depositors withdraw their deposits. It is an issue of debt obligation between bank and depositors and an issue of bank capitals distribution among depositors. We consider the role of information...
Proceedings Article

Application of fuzzy linear programming to transportation planning decision problems with multiple fuzzy goals

Tien-Fu Liang
This work develops a fuzzy linear programming (FLP) method for solving the transportation planning decision (TPD) problems with fuzzy goals, available supply and forecast demand. The proposed method attempts to minimize the total production and transportation costs and the total delivery time with reference...
Proceedings Article

Artificial Neural Networks in Insurance Loss Reserving

Peter Mulquiney
In this paper we analyse insurance data using Artificial Neural Networks (ANN)[1]. In particular, we use ANN for the problem of Loss Reserving. Loss reserving is the practice of estimating the future payments for the claims which have occurred on an insurance portfolio. A difficulty in forecasting future...
Proceedings Article

An efficient real-time system for active video conferencing

Leila Sabeti, Q. M. Jonathan Wu, Jason Z. Zhang
This paper describes a new approach for implementation of an efficient real-time system proper for using in active video conferencing sessions. A camera tracks presenter’s head and its movements and orientations in an unconstrained environment automatically by its pan and tilt actions. Head or face is...
Proceedings Article

A Fuzzy Scheduling System for Dedicated Machine Constraint

Arthur M.D. Shr, Alan Liu, Yen-Ru Cheng
In this paper, we propose the Fuzzy Scheduling System (FSS) to deal with the dedicated machine constraint. The constraint of having a dedicated machine for photolithography process is the new issue introduced in photolithography machinery due to natural bias. If we randomly schedule the wafer lots to...
Proceedings Article

1/f Fractal Signals Denoising with Dual-Tree Complex Wavelet Transform

Xueyan Li, Shuxu Guo, Ye Li, Jingwei Fu, Shuai Jiang
In the paper, an algorithm based on Dual-Tree Complex Wavelet Transform is proposed for process denoising. Use the variance of the wavelet coefficients at different scales to estimate the parameters of process. Adopting Maximum a Posteriori estimator estimates the wavelet coefficients of process. The...
Proceedings Article

Volatility Dynamics of the Greater China Stock Markets: A Multivariate Asymmetric Approach

Kin Yip Ho
This paper examines the volatility dynamics of the greater China stock markets (Shanghai A- and B-shares, Shenzhen A- and B-shares, Taiwan, and Hong Kong) by employing a multivariate (tetravariate) framework that incorporates the features of asymmetries, persistence, and time-varying correlations, which...
Proceedings Article

Adaptive Fuzzy Modeling For A Large-Scale Nonlinear System

Jialin Liu
A data-driven Takagi-Sugeno (TS) fuzzy model is developed for modeling a real plant with the dependent inputs, the nonlinear and the time-varying input-output relation. The collinearity of inputs can be eliminated through the principal component analysis (PCA). The TS model split the operating region...
Proceedings Article

A Near-optimal Slot Assignment Algorithm for RFID Reader Networks

Chun-Fu Lin, Frank Yeong-Sung Lin, Cheng-Ta Lee
In this paper, we propose a method that reduces the cycle time of RFID reader networks by overlapping slots. A mathematical formulation of the problem is specified and an effective heuristic algorithm is developed.
Proceedings Article

A New Model of Isoseismal Area Assessment Based on Information Granule Diffusion

Ye Xue, Chongfu Huang
Utilizing the technique of information granule diffusion and fuzzy inference with max-min operation, this paper provides a new model to estimate isoseismal area by earthquake magnitude. The model does not depend on any extra condition but scanty historical earthquake recorders. The technique of information...
Proceedings Article

Is Rate of Stock Returns a Leading Indicator of Output Growth? In the Case of Four East Asian Countries

Pei-Fen Chen, Chien-Chiang Lee, Swee Yoong Wong
The link between stock returns and economic growth has been an important research topic in the financial economic literature. The purpose of this study is to employ a threshold vector autoregressive (TVAR) approach in order to investigate the non-linear relationship between stock returns and output growth...
Proceedings Article

Dynamic Handoff Ordering Adjustment for Multimedia Cellular Network

Chow-Sing Lin, Ping-Jing Huang
In multimedia cellular network, a Mobile Host (MH) requests multimedia services and may experience handoffs to several cells. When the target cell cannot provide adequate bandwidth for a service, instead of directly dropping a request, the MH is put into the handoff queue and hopefully the request bandwidth...
Proceedings Article

A New Method for Ranking Generalized Fuzzy Numbers for Handling Fuzzy Risk Analysis Problems

Shyi-Ming Chen, Jim-Ho Chen
In this paper, we present a new method for ranking generalized fuzzy numbers for dealing with fuzzy risk analysis problems. The proposed method considers the defuzzified values, the heights and the spreads of generalized fuzzy numbers, simultaneously, for ranking generalized fuzzy numbers. It gets better...
Proceedings Article

New Methods for Evaluating Students' Answerscripts Using Vague Values

Shyi-Ming Chen, Hui-Yu Wang
In this paper, we present two new methods for evaluating students’ answerscripts using vague values, where the evaluating marks awarded to the questions in the students’ answerscripts are represented by vague values. The vague mark awarded to each question of a student’s answerscript can be regarded...
Proceedings Article

Inversion detection in text document images

Hamid Pilevar, Ramakrishnan
OCR makes it possible for the user to edit or search the document’s contents. In this paper we describe a special water fill technique for detecting the upside down text document. Each character has a upside and downside filling capacities. A character may have two sides or one side filling capacity...
Proceedings Article

A new design of laser phase-shift range finder independent of environmental conditions and thermal drift

Shahram Mohammad Nejad, Kiazand Fasihi
This paper presents a technique to improve the performance of laser phase-shift range finders. The phase measurement is performed by using a new method to extract the phase-shift data from the peak of received and transmitted intermediate frequency signal amplitudes. The pulse width modulation is used...
Proceedings Article

Accuracy Improvement in the Nano-Displacement Measurement Based on the Doppler-Interferometry Method by Cross-talk Reduction

Saeed Olyaee, Shahram Mohammad Nejad
In this paper, accuracy improvement in the displacement measurement systems using Doppler-interferometry method is presented. The cross-talk error reduction methods are also discussed. Based on the mentioned method, a new nano-displacement measurement system is designed. In the designed system, the signal...
Proceedings Article

Nanometric Displacement Measurement System Using Three-Longitudinal-Mode He-Ne Laser

Shahram Mohammad Nejad, Saeed Olyaee
In this paper, design and simulation of a nanometric displacement measurement system is discussed. The combination of the Doppler effect and interferometry method is being used. A stabilized three-longitudinal-mode He-Ne laser with 632.8nm wavelength and 35cm cavity length is used. Its primary and secondary...
Proceedings Article

Feasibility Assessment of Support Vector Regression Models with Immune Algorithms in Predicting Fatigue Life of Composites

Ping-Feng Pai, Wei-Chiang Hong, Feng-Min Lai, Jia-Hroung Wu, Shun-Lin Yang
Predicting fatigue life of composite materials is essential to increase reliability of manufacturing systems. The predicting techniques for fatigue life of composite materials are not widely investigated. The support vector regression (SVR) is an emerging forecasting technique and has been applied in...
Proceedings Article

A class of nonlinear stochastic volatility models

Jun Yu, Zhenlin Yang
This paper proposes a class of nonlinear stochastic volatility (SV) models based on the Box-Cox transformation. The proposed class encompasses many parametric SV models that have appeared in the literature, including the well known lognormal SV model, and has an advantage in the ease with which different...
Proceedings Article

A QoS Improvement for Mobile Network in Large Vehicles

Chia-Hui Wang, Te-Chih Wang
In large vehicles such as a train, passengers can access Internet through an in-vehicle mobile router to effectively reduce the cost and overhead of roaming to a new network. While we apply the idea of mobile network into large vehicles, the critical issue is how to build up seamless Internet access...
Proceedings Article

Scheduling Mechanism for WLAN Frame Aggregation with Priority Support

Yang-Sheng Lin, Jun-Yao Wang, Wen-Shyang Hwang
For the overheads of 802.11 WLAN, several frame aggregation mechanisms had been proposed to deal with this shortcoming. Since the rare consideration of QoS in these proposals, we took advantage of 802.11e queueing model to enhance the priority scheduling. This paper approaches to eliminate the decomposition...
Proceedings Article

Hybrid wavelet -SVMs for modelling derivatives valuation

Hsing-Wen Wang, Shian-Chang Huang
Due to the rapid grow up of transaction volume of derivatives in the financial market, the Black-Scholes options pricing model (BSM) is played an important role recently and widely applied in various options contract. However, this theoretical model limited by the influences of many unexpected real world...
Proceedings Article

Understanding Social Complex Systems with PlatBox Simulator

Takashi Iba
This paper presents a framework and tools for modeling and simulating societies as complex systems. Although the concept of the complex systems has been highly demanded in social sciences, there is no satisfactory scheme for modeling and simulating it. In this paper, we propose the model framework, which...
Proceedings Article

Evaluating Uncertain Income Streams under a Regime-Switching Process

Yungchih George Wang
This paper extends the dynamic programming, utility maximization model proposed by Wang (2004) to value an investment opportunity whose income streams follows a regime-switching process in incomplete markets. Specifically, the model is applied to solve for certainty equivalent of an investment opportunity...
Proceedings Article

Dynamic Asset Allocation under Stochastic Volatility - Theory and Practice

Chung-Gee Lin
This study develops inter-temporal dynamic asset allocation with stochastic volatility (DAASV) models. The DAASV models integrate the stochastic volatility feature inherent in asset returns into the allocation procedure. By applying the DAASV, an investor can more efficiently diversify the unsystematic...
Proceedings Article

Convergence of GARCH Estimators: Theory and Empirical Evidence

Dietmar Maringer, Peter Winker
The convergence of estimators, e.g., maximum likelihood estimators, for increasing sample size is well understood in many cases. However, even when the rate of convergence of the estimator is known, practical application is hampered by the fact, that the estimator cannot always be obtained at tenable...
Proceedings Article

Assessing the Effect of Oil Price Shock Using an Energy-Economy Decision Model with Technology Characteristics

Shih-Mo Lin, Chin-Wen Yang, Chung-Huang Huang
The significant jump in world crude oil price over the past year has raised great concern over the economic impact that such a price shock may bring about on Taiwan’s economy, which has been characterized by extremely high import-oil dependence. Previous analyses have been tackling similar issue from...
Proceedings Article

The Influence of Investor Psychology on Disposition Effect

Shu Chun Hsiao, Sun Pi-Chuan
In 1980s, many empirical researches’ findings (i.e., Shiller(1984), Thaler (1985) et al. ) did not support efficient market hypothesis (EMH). Previous studies (e.g., Bernartzi and Thaler, 1995) related to behavioral model suggest that certain market anomalies are consistent with the presence of irrational...
Proceedings Article

Complexity and entropy density analysis of the Korean stock market

Jeong won Lee, Joongwoo Park, Hang-Hyun Jo, Jae-Suk Yang, Hie-Tae Moon
In this paper, we studied complexity and entropy density of stock market by modeling epsilon-machine of Korean Composition Stock Price Index (KOSPI) from year 1992 to 2003 using causal-state splitting reconstruction (CSSR) algorithm.
Proceedings Article

The Sequential Compound Option Pricing with Random Interest Rate and Application to Project Valuation

Meng-Yu Lee, Fang-Bo Yeh, An-Pin Chen
This paper proposes the pricing formula of sequential compound options (SCOs) with random interest rate and the applications call Milestone Project Valuation (MPV). Most compound options in literatures are 2-fold with constant parameters through time. The multi-fold compound options are just sequential...
Proceedings Article

Warrants Price forecasting using kernel machine and EKF-ANN: a comparative study

Hsing-Wen Wang, JIAN-HONG WANG, TSE-PING DONG, SHENG-HSUN HSU
The Black-Scholes options pricing model (BSM) is limited by the influences of many unexpected real world phenomena caused due to its six unreasonable assumptions, which often make the miss-pricing result because of the difference of market convention in practical. If we were to soundly take these phenomena...