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Forecasting Daily Forex Using Large Dimensional Vector Autoregression with Time-Varying Parameters 用时变参数的大维向量自回归预测每日外汇
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686610
Paponpat Taveeapiradeecharoen, C. Jongsureyapart, Nattapol Aunsri
Econometricians have been intensively developing tools to forecast both in economic and financial data. Despite that forecasting foreign exchange rate pairs are still problematic. In addition, predictors included in equation are not informative enough in predicting forex pairs. To remedy this obstacle, we apply Vector Autoregression (VAR) using the method socalled “Dynamic Model Averaging” to obtain estimates of the parameters. Up to 25 forex pairs are used in the DMA estimation procedures. We forecast EUR-GBP, EUR-JPY, EUR-USD, AUD-CAD, AUD-CHF and AUD-JPY with the number of horizons from $h=1$ to $h=14$ or one-day-ahead through fourteen-day-ahead prediction. We develop two model specifications in this study. The findings are: first, the Large-VAR with time-varying parameters performs well in predicting EUR-USD and AUD-JPY. Secondly, the rest of forex pairs are not well predicted using the proposed algorithm. Finally, relatively speaking, large size VARs is better in forecasting all selected forex pairs due to the more flexibility of time-varying coefficients and optimal forgetting factor. In addition, the forex market is efficient enough that using only the advanced time-series models such as Large time-varying VARs cannot confirm the profit from trading.
计量经济学家一直在大力开发预测经济和金融数据的工具。尽管如此,预测外汇汇率对仍然存在问题。此外,方程中包含的预测因子在预测外汇对时信息量不足。为了弥补这一障碍,我们使用所谓的“动态模型平均”方法应用向量自回归(VAR)来获得参数的估计。在DMA估计过程中使用了多达25个外汇对。我们预测欧元对英镑、欧元对日元、欧元对美元、澳元对加元、澳元对瑞郎和澳元对日元的汇价区间从$h=1美元到$h=14美元,或者提前一天到14天预测。在本研究中,我们开发了两个模型规范。研究发现:首先,具有时变参数的Large-VAR在预测欧元兑美元和澳元兑日元方面表现良好。其次,本文提出的算法不能很好地预测其余的外汇对。最后,相对而言,由于时变系数和最优遗忘因子更具灵活性,较大的var在预测所有选定的外汇对时表现更好。此外,外汇市场是足够有效的,仅使用先进的时间序列模型,如大时变var不能确认交易的利润。
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引用次数: 11
An Initiative to Enhance Productivity in Higher Education (Technical) Using Yoga Which Interconnect Human Mind and Body 一项利用连接人的身心的瑜伽提高高等教育(技术)生产力的倡议
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686558
Dnyandeo Dattatraya Shinde, Manas Srivastava, R. Prasad
The initiative is to enhance productivity in education system using probability index. This helps to create working environment in which work culture directly related to the indexing of rating. In the present study, attempt is to enlist the root causes that affect the technical education, by the innovated generalize formula. It will be useful for academic as well as their key role to teaching learning process of the students for aforementioned application. This would be the initiative project work done with the help of Sandip University, Nasik. An attempt has been made to solve few of the problems by suggesting the proper bounding of Mind and Body by Yoga and Meditation sessions as regular practice in academics.
该倡议旨在利用概率指数提高教育系统的生产力。这有助于创造一种工作环境,在这种环境中,工作文化与评级的索引直接相关。在本研究中,试图通过创新的概化公式找出影响技术教育的根本原因。对于上述应用,这将有助于学生的学术研究以及他们在教学过程中的关键作用。这将是在纳斯克Sandip大学的帮助下完成的倡议项目工作。通过建议将瑜伽和冥想课程作为学术上的常规练习来适当地结合身心,人们试图解决其中的一些问题。
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引用次数: 0
Evaluation of Noise Margin in DVB-T2 System DVB-T2系统噪声裕度评价
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686681
Chairak Deepunya, Nattapan Suwansukho, S. Promwong
This paper describes the Noise Margin of Digital Terrestrial Television network in Thailand. The result of analysis has delivered from 22 measured location, located in 22 district in Bangkok, Thailand.
本文介绍了泰国数字地面电视网络的噪声裕度。分析结果已从位于泰国曼谷22个区的22个测量地点交付。
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引用次数: 0
Knowledge Management Framework for Sustainable Development: A Case Study of a Research Group in a University 可持续发展的知识管理框架:以某大学研究小组为例
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686704
S. Nupap
Surviving in an intensive competition in this era affects organisational change abundantly. Moreover, without any knowledge, organisations incline to encounter a failure or to lose in a competition inevitably. Thus, many organisations have endeavoured many possible approaches to survive in the struggle circumstances. For organisational survival and management as well as sustainable development, knowledge management (KM) have been acknowledged. Based on my previous study which demonstrated the success of balanced scorecard (BSC) implementation for quality assurance in educational management, to continue improving in an organisational sustainable development and internal and external stakeholders relationship management perspectives, this study aims to propose a KM framework for a case study which is a research group operating under a department in a university by integrating Joint Application Development (JAD), Knowledge Creating Company, and Intellectual Capital (IC): Process and Skandia Navigator models. The initial finding reveals an appropriate KM framework for the case study and 100% of collaboration between internal and external stakeholders.
在这个时代的激烈竞争中生存对组织变革影响很大。此外,没有任何知识,组织往往会遇到失败或在竞争中不可避免地失败。因此,许多组织已经尝试了许多可能的方法来在斗争环境中生存。知识管理对于组织的生存和管理以及可持续发展已经得到认可。基于我之前的研究,证明了平衡计分卡(BSC)在教育管理质量保证方面的成功实施,为了继续从组织可持续发展和内部和外部利益相关者关系管理的角度进行改进,本研究旨在为一个案例研究提出一个知识管理框架,该案例研究是一个研究小组,在大学的一个部门下运作,通过整合联合应用开发(JAD),知识创造型公司和智力资本:过程和Skandia导航模型。最初的发现揭示了案例研究的适当知识管理框架,以及内部和外部利益相关者之间100%的合作。
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引用次数: 2
A Unified Framework for Student Cluster Grouping with Learning Preference Associative Detection for Enhancing Students' Learning Outcomes in Computer Programming Courses 基于学习偏好关联检测的学生聚类分组统一框架:提高计算机程序设计课程学生学习成果
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686665
Unhawa Ninrutsirikun, B. Watanapa, C. Arpnikanondt, Visith Watananukoon
Computer Programming is considered an important underlying ability for effectively achieving study in computer-related majors. This paper proposes a unified framework of dynamically sensing contextual indicators of the students possessive's performance of well-performing students. The said indicators once compiled into an associative relationship with the profile of individual students in terms of prior academic background and personal attributes becomes a basis for adaptively grouping students into clusters. The aim of the unified framework is to adaptively reinforce the performance of students in each independent group. The sample settings of all involved modules in the unified system gives an insight into the applicability so that educators can flexibly facilitate the classroom to achieve better academic results for students with different profiles.
计算机编程被认为是有效完成计算机相关专业学习的重要基础能力。本文提出了一种动态感知优秀学生所有格表现情境指标的统一框架。这些指标一旦与学生个人的学术背景和个人属性形成关联关系,就成为自适应地将学生分组的基础。统一框架的目的是适应性地加强学生在每个独立小组中的表现。统一系统中所有涉及模块的样例设置,可以洞察其适用性,以便教育者可以灵活地促进课堂,为不同背景的学生取得更好的学习成绩。
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引用次数: 4
Design of Agency Communication for Contingency Cellular Network 应急蜂窝网络中的代理通信设计
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686549
Y. Lien, Worapot Sommool, Jyh-Shyan Huang, Hui‐Ching Chang
Contingency Cellular Network (CCN) is proposed for Mission Critical Public-Safety Networking in natural disaster by using wireless links to connect disconnected base stations together and constructing a wireless multi-hop cellular network. CCN can provide service to existing large number of mobile phone users with reduced capability. The receiver of a phone call is usually a resource owner (agent) in a disaster area, not a particular person. Instead of dialing a real phone number, we designed a special Agency Communication Mode which allows its users to initiate a call to a nearby resource by dialing a designated agent number. A small-scale prototype that includes laptop PCs with IEEE 802.11 Wireless LAN to emulate the CCN network and Android smart phones with VoIP software to emulate user terminals is implemented to verify our design. Finally, a series of experiments used to evaluate the performance of the prototype system is conducted. According to the experimental results, it shows that the prototype system can respond promptly to the user registration and call set-up requests. Mouth-to-Ear Delay can be effectively controlled below 400 ms when there are no more than 30 calls originated. This system may be used as a reference for the future development of contingency communication networks.
针对自然灾害环境下的关键任务公共安全组网,提出了应急蜂窝网络(Contingency Cellular Network, CCN),利用无线链路将断开的基站连接在一起,构建无线多跳蜂窝网络。CCN可以为现有的大量移动电话用户提供服务。电话的接收者通常是灾区的资源所有者(代理),而不是特定的人。我们设计了一种特殊的代理通信模式,允许用户通过拨打指定的代理号码来发起对附近资源的呼叫,而不是拨打真实的电话号码。为了验证我们的设计,我们设计了一个小型样机,其中包括使用IEEE 802.11无线局域网的笔记本电脑来模拟CCN网络,以及使用VoIP软件的Android智能手机来模拟用户终端。最后,进行了一系列的实验来评估原型系统的性能。实验结果表明,该原型系统能够快速响应用户注册和呼叫建立请求。在不超过30个呼叫的情况下,口耳延迟可有效控制在400 ms以下。该系统可为未来应急通信网络的发展提供参考。
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引用次数: 0
Innovative Design Features Addition for Artisan Traditional Craft with IOT to Promote Local Entrepreneurship; An Empirical Study of Small and Micro Community Enterprise (SMCE) Wood Carving in Chiang Rai, Thailand 物联网为工匠传统工艺增添创新设计特色促进本地创业泰国清莱小微社区企业(SMCE)木雕的实证研究
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686642
S. Wicha
Handicrafts sectors are the key for sustainable development in the Thai local community that energize and generate revenue streams from local materials made by hand skilled products. However, the ongoing handicraft production case is still in development due to the lacking of functionalities and designed features. This paper investigated the design features for artisan traditional craft with technological domain especially with the Internet of Things (IOT) technology. The positive results from this study can be further implemented by product developers to improve their functionalities and designed feature platforms with more significant value-added product for the local artisan.
手工业部门是泰国当地社区可持续发展的关键,它为当地手工制作的材料提供动力并创造收入来源。然而,正在进行的手工制作案例,由于缺乏功能和设计特点,仍在开发中。本文研究了技术领域特别是物联网技术下工匠传统工艺的设计特点。本研究的积极结果可以进一步被产品开发人员实施,以改进其功能,并为当地工匠设计具有更显著增值产品的特征平台。
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引用次数: 1
Dynamic Relay Assisted Clustering in WSN 无线传感器网络中的动态中继辅助聚类
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686562
Nishi Gupta, Satbir Jain
Data collected in Wireless Sensor Network is transmitted to the sink by the sensor nodes. Sink processes the data for further action. These networks are energy constrained and hence communication to sink should be energy efficient. Clustering has been proved to be an effective strategy in WSNs. Member nodes of cluster collect data and send it to their respective cluster heads. It is now the duty of cluster heads to transmit data to the sink. Routing is done during multi-hop transmission to select an optimal route to the sink. The proposed algorithm maintains the clustering in the mobile network and saves the overhead of re-clustering. It is expected to provide better connectivity and performance of the system. Later the performance of proposed clustering is analyzed when different routing protocols are used for the path selection.
无线传感器网络中采集的数据通过传感器节点传输到sink。Sink处理数据以进行进一步操作。这些网络的能量是有限的,因此与sink的通信应该是节能的。聚类已被证明是一种有效的无线传感器网络策略。集群的成员节点收集数据并将其发送到各自的集群头。现在集群头的职责是将数据传输到接收器。路由是在多跳传输过程中进行的,以选择到接收器的最佳路由。该算法保持了移动网络中的聚类,节省了重新聚类的开销。期望提供更好的系统连接性和性能。在此基础上,分析了采用不同路由协议进行路径选择时的聚类性能。
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引用次数: 1
IP Spoofing Detection for Preventing DDoS Attack in Fog Computing 防范雾计算中DDoS攻击的IP欺骗检测
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686626
Amakan Elisha Agoni, M. Dlodlo
One of the biggest security threats to the availability of service in Fog Computing has been identified as Distributed Denial of Service (DDoS), whose attributes include IP address spoofing. In this paper, various methods for identifying spoofed IP packets in Fog Computing are discussed. In order to match the Operating System (OS) of incoming packet from its database, we proposed a Host-Based OS fingerprinting that uses both active and passive technique. Consequently, the proposed technique was implemented using the Xen Cloud Platform (XCP).
雾计算中服务可用性面临的最大安全威胁之一是分布式拒绝服务(DDoS),其属性包括IP地址欺骗。本文讨论了雾计算中识别欺骗IP包的各种方法。为了匹配来自数据库的数据包的操作系统,我们提出了一种采用主动和被动技术的基于主机的操作系统指纹识别方法。因此,使用Xen云平台(XCP)实现了所提出的技术。
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引用次数: 7
Harmony of Mind and Body 身心和谐
Pub Date : 2018-11-01 DOI: 10.1109/GWS.2018.8686598
Ramjee Prasad, Shobha Lala
This paper proposes a novel natural technique for attaining the harmony of mind and body. It is the hybrid ATMAN and $boldsymbol{C}5$ (Concentration, Confidence, Creativity, Calmness and Contentment) concept for attaining the harmony of mind and body. ATMAN is a simple naturalistic process that promotes peace of mind through $boldsymbol{C}5$ growth and fitness and health of the body. With the healthy body and peaceful mind, the bridge of harmony is established between the two, that leads human beings to the ultimate goal of life that is love and happiness. ATMAN can be practiced by every human being from the age of four onwards. With application of C5 in day-to-day activities and tasks, human beings can achieve success and contentment. ATMAN will lead individuals to a stress free, healthy, happy, and peaceful and better Quality of Life with a sound and restful sleep. The happy and contended individuals are the foundation of a nation and are the pillars for Global peace and harmony.
本文提出了一种实现身心和谐的新颖自然技术。它是ATMAN和$boldsymbol{C}5$(专注,自信,创造力,平静和满足)概念的混合,用于实现身心和谐。ATMAN是一种简单的自然过程,通过身体的生长和健康来促进心灵的平静。有了健康的身体和平静的心灵,两者之间就建立起了和谐的桥梁,从而将人类引向爱和幸福的人生终极目标。从四岁起,每个人都可以练习阿特曼。在日常活动和任务中运用C5,人类可以获得成功和满足。阿特曼将带领个人获得无压力、健康、快乐、宁静和更高质量的生活,拥有健康和安宁的睡眠。幸福和竞争的个人是一个国家的基础,是世界和平与和谐的支柱。
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引用次数: 0
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2018 Global Wireless Summit (GWS)
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