Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357606
Hailong Chen, Chengji You, Deyun Chen
This paper studies a modification of quasi-maximum likelihood estimator for GARCH (1, 1) process with the errors, whose squares have regularly varying tail probabilities with the exponent α, α >; 0. We showed that, this estimator is unbiased and asymptotically normal with standard convergence rate of n1/2 regardless of whether the errors are heavy-tailed.
{"title":"Parameters estimator of GARCH(1, 1) process with heavy tailed errors","authors":"Hailong Chen, Chengji You, Deyun Chen","doi":"10.1109/IFOST.2012.6357606","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357606","url":null,"abstract":"This paper studies a modification of quasi-maximum likelihood estimator for GARCH (1, 1) process with the errors, whose squares have regularly varying tail probabilities with the exponent α, α >; 0. We showed that, this estimator is unbiased and asymptotically normal with standard convergence rate of n1/2 regardless of whether the errors are heavy-tailed.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134119405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357556
M. Ivin, V. Vereschagin, V. Ignatov
The use of ceramic materials varies and is determined by their properties and area of application. Orthopedics and traumatology have demand for porous materials for reconstruction of osseous defects. The material most closely fitting the natural bone in its structure and biological properties is hydroxyapatite HA (Ca5(PO4)3OH) and triple-calcium phosphate (Ca3(PO4)2) traditionally used to produce calcium-phosphate ceramics. High-temperature reactions lead to obtaining coarse-crystalline material with minimum porosity. Preparation of calcium-phosphate materials with large specific surface of the material contributes to the active bone formation compared to the dense calcium-phosphate ceramics. It was determined that compacting pressure and the packing index depends on the dispersion of materials. When compaction pressure is increased the open porosity of the material decreases by 10-15%. When sintering dense ceramics in the temperature range of 1100-1300°C the strength of the material samples increases to 130-160 MPa and open porosity decreases to 8-10%; total is 25-40% It characterizes an intensive sintering process in this temperature range. Introducing a pore-forming agent and sintering at 1250-1350°C showed that the strength improves with the increase of sintering temperature, while the open porosity ranges from 20-40% and the pore size corresponds to the size of the particles of a pore-forming agent. The results of the work allowed establishing the regularity of the influence of the quantity of pore-forming additives, sintering temperature, and the packaging index on the process of adjusting the size and number of pores for obtaining HA ceramics.
{"title":"Compaction pressure influence on the sintering of bioceramic materials","authors":"M. Ivin, V. Vereschagin, V. Ignatov","doi":"10.1109/IFOST.2012.6357556","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357556","url":null,"abstract":"The use of ceramic materials varies and is determined by their properties and area of application. Orthopedics and traumatology have demand for porous materials for reconstruction of osseous defects. The material most closely fitting the natural bone in its structure and biological properties is hydroxyapatite HA (Ca5(PO4)3OH) and triple-calcium phosphate (Ca3(PO4)2) traditionally used to produce calcium-phosphate ceramics. High-temperature reactions lead to obtaining coarse-crystalline material with minimum porosity. Preparation of calcium-phosphate materials with large specific surface of the material contributes to the active bone formation compared to the dense calcium-phosphate ceramics. It was determined that compacting pressure and the packing index depends on the dispersion of materials. When compaction pressure is increased the open porosity of the material decreases by 10-15%. When sintering dense ceramics in the temperature range of 1100-1300°C the strength of the material samples increases to 130-160 MPa and open porosity decreases to 8-10%; total is 25-40% It characterizes an intensive sintering process in this temperature range. Introducing a pore-forming agent and sintering at 1250-1350°C showed that the strength improves with the increase of sintering temperature, while the open porosity ranges from 20-40% and the pore size corresponds to the size of the particles of a pore-forming agent. The results of the work allowed establishing the regularity of the influence of the quantity of pore-forming additives, sintering temperature, and the packaging index on the process of adjusting the size and number of pores for obtaining HA ceramics.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"11 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131302626","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357774
V. Igumnov, V. Avgustinovich, S. Artemenko, S. Novikov, Y. Yushkov
The results of experimental studies of the interaction modes of communication on the window of a multimode waveguide resonator with a short train are presented. The experimentally determined dependence of the mode coupling parameters of the plume and windows due to the loop resonator. Based on these experiments, the model of the process of energy transfer from mode to mode in the microwave compressor with the output power fluctuations in the transformation of the resonator box with a train. Model describing a relation between the parameters of output pulses and the parameters of the compressor device mode coupling, which qualitatively agrees well with experimental data.
{"title":"Modeling of output power in a resonant microwave compressor with the transformation of the oscillations","authors":"V. Igumnov, V. Avgustinovich, S. Artemenko, S. Novikov, Y. Yushkov","doi":"10.1109/IFOST.2012.6357774","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357774","url":null,"abstract":"The results of experimental studies of the interaction modes of communication on the window of a multimode waveguide resonator with a short train are presented. The experimentally determined dependence of the mode coupling parameters of the plume and windows due to the loop resonator. Based on these experiments, the model of the process of energy transfer from mode to mode in the microwave compressor with the output power fluctuations in the transformation of the resonator box with a train. Model describing a relation between the parameters of output pulses and the parameters of the compressor device mode coupling, which qualitatively agrees well with experimental data.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131463129","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357527
V. Belomestnykh, E. Soboleva
The authors suggests new parameters for determining anisotropie Poisson's ratios a<;hkt>; of cubic crystals representing combinations of squared ratios of longitudinal and transverse elastic waves velocities along crystallographic directions <;100>; and <;110>;. We showed types of parameter and Poisson's ratio changes in the crystals of solid solutions Sm1-xYxS which undergo isostructural (NaCl-NaCl) electron (semiconductor-metal) phase transition of the 1st type under the critical concentration of xc = 0.15.
{"title":"Acoustic analogs of elasticity theory ratios for determining anisotropic Poisson ratios of cubic monocrystals","authors":"V. Belomestnykh, E. Soboleva","doi":"10.1109/IFOST.2012.6357527","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357527","url":null,"abstract":"The authors suggests new parameters for determining anisotropie Poisson's ratios a<;hkt>; of cubic crystals representing combinations of squared ratios of longitudinal and transverse elastic waves velocities along crystallographic directions <;100>; and <;110>;. We showed types of parameter and Poisson's ratio changes in the crystals of solid solutions Sm1-xYxS which undergo isostructural (NaCl-NaCl) electron (semiconductor-metal) phase transition of the 1st type under the critical concentration of xc = 0.15.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"353 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134039758","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357629
O. Kritski
This paper suggests the calculation methodology of univariate and multivariate absolute risk aversion based on asymptotic analysis of conditional expectation and future excess return variance. In the paper we provide modification of the multivariate econometric algorithm on the assumption of weakly time-varying correlation matrices for which the conditions of positive definiteness were received. We prove theorems on relation between risk aversion of shares and futures. Next, concerning risk aversion of various financial instruments with common underlying asset, we defined a time-varying stochastic no-arbitrage interest rate used in Black-Cox credit risk model.
{"title":"Processing of high frequency data with risk aversion","authors":"O. Kritski","doi":"10.1109/IFOST.2012.6357629","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357629","url":null,"abstract":"This paper suggests the calculation methodology of univariate and multivariate absolute risk aversion based on asymptotic analysis of conditional expectation and future excess return variance. In the paper we provide modification of the multivariate econometric algorithm on the assumption of weakly time-varying correlation matrices for which the conditions of positive definiteness were received. We prove theorems on relation between risk aversion of shares and futures. Next, concerning risk aversion of various financial instruments with common underlying asset, we defined a time-varying stochastic no-arbitrage interest rate used in Black-Cox credit risk model.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134504995","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357555
A. P. Rodzevich, E. Gazenaur, A. S. Walnukova, L. Kuzmina
The present work continues a cycle of the works, devoted to research of influence of low electric fields on physical and chemical properties of the crystal structures grown in them. Objects of research is monocrystal of azide (chloride, bromide) of silver (alkaline of metals), grown in the noncontact constant electric field (intensity of electric field varied in a range from 10-4 to 100 V/m). Is established the influence of the low electric field on the size, the degree of optical purity and conductivity of crystals grown in field. Crystallization of inorganic salts in the electric field allows gaining chemically the pure of crystal with minimal containing of defects. The crystals grown in the electric field are characterized by weak reactionary ability what shown by the results of studies of photochemical decomposition of thermal decomposition and of electro-field decomposition of sample. The use of the patented method of growing crystal in low electric fields allows to obtain crystals of the specified sizes and reactionary ability with minimum variance, with a minimum content of defects.
{"title":"Features of physical and chemical properties of inorganic salts, grown in the electric field","authors":"A. P. Rodzevich, E. Gazenaur, A. S. Walnukova, L. Kuzmina","doi":"10.1109/IFOST.2012.6357555","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357555","url":null,"abstract":"The present work continues a cycle of the works, devoted to research of influence of low electric fields on physical and chemical properties of the crystal structures grown in them. Objects of research is monocrystal of azide (chloride, bromide) of silver (alkaline of metals), grown in the noncontact constant electric field (intensity of electric field varied in a range from 10-4 to 100 V/m). Is established the influence of the low electric field on the size, the degree of optical purity and conductivity of crystals grown in field. Crystallization of inorganic salts in the electric field allows gaining chemically the pure of crystal with minimal containing of defects. The crystals grown in the electric field are characterized by weak reactionary ability what shown by the results of studies of photochemical decomposition of thermal decomposition and of electro-field decomposition of sample. The use of the patented method of growing crystal in low electric fields allows to obtain crystals of the specified sizes and reactionary ability with minimum variance, with a minimum content of defects.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132042169","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357690
D. Sodnomdorj, N. Enkhmunkh
In this paper to determine the reliable operation of main characteristics of power plant No4's outdoor switchgear main scheme method is produced. Also the reliable operation of power plant No4's 110, 220 kV-s main scheme of element's are researched and the all variants of commutation in operation is make and reliability research is done. And characteristics of reliable operations are determined.
{"title":"Research on reliability of main scheme of 110, 220 kV outdoor switchgear power plant №4's","authors":"D. Sodnomdorj, N. Enkhmunkh","doi":"10.1109/IFOST.2012.6357690","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357690","url":null,"abstract":"In this paper to determine the reliable operation of main characteristics of power plant No4's outdoor switchgear main scheme method is produced. Also the reliable operation of power plant No4's 110, 220 kV-s main scheme of element's are researched and the all variants of commutation in operation is make and reliability research is done. And characteristics of reliable operations are determined.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"8 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132503162","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357742
E. Larionova, S. Romanenko
In this work the tangent approach is valid on example of overlapping voltammetric peaks of Cd (II) and Tl (I) at their different concentration in a mixture. Height of the frame plotted by inflectional tangents to the inflection points on peak branches is used as a peak maximum for calibration curve plotting. It is founded that systematic errors are not significant for the measurement of Tl (I) peak. In case of the Cd (II) peak the significant systematic error arising from tailing of the ascending part of Tl (I) peak is observed. We propose a method of systematic errors compensation. Systematic errors are estimated by peak series modeling. We use six parametric peak model with help of a priory information about signal shape and real values of resolution criteria and ratios of peaks heights. Peak shape is determined by difference method and ratios of peak heights by calibration curve.
{"title":"Determination of overlapping peaks heights by tangent method","authors":"E. Larionova, S. Romanenko","doi":"10.1109/IFOST.2012.6357742","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357742","url":null,"abstract":"In this work the tangent approach is valid on example of overlapping voltammetric peaks of Cd (II) and Tl (I) at their different concentration in a mixture. Height of the frame plotted by inflectional tangents to the inflection points on peak branches is used as a peak maximum for calibration curve plotting. It is founded that systematic errors are not significant for the measurement of Tl (I) peak. In case of the Cd (II) peak the significant systematic error arising from tailing of the ascending part of Tl (I) peak is observed. We propose a method of systematic errors compensation. Systematic errors are estimated by peak series modeling. We use six parametric peak model with help of a priory information about signal shape and real values of resolution criteria and ratios of peaks heights. Peak shape is determined by difference method and ratios of peak heights by calibration curve.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133527211","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357536
Wang Yue, Jiang Li, Cui Bingbing, Lai Wenwei, Han Zhidong
Mg-Al layered double hydroxide (LDH) was modified with sodium dodecyl sulfate (SDS) by regeneration method. Polyethylene/modified LDH composites (PE/SDS-LDH) were prepared by melt blending and solution mixing method. Maleated polyethylene (PEgMA) was used to improve the compatibility between LDH and PE. The dispersion of LDHs in PE matrix was investigated by X-ray diffraction (XRD) and scanning electron microscope (SEM). Thermal degradation of PE/SDS-LDH composites was characterized by thermogravimetric analysis (TGA). The results reveal that PE/PEgMA/SDS-LDHs microcomposites were obtained by melt blending method and PE/PEgMA/SDS-LDHs nanocomposites were prepared by melt blending PE with SDS-LDH/PEgMA master-batch obtained by solution mixing. Due to the thermal decomposition of LDHs at much lower temperature than PE, the degradation of composites begins at low temperature regardless of the dispersion of LDH in PE. The initial degradation temperature corresponding to 5% weight loss of nanocomposites is higher than that of microcomposites. Compared with microcomposites, the nanocomposites present the higher temperature corresponding to the maximum thermal degradation rate and more residues at the end of thermal degradation, indicating the better barrier properties and charring effects of nano-dispersed LDH.
{"title":"Thermal degradation of polyethylene/layered double hydroxides nanocomposites","authors":"Wang Yue, Jiang Li, Cui Bingbing, Lai Wenwei, Han Zhidong","doi":"10.1109/IFOST.2012.6357536","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357536","url":null,"abstract":"Mg-Al layered double hydroxide (LDH) was modified with sodium dodecyl sulfate (SDS) by regeneration method. Polyethylene/modified LDH composites (PE/SDS-LDH) were prepared by melt blending and solution mixing method. Maleated polyethylene (PEgMA) was used to improve the compatibility between LDH and PE. The dispersion of LDHs in PE matrix was investigated by X-ray diffraction (XRD) and scanning electron microscope (SEM). Thermal degradation of PE/SDS-LDH composites was characterized by thermogravimetric analysis (TGA). The results reveal that PE/PEgMA/SDS-LDHs microcomposites were obtained by melt blending method and PE/PEgMA/SDS-LDHs nanocomposites were prepared by melt blending PE with SDS-LDH/PEgMA master-batch obtained by solution mixing. Due to the thermal decomposition of LDHs at much lower temperature than PE, the degradation of composites begins at low temperature regardless of the dispersion of LDH in PE. The initial degradation temperature corresponding to 5% weight loss of nanocomposites is higher than that of microcomposites. Compared with microcomposites, the nanocomposites present the higher temperature corresponding to the maximum thermal degradation rate and more residues at the end of thermal degradation, indicating the better barrier properties and charring effects of nano-dispersed LDH.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"30 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132589726","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2012-11-26DOI: 10.1109/IFOST.2012.6357531
E. Popenko, Y. Pautova, E. Chaplina, A. Gromov
The mechanism of whisker crystals formation process by aluminum aerogels burning was studied adapting for ceramic technology problems solution. The correlation of aluminum aerogels burning characteristics and the final combustion products structure was found. The burning temperature, air pressure and nitrogen concentration are significantly effect on the crystals growth mechanism. A wide variety of the crystal morphology in condensed combustion products was found depended on experimental condition.
{"title":"Morphological features of the condensed combustion products of burning system \"nanoaluminium-air\"","authors":"E. Popenko, Y. Pautova, E. Chaplina, A. Gromov","doi":"10.1109/IFOST.2012.6357531","DOIUrl":"https://doi.org/10.1109/IFOST.2012.6357531","url":null,"abstract":"The mechanism of whisker crystals formation process by aluminum aerogels burning was studied adapting for ceramic technology problems solution. The correlation of aluminum aerogels burning characteristics and the final combustion products structure was found. The burning temperature, air pressure and nitrogen concentration are significantly effect on the crystals growth mechanism. A wide variety of the crystal morphology in condensed combustion products was found depended on experimental condition.","PeriodicalId":319762,"journal":{"name":"2012 7th International Forum on Strategic Technology (IFOST)","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2012-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116561013","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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