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2012 IEEE Symposium on Humanities, Science and Engineering Research最新文献

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Surveying the best volatility measurements in stock market forecasting techniques involving small size companies in Bursa Malaysia 在涉及马来西亚证券交易所小型公司的股票市场预测技术中,对最佳波动性测量进行了调查
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6269014
S. A. Z. Abidin, M. Jaafar
This paper proposes a way to forecast the future closing price of small size companies in Bursa Malaysia by using geometric Brownian motion (GBM). Forecasting is restricted to short term investment because most of the investors aim to gain profit in short period of time. The reasons of choosing small size companies are because the asset prices are lower, hence the asset are affordable for all level of investors. In this paper, we suggest that GBM which involves randomness, volatility, and drift can help investor in making their investment decision wisely. This research shows the model is highly accurate model in forecasting stock prices and it is proven by the lower value of mean absolute percentage error (MAPE). Although it is highly accurate, we try to find the suitable volatility measurements that give the forecast value closer to the actual movement of stock prices. The result shows that by using highs-lows-close volatility, the forecast stock prices are closest to the actual prices. This volatility measurement and GBM model are suggested to the investor to forecast future prices for a maximum of two week investment.
本文提出了一种利用几何布朗运动(GBM)预测马来西亚交易所小型公司未来收盘价的方法。预测仅限于短期投资,因为大多数投资者的目标是在短期内获得利润。选择小型公司的原因是因为资产价格较低,因此资产对各级投资者来说都是负担得起的。在本文中,我们认为包含随机性、波动性和漂移的GBM可以帮助投资者做出明智的投资决策。研究表明,该模型具有较高的股票价格预测精度,其平均绝对百分比误差(MAPE)值较低。虽然它是高度准确的,但我们试图找到合适的波动率测量,使预测值更接近股票价格的实际运动。结果表明,采用高-低-近波动率预测的股票价格最接近实际价格。该波动率测量和GBM模型建议投资者预测未来价格,最多两周的投资。
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引用次数: 3
Opto-electrical properties of amorphous carbon thin films deposited by Aerosol-Assisted Chemical Vapor Deposition 气溶胶辅助化学气相沉积非晶碳薄膜的光电性能
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268825
A. N. Fadzilah, K. Dayana, U. Noor, M. Rusop
Amorphous carbon (a-C) thin films was deposited using Aerosol-Assisted CVD (AACVD) method and the properties was discussed. Flow rate of the experimental setup was varied (15, 30, 45 and 60 bubbles per minute) in order to optimize the a-C thin film characteristics and the electrical, optical and structural properties were investigated. The electrical properties was characterized by current-voltage (I-V) characteristics using Solar Simulator system and the analysis stressed on the linear (ohmic) graph for the a-C thin films. Photoresponse characteristics of the deposited a-C was highlighted when being illuminated (AM 1.5 illuminations: 100 mW/cm2, 25°C). Optical characteristics was investigated by UV-Vis-NIR spectroscope and transmittance spectrum exhibit a large transmittance value (>;85%) and high absorption coefficient value (>;106 cm-1) at the visible range of 390 to 790 nm. For structural properties, Atomic Force Microscope was used for the characterization process to obtain a-C images at atomic level.
采用气溶胶辅助气相沉积法(AACVD)制备了非晶碳(a-C)薄膜,并对其性能进行了研究。为了优化a-C薄膜的特性,研究了实验装置的流速(15、30、45和60个气泡/分钟),并研究了a-C薄膜的电学、光学和结构特性。利用太阳模拟器系统对a-C薄膜的电学性能进行了电流-电压(I-V)特性表征,并着重分析了a-C薄膜的线性(欧姆)图。在照明(AM 1.5照明:100 mW/cm2, 25°C)时,沉积的a-C的光响应特性被突出显示。通过紫外-可见-近红外光谱对其光学特性进行了研究,在390 ~ 790 nm的可见光范围内,透射率值大(>;85%),吸收系数值高(>;106 cm-1)。对于结构性质,使用原子力显微镜进行表征过程,获得原子水平的a-C图像。
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引用次数: 0
Physical and mechanical properties of Pandanus amaryllifolius fiber reinforced low density polyethylene composite for packaging application 香兜草纤维增强低密度聚乙烯复合材料的物理力学性能
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268868
W. Rahman, S. Sudin, S. N. Din
Natural fibers become most important reinforcement materials for commercial thermoplastic as it can easily biodegraded, high specific strength, abundant, renewable and easy processing. In this study, a partially biodegradable composite was prepared by melt-mixing of low density polyethylene (LDPE) with Pandanus amaryllifolius fiber (PAF). The effect of the PAF content on composite properties was investigated. Result demonstrated that the increasing of PAF content increased the density and water absorption of the composite. Tensile modulus of the composite also increase from 10.3 MPa (PAF content = 0 wt%) to 121 MPa (PAF content = 50 wt%). However the increasing of PAF content also resulted in a decreasing of tensile strength, impact strength and elongation at break of the composite.
天然纤维具有易生物降解、比强度高、储量丰富、可再生、易加工等特点,成为工业热塑性塑料的重要增强材料。本研究将低密度聚乙烯(LDPE)与香兜草纤维(PAF)熔融共混制备了部分可生物降解的复合材料。研究了PAF含量对复合材料性能的影响。结果表明,PAF含量的增加增加了复合材料的密度和吸水率。复合材料的拉伸模量也从10.3 MPa (PAF含量= 0 wt%)增加到121 MPa (PAF含量= 50 wt%)。但PAF含量的增加也导致复合材料的抗拉强度、冲击强度和断裂伸长率下降。
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引用次数: 8
Embedded 5(4) pair implicit 2-step hybrid method for solving special second-order initial value problems 求解特殊二阶初值问题的嵌入式5(4)对隐式两步混合方法
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268863
N. A. Yahya, M. Awang, A. Ibrahim
A new embedded 5(4) pair implicit 2-step hybrid method for solving second-order differential equation of the form y" = f (x, y) is proposed in this paper. The new method is constructed by introducing single diagonal element in the order conditions. The order conditions which contain the coefficients of the method are used in the error constant to determine the free parameter in fourth and fifth order implicit 2-step hybrid method. The stability analysis is determined by the interval of periodicity and the interval of absolute stability. Some numerical experiments are tested upon and the numerical results showed that the new method is more accurate compared with the implicit 2-step hybrid method of order four and order five.
本文提出了一种新的求解形式为y”= f (x, y)二阶微分方程的嵌入式5(4)对隐式两步混合方法。该方法通过在有序条件下引入单对角元来构造。在四阶和五阶隐式两步混合方法中,误差常数中使用包含该方法系数的阶条件来确定自由参数。稳定性分析由周期区间和绝对稳定区间决定。数值实验结果表明,与隐式四阶和五阶两步混合方法相比,该方法具有更高的精度。
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引用次数: 1
Physical and electrical characteristics of low-temperature annealed spin coated zinc oxide thin films on Teflon substrates 铁氟龙基底上低温退火自旋涂覆氧化锌薄膜的物理和电学特性
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268824
N. S. M. Sauki, M. Rahim, S. H. Herman, M. Mahmood
The structural, and electrical properties of ZnO thin films deposited by sol-gel spin coating technique, onto polytetrafluoroethylene (Teflon) and glass substrates have been investigated. 0.4M sol were prepared by using Zinc acetate dehydrate as precursor, monoethanolamine as stabilizer and 2-methoxyethanol as solvent. The thin films were annealed at 200°C, 250°C and 300°C. This annealing process was performed in every layer. Electrical characterization shows the conductivity of the films deposited onto Teflon substrates that annealed at 200°C, 250°C and 300°C were around 0.176, 0.0988, and 0.0952 S cm-1 respectively. On the other hand, for the thin films deposited on glass substrates, these values are 0.187, 0.139 and 0.126 S cm-1 for similar variation in the annealing temperature. The conductivity of the ZnO thin films on glass substrate was higher than those on Teflon substrates. FESEM images confirmed that microstructure of the thin films on both substrate consists of nanoparticles.
研究了溶胶-凝胶自旋镀膜技术在聚四氟乙烯(Teflon)和玻璃基底上沉积ZnO薄膜的结构和电学性能。以脱水乙酸锌为前驱体,单乙醇胺为稳定剂,2-甲氧基乙醇为溶剂,制备了0.4M溶胶。薄膜分别在200°C、250°C和300°C退火。在每一层都进行了这种退火过程。电学表征表明,在200°C、250°C和300°C退火的Teflon衬底上沉积的薄膜的电导率分别约为0.176、0.0988和0.0952 S cm-1。另一方面,对于沉积在玻璃衬底上的薄膜,对于退火温度的相似变化,这些值分别为0.187,0.139和0.126 S cm-1。ZnO薄膜在玻璃基板上的电导率高于在聚四氟乙烯基板上的电导率。FESEM图像证实,两种衬底上的薄膜微观结构均由纳米颗粒组成。
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引用次数: 1
The feasibility of PrEmo in cross-cultural Kansei measurement PrEmo在跨文化感性测量中的可行性
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268780
A. Lokman, K. K. Ishak, F. H. A. Razak, A. A. Aziz
Kansei Engineering has been successfully used as product design technology inducing human emotion in its quality value. It has in its perspective that Kansei is unique for different domain and that it is unique for different target user group, and results from the evaluation of human Kansei have uniqueness in different cultural races and demographical background. Although the success is proven, the technology has shortcoming when there is a need to build universal design for universal target user. Therefore, we need to have a non-verbal cross-culture emotion measurement tool which could enhance the capability of K.E. in the measurement of universal Kansei across cultures. This study aims to investigate the feasibility of using a nonverbal, animation based emotion measurement instrument called PrEmo to measure Kansei as a solution to universal Kansei in a cross-cultural environment. The feasibility was analyzed by performing a comparative analysis of Kansei structure with the use of PrEmo with two different cultural races. 10 websites with significant visual design differences were used as stimuli in the evaluation procedure involving 30 subjects. The resulted Kansei structure from the comparative study shows that there is encouraging results to show that PrEmo could be used to measure Kansei. Future research is required to cater the measurement of Kansei that are not limited to the 12 general emotions as suggested in PrEmo.
感性工学作为一种产品设计技术,在其品质价值上成功地引入了人类情感。它认为感性在不同领域具有独特性,在不同的目标用户群体具有独特性,对人类感性的评价结果在不同的文化种族和人口背景下具有独特性。虽然已经取得了一定的成功,但是当需要为通用目标用户构建通用设计时,该技术存在一定的不足。因此,我们需要一个非语言的跨文化情绪测量工具,以增强K.E.在跨文化测量普遍感性的能力。本研究旨在探讨在跨文化环境中,使用非语言、基于动画的情绪测量工具PrEmo来测量感性的可行性,以解决普遍的感性问题。通过使用PrEmo对两种不同文化种族的感性结构进行对比分析,分析了其可行性。选取10个具有显著视觉设计差异的网站作为刺激物,参与30名被试的评价过程。从比较研究中得到的感性结构表明,PrEmo可以用来测量感性,结果令人鼓舞。未来的研究需要迎合感性的测量,而不是局限于PrEmo所建议的12种一般情绪。
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引用次数: 12
Novel particle swarm optimization for high pass FIR filter design 基于粒子群算法的高通FIR滤波器设计
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268874
S. Mondal, D. Chakraborty, R. Kar, D. Mandal, S. Ghoshal
This paper presents an optimal design of linear phase digital high pass finite impulse response (FIR) filter using Novel Particle Swarm Optimization (NPSO). NPSO is an improved particle swarm optimization (PSO) that proposes a new definition for the velocity vector and swarm updating and hence the solution quality is improved. The inertia weight has been modified in the PSO to enhance its search capability that leads to a higher probability of obtaining the global optimal solution. The key feature of the applied modified inertia weight mechanism is to monitor the weights of particles, which linearly decrease in general applications. In the design process, the filter length, pass band and stop band frequencies, feasible pass band and stop band ripple sizes are specified. FIR filter design is a multi-modal optimization problem. Evolutionary algorithms like real code genetic algorithm (RGA), particle swarm optimization (PSO), differential evolution (DE), and the novel particle swarm optimization (NPSO) have been used in this work for the design of linear phase FIR high pass (HP) filter. A comparison of simulation results reveals the optimization efficacy of the algorithm over the prevailing optimization techniques for the solution of the multimodal, non-differentiable, highly non-linear, and constrained FIR filter design problems.
提出了一种基于新型粒子群算法的线性相位数字高通有限脉冲响应滤波器的优化设计方法。NPSO是一种改进的粒子群算法(PSO),它对速度矢量和群更新提出了新的定义,从而提高了解的质量。改进了粒子群算法的惯性权值,提高了粒子群算法的搜索能力,提高了获得全局最优解的概率。所应用的修正惯性称重机制的关键特点是监测颗粒的重量,而在一般应用中颗粒的重量是线性减小的。在设计过程中,确定了滤波器的长度、通阻带频率、可行通阻带纹波大小。FIR滤波器的设计是一个多模态优化问题。采用实码遗传算法(RGA)、粒子群优化算法(PSO)、差分进化算法(DE)和新型粒子群优化算法(NPSO)等进化算法设计线性相位FIR高通(HP)滤波器。仿真结果的比较揭示了该算法在解决多模态、不可微、高度非线性和约束FIR滤波器设计问题方面的优化效果。
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引用次数: 20
A modified sol-gel method for preparing nanostructured Nb-doped TiO2 DSSC photoanode 溶胶-凝胶法制备纳米结构nb掺杂TiO2 DSSC光阳极
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268896
M. Musa, M. H. Mamat, M. H. Abdullah, M. F. Malek, A. Nor, N. A. Rasheid, U. Noor, M. Rusop
Nb-doped TiO2 thin films have been successfully prepared using liquid phase solution method. For the first time, Nb-doped sol-gel has been combined with commercially available TiO2 nanopowder (Degussa P25) for preparing Nb-doped TiO2 photoanode for DSSC application. EDX analysis confirms the presence of Nb in the thin films. Nb-doped TiO2 sample showed improvement in term of electrical resistivity characteristic compared to undoped sample with 8.0 at% Nb-doped sample having the lowest resistivity value. When utilized as photoanode in DSSC, the energy conversion efficiency showed an improvement of 81.3% compared to the undoped one.
采用液相溶液法制备了铌掺杂TiO2薄膜。首次将nb掺杂的溶胶-凝胶与市售的TiO2纳米粉末(Degussa P25)结合,制备了用于DSSC的nb掺杂TiO2光阳极。EDX分析证实了铌在薄膜中的存在。与未掺杂的样品相比,掺nb的TiO2样品的电阻率特性有所改善,其中掺nb的样品的电阻率值最低。作为DSSC的光阳极,其能量转换效率比未掺杂的提高了81.3%。
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引用次数: 1
Computational analysis of PTEN-targeting microRNAs pten靶向microrna的计算分析
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268782
S. Hew, Sim-Hui Tee
Computational tools are indispensable in the genetic engineering today. This research employs computational analysis on microRNAs which are targeting at the PTEN gene. This study aims to analyze the implication of microRNAs in the expression of PTEN which is leading to tumorigenesis. The analysis of microRNAs sheds light on the regulatory mechanism of PTEN in cancer development.
在今天的基因工程中,计算工具是不可或缺的。本研究对靶向PTEN基因的microrna进行了计算分析。本研究旨在分析microrna在导致肿瘤发生的PTEN表达中的作用。microrna的分析揭示了PTEN在癌症发展中的调控机制。
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引用次数: 0
Backpropagation neural network with new improved error function and activation function for classification problem 基于改进误差函数和激活函数的反向传播神经网络用于分类问题
Pub Date : 2012-06-24 DOI: 10.1109/SHUSER.2012.6268818
A. S. Shafie, I. A. Mohtar, S. Masrom, N. Ahmad
Neural network has been used extensively for classification and many real world applications. The most commonly used neural network is multilayer perceptron with backpropagation (BP) algorithm. However the major problem of this algorithm is slow convergence rate and trap to local minima. The convergence is dependent on network parameters such as learning rate, momentum term and slope of activation function as well as its error function. This study proposes a New Improved BP algorithm which applies adaptive activation function using arctangent function in input-to-hidden layer and sigmoid logistic function in hidden-to-output layer. The efficiency and accuracy of the new improved method have been implemented and tested on two benchmark datasets: XOR and Balloon. The results show that the proposed method improved the convergence speed. However the classification accuracy is not very encouraging.
神经网络已广泛用于分类和许多现实世界的应用。最常用的神经网络是带反向传播(BP)算法的多层感知器。但该算法的主要问题是收敛速度慢,容易陷入局部极小值。网络的收敛性取决于网络参数,如学习率、动量项、激活函数的斜率及其误差函数。本文提出了一种新的改进BP算法,该算法在输入到隐藏层应用arctan函数的自适应激活函数,在隐藏到输出层应用sigmoid逻辑函数。在XOR和Balloon两个基准数据集上对改进后的方法进行了效率和准确性测试。结果表明,该方法提高了算法的收敛速度。然而,分类的准确性并不是很令人鼓舞。
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引用次数: 11
期刊
2012 IEEE Symposium on Humanities, Science and Engineering Research
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