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Articles 1 - 15 of 15
Full-Text Articles in Physical Sciences and Mathematics
Evaluating The Volatility Forecasting Performance Of Best Fitting Garch Models In Emerging Asian Stock Markets, Chaiwat Kosapattarapim, Yan-Xia Lin, Michael Mccrae
Evaluating The Volatility Forecasting Performance Of Best Fitting Garch Models In Emerging Asian Stock Markets, Chaiwat Kosapattarapim, Yan-Xia Lin, Michael Mccrae
Faculty of Informatics - Papers (Archive)
While modeling the volatility of returns is essential for many areas of finance, it is well known that financial return series exhibit many non-normal characteristics that cannot be captured by the standard GARCH model with a normal error distribution. But which GARCH model and which error distribution to use is still open to question, especially where the model that best fits the in-sample data may not give the most effective out-of-sample volatility forecasting ability. Approach: In this study, six simulated studies in GARCH(p,q) with six different error distributions are carried out. In each case, we determine the best fitting GARCH …
The Effect Of Incomplete Mixing Upon The Performance Of A Membrane-Coupled Anaerobic Fermentor, Ahmed Hussein Msmali, Mark I. Nelson, John M. Kavanagh
The Effect Of Incomplete Mixing Upon The Performance Of A Membrane-Coupled Anaerobic Fermentor, Ahmed Hussein Msmali, Mark I. Nelson, John M. Kavanagh
Faculty of Informatics - Papers (Archive)
We consider a model to describe the performance of a membrane-coupled anaerobic fermentor which was developed and calibrated using experimental data by Kim and Chung (2010). The model consists of six differential equations, modelling the concentration of five biochemical species and the rate of gasification. In the original work it was assumed that reactor is well-mixed. We use a two parameter mixing model to investigate the effect of incomplete mixing upon the performance of this process. The parameters in the mixing mode are the size of the stagnant region and a parameter controlling the degree of mixing between the regions. …
An Assessment Tool For E-Government System Performance: A Citizen-Centric Model, Shatha A. Al-Haddad, Peter Hyland, Geoffrey Hubona
An Assessment Tool For E-Government System Performance: A Citizen-Centric Model, Shatha A. Al-Haddad, Peter Hyland, Geoffrey Hubona
Faculty of Informatics - Papers (Archive)
Governments worldwide have, increasingly, implemented e-government initiatives for their potential significant benefits; among which, delivering better services to citizens through increasing citizens' convenience, satisfaction, and independence; and saving their time, effort, and cost. Achieving each benefit is an objective to these governments and fulfilling each objective is considered a critical success factors. Hence, governments need to assess the extent to which they were able to obtain their preset goals. This study merely focuses on the citizens' perspective of the evaluation. However, the literature seems to lack studies that propose such a sufficient evaluation tool that has been reliably validated. Therefore, …
Decoupled-Dfig Fault Ride-Through Strategy For Enhanced Stability Performance During Grid Faults, Lasantha G. Meegahapola, Damian Flynn, Tim Littler
Decoupled-Dfig Fault Ride-Through Strategy For Enhanced Stability Performance During Grid Faults, Lasantha G. Meegahapola, Damian Flynn, Tim Littler
Faculty of Informatics - Papers (Archive)
This paper proposes a decoupled fault ride-through strategy for a doubly fed induction generator (DFIG) to enhance network stability during grid disturbances. The decoupled operation proposes that a DFIG operates as an induction generator (IG) with the converter unit acting as a reactive power source during a fault condition. The transition power characteristics of the DFIG have been analyzed to derive the capability of the proposed strategy under various system conditions. The optimal crowbar resistance is obtained to exploit the maximum power capability from the DFIG during decoupled operation. The methods have been established to ensure proper coordination between the …
The Electrical Performance Of Modern Compact Fluorescent Lamps, Sean T. Elphick, Philip Ciufo, Sarath Perera
The Electrical Performance Of Modern Compact Fluorescent Lamps, Sean T. Elphick, Philip Ciufo, Sarath Perera
Faculty of Informatics - Papers (Archive)
Compact Fluorescent Lamps (CFL) are highly non-linear devices which are likely to experience very high growth in penetration levels, especially in domestic environments, in Australia over the next 2 – 3 years. This will occur due to the decision taken by the Australian Federal Government to ban the sale of incandescent light globes after 2009 as measures towards meeting the needs for demand side management and climate change abatement. While CFL technology has been in existence since the late 1980s penetration levels are now increasing to a point where the total CFL load cannot be considered negligible compared to other …
Space-Time-Frequency Code Implementation In Mb-Ofdm Uwb Communications: Design Criteria And Performance, Alfred Mertins, Le Chung Tran
Space-Time-Frequency Code Implementation In Mb-Ofdm Uwb Communications: Design Criteria And Performance, Alfred Mertins, Le Chung Tran
Faculty of Informatics - Papers (Archive)
This paper proposes a general framework of Space-Time-Frequency Codes (STFCs) for Multi-Band Orthogonal Frequency Division Multiplexing (MB-OFDM) Ultra-Wide Band (UWB) communications systems. A great similarity between the STFC MB-OFDM UWB systems and conventional wireless Complex Orthogonal Space-Time Block Code (CO STBC) Multiple-Input Multiple-Output (MIMO) systems is discovered. This allows us to quantify the pairwise error probability (PEP) of the proposed system and derive the general decoding method for the implemented STFCs. Based on the theoretical analysis results of PEP, we can further quantify the diversity order and coding gain of MB-OFDM UWB systems, and derive the design criteria for STFCs, …
Development And Performance Evaluation Of A Flexible, Low Cost Manet, Mehran Abolhasan, Brett Hagelstein, Jerry Chun-Ping Wang, D. Franklin, Farzad Safaei, Tadeusz A. Wysocki
Development And Performance Evaluation Of A Flexible, Low Cost Manet, Mehran Abolhasan, Brett Hagelstein, Jerry Chun-Ping Wang, D. Franklin, Farzad Safaei, Tadeusz A. Wysocki
Faculty of Informatics - Papers (Archive)
Performance evaluations of multi-hop ad hoc network routing protocols have been primarily conducted through analytic and simulation-based studies, which frequently fail to accurately predict real-world performance and behaviour. One reason for this is the challenge in developing low cost, representative test beds with the degree of flexibility and mobility required. We have developed a Portable Wireless Ad hoc Node (PWAN) device which establishes multi-hop routes using the OLSR routing protocol. The PWAN’s performance has been investigated using two test bed configurations to evaluate its capacity under conditions of high node density in a short-range, multi-hop environment. Our results illustrate that …
Performance Evaluation Of Ethanol Production Through Continuous Fermentation, Harvinder S. Sidhu, John M. Kavanagh, Simon D. Watt, Mark I. Nelson
Performance Evaluation Of Ethanol Production Through Continuous Fermentation, Harvinder S. Sidhu, John M. Kavanagh, Simon D. Watt, Mark I. Nelson
Faculty of Informatics - Papers (Archive)
We investigate the production of ethanol through continuous fermentation using Saccharomyces cerevisiae in a single reactor and cascades of two or three reactors. We use path following methods to investigate how the ethanol yield varies with the residence time in each reactor configuration of the cascade. Yields currently obtained in industry using yeast are approximately 0.48. We find reactor designs where the product yield approaches the stoichiometric limit of 0.51. We also estimate the financial benefits that can be achieved in typical US ethanol plants through increasing the product yield from 0.48 to 0.51.
E-Business Strategy And Firm Performance: A Latent Class Assessment Of The Drivers And Impediments To Success, T. R. Coltman, T.M. Devinney, D. F. Midgley
E-Business Strategy And Firm Performance: A Latent Class Assessment Of The Drivers And Impediments To Success, T. R. Coltman, T.M. Devinney, D. F. Midgley
Faculty of Informatics - Papers (Archive)
Among many leading organizations, in all sectors of industry, commerce and government, there is considerable evidence of e-business being deployed to achieve strategic goals. Where this deployment has been most successful, there is a strong case that the organization has taken an integrated approach that both builds on the organization's strengths and pays careful attention to the process of change within the organization. However, in the literature most empirical work has either studied e-business strategy and performance from the perspective of strategy content - which highlights positioning and/or unique bundles of resources - or from the perspective of strategy process …
Performance Improvement And Dynamical Behaviour Analysis Of A Cascade Of Two Cstrs, Harvinder S. Sidhu, Simon D. Watt, Mark I. Nelson, Ajay K. Ray
Performance Improvement And Dynamical Behaviour Analysis Of A Cascade Of Two Cstrs, Harvinder S. Sidhu, Simon D. Watt, Mark I. Nelson, Ajay K. Ray
Faculty of Informatics - Papers (Archive)
We revisit the analysis of a reactor network consisting of two coupled continuous stirred tank reactors (CSTRs) arranged in series (Chem. Eng. J. 59 (1995) 169). The main idea proposed in this earlier work is to improve process conversion by generating periodic behaviour in the first reactor (by appropriate choice of design and operational parameters) which then ‘forces’ the second reactor. The performance of this cascade system was shown to be greatly enhanced using the above strategy. In this paper we show some conceptual errors in the analysis in the original paper. We also show that by employing a systematic …
Improving Object Cache Performance Through Selective Placement, Saied Hosseini-Khayat
Improving Object Cache Performance Through Selective Placement, Saied Hosseini-Khayat
Faculty of Informatics - Papers (Archive)
Distributed systems greatly benefit from caching. Caching data objects of variable size and cost poses interesting questions that have been researched for the past ten years. As a result, a few good algorithms have come to the fore. These algorithms make effective decisions in selecting cache objects for removal. However, they make no decision about the suitability of a new object for placement into the cache. We show that “selective placement” can add further improvement to these algorithms when a request pattern consists of frequent references to a working set of objects interspersed with isolated references to less popular objects. …
The Influence Of Site Physical Characteristics On Power Quality Performance, Glenn Nicholson, Victor J. Gosbell, Ashok Parsotam
The Influence Of Site Physical Characteristics On Power Quality Performance, Glenn Nicholson, Victor J. Gosbell, Ashok Parsotam
Faculty of Informatics - Papers (Archive)
Routine power quality (PQ) monitoring is limited to a statistical sample of sites that are hopefully representative of the overall PQ performance of the network. It would be helpful if the PQ performance of un-monitored sites could be inferred from the results of a PQ survey from a site having similar physical characteristics. This is only possible if it is known which physical characteristics are most influential in determining PQ performance. This paper describes the application of factor analysis techniques to determine the relationship between known site physical characteristics and PQ disturbance levels on the Vector Distribution Network (Auckland, New …
Performance Evaluation Of Vertical Handoff Decision Algorithms In Heterogeneous Wireless Networks, Min Liu, Zhong-Cheng Li, Xiao-Bing Guo, Eryk Dutkiewicz, De-Kui Zhang
Performance Evaluation Of Vertical Handoff Decision Algorithms In Heterogeneous Wireless Networks, Min Liu, Zhong-Cheng Li, Xiao-Bing Guo, Eryk Dutkiewicz, De-Kui Zhang
Faculty of Informatics - Papers (Archive)
In recent years, many research works have focused on vertical handoff (VHO) decision algorithms. However, evaluation scenarios in different papers are often quite different and there is no consensus on how to evaluate performance of VHO algorithms. In this paper, we address this important issue by proposing an approach for systematic and thorough performance evaluation of VHO algorithms. Firstly we define the evaluation criteria for VHO with two metrics: matching ratio and average ping-pong number. Subsequently we analyze the general movement characteristics of mobile hosts and identify a set of novel performance evaluation models for VHO algorithms. Equipped with these …
Two Sides Of Market Orientation And The Link To Performance, Tim Coltman, Timothy M. Devinney
Two Sides Of Market Orientation And The Link To Performance, Tim Coltman, Timothy M. Devinney
Faculty of Informatics - Papers (Archive)
The impact of a market-oriented strategy on business performance remains an open question. One of the reasons for this is that virtually all the work conducted in marketing has viewed market orientation as a reflective unidimensional structure. In this study we demonstrate that two measures of market orientation (i.e., reactive and proactive) are related, but essentially separate constructs. The results show that proactive market orientation has a significant and positive mediating effect between
resources and performance while reactive market orientation appears to be losing its effectiveness.
Development And Performance Analysis Of A Single Axis Linear Motor, Jeffrey W. Moscrop, Christopher David Cook, Fazel Naghdy
Development And Performance Analysis Of A Single Axis Linear Motor, Jeffrey W. Moscrop, Christopher David Cook, Fazel Naghdy
Faculty of Informatics - Papers (Archive)
The ever-increasing demands placed on industrial machine tool manufacturers, for greater speeds and accuracies, are beginning to exceed the capabilities of current machine tool technologies. However, the ongoing revolution in computer, sensor and actuator technologies has introduced the potential of economically meeting these higher demands through new approaches in machine tool design. One actuator technology currently influencing high precision industrial automation is the linear motor. This paper details the development of a single axis linear motor test-bed, replicating one axis of a laser cutting machine tool. Through analysis of system stiffness and torque disturbances, the performance of the linear motor …