Approaching a reliable process simulation for the virtual product development

In this paper an outline for a strategy to include manufacturing effects in subsequent\ud simulations for the virtual product development from an industrial point of view is given.\ud Especially the conditions for a successful mapping of geometry and results between\ud different applications are discussed. An example shows the significance of the inclusion\ud of previous simulations in the final assessment of a part

Takeovers, Governance and The Cross-Section of Returns

This paper considers the impact of the takeover channel on firm valuation. We use the idea that takeover activity responds to investor expectations of future rate of return and hence to state variable(s) related to the time variation in risk premia. Thus firms with higher exposure to takeovers, due to higher expectations of receiving a takeover premium, have a higher exposure to the state variable that dictates time variation in risk premia. Consequently, the difference in the returns between firms that differ in their takeover vulnerabilities can be used to used to proxy these state variables. To do so, we create a takeover-spread portfolio that buys firms with low cash-adjusted-leverage (cheaper targets) and shorts firms with high cash-adjusted-leverage and show that such a portfolio generates annualized abnormal returns of up to 11.20% between 1980 and 2003. Also, abnormal returns associated with governance-spread portfolios (Gompers, Ishii and Metrick, 2003 and Cremers and Nair, 2004) decrease significantly once the asset pricing model includes this ’cash-adjusted-leverage’ factor. Finally, we propose a new ‘takeover’ factor to proxy for the risk due to changes in these risk-premia related state variables, which is shown to be important in explaining cross-sectional differences in equity returns. The paper shows why investors require a higher rate of return on firms exposed to takeovers and yet value them higher than firms protected from takeovers

Entropy-Functional-Based Online Adaptive Decision Fusion Framework with Application to Wildfire Detection in Video

Cataloged from PDF version of article.In this paper, an entropy-functional-based online adaptive decision fusion (EADF) framework is developed for image analysis and computer vision applications. In this framework, it is assumed that the compound algorithm consists of several subalgorithms, each of which yields its own decision as a real number centered around zero, representing the confidence level of that particular subalgorithm. Decision values are linearly combined with weights that are updated online according to an active fusion method based on performing entropic projections onto convex sets describing subalgorithms. It is assumed that there is an oracle, who is usually a human operator, providing feedback to the decision fusion method. A video-based wildfire detection system was developed to evaluate the performance of the decision fusion algorithm. In this case, image data arrive sequentially, and the oracle is the security guard of the forest lookout tower, verifying the decision of the combined algorithm. The simulation results are presented

Fossa posterior fossa yerleşimli glioblastoma

A 63-year-old woman operated eight months ago for glioblastoma (GB) located in posterior fossa was admitted to emergency room for stuporous, nausea, vo-miting and headache. CT and MR showed recurrence of posterior fossa cystic-necrotic tumour without any other intracranial contrast enhancing lesion. Tumour was removed near totally. Perseverative cerebrospinal fluid (CSF) fistula from the incision was occurred and contaminated by multidrug resistant Acinetobacter ba-umannii. Two months after the tumour removal she was expired because of the septicaemia. GB located in posterior fossa is uncommon in both adults and child-ren; and it appears as two different subsets: de novo (primary type) and secondary glioblastomas. Although our patient's immunohistochemical findings werenot enough to demonstrate the tumour subset, we have thought that her tumour was de novo because of no other brain involvement, staining with GFAP, vimentin, and nearly absent p53 mutation

Wavelet based flickering flame detector using differential PIR sensors

Cataloged from PDF version of article.A Pyro-electric Infrared (PIR) sensor based flame detection system is proposed using a Markovian decision algorithm. A differential PIR sensor is only sensitive to sudden temperature variations within its viewing range and it produces a time-varying signal. The wavelet transform of the PIR sensor signal is used for feature extraction from sensor signal and wavelet parameters are fed to a set of Markov models corresponding to the flame flicker process of an uncontrolled fire, ordinary activity of human beings and other objects. The final decision is reached based on the model yielding the highest probability among others. Comparative results show that the system can be used for fire detection in large rooms. (C) 2012 Elsevier Ltd. All rights reserved

Investigation of the Ni(II) Adsorption, in Respect to Kinetics and Thermodynamics, by Carbonized Walnut Shell from Aqueous Solution

The objective in this study was to investigate the adsorption, in terms of reaction speed and thermodynamics, of the Ni(II) from aqueus solution. Carbonized walnut shell was used as an adsorbent. The effect of contact time (0-90min) and temperatures (26-45degC) on the adsorption properties have been studied. The adsorption process follows the pseudo-second-order kinetic model very well. The thermodynamic parameters, such as Gibb#39s free energy change (DeltaGdeg), standard enthalpy change (DeltaHdeg) and standard entropy change (DeltaSdeg) were also evaluated. The thermodynamic parameters (DeltaGdeg lt 0, DeltaS = -17.37 J/mol/K, DeltaHdeg = -5.72 kJ/mol) indicated that it was a spontaneously exothermic reaction

Statistical Analysis of 100 Gbps per Wavelength SWDM VCSEL-MMF Data Center Links on a Large Set of OM3 and OM4 Fibers

We present a detailed statistical study on achievable reach of 100 Gbps data center optical links based on vertical cavity surface emitting lasers (VCSEL) and multimode fibers (MMF). Based on the characterization of the spectral and spatial properties of eight lasers and of the modal and dispersion behavior of a large set of 20233 OM3 and OM4 modeled fibers (obtained by properly extending an initial set of 500 measured fibers), we compute the resulting frequency responses of all of the VCSEL-MMF combinations. Then, we feed them to a numerical tool modeling PAM-4 transmission at 100 Gbps net bit rate per wavelength. Our model analyzes performance at distances up to 400 meters, using three different adaptive equalizers at the receiver and considering two forward error correction overheads. We show that 100 Gbps operation is feasible for 99% of the simulated links reaching up to 120 m over OM4 at 850 nm and using a decision feedback equalizer (DFE). Aggregated data rates of 200 Gbps and 400 Gbps per fiber using Shortwave Wavelength Division Multiplexing (SWDM) are achievable for 99% of the links reaching 80 m over OM4 using two wavelengths and feed-forward equalizer (FFE) and four wavelengths and maximum likelihood sequence estimation (MLSE)-based equalizer, respectively

Takeovers, Governance and The Cross-Section of Returns

This paper considers the impact of the takeover channel on firm valuation. We use the idea that takeover activity responds to investor expectations of future rate of return and hence to state variable(s) related to the time variation in risk premia. Thus firms with higher exposure to takeovers, due to higher expectations of receiving a takeover premium, have a higher exposure to the state variable that dictates time variation in risk premia. Consequently, the difference in the returns between firms that differ in their takeover vulnerabilities can be used to used to proxy these state variables. To do so, we create a takeover-spread portfolio that buys firms with low cash-adjusted-leverage (cheaper targets) and shorts firms with high cash-adjusted-leverage and show that such a portfolio generates annualized abnormal returns of up to 11.20% between 1980 and 2003. Also, abnormal returns associated with governance-spread portfolios (Gompers, Ishii and Metrick, 2003 and Cremers and Nair, 2004) decrease significantly once the asset pricing model includes this ’cash-adjusted-leverage’ factor. Finally, we propose a new ‘takeover’ factor to proxy for the risk due to changes in these risk-premia related state variables, which is shown to be important in explaining cross-sectional differences in equity returns. The paper shows why investors require a higher rate of return on firms exposed to takeovers and yet value them higher than firms protected from takeovers