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Proceedings Article

Multivariate Panel Cointegration Models and Money Demand Function

Chang Chun Ping, Lee Chien-Chiang
Is just only one cointegrating vector among the panel variables? Based on the multivariate maximum likelihood cointegration tests offered by Larsson et al. (2001), the findings here provide solid evidence of the presence of at least two cointegrated vectors for the money demand function in GCC countries.
Proceedings Article

Analysis of dispersion properties of elliptic air hole photonic crystal fiber

Yuh-Sien Sun, Chau Yuan-Fong, Tsai Din-Ping
The two dimensional with a triangular-lattice cross sectional pattern of elliptic air holes photonic crystal fiber (PCF) is investigated in detail by use of plan wave expansion (PWE) method. Using PWE method, the dependence of dispersion on structure parameters is calculated. We compared the dispersion...
Proceedings Article

Enhancing Performance of Relational Fuzzy Neural Networks with Square BK-Products

Warren L. Davis IV, Ladislav Kohout
In this paper, we extend research done in max-min fuzzy neural networks in several important ways. We replace max and min operations use in the fuzzy operations by more general t-norms and co-norms, respectively. In addition, instead of the Łukasiewicz equivalence connective used in the network of Reyes-Garcia...
Proceedings Article

Effect of price quoting on financial assets price

Tal Shavit, Shosh Shahrabani, Uri Benzion
Stock options are usually sold in bundles of 100 units, and their price can be quoted either per unit or per bundle. In this paper, the effect of different methods of quoting financial asset prices on the subjective value of a contract was examined experimentally. In particular, we examined differences...
Proceedings Article

The Development of Neural Network Models by Revised Particle Swarm Optimization

Peitsang Wu, Chin-Shiuh Shieh, Jar-Her Kao
A novel training paradigm for artificial neural networks had been developed and presented in this article. In the proposed approach, a revised version of particle swarm optimization (PSO) had been employed to find out the optimal connection weights of feed-forward artificial neural networks for given...
Proceedings Article

Natural Scene Segmentation Based on Information Fusion and Homogeneity Property

Heng-Da Cheng, Manasi Datar, Wen Ju
This paper presents a novel approach to natural scene segmentation. It uses both color and texture features in cooperation to provide comprehensive knowledge about every pixel in the image. A novel scheme for the collection of training samples, based on homogeneity, is proposed. Natural scene segmentation...
Proceedings Article

A Quantitative-Behavioural Approach to Modelling Stock Market's Microstructure

Michael Huetl, Otto Loistl, Johannes Prix
We present a Markov process that provides an analytical framework for a comprehensive analysis of trading efficiency comprising price and order data. Agents place orders and/or accept already placed orders. Transactions are generated by matching orders. We apply the well known Discrete Choice logit approach...
Proceedings Article

A Framework for Knowledge-based Management Model on Decision-Making

Shao-Shin Hung, Damon Shing-Min Liu
Knowledge management (KM) is suggested as a method to manage and apply knowledge for business management. In this paper, we suggest a framework based on OPF (Open Process Framework) meta model for the knowledge-based decision-making. Based on the modeling method of OPF, we can translate partial and implicit...
Proceedings Article

A User-centric Intrusion Detection System by Using Ontology Approach

Shao-Shin Hung, Damon Shing-Min Liu
In the security infrastructure, intrusion detection has become an indispensable defense line in face of increasing vulnerabilities exposed in today’s computing systems and Internet. In this paper, our approach uses ontologies as a way of grasping the knowledge of a domain, expressing the intrusion detection...
Proceedings Article

Mining Objects Correlations to Improve Interactive Virtual Reality Latency

Shao-Shin Hung, Hsing-Jen Chen, Damon Shing-Min Liu
Object correlations are common semantic patterns in virtual reality systems. They can be exploited for improving the effectiveness of storage caching, prefecthing, data layout, and minimization of query-response times. Unfortunately, this information about object correlations is unavailable at the storage...
Proceedings Article

Decision Support for IC Molding Parameter Settings Using Grey Relational Analysis and Neural Network

Yu-Min Chiang, Chung-Hsien Chou, Yung-Yuan Chuang
In order to be competitive in the semiconductor manufacturing industry, quality improvement and yield enhancement have received increasing attention. The research focuses on the molding process of Integrated Circuit (IC) assembly. The defects often occurred in molding process include hole, vein, crack,...
Proceedings Article

The Convergence of Regional House Price: An Application to Taiwan

MeiSe Chien, Shu-Jung Chang Lee
The notion of a ripple effect in the housing market implies stationarity in regional:national house price ratios. The central aim of this study is to investigate whether the ripple effect exists in Taiwan’s regional house price ratio by implementing the Breuer et al. (2001) Panel SURADF unit root tests,...
Proceedings Article

Applying XCS Model to Spread Trading of Taiwan Stock Index Futures

Jung-Bin Li, Shih-Chuan Fu, An-Pin Chen
This study attempts to find the possibility of making relatively higher profit with lower risk when trading futures commodities. The system applies XCS classifiers to explore the rules of spread trading of these commodities. Our simulation holds a trading strategy that in every transaction, the proposed...
Proceedings Article

Head-Shoulder Moving Object Contour Tracking using Shape Model

Yong-Ren Huang, Chung-Ming Kuo, Chaur-Heh Hsieh
This paper proposes a new approach for tracking the contour of moving object for head-shoulder video sequence using initial shape model. First, we can utilize manual process or some segmentation approach to obtain the initial shape model. Then, we detect the changing ratio of intensity outside the bounding...
Proceedings Article

A High-Efficient Image Scalar Algorithm for LCD Signal Processor

Tze-Yun Sung
In this paper, the image scalar algorithm and architecture for LCD monitor and television controller is presented. The program of hardware code is described to explain the proposed algorithm and architecture. The proposed image scalar has been applied on LCD monitor and TV controller or signal processor....
Proceedings Article

A High-Efficient and Cost-Effective LCD Signal Processor

Tze-Yun Sung
This paper investigates the system of LCD monitor and TV signal processor. It is shown that the processor provides scalar, brightness and contrast adjuster, Gamma correction and dithering. The algorithms are discussed and implemented by Verilog hardware description language. The key hard codes are displayed....
Proceedings Article

An Efficient CORDIC-Based Vector Interpolator in Power-Aware 3-D Graphics Rendering

Tze-Yun Sung
High performance architectures for the data intensive and latency restrained applications can be achieved by maximizing both parallelism and pipelining. In this paper, the CORDIC based hardware primitives of 3-D rotation with high throughput 3-D vector interpolation are presented. The proposed architecture...
Proceedings Article

A High-Efficient Line-Based Architecture for 2-D Lifting-Based DWT Using 9/7 Wavelet Filters

Tze-Yun Sung
In this paper, a high-efficient lined-based architecture for the 9/7 discrete wavelet transform (DWT) based on lifting scheme is proposed. The proposed parallel and pipelined architecture consists of a horizontal filter (HF) and a vertical filter (VF). The critical path of the proposed architecture is...
Proceedings Article

An Efficient Object Tracking Algorithm in Wireless Sensor Networks

Cheng-Ta Lee, Frank Yeong-Sung Lin, Yean-Fu Wen
In this paper, we develop a heuristic algorithm to construct an efficient object tracking in wireless sensor networks (WSNs). Such wireless sensor network has to be designed to achieve efficient object tracking for given arbitrary topology of wireless sensor networks. We consider the two-way object moving...
Proceedings Article

Analysis and Assessment of Knowledge Sharing Risk in the Virtual Enterprise

Tian-hui You, Zhu Zhu, Zhu-chao Yu
A method to analyze and assess knowledge sharing risks in the virtual enterprise is proposed. Firstly, based on risks analysis, an index system is set up to assess such risks as the core competence losing risk, the enterprise culture risk, the knowledge spillover effect risk and the moral risk, etc.....
Proceedings Article

MASS DETECTION AND CLASSIFICATION IN BREAST ULTRASOUND IMAGES USING FUZZY SVM

Xiangjun Shi, Heng_Da Cheng, Liming Hu
Breast cancer is the leading cause of death of women in United States. Currently the effective method for early detection and screening of breast cancers is X-ray mammography. But the high rate of false positives in mammography causes a large number of unnecessary biopsies. Sonography is an important...
Proceedings Article

Probabilistic Financial Decision Support Framework

Chiu-Che Tseng
The challenge of the business decision support domain is that a large amount of diverse information can be potentially relevant to a decision, and that, frequently, the decisions have to be made in a timely manner. This presents the potential for better decision support, but poses the challenge of building...
Proceedings Article

Structural Information in Probabilistic Framework: A Long Term Portfolio Performance Analysis

Chiu-Che Tseng
Based upon the raw S&P 500 portfolio performance in eight consecutive years, this paper gives an overview analysis of the application of influence diagram to portfolio management. Our findings provide a ground for the question: Is the structure information provide by the expert superior to the one generated...
Proceedings Article

Time series data analysis using probabilistic and neural network

Chiu-Che Tseng
Artificial intelligence decision support system is always a popular topic in providing the human user with an optimized decision recommendation when operating under uncertainty in complex environments. The particular focus of our discussion is to compare different methods of artificial intelligence decision...
Proceedings Article

A Cross-Layer Control Based on Fuzzy Automata for Ad-Hoc WLAN QoS

Chao-Lieh Chen, Hsin-Long Yang, Yao-De Huang
This paper proposes a new interface model for crosslayer designs using generalized fuzzy automata (GFA) and fuzzy control. When using the proposed model, an upper layer is reduced to an adaptive and cognitive controller and the lower layers act as hierarchical plants. In this paper, we utilize the model...
Proceedings Article

Recognition of profitable customers for dental services marketing--a case of dental clinics in Taiwan

Bih-Yaw Shih, Wan-I Lee, Yi-Shun Chung, Ai-Wei Chen, Yichaio Sui
The medical care industry has been dramatically developed in the last two decades in Taiwan and it has resulted in an extremely risky position. The purpose of the research was the development of a neural network model to recognize profitable customers for dental services marketing. Data set was built...
Proceedings Article

Apriori Data Mining on Rotationally Invariant Multiresolutional Moments for Pattern Recognition

Annupan Rodtook, Stanislav Makhanov
We propose a new feature selection procedure based on a combination of a pruning algorithm, Apriori mining techniques and fuzzy C-mean clustering. The feature selection algorithm is designed to mine on a multiresolution filter bank composed of rotationally invariant moments. The numerical experiments,...
Proceedings Article

Bargaining Strategies for Construction Joint Ventures by Fuzzy Logic

Min-Ren Yan, Chien-Liang Lin, Wei Lo
As the modern construction market and environment encounter drastic changes, a single company alone can no longer manage a complex project and satisfy project owner’s needs. Joint venture (JV) of companies, formed to integrate various expertises, becomes a necessity to obtain competitive advantages to...
Proceedings Article

How does Sample Size Affect GARCH Models?

HS Raymond NG, KP LAM
GARCH model has a long history and permeates the modern financial theory. Most researchers use several thousands of financial data and maximum likelihood to estimate the coefficients of model. Statistically, more samples imply better estimation but are hard to obtain. How many samples are sufficient...
Proceedings Article

Object-Based Accumulated Motion Feature for the Compressed Domain Human Action Analysis

Cheng-Chang Lien, Chen-Yu Hong, Yu-Ting Fu
This paper proposed an effective and robust method to detect the rare behavior events within the compressed video directly. New motion feature called object-based accumulative motion vector (OAMV) is generated to extract a prominent motion feature and then polar histograms are used to describe the distribution...
Proceedings Article

Reliable Transmission of Multimedia Streaming In Cluster-Based Ad Hoc Networks

Meng-Yen Hsieh, Yueh-Min Huang, You-Sheng Liu
Cluster-based routes help data transmission in ad hoc networks. Mobile users are organized into a cluster for requiring common multimedia service. However, node mobility does not guarantee multimedia transmission. This study presents a measure of cluster-based route’s stability based on a prediction...
Proceedings Article

New Approach to Financial Time Series Forecasting - Quantum Minimization Regularizing BWGC and NGARCH Composite Model

Bao Rong Chang, Hsiu Fen Tsai
A hybrid BPNN-weighted GREY-C3LSP prediction (BWGC) is used for resolving the overshooting phenomenon significantly; however, it may lose the localization once volatility clustering occurs. Thus, we propose a compensation to deal with the time-varying variance in the residual errors, that is, incorporating...
Proceedings Article

High-Speed Fuzzy Inference Processor Using Active Rules Identification

Shih-Hsu Huang, Shi-Zhi Liu, Yi-Rung Chen, Jian-Yuan Lai
Once the input values are given, the active rules in a fuzzy inference execution have been determined. Based on the observation, our approach is to identify the active rules before fuzzy inference execution. To achieve this goal, our architecture provides the following two mechanisms: (1) a mechanism...
Proceedings Article

Incorporating Value-at-Risk in Portfolio Selection: An Evolutionary Approach

Chueh-Yung Tsao, Chao-Kung Liu
The mean-variance framework for portfolio selection should be revised when investor’s concern is the downside risk. This is especially true when the asset returns are not normal. In this paper, we incorporate value-at-risk (VaR) in portfolio selection and the mean-VaR framework is proposed. Due to the...
Proceedings Article

Optimization of a Fuzzy Controller Using Taguchi Methods With Multiple Performance Characteristics

Cheng-Hsiung Chiang, Liang-Hsuan Chen
Fuzzy controllers in general are designed using the experts’ knowledge or human experience in order to decide the settings of a number of system factors. However, the relations between the factors and system performance are not easy to be determined. Usually, more than one system performance characteristic...
Proceedings Article

Dynamic Asset Allocation under Stochastic Volatility - Theory and Practice

Chung-Gee Lin
This study develops inter-temporal dynamic asset allocation with stochastic volatility (DAASV) models. The DAASV models integrate the stochastic volatility feature inherent in asset returns into the allocation procedure. By applying the DAASV, an investor can more efficiently diversify the unsystematic...
Proceedings Article

The Connected p-Center Problem with Extension

William Chung-Kung Yen, Chien-Tsai Chen
Let G(V, E, W) be a graph n vertices and m edges, where each edge e is associated with a positive distance W(e). The traditional p-Center problem is to locate some kind of facilities at p vertices of G to minimize the maximum distance between any vertex and its nearest facility. This paper proposes a...
Proceedings Article

Performance Assessment of MC Placement for Multicast Routing in WDM Networks with Spare Light Splitting

I-Shyan Hwang, Tsung-Ching Lin, Zen-Der Shyu
This investigation examines all-optical multicast routing in wavelength-routed optical networks with sparse Multicast Capable (MC) nodes that have three phases. The first phase is the MC node placement, and the maximum path count first (MPCF) algorithm is utilized to obtain candidates for MC nodes. The...
Proceedings Article

Snapshot Lifecycle Management

Ching-Hung Lin, Wey Shou-Jen, Tsai Tsung-Lin, Wang Jun-Yao, Hwang Wen-Shyang
This paper sets forth “Snapshot Lifecycle Management”, an innovative way to manage snapshot data rather than using Information Lifecycle Management. There are two major problems occurs in snapshot management by ILM: “inappropriate migration” and “redundancy”. SLM manages snapshot data elaborately according...
Proceedings Article

Applying Grey Relation Analysis to Establish the Financial Distress Prediction Model for Electronic Companies in Taiwan

Meng-Fen Hsieh, Rong-Tsu Wang, I-Chuan Lu
Most researches have focused on the use of document feedback or factor analysis as metrics for financial distress prediction. The theoretical basis for the former is relatively weak, while the latter is severely limited by data requirements. As such, this paper will instead use grey relation analysis...
Proceedings Article

Query-Based Learning Decision Tree and its Applications in Data Mining

Rayi Chang, Chia-Yen Lo, Wen-De Su, Jen-Chieh Wang
Decision tree is one of the most significant classification methods applied in data mining. By its graphic output, users could have an easy way to interpret the decision flow and the mining outcome. However, decision tree is known to be time consuming. It will spend a high computation cost when mining...
Proceedings Article

Does Information Technology Always Help? Theory and Evidence from Taiwan's Banking Industry

Hsieh Meng-Fen, Shirley J. Ho
Information technology (IT) has been extensively adopted in banking industries. The reasons for this massive adoption of IT are mainly twofold: for individual banks, IT can reduce banks’ operational costs (the cost advantage), and facilitate transactions among customers within the same network (the network...
Proceedings Article

A Fuzzy Multiobjective Programming Approach for Vendor Selection in Iron & Steel Enterprise

Yuan Chen, Zhi-Ping Fan, Jun Lv, Jian-Yu Wang
The purpose of this paper is to study vendor selection problem with multi-vendor and multi-item in iron & steel industry. Firstly, the native fuzziness, derived from some uncertainty information, of some parameters in decision-making objectives is analyzed. After that, a fuzzy multiobjective programming...
Proceedings Article

Computational Experiments on Algorithms for Haplotype Inference Problems by Pure Parsimony

I-Lin Wang, Hui-E Yang
To analyze the function of DNA, researchers have to obtain each haplotype, the genetic constitution of an individual chromosome, of an individual for analysis. Due to the significant efforts required in collecting haplotypes, genotypes, which are the descriptions of one conflated pair of haplotypes,...
Proceedings Article

A Fuzzy Rule-based Bargaining Model for Online Group Purchasing

Ping-Wen Chen, Yung-Ming Li, Ting-Kai Hwang
Online group purchasing or collective purchasing is the activity in which people who desire to buy the same merchandises join together so that they can negotiate with sellers for a better price through Internet. This paper utilizes fuzzy logic to develop a bargaining model for such activities. The model...
Proceedings Article

Graphical Models for the Identification of Causal Structures in Multivariate Time Series Models

Alessio Moneta, Peter Spirtes
In this paper we present a semi-automated search procedure to deal with the problem of the identification of the contemporaneous causal structure connected to a large class of multivariate time series models. We propose to use graphical causal models for recovering partial information about the contemporaneous...
Proceedings Article

Chaotic Behavior of Real Exchange Rate Model: Perspectives on Lyapunov Exponents

Chung-Ming Ou, C.R. Ou
The behaviors of the real exchange rate corresponding to capital mobility within an open-economy macroeconomic framework are investigated. Chaotic phenomena are reasonable candidates for analyzing the random walk behaviors of the given real exchange rate model similar to the simple logistic map. Method...
Proceedings Article

An Algorithm For Identifying The Recurring

Xiaobai Li, Honglei Qin, Rongling Lang
The problem of detecting the given subsystems in complex circuits is now an important problem in the computer aided design of VLSI. The algorithm for solving the problem of detecting recurring subsystems is presented in this paper. The algorithm is structure independent, namely any circuit which can...
Proceedings Article

Fuzzy Collaborative Filtering for Web Page Prediction

Chein-Shung Hwang, Yu-Pin Chen
Web page prediction is a popular personalized service on the Web and has attracted much research attention. One of the most successful and widely used approaches is collaborative filtering. Traditional collaborative filtering requires explicit user participation for providing his/her interest to the...