Sharif Digital Repository

We introduce kernel smoothing method to extract the global trend of a time series and remove short time scales variations and fluctuations from it. A multifractal detrended fluctuation analysis (MF-DFA) shows that the multifractality nature of TEPIX returns time series is due to both fatness of the probability density function of returns and long range correlations between them. MF-DFA results help us to understand how genetic algorithm and kernel smoothing methods act. Then we utilize a recently developed genetic algorithm for carrying out successful forecasts of the trend in financial time series and deriving a functional form of Tehran price index (TEPIX) that best approximates the time... 

The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation analysis (MF-DFA) is used. Through multifractal analysis, the scaling exponents, generalized Hurst exponents, generalized fractal dimensions and singularity spectrum are derived. Moreover, contribution of two major sources of multifractality, that is, fat-tailed probability distributions and nonlinear temporal correlations are studied. © 2005 Elsevier B.V. All rights reserved  

We report an empirical study of Tehran price index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis (R/S), modified rescaled range analysis (Lo's method), detrended fluctuation analysis (DFA) and generalized Hurst exponents analysis. Based on numerical results, the scaling range of TEPIX returns is specified, long-memory effect or long-range correlation property in this market is investigated, fractal dimension of probability space of TEPIX returns is derived and finally the stage of development in Tehran stock exchange is determined. © 2005 Elsevier B.V. All rights reserved  

We use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, multifractal properties and scaling behavior of the hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL). Through multifractal analysis, fluctuations behavior, the scaling exponents and generalized Hurst exponents are studied. Moreover, contribution of fat-tailed probability distributions and nonlinear temporal correlations to multifractality is studied. © 2007 Elsevier B.V. All rights reserved  

We report on a study of the Tehran Price Index (TEPIX) from 2001 to 2006 as an emerging market that has been affected by several political crises during the recent years, and analyze the non-Gaussian probability density function (PDF) of the log returns of the stock prices. We show that while the average of the index did not fall very much over the time period of the study, its day-to-day fluctuations strongly increased due to the crises. Using an approach based on multiplicative processes with a detrending procedure, we study the scale-dependence of the non-Gaussian PDFs, and show that the temporal dependence of their tails indicates a gradual and systematic increase in the probabilityof... 

The technology world is developing fast with the developments made in the hardware and software areas. Considering that privacy and security of telemedicine applications are among the main necessities of this industry, as a result, there is a need to use lightweight and practical algorithms to be used in applications in the field of telemedicine, while security have the least negative impact. The distinct and contradicting components in the design and implementation of the cryptography algorithm, to achieve various objectives in medicine-based applications, have made it a complicated system. It is natural that, without identifying the components, indices, and properties of each system... 

Recycling of wastepaper is an effective way to achieve the sustainable paper manufacturing regarding sustainable development goals. Focusing on the mixed wastepaper sorting, recovery of suitable papers for deinking purpose and minimizing the impurities were developed in this study. In a wastepaper sorting process, each equipment has its own role in increasing recycling performance. In this study, disc screen was applied and evaluated for sorting of the mixed wastepaper considering independent variables such as inclination, velocity and moisture content. Response surface method was applied for design of the experiments. Sorting efficiency of 100% was achieved in two conditions: 1–20%... 

Recycling of wastepaper is an effective way to achieve the sustainable paper manufacturing regarding sustainable development goals. Focusing on the mixed wastepaper sorting, recovery of suitable papers for deinking purpose and minimizing the impurities were developed in this study. In a wastepaper sorting process, each equipment has its own role in increasing recycling performance. In this study, disc screen was applied and evaluated for sorting of the mixed wastepaper considering independent variables such as inclination, velocity and moisture content. Response surface method was applied for design of the experiments. Sorting efficiency of 100% was achieved in two conditions: 1–20%... 

We investigate large wireless networks subject to security constraints. In contrast to point-to-point, interferencelimited communications considered in prior works, we propose active cooperative relaying-based schemes. We consider a network with nl legitimate nodes, ne eavesdroppers, and path loss exponent α ≥ 2. As long as n2e (log(ne))γ = o(nl ), for some positive γ , we show that one can obtain unbounded secure aggregate rate. This means zero-cost secure communication, given fixed total power constraint for the entire network. We achieve this result through: 1) the source using Wyner randomized encoder and a serial (multi-stage) block Markov scheme, to cooperate with the relays and 2) the... 

Investigating the impact of geological uncertainty (i.e., spatial distribution of fractures) on reservoir performance may aid management decisions. The conventional approach to address this is to build a number of possible reservoir models, upscale them, and then run flow simulations. The problem with this approach is that it is computationally very expensive. In this study, we use another approach based on the permeability contrasts that control the flow, called percolation approach. This assumes that the permeability disorder of a rock can be simplified to either permeable or impermeable. The advantage is that by using some universal laws from percolation theory, the effect of the complex... 

Recently, a new class of binary codes for overloaded CDMA systems are proposed that not only has the ability of errorless communication but also suitable for detecting active users. These codes are called COWDA. In [1], a Maximum Likelihood (ML) decoder is proposed for this class of codes. Although the proposed scheme for coding/decoding shows impressive performance, the decoder can be significantly improved. In this paper, by assuming practical conditions for the traffic in the system, we suggest and prove an algorithm that increases the performance of the decoder several orders of magnitude (the Bit-Error-Rate (BER) is divided by a factor of about 400 in some E b/N0's). The algorithm... 

In this paper we present new methods to estimate the effective permeability (keff) of heterogeneous porous media with a wide distribution of permeabilities and various underlying structures, using percolation concepts. We first set a threshold permeability (kth) on the permeability density function and use standard algorithms from percolation theory to check whether the high permeable grid blocks (i.e., those with permeability higher than kth) with occupied fraction of “p” first forms a cluster connecting two opposite sides of the system in the direction of the flow (high permeability flow pathway). Then we estimate the effective permeability of the heterogeneous porous media in different... 

It has long been understood that flow behavior in heterogeneous porous media is largely controlled by the continuity of permeability contrasts. With this in mind, we are looking in new methods for a fast estimation of the effective permeability which concentrates on the properties of the percolating cluster. From percolation concepts we use a threshold permeability value (Kth) by which the gridblocks with the highest permeability values connect two opposite side of the system in the direction of the flow. Those methods can be applied to heterogeneous media of a range of permeabilities distribution and various underlying structures. We use power law relations and weighted power averages that... 

Indium tin oxide (ITO) thin films have been deposited using RF sputtering technique at different pressures, RF powers, and substrate temperatures. Variations in surface morphology, optical properties, and film resistances were measured and analyzed. It is shown that a very low value of sheet resistance (1.96 ω/sq.) can be achieved with suitable arrangement of the deposition experiments. First, at constant RF power, deposition at different pressure values is done, and the condition for achieving minimum sheet resistance (26.43 ω/sq.) is found. In the next step, different values of RF powers are tried, while keeping the pressure fixed on the previously found minimum point (1-2 Pa). Finally,... 

Seven different types of gasification-based coal conversion processes for producing mainly electricity and in some cases hydrogen (H2), with and without carbon dioxide (CO2) capture, were compared on a consistent basis through simulation studies. The flowsheet for each process was developed in a chemical process simulation tool "Aspen Plus". The pressure swing adsorption (PSA), physical absorption (Selexol), and chemical looping combustion (CLC) technologies were separately analyzed for processes with CO2 capture. The performances of the above three capture technologies were compared with respect to energetic and exergetic efficiencies, and the level of CO2 emission. The effect of air... 

Single-crystal hydroxyapatite (HAp) nanorods and nanogranules have been synthesized successfully by a mechanochemical process using two distinct experimental procedures. The experimental outcomes are characterized by transmission electron microscopy (TEM), and powder X-ray diffraction (XRD) techniques. In this work, the feasibility of using polymeric milling media to prepare hydroxyapatite nanoparticles is described. The resulting hydroxyapatite powder exhibits an average size of about 20 to 23 nm. Final results indicate that the proposed synthesis strategy provides a facile pathway to obtain single-crystal HAp with high quality and suitable morphology. © 2008 Elsevier B.V. All rights... 

Migration to the cloud has been a popular topic in industry and academia in recent years. Despite many benefits that the cloud presents, such as high availability and scalability, most of the on-premise application architectures are not ready to fully exploit the benefits of this environment, and adapting them to this environment is a non-trivial task. Microservices have appeared recently as novel architectural styles that are native to the cloud. These cloud-native architectures can facilitate migrating on-premise architectures to fully benefit from the cloud environments because non-functional attributes, like scalability, are inherent in this style. The existing approaches on cloud... 

Estimating available hydrocarbon to be produced during secondary oil recovery is an ongoing activity in field development. The primary plan is normally scheduled during early stage of field's life through master development plan studies. During this period, due to the lake of certain data, estimation of the field efficiency is usually based on rules of thumb and not detailed field characterization. Hence, there is a great motivation to produce simpler physically-based methodologies. The minimum necessity inputs of percolation approach make it a useful tool for foration performance prediction. This approach enables us to attain a better assessment of the efficiency of secondary recovery...