• Asian-Australasian Journal of Animal Sciences
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• v.17 no.2
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• pp.159-163
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• 2004

Data pertaining to first lactation records of 316 Murrah buffaloes, progeny of 47 sires, maintained at NDRI Farm for a period of 18 years were analysed to construct selection indices and to examine their robustness by changing the relative economic values of different economic traits. A total of 120 selection indices were constructed for three sets of relative economic values ( 40 for each set) considering different combinations of seven first lactation traits viz. age at first calving (AFC), first lactation 305 day or less milk yield (FLMY), first lactation length (FLL), first calving interval (FCI), milk yield per day of first lactation length (MY/FLL), milk yield per day of first calving interval (MY/FCI) and milk yield per day age at second calving (MY/ASC). The three sets of relative economic values were based on economic values of different traits, 1% standard deviation of different traits and regression of different traits on FLMY. The 'optimum' indices for the first two sets had five traits each namely AFC, FLMY, FLL, FCI and MY/ASC giving improvement in aggregate genotype of Rupees 269.11 and Rs. 174.88, respectively. The accuracy of selection from both indices was 70.79 and 69.39%, respectively. The 'best' selection index from the third set of data again had five traits (AFC, FLMY, FLL, FCI and MY/FLL) giving genetic gain of Rs. 124.16 and accuracy of selection of 71.81%. The critcal levels or break-even points for FLMY for varying levels of AFC and FCI estimated from the "optimum index" suggested the need of enhancement of present production level of the herd or reduction of AFC or FCI. It was concluded that economic values of various first lactation traits were the most appropriate to construct selection indices as compared to other criteria of assigning relative economic weights in Murrah buffaloes.

• Journal of Institute of Control, Robotics and Systems
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• v.7 no.12
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• pp.973-979
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• 2001

Sliding mode control guarantees robustness in the presence of modeling uncertainties and external disturbances. However, this can be obtained at the cost of high control activity that may lead to chattering As one way to alleviate this problem a boundary layer around sliding surface is typically used. In this case the selection of controller gain, control ban width and boundary layer thickness is a crucial problem for the trade-off between tracking error and chattering. The parameter tuning is usually done by trail-and-error in practice causing significant effort and time. An auto tuning method based on fuzzy rules is proposed in the paper in this method tracking error and chattering are monitored by performance indices and the controller tunes the design parameters intelligently in order to compromise both indices. To demonstrate the efficiency of the propose method a mass-spring translation system and a roboic control system are simulated and tested It is shown that the proposed algorithm is effective to facilitae the parameter tuning for sliding mode controllers.

• The Journal of Asian Finance, Economics and Business
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• v.5 no.4
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• pp.21-34
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• 2018

The study tests the Fama and French three-factor model by using the newly created Islamic equity style indices. Based on a dataset from May 2006 to April 2011, the three-factor model is tested based on returns of Islamic unit trust funds using the Generalized Method of Moments (GMM) methodology. The sample period is also divided between periods before and after the Global Financial Crisis in August 2008 to test for robustness, and the Bai and Perron (2003) multiple structural break test was used to determine the structural break in the series. The analysis shows that the Fama and French model is valid for Islamic unit trust funds before and after the collapse of Lehman Brothers. The result further indicates the reversal of size effect. As for trading strategies, value funds outperform growth funds by annualized 3.13 percent for the full period. During pre-crisis period, value funds perform better than growth funds while in post-crisis, size factor yields better return than other strategies. As policy suggestion, fund managers need to be aware of the reversal of size effect, and they need to ensure a more transparent stock selection process so that investors can make an informed decision in their asset allocation.