Open Science Research Excellence

Open Science Index

Commenced in January 2007 Frequency: Monthly Edition: International Paper Count: 30

Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Application of Generalized Autoregressive Score Model to Stock Returns

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

The Impact of Exchange Rate Volatility on Real Total Export and Sub-Categories of Real Total Export of Malaysia

This study aims to investigate the impact of exchange rate volatility on real export in Malaysia. The moving standard deviation with order three (MSD(3)) is used for the measurement of exchange rate volatility. The conventional and partially asymmetric autoregressive distributed lag (ARDL) models are used in the estimations. This study finds exchange rate volatility to have significant impact on real total export and some sub-categories of real total export. Moreover, this study finds that the positive or negative exchange rate volatility tends to have positive or negative impact on real export. Exchange rate volatility can be harmful to export of Malaysia.

Spike Sorting Method Using Exponential Autoregressive Modeling of Action Potentials

Neurons in the nervous system communicate with each other by producing electrical signals called spikes. To investigate the physiological function of nervous system it is essential to study the activity of neurons by detecting and sorting spikes in the recorded signal. In this paper a method is proposed for considering the spike sorting problem which is based on the nonlinear modeling of spikes using exponential autoregressive model. The genetic algorithm is utilized for model parameter estimation. In this regard some selected model coefficients are used as features for sorting purposes. For optimal selection of model coefficients, self-organizing feature map is used. The results show that modeling of spikes with nonlinear autoregressive model outperforms its linear counterpart. Also the extracted features based on the coefficients of exponential autoregressive model are better than wavelet based extracted features and get more compact and well-separated clusters. In the case of spikes different in small-scale structures where principal component analysis fails to get separated clouds in the feature space, the proposed method can obtain well-separated cluster which removes the necessity of applying complex classifiers.

The Sustainability of Public Debt in Taiwan

This study examines whether the Taiwan’s public debt is sustainable utilizing an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. The empirical results show that Taiwan’s public debt appears as a nonlinear series and is stationary in regime 1 but not in regime 2. This result implies that while Taiwan’s public debt was mostly sustainable over the 1996 to 2013 period examined in the study, it may no longer be sustainable in the most recent two years as the public debt ratio has increased cumulatively to 3.618%.

Spatial Time Series Models for Rice and Cassava Yields Based On Bayesian Linear Mixed Models

This paper proposes a linear mixed model (LMM) with spatial effects to forecast rice and cassava yields in Thailand at the same time. A multivariate conditional autoregressive (MCAR) model is assumed to present the spatial effects. A Bayesian method is used for parameter estimation via Gibbs sampling Markov Chain Monte Carlo (MCMC). The model is applied to the rice and cassava yields monthly data which have been extracted from the Office of Agricultural Economics, Ministry of Agriculture and Cooperatives of Thailand. The results show that the proposed model has better performance in most provinces in both fitting part and validation part compared to the simple exponential smoothing and conditional auto regressive models (CAR) from our previous study.

Unit Root Tests Based On the Robust Estimator

The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model

Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.

Speech Enhancement Using Kalman Filter in Communication

Revolutions Applications such as telecommunications, hands-free communications, recording, etc. which need at least one microphone, the signal is usually infected by noise and echo. The important application is the speech enhancement, which is done to remove suppressed noises and echoes taken by a microphone, beside preferred speech. Accordingly, the microphone signal has to be cleaned using digital signal processing DSP tools before it is played out, transmitted, or stored. Engineers have so far tried different approaches to improving the speech by get back the desired speech signal from the noisy observations. Especially Mobile communication, so in this paper will do reconstruction of the speech signal, observed in additive background noise, using the Kalman filter technique to estimate the parameters of the Autoregressive Process (AR) in the state space model and the output speech signal obtained by the MATLAB. The accurate estimation by Kalman filter on speech would enhance and reduce the noise then compare and discuss the results between actual values and estimated values which produce the reconstructed signals.

Forecasting Tala-AUD and Tala-USD Exchange Rates with ANN
The focus of this paper is to construct daily time series exchange rate forecast models of Samoan Tala/USD and Tala/AUD during the year 2008 to 2012 with neural network The performance of the models was measured by using varies error functions such as Root Square mean error (RSME), Mean absolute error (MAE), and Mean absolute percentage error (MAPE). Our empirical findings suggest that AR (1) model is an effective tool to forecast the Tala/USD and Tala/AUD.
The Maximum Likelihood Method of Random Coefficient Dynamic Regression Model
The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.
Performance of Heterogeneous Autoregressive Models of Realized Volatility: Evidence from U.S. Stock Market
This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.
SDVAR Algorithm for Detecting Fraud in Telecommunications
This paper presents a procedure for estimating VAR using Sequential Discounting VAR (SDVAR) algorithm for online model learning to detect fraudulent acts using the telecommunications call detailed records (CDR). The volatility of the VAR is observed allowing for non-linearity, outliers and change points based on the works of [1]. This paper extends their procedure from univariate to multivariate time series. A simulation and a case study for detecting telecommunications fraud using CDR illustrate the use of the algorithm in the bivariate setting.
VaR Forecasting in Times of Increased Volatility
The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.
Topological Properties of an Exponential Random Geometric Graph Process
In this paper we consider a one-dimensional random geometric graph process with the inter-nodal gaps evolving according to an exponential AR(1) process. The transition probability matrix and stationary distribution are derived for the Markov chains concerning connectivity and the number of components. We analyze the algorithm for hitting time regarding disconnectivity. In addition to dynamical properties, we also study topological properties for static snapshots. We obtain the degree distributions as well as asymptotic precise bounds and strong law of large numbers for connectivity threshold distance and the largest nearest neighbor distance amongst others. Both exact results and limit theorems are provided in this paper.
Application of Feed-Forward Neural Networks Autoregressive Models in Gross Domestic Product Prediction
In this paper we present an autoregressive model with neural networks modeling and standard error backpropagation algorithm training optimization in order to predict the gross domestic product (GDP) growth rate of four countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer after the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model in the out-of-sample period. The idea behind this approach is to propose a parametric regression with weighted variables in order to test for the statistical significance and the magnitude of the estimated autoregressive coefficients and simultaneously to estimate the forecasts.
Application of Feed-Forward Neural Networks Autoregressive Models with Genetic Algorithm in Gross Domestic Product Prediction
In this paper we present a Feed-Foward Neural Networks Autoregressive (FFNN-AR) model with genetic algorithms training optimization in order to predict the gross domestic product growth of six countries. Specifically we propose a kind of weighted regression, which can be used for econometric purposes, where the initial inputs are multiplied by the neural networks final optimum weights from input-hidden layer of the training process. The forecasts are compared with those of the ordinary autoregressive model and we conclude that the proposed regression-s forecasting results outperform significant those of autoregressive model. Moreover this technique can be used in Autoregressive-Moving Average models, with and without exogenous inputs, as also the training process with genetics algorithms optimization can be replaced by the error back-propagation algorithm.
A Study of Neuro-Fuzzy Inference System for Gross Domestic Product Growth Forecasting
In this paper we present a Adaptive Neuro-Fuzzy System (ANFIS) with inputs the lagged dependent variable for the prediction of Gross domestic Product growth rate in six countries. We compare the results with those of Autoregressive (AR) model. We conclude that the forecasting performance of neuro-fuzzy-system in the out-of-sample period is much more superior and can be a very useful alternative tool used by the national statistical services and the banking and finance industry.
Multiple Mental Thought Parametric Classification: A New Approach for Individual Identification
This paper reports a new approach on identifying the individuality of persons by using parametric classification of multiple mental thoughts. In the approach, electroencephalogram (EEG) signals were recorded when the subjects were thinking of one or more (up to five) mental thoughts. Autoregressive features were computed from these EEG signals and classified by Linear Discriminant classifier. The results here indicate that near perfect identification of 400 test EEG patterns from four subjects was possible, thereby opening up a new avenue in biometrics.
Optimal Model Order Selection for Transient Error Autoregressive Moving Average (TERA) MRI Reconstruction Method
An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.
Increasing The Speed of Convergence of an Artificial Neural Network based ARMA Coefficients Determination Technique
In this paper, novel techniques in increasing the accuracy and speed of convergence of a Feed forward Back propagation Artificial Neural Network (FFBPNN) with polynomial activation function reported in literature is presented. These technique was subsequently used to determine the coefficients of Autoregressive Moving Average (ARMA) and Autoregressive (AR) system. The results obtained by introducing sequential and batch method of weight initialization, batch method of weight and coefficient update, adaptive momentum and learning rate technique gives more accurate result and significant reduction in convergence time when compared t the traditional method of back propagation algorithm, thereby making FFBPNN an appropriate technique for online ARMA coefficient determination.
Comparing Autoregressive Moving Average (ARMA) Coefficients Determination using Artificial Neural Networks with Other Techniques

Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN also gives accurate in computing the coefficients of an ARMA system.

Accuracy of Divergence Measures for Detection of Abrupt Changes
Numerous divergence measures (spectral distance, cepstral distance, difference of the cepstral coefficients, Kullback-Leibler divergence, distance given by the General Likelihood Ratio, distance defined by the Recursive Bayesian Changepoint Detector and the Mahalanobis measure) are compared in this study. The measures are used for detection of abrupt spectral changes in synthetic AR signals via the sliding window algorithm. Two experiments are performed; the first is focused on detection of single boundary while the second concentrates on detection of a couple of boundaries. Accuracy of detection is judged for each method; the measures are compared according to results of both experiments.
Impact of the Real Effective Exchange Rate (Reer) on Turkish Agricultural Trade
In this work, the autoregressive vectors are used to know dynamics of the Agricultural export and import, and the real effective exchange rate (REER). In order to analyze the interactions, the impulse- response function is used in decomposition of variance, causality of Granger as well as the methodology of Johansen to know the relations co integration. The REER causes agricultural export and import in the sense of Granger. The influence displays the innovations of the REER on the agricultural export and import is not very great and the duration of the effects is short. It displays that REER has an immediate positive effect, after the tenth year it displays smooth results on the agricultural export. Evidence of a vector exists co integration, In short run, REER has smaller effects on export and import, compared to the long-run effects.
Quantitative Estimation of Periodicities in Lyari River Flow Routing
The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.
Effects of Hidden Unit Sizes and Autoregressive Features in Mental Task Classification
Classification of electroencephalogram (EEG) signals extracted during mental tasks is a technique that is actively pursued for Brain Computer Interfaces (BCI) designs. In this paper, we compared the classification performances of univariateautoregressive (AR) and multivariate autoregressive (MAR) models for representing EEG signals that were extracted during different mental tasks. Multilayer Perceptron (MLP) neural network (NN) trained by the backpropagation (BP) algorithm was used to classify these features into the different categories representing the mental tasks. Classification performances were also compared across different mental task combinations and 2 sets of hidden units (HU): 2 to 10 HU in steps of 2 and 20 to 100 HU in steps of 20. Five different mental tasks from 4 subjects were used in the experimental study and combinations of 2 different mental tasks were studied for each subject. Three different feature extraction methods with 6th order were used to extract features from these EEG signals: AR coefficients computed with Burg-s algorithm (ARBG), AR coefficients computed with stepwise least square algorithm (ARLS) and MAR coefficients computed with stepwise least square algorithm. The best results were obtained with 20 to 100 HU using ARBG. It is concluded that i) it is important to choose the suitable mental tasks for different individuals for a successful BCI design, ii) higher HU are more suitable and iii) ARBG is the most suitable feature extraction method.
Person Identification by Using AR Model for EEG Signals
A direct connection between ElectroEncephaloGram (EEG) and the genetic information of individuals has been investigated by neurophysiologists and psychiatrists since 1960-s; and it opens a new research area in the science. This paper focuses on the person identification based on feature extracted from the EEG which can show a direct connection between EEG and the genetic information of subjects. In this work the full EO EEG signal of healthy individuals are estimated by an autoregressive (AR) model and the AR parameters are extracted as features. Here for feature vector constitution, two methods have been proposed; in the first method the extracted parameters of each channel are used as a feature vector in the classification step which employs a competitive neural network and in the second method a combination of different channel parameters are used as a feature vector. Correct classification scores at the range of 80% to 100% reveal the potential of our approach for person classification/identification and are in agreement to the previous researches showing evidence that the EEG signal carries genetic information. The novelty of this work is in the combination of AR parameters and the network type (competitive network) that we have used. A comparison between the first and the second approach imply preference of the second one.
A Comparison of Signal Processing Techniques for the Extraction of Breathing Rate from the Photoplethysmogram
The photoplethysmogram (PPG) is the pulsatile waveform produced by the pulse oximeter, which is widely used for monitoring arterial oxygen saturation in patients. Various methods for extracting the breathing rate from the PPG waveform have been compared using a consistent data set, and a novel technique using autoregressive modelling is presented. This novel technique is shown to outperform the existing techniques, with a mean error in breathing rate of 0.04 breaths per minute.
Motor Imaginary Signal Classification Using Adaptive Recursive Bandpass Filter and Adaptive Autoregressive Models for Brain Machine Interface Designs

The noteworthy point in the advancement of Brain Machine Interface (BMI) research is the ability to accurately extract features of the brain signals and to classify them into targeted control action with the easiest procedures since the expected beneficiaries are of disabled. In this paper, a new feature extraction method using the combination of adaptive band pass filters and adaptive autoregressive (AAR) modelling is proposed and applied to the classification of right and left motor imagery signals extracted from the brain. The introduction of the adaptive bandpass filter improves the characterization process of the autocorrelation functions of the AAR models, as it enhances and strengthens the EEG signal, which is noisy and stochastic in nature. The experimental results on the Graz BCI data set have shown that by implementing the proposed feature extraction method, a LDA and SVM classifier outperforms other AAR approaches of the BCI 2003 competition in terms of the mutual information, the competition criterion, or misclassification rate.

Sperm Whale Signal Analysis: Comparison using the Auto Regressive model and the Daubechies 15 Wavelets Transform
This article presents the results using a parametric approach and a Wavelet Transform in analysing signals emitting from the sperm whale. The extraction of intrinsic characteristics of these unique signals emitted by marine mammals is still at present a difficult exercise for various reasons: firstly, it concerns non-stationary signals, and secondly, these signals are obstructed by interfering background noise. In this article, we compare the advantages and disadvantages of both methods: Auto Regressive models and Wavelet Transform. These approaches serve as an alternative to the commonly used estimators which are based on the Fourier Transform for which the hypotheses necessary for its application are in certain cases, not sufficiently proven. These modern approaches provide effective results particularly for the periodic tracking of the signal's characteristics and notably when the signal-to-noise ratio negatively effects signal tracking. Our objectives are twofold. Our first goal is to identify the animal through its acoustic signature. This includes recognition of the marine mammal species and ultimately of the individual animal (within the species). The second is much more ambitious and directly involves the intervention of cetologists to study the sounds emitted by marine mammals in an effort to characterize their behaviour. We are working on an approach based on the recordings of marine mammal signals and the findings from this data result from the Wavelet Transform. This article will explore the reasons for using this approach. In addition, thanks to the use of new processors, these algorithms once heavy in calculation time can be integrated in a real-time system.
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