Search results for: technical trading signal

Authors: Mathew Wakefield, Matthew Mitchell, Lisa Wise, Christopher McCarthy

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The properties of memory representations in artificial neural networks have cognitive implications. Distributed representations that encode instances as a pattern of activity across layers of nodes afford memory compression and enforce the selection of a single point in instance space. These encoding schemes also appear to distort the representational space, as well as trading off the ability to validate that input information is within the bounds of past experience. In contrast, a localist representation which encodes some meaningful information into individual nodes in a network layer affords less memory compression while retaining the integrity of the representational space. This allows the validity of an input to be determined. The validity (or familiarity) of input along with the capacity of localist representation for multiple instance selections affords a memory sampling approach that dynamically balances the bias-variance trade-off. When the input is familiar, bias may be high by referring only to the most similar instances in memory. When the input is less familiar, variance can be increased by referring to more instances that capture a broader range of features. Using this approach in a localist instance memory network, an experiment demonstrates a relationship between representational conflict, generalization performance, and memorization demand. Relatively small sampling ranges produce the best performance on a classic machine learning dataset of visual objects. Combining memory validity with conflict detection produces a reliable confidence judgement that can separate responses with high and low error rates. Confidence can also be used to signal the need for supervisory input. Using this judgement, the need for supervised learning as well as memory encoding can be substantially reduced with only a trivial detriment to classification performance.

Keywords: artificial neural networks, representation, memory, conflict monitoring, confidence

Procedia PDF Downloads 105

Authors: I. Hakki Eraslan, Birol Ozturk, Istemi Comlekci

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This paper begins by defining what is meant by “globalization” in finance and by identifying the sources of value-added in the internationally-competitive financial services sector origination, trading and distribution of debt and equity capital market instruments and their derivatives, foreign exchange trading and securities brokerage, management of market risk and credit risk, loan syndication and structured bank financings, corporate finance and advisory services, and asset management. These activities are considered in terms of a “value-chain” one that ultimately gives rise to the real economic gains attributable to financial-center operations. The research presents available evidence as to where the relevant value-added activities usually take place. It then examines the “centrifugal” and “centripetal” forces that determine the concentration or dispersal of value-added activity in financial intermediation, both interregionally and internationally. Next, the research assesses the factors, which appear to underlie the locational pattern of international financial centers that has evolved. In preparing this paper, also it is examined the current position and the main opportunities and challenges facing world major financial services sector, and attempted to lay out a potential vision and strategies. It is conducted extensive research, including many internal research materials and publications. It is also engaged closely with the academia, industry practitioners and regulators, and consulted market experts from major world financial centers. More than 60 in‐depth consultative sessions were conducted in the past two years which provided insightful suggestions and innovative ideas on how to further financial industry’s position as an international financial centre. The paper concludes with the outlook for the future pattern of financial centers in the global competitive environment. The ideas and advice gathered are condensed into this paper that recommends to the strategic decision leaders a vision and a strategy for financial services sector to move forward amid a highly competitive environment.

Keywords: financial centers, competitiveness, financial services industry, economics

Procedia PDF Downloads 379

Authors: Abdelghani Chahmi

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This article examines the detection and localization of faults in electrical systems, particularly those using asynchronous machines. First, the process of failure will be characterized, relevant symptoms will be defined and based on those processes and symptoms, a model of those malfunctions will be obtained. Second, the development of the diagnosis of the machine will be shown. As studies of malfunctions in electrical systems could only rely on a small amount of experimental data, it has been essential to provide ourselves with simulation tools which allowed us to characterize the faulty behavior. Fault detection uses signal processing techniques in known operating phases.

Keywords: induction motor, modeling, bearing damage, airgap eccentricity, torque variation

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Authors: Ali Murat Guler

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A variety of experiments have been developed over the past decades, aiming at the detection of Weakly Interactive Massive Particles (WIMPs) via their scattering in an instrumented medium. The sensitivity of these experiments has improved with a tremendous speed, thanks to a constant development of detectors and analysis methods. Detectors capable of reconstructing the direction of the nuclear recoil induced by the WIMP scattering are opening a new frontier to possibly extend Dark Matter searches beyond the neutrino background. Measurement of WIMP’s direction will allow us to detect the galactic origin of dark matter and, therefore to have a clear signal-background separation. The NEWSdm experiment, based on nuclear emulsions, is intended to measure the direction of WIMP-induced nuclear coils with a solid-state detector, thus with high sensitivity. We discuss the discovery potential of a directional experiment based on the use of a solid target made of newly developed nuclear emulsions and novel read-out systems achieving nanometric resolution. We also report results of a technical test conducted in Gran Sasso.

Keywords: dark matter, direct detection, nuclear emulsion, WIMPS

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Authors: Anetta Bacsa-Bán

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The training of vocational education teachers in Hungary was a special training system before the Bologna system, but under the influence of the Bologna system, the structure and content of the training changed significantly. The training of vocational teachers, including engineering teachers and vocational trainers, is considerably different when compared to the training of public education teachers. This study aims to present these differences and peculiarities, problems and issues of the training as well as to outline the possibilities of further development. During the study, the following methods were implemented: empirical research among students and graduates of vocational teacher training, as well as analysis of the relevant literature. The study summarizes the research and theoretical results related to vocational education and training (VET) teacher training over the past 15 years, with the aim of developing the training and mapping new directions in the field.

Keywords: vocational teacher, technical instructors, technical vocational instructors, theoretical aspects

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Authors: Joanna Pietrzak, Anna Stefanska, Wieslaw Rokicki

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Contemporary high-rise buildings constructed in recent years are often tremendous examples of original and unique architectural forms, being at the same time the affirmation of technical and technological progress accomplishments. The search for more efficient, sophisticated generations of structures also concerns the shaping of high-quality details. The concept of structural detail designing is connected with the rationalization of engineering solutions as well as through the optimisation and reduction of used material. Contemporary structural detail perceived through the development of building technologies is often a very aesthetic technical and material solution, which significantly influences the visual perception of architecture. Structural details are more often seen in shaping the forms of high-rise buildings, which are erected in many culturally different countries.

Keywords: aesthetic expression, high-rise buildings, structural detail, tall buildings

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Authors: Ambissah Asah Brigitte

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This research is guided by observations in the types of education offered at the secondary level in Cameroon. The secondary education system in Cameroon comprises two types of education, including General Education and Technical and Vocational Education. Although General Education and, Technical and Vocational Education are given equal importance by public authorities, General Education remains on the thriving trend, enjoying the greatest enrolment. In the meantime, Technical and Vocational Education is still to reach the adequate momentum expected to fostering the country’s full-fledged development, as specified in the National Development Strategy, which is the blue print of State policies in Cameroon for the 2020-2030 decade. Vocational Education is credited for its ability to foster a country’s development, since it teaches students the precise skills and knowledge needed to carry out a specific craft, technical skill or trade. Yet, formal training on Vocational Education for teachers offers a pale face in secondary education. This limits the ability of the educational system to nurture vocations and provide the country’s economy with the manpower necessary to achieving development goals. This article seeks to analyse how concretely does the institutional framework spur vocational skills in secondary school teachers. It overviews the instruments instituting Vocational Education at the secondary level in Cameroon, then assesses their effective implementation on the ground. Questionnaires addressed to both active teachers and vocational education policy-makers serve to collect data which are analysed using descriptive statistics. The final objective is to contribute in the debate urging to rethink the role of teachers in bolstering Vocational Education, which is the cornerstone of industrial development. This is true everywhere in the world. In Cameroon and in Africa in general, teachers must be empowered in this field with specific sets of competencies they will need to pass on to learners. They equally need to be given opportunities to acquire and adapt their knowledge and teaching skills accordingly.

Keywords: vocational education, cameroon, institutional framework, national development, competencies and skills

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Authors: Chandra Mukherjee

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The present paper is a representation of the work done in the field of ECG signal analysis using MATLAB 7.1 Platform. An accurate and simple ECG feature extraction algorithm is presented in this paper and developed algorithm is validated using BIOPAC software. To detect the QRS peak, ECG signal is processed by following mentioned stages- First Derivative, Second Derivative and then squaring of that second derivative. Efficiency of developed algorithm is tested on ECG samples from different database and real time ECG signals acquired using BIOPAC system. Firstly we have lead wise specified threshold value the samples above that value is marked and in the original signal, where these marked samples face change of slope are spotted as R-peak. On the left and right side of the R-peak, faces change of slope identified as Q and S peak, respectively. Now the inbuilt Detection algorithm of BIOPAC software is performed on same output sample and both outputs are compared. ECG baseline modulation correction is done after detecting characteristics points. The efficiency of the algorithm is tested using some validation parameters like Sensitivity, Positive Predictivity and we got satisfied value of these parameters.

Keywords: first derivative, variable threshold, slope reversal, baseline modulation correction

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Authors: Napat Watjanatepin, Wikorn Wong-Satiean

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The objective of this research is to design and construct the PV-Wind hybrid autonomous system for the greenhouse plantation, and analyze the technical performance of the PV-Wind energy system. This design depends on the water consumption in the greenhouse by using 24 of the fogging mist each with the capability of 24 liter/min. The operating time is 4 times per day, each round for 15 min. The fogging system is being driven by water pump with AC motor rating 0.5 hp. The load energy consumed is around 1.125 kWh/d. The designing results of the PV-Wind hybrid energy system is that sufficient energy could be generated by this system. The results of this study can be applied as a technical data reference for other areas in the central part of Thailand.

Keywords: PV-Wind hybrid autonomous system, greenhouse plantation, fogging system, central part of Thailand

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Authors: Julien Romieux, Fabio Verdicchio

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Wireless Sensor Networks (WSNs), which sense environmental data with battery-powered nodes, require multi-hop communication. This power-demanding task adds an extra workload that is unfairly distributed across the network. As a result, nodes run out of battery at different times: this requires an impractical individual node maintenance scheme. Therefore we investigate a new Cooperative Sensing approach that extends the WSN operational life and allows a more practical network maintenance scheme (where all nodes deplete their batteries almost at the same time). We propose a novel cooperative algorithm that derives a piecewise representation of the sensed signal while controlling approximation accuracy. Simulations show that our algorithm increases WSN operational life and spreads communication workload evenly. Results convey a counterintuitive conclusion: distributing workload fairly amongst nodes may not decrease the network power consumption and yet extend the WSN operational life. This is achieved as our cooperative approach decreases the workload of the most burdened cluster in the network.

Keywords: cooperative signal processing, signal representation and approximation, power management, wireless sensor networks

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Authors: Henry Ogbemudia Omoregbee, Mabel Usunobun Olanipekun

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Debris fault diagnosis based on acoustic signals in rolling element bearing running at low speed and high radial loads are more of low amplitudes, particularly in the case of debris faults whose signals necessitate high sensitivity analyses. As the rollers in the bearing roll over debris trapped in grease used to lubricate the bearings, the envelope signal created by amplitude demodulation carries additional diagnostic information that is not available through ordinary spectrum analysis of the raw signal. The kurtosis value obtained for three different scenarios (debris induced, outer crack induced, and a normal good bearing) couldn't be used to easily identify whether the used bearings were defective or not. It was established in this work that the envelope spectrum analysis detected the fault signature and its harmonics induced in the debris bearings when bandpass filtering of the raw signal with the frequency band specified by kurtogram and spectral kurtosis was made.

Keywords: rolling bearings, rolling element bearing noise, bandpass filtering, harmonics, envelope spectrum analysis, spectral kurtosis

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Authors: Umar D. M., Aminu A. M., Izaddeen K. Y.

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Deployments of mini macrocell base stations also referred to as femtocells, improve the quality of service of indoor and outdoor users. Nevertheless, mobility management remains a key issue with regards to their deployment. This paper is leaned towards this issue, with an in-depth focus on the most important aspect of mobility management -handover. In handover management, making a handover decision in the LTE two-tier macrocell femtocell network is a crucial research area. Decision algorithms in this research are classified and comparatively analyzed according to received signal strength, user equipment speed, cost function, and interference. However, it was observed that most of the discussed decision algorithms fail to consider cell selection with hybrid access policy in a single macrocell multiple femtocell scenario, another observation was a majority of these algorithms lack the incorporation of user equipment residence parameter. Not including this parameter boosts the number of unnecessary handover occurrence. To deal with these issues, a sophisticated handover decision algorithm is proposed. The proposed algorithm considers the user’s velocity, received signal strength, residence time, as well as the femtocell base station’s access policy. Simulation results have shown that the proposed algorithm reduces the number of unnecessary handovers when compared to conventional received signal strength-based handover decision algorithm.

Keywords: user-equipment, radio signal service, long term evolution, mobility management, handoff

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Authors: Arunima Verma, Padmabati Mondal

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Serotonin-receptor binding plays a key role in several neurological and biological processes, including mood, sleep, hunger, cognition, learning, and memory. In this article, we performed molecular dynamics simulation to examine the key residues that play an essential role in the binding of serotonin to the G-protein-coupled 5-HT₁ᴮ receptor (5-HT₁ᴮ R) via electrostatic interactions. An end-point free energy calculation method (MM-PBSA) determines the stability of the 5-HT1B R due to serotonin binding. The single-point mutation of the polar or charged amino acid residues (Asp129, Thr134) on the binding sites and the calculation of binding free energy validate the importance of these residues in the stability of the serotonin-receptor complex. Principal component analysis indicates the serotonin-bound 5-HT1BR is more stabilized than the apo-receptor in terms of dynamical changes. The difference dynamic cross-correlations map shows the correlation between the transmembrane and mini-Go, which indicates signal transduction happening between mini-Go and the receptor. Allosteric communication reveals the key nodes for signal transduction in 5-HT1BR. These results provide useful insights into the signal transduction pathways and mutagenesis study to regulate the functionality of the complex. The developed protocols can be applied to study local non-covalent interactions and long-range allosteric communications in any protein-ligand system for computer-aided drug design.

Keywords: allostery, CADD, MD simulations, MM-PBSA

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Authors: Myoung-Jin Kim, Yeong-Seop Ahn, Hyun-Jee Yang, Hyoung-Kyu Song

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This paper proposes the new cooperative communication scheme for the wireless communication system. When the receiver is located in the edge of coverage, the signal from the transmitter is distorted by the inter-cell interference (ICI) and power reduction by distance. In order to improve communication performance, the proposed scheme adds the relay. By using the relay, the receiver receives the signal from the transmitter and relay at the same time. Therefore, the new cooperative communication scheme obtains diversity gain and is improved by the relay.

Keywords: cooperative communication, diversity gain, OFDM, MIMO

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Authors: D. Sankara Reddy, T. Kranthi Kumar, K. Sreevani

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This paper investigates the impact of carrier frequency offset (CFO) on the performance of different MIMO-OFDM schemes with high spectral efficiency for next generation of terrestrial digital TV. We show that all studied MIMO-OFDM schemes are sensitive to CFO when it is greater than 1% of intercarrier spacing. We show also that the Alamouti scheme is the most sensitive MIMO scheme to CFO.

Keywords: modulation and multiplexing (MIMO-OFDM), signal processing for transmission carrier frequency offset, future digital TV, imaging and signal processing

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Authors: A. Hany A. Khater, G. M. Mostafa, M. R. Badawy

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The techno-economic analysis of the nuclear desalination is a very important tool that enables studying of the mutual effects between the nuclear power plant and the coupled desalination plant under different operating conditions, and hence investigating the feasibility of safe and economical production of potable water. For this purpose, a comprehensive model for both technical and economic performance evaluation of the nuclear desalination has been prepared. The developed model has the capability to be used in performing a parametric study for the performance measuring parameters of the nuclear desalination system. Also a sensitivity analysis of varying important factors such as interest/discount rate, power plant availability, fossil fuel prices, purchased electricity price, nuclear fuel cost, and specific base cost for both power and water plant has been conducted.

Keywords: uclear desalination, PWR, MED, MED-TVC, MSF, RO

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Authors: Salman Mohamadi, Seyed Mohammad Ali Tayaranian Hosseini, Hamidreza Amindavar

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In this paper, we provide a procedure to analyze and model EEG (electroencephalogram) signal as a time series using ARIMA-GARCH to predict an epileptic attack. The heteroskedasticity of EEG signal is examined through the ARCH or GARCH, (Autore- gressive conditional heteroskedasticity, Generalized autoregressive conditional heteroskedasticity) test. The best ARIMA-GARCH model in AIC sense is utilized to measure the volatility of the EEG from epileptic canine subjects, to forecast the future values of EEG. ARIMA-only model can perform prediction, but the ARCH or GARCH model acting on the residuals of ARIMA attains a con- siderable improved forecast horizon. First, we estimate the best ARIMA model, then different orders of ARCH and GARCH modelings are surveyed to determine the best heteroskedastic model of the residuals of the mentioned ARIMA. Using the simulated conditional variance of selected ARCH or GARCH model, we suggest the procedure to predict the oncoming seizures. The results indicate that GARCH modeling determines the dynamic changes of variance well before the onset of seizure. It can be inferred that the prediction capability comes from the ability of the combined ARIMA-GARCH modeling to cover the heteroskedastic nature of EEG signal changes.

Keywords: epileptic seizure prediction , ARIMA, ARCH and GARCH modeling, heteroskedasticity, EEG

Procedia PDF Downloads 388

Authors: Faruk Ortes, Derya Karabulut, Yunus Ziya Arslan

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Myoelectric features gathering from musculature environment are considered on a preferential basis to perceive muscle activation and control human arm prostheses according to recent experimental researches. EMG (electromyography) signal based human arm prostheses have shown a promising performance in terms of providing basic functional requirements of motions for the amputated people in recent years. However, these assistive devices for neurorehabilitation still have important limitations in enabling amputated people to perform rather sophisticated or functional movements. Surface electromyogram (EMG) is used as the control signal to command such devices. This kind of control consists of activating a motion in prosthetic arm using muscle activation for the same particular motion. Extraction of clear and certain neural information from EMG signals plays a major role especially in fine control of hand prosthesis movements. Many signal processing methods have been utilized for feature extraction from EMG signals. The specific objective of this study was to compare widely used time domain features of EMG signal including integrated EMG(IEMG), root mean square (RMS) and waveform length(WL) for prediction of externally applied forces to human hands. Obtained features were classified using artificial neural networks (ANN) to predict the forces. EMG signals supplied to process were recorded during only type of muscle contraction which is isometric and isotonic one. Experiments were performed by three healthy subjects who are right-handed and in a range of 25-35 year-old aging. EMG signals were collected from muscles of the proximal part of the upper body consisting of: biceps brachii, triceps brachii, pectorialis major and trapezius. The force prediction results obtained from the ANN were statistically analyzed and merits and pitfalls of the extracted features were discussed with detail. The obtained results are anticipated to contribute classification process of EMG signal and motion control of powered human arm prosthetics control.

Keywords: assistive devices for neurorehabilitation, electromyography, feature extraction, force estimation, human arm prosthesis

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Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

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The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: DBSCAN, potential function, speech signal, the UBSS model

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Authors: Ahmad Rouhani

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Iran has several potentials for using renewable energies, so use them could significantly contribute to energy supply. The purpose of this paper is to identify the potential of the country and select the appropriate DG technologies with consideration the potential and primary energy resources in the regions. In this context, hybrid energy systems proportionate with the potential of different regions will be determined based on technical, economic, and environmental aspect. In the following, the proposed structure will be optimized in terms of size and cost. DG technologies used in this project include the photovoltaic system, wind turbine, diesel generator, and battery bank. The HOMER software is applied for choosing the appropriate structure and the optimization of system sizing. The results have been analyzed in terms of technical and economic. The performance and the cost of each project demonstrate the appropriate structure of hybrid energy system in that region.

Keywords: feasibility, hybrid energy system, Iran, renewable energy

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Authors: Y. Kumru, K. Enhos, H. Köymen

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In this paper, we report the experimental results on using complementary Golay coded signals at 7.5 MHz to detect breast microcalcifications of 50 µm size. Simulations using complementary Golay coded signals show perfect consistence with the experimental results, confirming the improved signal to noise ratio for complementary Golay coded signals. For improving the success on detecting the microcalcifications, orthogonal complementary Golay sequences having cross-correlation for minimum interference are used as coded signals and compared to tone burst pulse of equal energy in terms of resolution under weak signal conditions. The measurements are conducted using an experimental ultrasound research scanner, Digital Phased Array System (DiPhAS) having 256 channels, a phased array transducer with 7.5 MHz center frequency and the results obtained through experiments are validated by Field-II simulation software. In addition, to investigate the superiority of coded signals in terms of resolution, multipurpose tissue equivalent phantom containing series of monofilament nylon targets, 240 µm in diameter, and cyst-like objects with attenuation of 0.5 dB/[MHz x cm] is used in the experiments. We obtained ultrasound images of monofilament nylon targets for the evaluation of resolution. Simulation and experimental results show that it is possible to differentiate closely positioned small targets with increased success by using coded excitation in very weak signal conditions.

Keywords: coded excitation, complementary golay codes, DiPhAS, medical ultrasound

Procedia PDF Downloads 243

Authors: Shih-Hao Chen, Chi-Wai Chow

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Multiple-input and multiple-output (MIMO) scheme can extend the transmission capacity for the light-emitting-diode (LED) visible light communication (VLC) system. The MIMO VLC system using the popular mobile-phone camera as the optical receiver (Rx) to receive MIMO signal from n x n Red-Green-Blue (RGB) LED array is desirable. The key step of decoding the received RGB LED array signals is detecting the direction of received array signals. If the LED transmitter (Tx) is rotated, the signal may not be received correctly and cause an error in the received signal. In this work, we propose and demonstrate a novel hierarchical transmission scheme which can reduce the computation complexity of rotation detection in LED array VLC system. We use the n x n RGB LED array as the MIMO Tx. A novel two dimension Hadamard coding scheme is proposed and demonstrated. The detection correction rate is above 95% in the indoor usage distance. Experimental results confirm the feasibility of the proposed scheme.

Keywords: Visible Light Communication (VLC), Multiple-input and multiple-output (MIMO), Red-Green-Blue (RGB), Hadamard coding scheme

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Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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The relation between stock price volatility and trading volume represents a controversial issue which has received a remarkable attention over the past decades. In fact, an extensive literature shows a positive relation between price volatility and trading volume in the financial markets, but the causal relationship which originates such association is an open question, from both a theoretical and empirical point of view. In this regard, various models, which can be considered as complementary rather than competitive, have been introduced to explain this relationship. They include the long debated Mixture of Distributions Hypothesis (MDH); the Sequential Arrival of Information Hypothesis (SAIH); the Dispersion of Beliefs Hypothesis (DBH); the Noise Trader Hypothesis (NTH). In this work, we analyze whether stock market efficiency can explain the diversity of results achieved during the years. For this purpose, we propose an alternative measure of market efficiency, based on the pointwise regularity of a stochastic process, which is the Hurst–H¨older dynamic exponent. In particular, we model the stock market by means of the multifractional Brownian motion (mBm) that displays the property of a time-changing regularity. Mostly, such models have in common the fact that they locally behave as a fractional Brownian motion, in the sense that their local regularity at time t0 (measured by the local Hurst–H¨older exponent in a neighborhood of t0 equals the exponent of a fractional Brownian motion of parameter H(t0)). Assuming that the stock price follows an mBm, we introduce and theoretically justify the Hurst–H¨older dynamical exponent as a measure of market efficiency. This allows to measure, at any time t, markets’ departures from the martingale property, i.e. from efficiency as stated by the Efficient Market Hypothesis. This approach is applied to financial markets; using data for the SP500 index from 1978 to 2017, on the one hand we find that when efficiency is not accounted for, a positive contemporaneous relationship emerges and is stable over time. Conversely, it disappears as soon as efficiency is taken into account. In particular, this association is more pronounced during time frames of high volatility and tends to disappear when market becomes fully efficient.

Keywords: volume–volatility relationship, efficient market hypothesis, martingale model, Hurst–Hölder exponent

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Authors: Weihao Wang, Zhulin Zong

Abstract:

Two-dimensional ordered statistical constant false alarm detection is a widely used method for detecting weak target signals in radar signal processing applications. The method is based on analyzing the statistical characteristics of the noise and clutter present in the radar signal and then using this information to set an appropriate detection threshold. In this approach, the reference cell of the unit to be detected is divided into several reference subunits. These subunits are used to estimate the noise level and adjust the detection threshold, with the aim of minimizing the false alarm rate. By using an ordered statistical approach, the method is able to effectively suppress the influence of clutter and noise, resulting in a low false alarm rate. The detection process involves a number of steps, including filtering the input radar signal to remove any noise or clutter, estimating the noise level based on the statistical characteristics of the reference subunits, and finally, setting the detection threshold based on the estimated noise level. One of the main advantages of two-dimensional ordered statistical constant false alarm detection is its ability to detect weak target signals in the presence of strong clutter and noise. This is achieved by carefully analyzing the statistical properties of the signal and using an ordered statistical approach to estimate the noise level and adjust the detection threshold. In conclusion, two-dimensional ordered statistical constant false alarm detection is a powerful technique for detecting weak target signals in radar signal processing applications. By dividing the reference cell into several subunits and using an ordered statistical approach to estimate the noise level and adjust the detection threshold, this method is able to effectively suppress the influence of clutter and noise and maintain a low false alarm rate.

Keywords: two-dimensional, ordered statistical, constant false alarm, detection, weak target signals

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Authors: Awais Ahmed, Javed Iqbal

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Pakistan has been for many years facing extreme challenges in energy deficit due to the shortage of power generation compared to increasing demand. A part of this energy deficit is also contributed by the power lost in transmission and distribution network. Unfortunately, distribution companies are not equipped with modern technologies and methods to identify and eliminate these losses. According to estimate, total energy lost in early 2000 was between 20 to 26 percent. To address this issue the present research study was designed with the objectives of developing a standalone GIS application for distribution companies having the capability of loss calculation as well as identification of overloaded transformers. For this purpose, Hilal Road feeder in Faisalabad Electric Supply Company (FESCO) was selected as study area. An extensive GPS survey was conducted to identify each consumer, linking it to the secondary pole of the transformer, geo-referencing equipment and documenting conductor sizes. To identify overloaded transformer, accumulative kWH reading of consumer on transformer was compared with threshold kWH. Technical losses of 11kV and 220V lines were calculated using the data from substation and resistance of the network calculated from the geo-database. To automate the process a standalone GIS application was developed using ArcObjects with engineering analysis capabilities. The application uses GIS database developed for 11kV and 220V lines to display and query spatial data and present results in the form of graphs. The result shows that about 14% of the technical loss on both high tension (HT) and low tension (LT) network while about 4 out of 15 general duty transformers were found overloaded. The study shows that GIS can be a very effective tool for distribution companies in management and planning of their distribution network.

Keywords: geographical information system, GIS, power distribution, distribution transformers, technical losses, GPS, SDSS, spatial decision support system

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Authors: Attiq Ur Rahman Dogar, Sohaib Ishaq

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Pakistan had experienced rapid motorization in the last decade. Due to the soft leasing schemes of banks and increase in average household income, even the middle class can now afford cars. The public transit system is inadequate and sparse. Due to these reasons, traffic demand on urban arterials has increased manifold. Poor urban transit planning and aging transportation systems have resulted in traffic congestion. The focus of this study is to improve traffic flow on a section of N-5 passing through the Rawalpindi downtown. Present efforts aim to carry out the analysis of traffic conditions on this section and to investigate the impact of traffic signal co-ordination on travel time. In addition to signal co-ordination, we also examined the effect of different infrastructure improvements on the travel time. After the economic analysis of alternatives and discussions, the improvement plan for Rawalpindi downtown urban arterial section is proposed for implementation.

Keywords: signal coordination, infrastructure intervention, infrastructure improvement, cycle length, fuel consumption cost, travel time cost, economic analysis, travel time, Rawalpindi, Pakistan, traffic signals

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Authors: Syed Javed Arif, Mohd Ayyub Khan, Saleem Anwar Khan

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In this paper, a simple method is presented for measurement of power frequency deviations. A phase locked loop (PLL) is used to multiply the signal under test by a factor of 100. The number of pulses in this pulse train signal is counted over a stable known period, using decade driving assemblies (DDAs) and flip-flops. These signals are combined using logic gates and then passed through decade counters to give a unique combination of pulses or levels, which are further encoded. These pulses are equally suitable for both control applications and display units. The experimental circuit developed gives a resolution of 1 Hz within the measurement period of 20 ms. The proposed circuit is also simulated in Verilog Hardware Description Language (VHDL) and implemented using Field Programing Gate Arrays (FPGAs). A Mixed signal Oscilloscope (MSO) is used to observe the results of FPGA implementation. These results are compared with the results of the proposed circuit of discrete components. The proposed system is useful for frequency deviation measurement and control in power systems.

Keywords: frequency measurement, digital control, phase locked loop, encoder, Verilog HDL

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Authors: N. David, H. O. Gao

Abstract:

Air pollution is a serious environmental threat on a global scale and can cause harm to human health, morbidity and premature mortality. Reliable monitoring and control systems are therefore necessary to develop coping skills against the hazards associated with this phenomenon. However, existing environmental monitoring means often do not provide a sufficient response due to practical and technical limitations. Commercial microwave links that form the infrastructure for transmitting data between cell phone towers can be harnessed to map rain at high tempo-spatial resolution. Rainfall causes a decrease in the signal strength received by these wireless communication links allowing it to be used as a built-in sensor network to map the phenomenon. In this study, we point to the potential that lies in this system to indirectly monitor areas where air pollution is reduced. The relationship between pollutant wash-off and rainfall provides an opportunity to acquire important spatial information about air quality using existing cell-phone tower signals. Since the density of microwave communication networks is high relative to any dedicated sensor arrays, it could be possible to rely on this available observation tool for studying precipitation scavenging on air pollutants, for model needs and more.

Keywords: air pollution, commercial microwave links, rainfall, washout

Procedia PDF Downloads 93

Authors: Abdelkader Elhanaoui, Mhamed Hadji, Rachid Skouri, Said Agounad

Abstract:

In this paper, altera de1-SoC FPGA board technology is utilized as a distinguished tool for nondestructive characterization of an aluminum circular cylindrical shell of radius ratio b/a (a: outer radius; b: inner radius). The acoustic backscattered signal processing system has been developed using OpenMP architecture. The design is built in three blocks; it is implemented per functional block, in a heterogeneous Intel-Altera system running under Linux. The useful data to determine the performances of SoC FPGA is computed by the analytical method. The exploitation of SoC FPGA has lead to obtain the backscattering form function and resonance spectra. A0 and S0 modes of propagation in the tube are shown. The findings are then compared to those achieved from the Matlab simulation of analytical method. A good agreement has, therefore, been noted. Moreover, the detailed SoC FPGA-based system has shown that acoustic spectra are performed at up to 5 times faster than the Matlab implementation using almost the same data. This FPGA-based system implementation of processing algorithms is realized with a coefficient of correlation R and absolute error respectively about 0.962 and 5 10⁻⁵.

Keywords: OpenMP, signal processing system, acoustic backscattering, nondestructive characterization, thin tubes

Procedia PDF Downloads 67

Authors: Martina Perinkova, Lenka Kolarcikova, Marketa Twrda

Abstract:

In Ostrava there are a lot of former post-industrial areas and areas that have gradually through conversions and their subsequent reuse. One of the largest is the national cultural monument Lower Vítkovice area where there is a large complex transformation of the former iron production. Industrial heritage today visited by tourists for entertainment, culture, history, sports and other activities. This is a unique example of reuse of technical monuments and introduction of new life into the historic area. The main task of not only find the right function and use, in terms of re integration into city life and finding a balance between history and current lifestyle, looking at the history of the area and its technical condition before reconstruction. It is not only very expensive but also time consuming. Transformations industrial monument is the result of a dialogue architect, the idea of the investor and expert opinion heritage institute.

Keywords: post-industrial area, cultural monument, conversions

Procedia PDF Downloads 323