Search results for: strong motion generation area

Authors: Jinsiang Shaw, Pik-Hoe Chen

Abstract:

This paper aims to integrate human recognition, motion recognition, and object tracking technologies without requiring a pre-training database model for motion recognition or the unknown object itself. Furthermore, it can simultaneously track multiple users and multiple objects. Unlike other existing human motion recognition methods, our approach employs a rule-based condition method to determine if a user hand is approaching or departing an object. It uses a background subtraction method to separate the human and object from the background, and employs behavior features to effectively interpret human object-grabbing actions. With an object’s histogram characteristics, we are able to isolate and track it using back projection. Hence, a moving object trajectory can be recorded and the object itself can be located. This particular technique can be used in a camera surveillance system in a shopping area to perform real-time intelligent surveillance, thus preventing theft. Experimental results verify the validity of the developed surveillance algorithm with an accuracy of 83% for shoplifting detection.

Keywords: Automatic Tracking, Back Projection, Motion Recognition, Shoplifting

Procedia PDF Downloads 333

Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

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Motion recognition from videos is actually a very complex task due to the high variability of motions. This paper describes the challenges of human motion recognition, especially motion representation step with relevant features. Our descriptor vector is inspired from Laban Movement Analysis method. We propose discriminative features using the Random Forest algorithm in order to remove redundant features and make learning algorithms operate faster and more effectively. We validate our method on MSRC-12 and UTKinect datasets.

Keywords: discriminative LMA features, features reduction, human motion recognition, random forest

Procedia PDF Downloads 195

Authors: Shatadru Das, Natarajan Vijayarangan

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In this paper, a system and method for generating and recovering an authorization code has been designed and analyzed. The system creates an authorization code by accepting a base-sentence from a user. Based on the characters present in this base-sentence, the system computes a base-sentence matrix. The system also generates a plurality of patterns. The user can either select the pattern from the multiple patterns suggested by the system or can create his/her own pattern. The system then performs multiplications between the base-sentence matrix and the selected pattern matrix at different stages in the path forward, for obtaining a strong authorization code. In case the user forgets the base sentence, the system has a provision to manage and retrieve 'forgotten authorization code'. This is done by fragmenting the base sentence into different matrices and storing the fragmented matrices into a repository after computing matrix multiplication with a security question-answer approach and with a secret key provided by the user.

Keywords: easy authentication, key retrieval, memorable passwords, strong password generation

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Authors: Konstantinos G. Kostinakis, Manthos K. Papadopoulos, Asimina M. Athanatopoulou

Abstract:

An important area of research in seismic risk analysis is the evaluation of expected seismic damage of structures under a specific earthquake ground motion. Several conventional intensity measures of ground motion have been used to estimate their damage potential to structures. Yet, none of them was proved to be able to predict adequately the seismic damage of any structural system. Therefore, alternative advanced intensity measures which take into account not only ground motion characteristics but also structural information have been proposed. The adequacy of a number of advanced earthquake intensity measures in prediction of structural damage of 3D R/C buildings under seismic excitation which attacks the building with arbitrary incident angle is investigated in the present paper. To achieve this purpose, a symmetric in plan and an asymmetric 5-story R/C building are studied. The two buildings are subjected to 20 bidirectional earthquake ground motions. The two horizontal accelerograms of each ground motion are applied along horizontal orthogonal axes forming 72 different angles with the structural axes. The response is computed by non-linear time history analysis. The structural damage is expressed in terms of the maximum interstory drift as well as the overall structural damage index. The values of the aforementioned seismic damage measures determined for incident angle 0° as well as their maximum values over all seismic incident angles are correlated with 9 structure-specific ground motion intensity measures. The research identified certain intensity measures which exhibited strong correlation with the seismic damage of the two buildings. However, their adequacy for estimation of the structural damage depends on the response parameter adopted. Furthermore, it was confirmed that the widely used spectral acceleration at the fundamental period of the structure is a good indicator of the expected earthquake damage level.

Keywords: damage indices, non-linear response, seismic excitation angle, structure-specific intensity measures

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Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-Markovian and that it has non-stationary increments. We will also give the conditions under which it is a semimartingale. Finally, the main features of its sample paths will be specified.

Keywords: mixed Gaussian processes, Sub-fractional Brownian motion, sample paths

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Authors: Giovanni Incerti

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The paper presents a method for a simple and immediate motion planning of a SCARA robot, whose end-effector has to move along a given trajectory; the calculation procedure requires the user to define in analytical form or by points the trajectory to be followed and to assign the curvilinear abscissa as function of the time. On the basis of the geometrical characteristics of the robot, a specifically developed program determines the motion laws of the actuators that enable the robot to generate the required movement; this software can be used in all industrial applications for which a SCARA robot has to be frequently reprogrammed, in order to generate various types of trajectories with different motion times.

Keywords: motion planning, SCARA robot, trajectory tracking, analytical form

Procedia PDF Downloads 318

Authors: Artur Cichowicz

Abstract:

The last active mine in the Central Rand Goldfields area (50 km x 15 km) ceased operations in 2008. This resulted in the closure of the pumping stations, which previously maintained the underground water level in the mining voids. As a direct consequence of the water being allowed to flood the mine voids, seismic activity has increased directly beneath the populated area of Johannesburg. Monitoring of seismicity in the area has been on-going for over five years using the network of 17 strong ground motion sensors. The objective of the project is to improve strategies for mine closure. The evolution of the seismicity pattern was investigated in detail. Special attention was given to seismic source parameters such as magnitude, scalar seismic moment and static stress drop. Most events are located within historical mine boundaries. The seismicity pattern shows a strong relationship between the presence of the mining void and high levels of seismicity; no seismicity migration patterns were observed outside the areas of old mining. Seven years after the pumping stopped, the evolution of the seismicity has indicated that the area is not yet in equilibrium. The level of seismicity in the area appears to not be decreasing over time since the number of strong events, with Mw magnitudes above 2, is still as high as it was when monitoring began over five years ago. The average rate of seismic deformation is 1.6x1013 Nm/year. Constant seismic deformation was not observed over the last 5 years. The deviation from the average is in the order of 6x10^13 Nm/year, which is a significant deviation. The variation of cumulative seismic moment indicates that a constant deformation rate model is not suitable. Over the most recent five year period, the total cumulative seismic moment released in the Central Rand Basin was 9.0x10^14 Nm. This is equivalent to one earthquake of magnitude 3.9. This is significantly less than what was experienced during the mining operation. Characterization of seismicity triggered by a rising water level in the area can be achieved through the estimation of source parameters. Static stress drop heavily influences ground motion amplitude, which plays an important role in risk assessments of potential seismic hazards in inhabited areas. The observed static stress drop in this study varied from 0.05 MPa to 10 MPa. It was found that large static stress drops could be associated with both small and large events. The temporal evolution of the inter-event time provides an understanding of the physical mechanisms of earthquake interaction. Changes in the characteristics of the inter-event time are produced when a stress change is applied to a group of faults in the region. Results from this study indicate that the fluid-induced source has a shorter inter-event time in comparison to a random distribution. This behaviour corresponds to a clustering of events, in which short recurrence times tend to be close to each other, forming clusters of events.

Keywords: inter-event time, fluid induced seismicity, mine closure, spectral parameters of seismic source

Procedia PDF Downloads 285

Authors: Mounir Zili

Abstract:

We will introduce a new extension of the Brownian motion, that could serve to get a good model of many natural phenomena. It is a linear combination of a finite number of sub-fractional Brownian motions; that is why we will call it the mixed sub-fractional Brownian motion. We will present some basic properties of this process. Among others, we will check that our process is non-markovian and that it has non-stationary increments. We will also give the conditions under which it is a semi-martingale. Finally, the main features of its sample paths will be specified.

Keywords: fractal dimensions, mixed gaussian processes, sample paths, sub-fractional brownian motion

Procedia PDF Downloads 420

Authors: Roya Khajepour, Alireza B. Novinzadeh

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In this paper, the spherical robot is modeled using the Band-Graph approach. This breed of robots is typically employed in expedition missions to unknown territories. Its motion mechanism is based on convection of a fluid in a set of three donut vessels, arranged orthogonally in space. This robot is a non-linear, non-holonomic system. This paper utilizes the Band-Graph technique to derive the torque generation mechanism in a spherical robot. Eventually, this paper describes the motion of a sphere due to the exerted torque components.

Keywords: spherical robot, Band-Graph, modeling, torque

Procedia PDF Downloads 348

Authors: M. V. Chidananda Murthy, M. Z. Kurian, H. S. Guruprasad

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Image restoration in the process of communication is one of the emerging fields in the image processing. The motion analysis processing is the simplest case to detect motion in an image. Applications of motion analysis widely spread in many areas such as surveillance, remote sensing, film industry, navigation of autonomous vehicles, etc. The scene may contain multiple moving objects, by using motion analysis techniques the blur caused by the movement of the objects can be enhanced by filling-in occluded regions and reconstruction of transparent objects, and it also removes the motion blurring. This paper presents the design and comparison of various motion detection and enhancement filters. Median filter, Linear image deconvolution, Inverse filter, Pseudoinverse filter, Wiener filter, Lucy Richardson filter and Blind deconvolution filters are used to remove the blur. In this work, we have considered different types and different amount of blur for the analysis. Mean Square Error (MSE) and Peak Signal to Noise Ration (PSNR) are used to evaluate the performance of the filters. The designed system has been implemented in Matlab software and tested for synthetic and real-time images.

Keywords: image enhancement, motion analysis, motion detection, motion estimation

Procedia PDF Downloads 287

Authors: Kazuo Kiguchi, Kouta Ikegami

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In the case of physically weak persons, not only motor abilities, but also sensory abilities are sometimes deteriorated. The concept of perception-assist has been proposed to assist the sensory ability of the physically weak persons with a power-assist robot. Since upper-limb motion is very important in daily living, perception-assist for upper-limb motion has been proposed to assist upper-limb motion in daily living. A virtual tunnel was applied to modify the user’s upper-limb motion if it was necessary. In this paper, effective shape of the virtual tunnel which is applied in the perception-assist for upper-limb motion is proposed. Not only the position of the grasped tool but also the angle of the grasped tool are modified if it is necessary. Therefore, the upper-limb motion in daily living can be effectively modified to realize certain proper daily motion. The effectiveness of the proposed virtual tunnel was evaluated by performing the experiments.

Keywords: motion modification, power-assist robots, perception-assist, upper-limb motion

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Authors: Koichi Kurita

Abstract:

In this study, we propose a real-time data collection technique for the detection of human walking motion from the charge generated on the human body. This technique is based on the detection of a sub-picoampere electrostatic induction current, generated by the motion, flowing through the electrode of a wireless portable sensor attached to the subject. An FFT analysis of the wave-forms of the electrostatic induction currents generated by the walking motions showed that the currents generated under normal and restricted walking conditions were different. Moreover, we carried out a cepstrum analysis to detect any differences in the walking style. Results suggest that a slight difference in motion, either due to the individual’s gait or a splinted leg, is directly reflected in the electrostatic induction current generated by the walking motion. The proposed wireless portable sensor enables the detection of even subtle differences in walking motion.

Keywords: human walking motion, motion measurement, current measurement, electrostatic induction

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Authors: G. Sarojamma, K. Vendabai

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An analysis is carried out to investigate the effect of magnetic field and heat source on the steady boundary layer flow and heat transfer of a Casson nanofluid over a vertical cylinder stretching exponentially along its radial direction. Using a similarity transformation, the governing mathematical equations, with the boundary conditions are reduced to a system of coupled, non –linear ordinary differential equations. The resulting system is solved numerically by the fourth order Runge – Kutta scheme with shooting technique. The influence of various physical parameters such as Reynolds number, Prandtl number, magnetic field, Brownian motion parameter, thermophoresis parameter, Lewis number and the natural convection parameter are presented graphically and discussed for non – dimensional velocity, temperature and nanoparticle volume fraction. Numerical data for the skin – friction coefficient, local Nusselt number and the local Sherwood number have been tabulated for various parametric conditions. It is found that the local Nusselt number is a decreasing function of Brownian motion parameter Nb and the thermophoresis parameter Nt.

Keywords: casson nanofluid, boundary layer flow, internal heat generation/absorption, exponentially stretching cylinder, heat transfer, brownian motion, thermophoresis

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Authors: Hoon Yi, Minho Sung, Hangil Ko, Moon Kyu Kwak, Hoon Eui Jeong

Abstract:

Inspired by the remarkable adhesion properties of gecko lizards, bio-inspired dry adhesives with smart adhesion properties have been developed in the last decade. Compared to earlier dry adhesives, the recently developed ones exhibit excellent adhesion strength, smart directional adhesion, and structural robustness. With these unique adhesion properties, bio-inspired dry adhesive pads have strong potential for use in precision industries such as semiconductor or display manufacturing. In this communication, we present a new manufacturing technology based on advanced dry adhesive systems that enable precise manipulation of large-area substrates over repeating cycles without any requirement for external force application. This new manufacturing technique is also highly accurate and environment-friendly, and thus has strong potential as a next-generation clean manufacturing technology.

Keywords: gecko, manufacturing robot, precision manufacturing

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Authors: Seyed Sadegh Naseralavi, Sohrab Nemati, Ehsan Khojastehfar, Sadegh Balaghi

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In the present research, various formulations of wavelet transform are applied on acceleration time history of earthquake. The mentioned transforms decompose the strong ground motion into low and high frequency parts. Since the high frequency portion of strong ground motion has a minor effect on dynamic response of structures, the structure is excited by low frequency part. Consequently, the seismic response of structure is predicted consuming one half of computational time, comparing with conventional time history analysis. Towards reducing the computational effort needed in seismic optimization of structure, seismic optimization of a shear frame structure is conducted by applying various forms of mentioned transformation through genetic algorithm.

Keywords: time history analysis, wavelet transform, optimization, earthquake

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Authors: Yeliz Ekinci, Melis Koyuncu

Abstract:

Successful planning of solid waste management systems requires successful prediction of the amount of solid waste generated in an area. Waste management planning can protect the environment and human health, hence it is tremendously important for countries. The lack of information in waste generation can cause many environmental and health problems. Turkey is a country that plans to join European Union, hence, solid waste management is one of the most significant criteria that should be handled in order to be a part of this community. Solid waste management system requires a good forecast of solid waste generation. Thus, this study aims to forecast solid waste generation in Turkey. Artificial Neural Network and Linear Regression models will be used for this aim. Many models will be run and the best one will be selected based on some predetermined performance measures.

Keywords: forecast, solid waste generation, solid waste management, Turkey

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Authors: Dhiraj Dolai, Rupayan Bhattacharya

Abstract:

In this study, a comparison of Range Of Motion (ROM) of middle and long-distance runners and swimmers has been made. The mobility of the various joints is essential for the quick movement of any sportsman. Knowledge of a ROM helps in preventing injuries, in repeating the movement, and in generating speed and power. ROM varies among individuals, and it is influenced by factors such as gender, age, and whether the motion is performed actively or passively. ROM for running and swimming, both performed with due consideration on speed, plays an important role. The time of generation of speed and mobility of the particular joints are very important for both kinds of athletes. The difficulties that happen during running and swimming in the direction of motion is changed. In this study, data were collected for a total of 102 subjects divided into three groups: control group (22), middle and long-distance runners (40), and swimmers (40), and their ages are between 12 to 18 years. The swimmers have higher ROM in shoulder joint flexion, extension, abduction, and adduction movement. Middle and long-distance runners have significantly greater ROM from Control Group in the left shoulder joint flexion with a 5.82 mean difference. Swimmers have significantly higher ROM from the Control Group in the left shoulder joint flexion with 24.84 mean difference and swimmers have significantly higher ROM from the Middle and Long distance runners in left shoulder flexion with 19.02 mean difference. The picture will be clear after a more detailed investigation.

Keywords: range of motion, runners, swimmers, significance

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Authors: Yildiz Stella Dak, Jale Tezcan

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Ground motion models that relate a strong motion parameter of interest to a set of predictive seismological variables describing the earthquake source, the propagation path of the seismic wave, and the local site conditions constitute a critical component of seismic hazard analyses. When a sufficient number of strong motion records are available, ground motion relations are developed using statistical analysis of the recorded ground motion data. In regions lacking a sufficient number of recordings, a synthetic database is developed using stochastic, theoretical or hybrid approaches. Regardless of the manner the database was developed, ground motion relations are developed using regression analysis. Development of a ground motion relation is a challenging process which inevitably requires the modeler to make subjective decisions regarding the inclusion criteria of the recordings, the functional form of the model and the set of seismological variables to be included in the model. Because these decisions are critically important to the validity and the applicability of the model, there is a continuous interest on procedures that will facilitate the development of ground motion models. This paper proposes the use of the Least Absolute Shrinkage and Selection Operator (LASSO) in selecting the set predictive seismological variables to be used in developing a ground motion relation. The LASSO can be described as a penalized regression technique with a built-in capability of variable selection. Similar to the ridge regression, the LASSO is based on the idea of shrinking the regression coefficients to reduce the variance of the model. Unlike ridge regression, where the coefficients are shrunk but never set equal to zero, the LASSO sets some of the coefficients exactly to zero, effectively performing variable selection. Given a set of candidate input variables and the output variable of interest, LASSO allows ranking the input variables in terms of their relative importance, thereby facilitating the selection of the set of variables to be included in the model. Because the risk of overfitting increases as the ratio of the number of predictors to the number of recordings increases, selection of a compact set of variables is important in cases where a small number of recordings are available. In addition, identification of a small set of variables can improve the interpretability of the resulting model, especially when there is a large number of candidate predictors. A practical application of the proposed approach is presented, using more than 600 recordings from the National Geospatial-Intelligence Agency (NGA) database, where the effect of a set of seismological predictors on the 5% damped maximum direction spectral acceleration is investigated. The set of candidate predictors considered are Magnitude, Rrup, Vs30. Using LASSO, the relative importance of the candidate predictors has been ranked. Regression models with increasing levels of complexity were constructed using one, two, three, and four best predictors, and the models’ ability to explain the observed variance in the target variable have been compared. The bias-variance trade-off in the context of model selection is discussed.

Keywords: ground motion modeling, least absolute shrinkage and selection operator, penalized regression, variable selection

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Authors: Francis Chinweuba Eboh, Peter Ahlström, Tobias Richards

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Entropy, as an outcome of the second law of thermodynamics, measures the level of irreversibility associated with any process. The identification and reduction of irreversibility in the energy conversion process helps to improve the efficiency of the system. The entropy of pure substances known as absolute entropy is determined at an absolute reference point and is useful in the thermodynamic analysis of chemical reactions; however, municipal solid waste (MSW) is a structurally complicated material with unknown absolute entropy. In this work, an empirical model to calculate the absolute entropy of MSW based on the content of carbon, hydrogen, oxygen, nitrogen, sulphur, and chlorine on a dry ash free basis (daf) is presented. The proposed model was derived from 117 relevant organic substances which represent the main constituents in MSW with known standard entropies using statistical analysis. The substances were divided into different waste fractions; namely, food, wood/paper, textiles/rubber and plastics waste and the standard entropies of each waste fraction and for the complete mixture were calculated. The correlation of the standard entropy of the complete waste mixture derived was found to be s^o_msw= 0.0101C + 0.0630H + 0.0106O + 0.0108N + 0.0155S + 0.0084Cl (kJ.K^-1.kg) and the present correlation can be used for estimating the absolute entropy of MSW by using the elemental compositions of the fuel within the range of 10.3% ≤ C ≤ 95.1%, 0.0% ≤ H ≤ 14.3%, 0.0% ≤ O ≤ 71.1%, 0.0 ≤ N ≤ 66.7%, 0.0% ≤ S ≤ 42.1%, 0.0% ≤ Cl ≤ 89.7%. The model is also applicable for the efficient modelling of a combustion system in a waste-to-energy plant.

Keywords: absolute entropy, irreversibility, municipal solid waste, waste-to-energy

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Authors: Peter Antwi Buah, Yingbin Zhang, Jianxian He, Chenlin Xiang, Delali Atsu Y. Bakah

Abstract:

Near-fault ground motions with velocity pulses are considered to cause significant damage to structures or slopes compared to ordinary ground motions without velocity pulses. The double pulsed pulse-like ground motion is as well known to be stronger than the single pulse. This study has numerically justified this perspective by studying the dynamic response of a homogeneous rock slope subjected to four pulse-like and two non-pulse-like ground motions using the Fast Lagrangian Analysis of Continua in 3 Dimensions (FLAC3D) software. Two of the pulse-like ground motions just have a single pulse. The results show that near-fault ground motions with velocity pulses can cause a higher dynamic response than regular ground motions. The amplification of the peak ground acceleration (PGA) in horizontal direction increases with the increase of the slope elevation. The seismic response of the slope under double pulse ground motion is stronger than that of the single pulse ground motion. The PGV amplification factor under the effect of the non-pulse-like records is also smaller than those under the pulse-like records. The velocity pulse strengthens the earthquake damage to the slope, which results in producing a more strong dynamic response.

Keywords: velocity pulses, dynamic response, PGV magnification effect, elevation effect, double pulse

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Authors: Michel Moliere

Abstract:

In the next decades, the thermal power generation segment will survive only if it achieves deep mutations, including drastical abatements of CO2 emissions and strong efficiency gains. In this challenging perspective, stationary gas turbines appear as serious candidates to lead the energy transition. Indeed, during the past decades, these turbomachines have made brisk technological advances in terms of efficiency, reliability, fuel flex (including the combustion of hydrogen), and the ability to hybridize with regenrables. It is, therefore, timely to summarize the progresses achieved by gas turbines in the recent past and to examine what are their assets to face the challenges of the energy transition.

Keywords: energy transition, gas turbines, decarbonization, power generation

Procedia PDF Downloads 208

Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: motion estimation, test zone search, high efficiency video coding, processing element, optimization

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Authors: Arslan Ellahi, Syed Amjad Hussain

Abstract:

Software Testing is a vital process in software development life cycle. We can attain the quality of software after passing it through software testing phase. We have tried to find out automatic test data generation techniques that are a key research area of software testing to achieve test automation that can eventually decrease testing time. In this paper, we review some of the approaches presented in the literature which use evolutionary search based algorithms like Genetic Algorithm, Particle Swarm Optimization (PSO), etc. to validate the test data generation process. We also look into the quality of test data generation which increases or decreases the efficiency of testing. We have proposed test data generation techniques for model-based testing. We have worked on tuning and fitness function of PSO algorithm.

Keywords: search based, evolutionary algorithm, particle swarm optimization, genetic algorithm, test data generation

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Authors: Elysia Barker, Jian Guo Zhou, Ling Qian, Steve Decent

Abstract:

A method of modelling topography used in the simulation of riverbeds is proposed in this paper, which removes the need for datapoints and measurements of physical terrain. While complex scans of the contours of a surface can be achieved with other methods, this requires specialised tools, which the proposed method overcomes by using fractional Brownian motion (FBM) as a basis to estimate the real surface within a 15% margin of error while attempting to optimise algorithmic efficiency. This removes the need for complex, expensive equipment and reduces resources spent modelling bed topography. This method also accounts for the change in topography over time due to erosion, sediment transport, and other external factors which could affect the topography of the ground by updating its parameters and generating a new bed. The lattice Boltzmann method (LBM) is used to simulate both stationary and steady flow cases in a side-by-side comparison over the generated bed topography using the proposed method and a test case taken from an external source. The method, if successful, will be incorporated into the current LBM program used in the testing phase, which will allow an automatic generation of topography for the given situation in future research, removing the need for bed data to be specified.

Keywords: bed topography, FBM, LBM, shallow water, simulations

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Authors: Ceren Vardar Acar, Mine Caglar

Abstract:

In finance, the price of a volatile asset can be modeled using fractional Brownian motion (fBm) with Hurst parameter H>1/2. The Black-Scholes model for the values of returns of an asset using fBm is given as, 〖Y_t=Y_0 e^((r+μ)t+σB)〗_t^H, 0≤t≤T where Y_0 is the initial value, r is constant interest rate, μ is constant drift and σ is constant diffusion coefficient of fBm, which is denoted by B_t^H where t≥0. Black-Scholes model can be constructed with some Markov processes such as Brownian motion. The advantage of modeling with fBm to Markov processes is its capability of exposing the dependence between returns. The real life data for a volatile asset display long-range dependence property. For this reason, using fBm is a more realistic model compared to Markov processes. Investors would be interested in any kind of information on the risk in order to manage it or hedge it. The maximum possible loss is one way to measure highest possible risk. Therefore, it is an important variable for investors. In our study, we give some theoretical bounds on the distribution of maximum possible loss of fBm. We provide both asymptotical and strong estimates for the tail probability of maximum loss of standard fBm and fBm with drift and diffusion coefficients. In the investment point of view, these results explain, how large values of possible loss behave and its bounds.

Keywords: maximum drawdown, maximum loss, fractional brownian motion, large deviation, Gaussian process

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Authors: Roman Kalvin, Anam Nadeem, Saba Arif, Juntakan Taweekun

Abstract:

In the current scenario demand of power is increasing day by day with increasing population. It is needed to sort out this problem with a technique which will not only overcome this energy crisis but also should be environment friendly. This project emphasizes on idea which shows that power could be generated by specially designed speed breaker. This project shows clearly how power can be generated by using Cam Mechanism where basically linear motion is converted into rotatory motion that can be used to generate electricity. When vehicle passes over the speed breaker, presses the cam with the help of connecting rod which rotate main shaft attached with large pulley. A flywheel is coupled with the shaft whose purpose is to normalize the oscillation in the energy and to make the energy unvarying. So, the shafts will spin with firm rpm. These shafts are coupled from end to end with a belt drive. The results show that power generated from this mechanism is 12 watts. The generated electricity does not required any fuel consumption it only generates power which can be used for the street light as well as for the traffic signals.

Keywords: revolution per minute, RPM, cam, speed breaker, rotatory motion

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Authors: Valeria Bondarenko

Abstract:

In this paper, we propose two problems related to fractal Brownian motion. First problem is simultaneous estimation of two parameters, Hurst exponent and the volatility, that describe this random process. Numerical tests for the simulated fBm provided an efficient method. Second problem is approximation of the increments of the observed time series by a power function by increments from the fractional Brownian motion. Approximation and estimation are shown on the example of real data, daily deposit interest rates.

Keywords: fractional Brownian motion, Gausssian processes, approximation, time series, estimation of properties of the model

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Authors: S. M. Kulkarni, D. S. Bormane, S. L. Nalbalwar

Abstract:

The rapid development in the technology have dramatic impact on the medical health care field. Medical data base obtained with latest machines like CT Machine, MRI scanner requires large amount of memory storage and also it requires large bandwidth for transmission of data in telemedicine applications. Thus, there is need for video compression. As the database of medical images contain number of frames (slices), hence while coding of these images there is need of motion estimation. Motion estimation finds out movement of objects in an image sequence and gets motion vectors which represents estimated motion of object in the frame. In order to reduce temporal redundancy between successive frames of video sequence, motion compensation is preformed. In this paper three step search (TSS) block matching algorithm is implemented on different types of video sequences. It is shown that three step search algorithm produces better quality performance and less computational time compared with exhaustive full search algorithm.

Keywords: block matching, exhaustive search motion estimation, three step search, video compression

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Authors: Percy Galvez, Anatoly Petukhin, Paul Somerville, Ken Miyakoshi, Kojiro Irikura, Daniel Peter

Abstract:

Physics-based dynamic rupture modelling is necessary for estimating parameters such as rupture velocity and slip rate function that are important for ground motion simulation, but poorly resolved by observations, e.g. by seismic source inversion. In order to generate a large number of physically self-consistent rupture models, whose rupture process is consistent with the spatio-temporal heterogeneity of past earthquakes, we use multicycle simulations under the heterogeneous rate-and-state (RS) friction law for a 45deg dip-slip fault. We performed a parametrization study by fully dynamic rupture modeling, and then, a set of spontaneous source models was generated in a large magnitude range (Mw > 7.0). In order to validate rupture models, we compare the source scaling relations vs. seismic moment Mo for the modeled rupture area S, as well as average slip Dave and the slip asperity area Sa, with similar scaling relations from the source inversions. Ground motions were also computed from our models. Their peak ground velocities (PGV) agree well with the GMPE values. We obtained good agreement of the permanent surface offset values with empirical relations. From the heterogeneous rupture models, we analyzed parameters, which are critical for ground motion simulations, i.e. distributions of slip, slip rate, rupture initiation points, rupture velocities, and source time functions. We studied cross-correlations between them and with the friction weakening distance Dc value, the only initial heterogeneity parameter in our modeling. The main findings are: (1) high slip-rate areas coincide with or are located on an outer edge of the large slip areas, (2) ruptures have a tendency to initiate in small Dc areas, and (3) high slip-rate areas correlate with areas of small Dc, large rupture velocity and short rise-time.

Keywords: earthquake dynamics, strong ground motion prediction, seismic engineering, source characterization

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Authors: A. Giniatoulline

Abstract:

A nonlinear model of the mathematical fluid dynamics which describes the motion of an incompressible viscous rotating fluid in a homogeneous gravitational field is considered. The model is a generalization of the known Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density. An explicit algorithm for the solution is constructed, and the proof of the existence and uniqueness theorems for the strong solution of the nonlinear problem is given. For the linear case, the localization and the structure of the spectrum of inner waves are also investigated.

Keywords: Galerkin method, Navier-Stokes equations, nonlinear partial differential equations, Sobolev spaces, stratified fluid

Procedia PDF Downloads 309