Search results for: stochastic signals
808 Detecting Cyberbullying, Spam and Bot Behavior and Fake News in Social Media Accounts Using Machine Learning
Authors: M. D. D. Chathurangi, M. G. K. Nayanathara, K. M. H. M. M. Gunapala, G. M. R. G. Dayananda, Kavinga Yapa Abeywardena, Deemantha Siriwardana
Abstract:
Due to the growing popularity of social media platforms at present, there are various concerns, mostly cyberbullying, spam, bot accounts, and the spread of incorrect information. To develop a risk score calculation system as a thorough method for deciphering and exposing unethical social media profiles, this research explores the most suitable algorithms to our best knowledge in detecting the mentioned concerns. Various multiple models, such as Naïve Bayes, CNN, KNN, Stochastic Gradient Descent, Gradient Boosting Classifier, etc., were examined, and the best results were taken into the development of the risk score system. For cyberbullying, the Logistic Regression algorithm achieved an accuracy of 84.9%, while the spam-detecting MLP model gained 98.02% accuracy. The bot accounts identifying the Random Forest algorithm obtained 91.06% accuracy, and 84% accuracy was acquired for fake news detection using SVM.Keywords: cyberbullying, spam behavior, bot accounts, fake news, machine learning
Procedia PDF Downloads 36807 Design and Test a Robust Bearing-Only Target Motion Analysis Algorithm Based on Modified Gain Extended Kalman Filter
Authors: Mohammad Tarek Al Muallim, Ozhan Duzenli, Ceyhun Ilguy
Abstract:
Passive sonar is a method for detecting acoustic signals in the ocean. It detects the acoustic signals emanating from external sources. With passive sonar, we can determine the bearing of the target only, no information about the range of the target. Target Motion Analysis (TMA) is a process to estimate the position and speed of a target using passive sonar information. Since bearing is the only available information, the TMA technique called Bearing-only TMA. Many TMA techniques have been developed. However, until now, there is not a very effective method that could be used to always track an unknown target and extract its moving trace. In this work, a design of effective Bearing-only TMA Algorithm is done. The measured bearing angles are very noisy. Moreover, for multi-beam sonar, the measurements is quantized due to the sonar beam width. To deal with this, modified gain extended Kalman filter algorithm is used. The algorithm is fine-tuned, and many modules are added to improve the performance. A special validation gate module is used to insure stability of the algorithm. Many indicators of the performance and confidence level measurement are designed and tested. A new method to detect if the target is maneuvering is proposed. Moreover, a reactive optimal observer maneuver based on bearing measurements is proposed, which insure converging to the right solution all of the times. To test the performance of the proposed TMA algorithm a simulation is done with a MATLAB program. The simulator program tries to model a discrete scenario for an observer and a target. The simulator takes into consideration all the practical aspects of the problem such as a smooth transition in the speed, a circular turn of the ship, noisy measurements, and a quantized bearing measurement come for multi-beam sonar. The tests are done for a lot of given test scenarios. For all the tests, full tracking is achieved within 10 minutes with very little error. The range estimation error was less than 5%, speed error less than 5% and heading error less than 2 degree. For the online performance estimator, it is mostly aligned with the real performance. The range estimation confidence level gives a value equal to 90% when the range error less than 10%. The experiments show that the proposed TMA algorithm is very robust and has low estimation error. However, the converging time of the algorithm is needed to be improved.Keywords: target motion analysis, Kalman filter, passive sonar, bearing-only tracking
Procedia PDF Downloads 402806 On the Optimality Assessment of Nano-Particle Size Spectrometry and Its Association to the Entropy Concept
Authors: A. Shaygani, R. Saifi, M. S. Saidi, M. Sani
Abstract:
Particle size distribution, the most important characteristics of aerosols, is obtained through electrical characterization techniques. The dynamics of charged nano-particles under the influence of electric field in electrical mobility spectrometer (EMS) reveals the size distribution of these particles. The accuracy of this measurement is influenced by flow conditions, geometry, electric field and particle charging process, therefore by the transfer function (transfer matrix) of the instrument. In this work, a wire-cylinder corona charger was designed and the combined field-diffusion charging process of injected poly-disperse aerosol particles was numerically simulated as a prerequisite for the study of a multi-channel EMS. The result, a cloud of particles with non-uniform charge distribution, was introduced to the EMS. The flow pattern and electric field in the EMS were simulated using computational fluid dynamics (CFD) to obtain particle trajectories in the device and therefore to calculate the reported signal by each electrometer. According to the output signals (resulted from bombardment of particles and transferring their charges as currents), we proposed a modification to the size of detecting rings (which are connected to electrometers) in order to evaluate particle size distributions more accurately. Based on the capability of the system to transfer information contents about size distribution of the injected particles, we proposed a benchmark for the assessment of optimality of the design. This method applies the concept of Von Neumann entropy and borrows the definition of entropy from information theory (Shannon entropy) to measure optimality. Entropy, according to the Shannon entropy, is the ''average amount of information contained in an event, sample or character extracted from a data stream''. Evaluating the responses (signals) which were obtained via various configurations of detecting rings, the best configuration which gave the best predictions about the size distributions of injected particles, was the modified configuration. It was also the one that had the maximum amount of entropy. A reasonable consistency was also observed between the accuracy of the predictions and the entropy content of each configuration. In this method, entropy is extracted from the transfer matrix of the instrument for each configuration. Ultimately, various clouds of particles were introduced to the simulations and predicted size distributions were compared to the exact size distributions.Keywords: aerosol nano-particle, CFD, electrical mobility spectrometer, von neumann entropy
Procedia PDF Downloads 343805 Towards an Enhanced Compartmental Model for Profiling Malware Dynamics
Authors: Jessemyn Modiini, Timothy Lynar, Elena Sitnikova
Abstract:
We present a novel enhanced compartmental model for malware spread analysis in cyber security. This paper applies cyber security data features to epidemiological compartmental models to model the infectious potential of malware. Compartmental models are most efficient for calculating the infectious potential of a disease. In this paper, we discuss and profile epidemiologically relevant data features from a Domain Name System (DNS) dataset. We then apply these features to epidemiological compartmental models to network traffic features. This paper demonstrates how epidemiological principles can be applied to the novel analysis of key cybersecurity behaviours and trends and provides insight into threat modelling above that of kill-chain analysis. In applying deterministic compartmental models to a cyber security use case, the authors analyse the deficiencies and provide an enhanced stochastic model for cyber epidemiology. This enhanced compartmental model (SUEICRN model) is contrasted with the traditional SEIR model to demonstrate its efficacy.Keywords: cybersecurity, epidemiology, cyber epidemiology, malware
Procedia PDF Downloads 107804 Evaluate the Changes in Stress Level Using Facial Thermal Imaging
Authors: Amin Derakhshan, Mohammad Mikaili, Mohammad Ali Khalilzadeh, Amin Mohammadian
Abstract:
This paper proposes a stress recognition system from multi-modal bio-potential signals. For stress recognition, Support Vector Machines (SVM) and LDA are applied to design the stress classifiers and its characteristics are investigated. Using gathered data under psychological polygraph experiments, the classifiers are trained and tested. The pattern recognition method classifies stressful from non-stressful subjects based on labels which come from polygraph data. The successful classification rate is 96% for 12 subjects. It means that facial thermal imaging due to its non-contact advantage could be a remarkable alternative for psycho-physiological methods.Keywords: stress, thermal imaging, face, SVM, polygraph
Procedia PDF Downloads 486803 Understanding the Impact of Climate-Induced Rural-Urban Migration on the Technical Efficiency of Maize Production in Malawi
Authors: Innocent Pangapanga-Phiri, Eric Dada Mungatana
Abstract:
This study estimates the effect of climate-induced rural-urban migrants (RUM) on maize productivity. It uses panel data gathered by the National Statistics Office and the World Bank to understand the effect of RUM on the technical efficiency of maize production in rural Malawi. The study runs the two-stage Tobit regression to isolate the real effect of rural-urban migration on the technical efficiency of maize production. The results show that RUM significantly reduces the technical efficiency of maize production. However, the interaction of RUM and climate-smart agriculture has a positive and significant influence on the technical efficiency of maize production, suggesting the need for re-investing migrants’ remittances in agricultural activities.Keywords: climate-smart agriculture, farm productivity, rural-urban migration, panel stochastic frontier models, two-stage Tobit regression
Procedia PDF Downloads 132802 Efficient Control of Some Dynamic States of Wheeled Robots
Authors: Boguslaw Schreyer
Abstract:
In some types of wheeled robots it is important to secure starting acceleration and deceleration maxima while at the same time maintaining transversal stability. In this paper torque distribution between the front and rear wheels as well as the timing of torque application have been calculated. Both secure an optimum traction coefficient. This paper also identifies required input signals to a control unit, which controls the torque values and timing. Using a three dimensional, two mass model of a robot developed by the author a computer simulation was performed confirming the calculations presented in this paper. These calculations were also implemented and confirmed during military robot testing.Keywords: robot dynamics, torque distribution, traction coefficient, wheeled robots
Procedia PDF Downloads 312801 Comparative study of the technical efficiency of the cotton farms in the towns of Banikoara and Savalou
Authors: Boukari Abdou Wakilou
Abstract:
Benin is one of West Africa's major cotton-producing countries. Cotton is the country's main source of foreign currency and employment. But it is also one of the sources of soil degradation. The search for good agricultural practices is therefore, a constant preoccupation. The aim of this study is to measure the technical efficiency of cotton growers by comparing those who constantly grow cotton on the same land with those who practice crop rotation. The one-step estimation approach of the stochastic production frontier, including determinants of technical inefficiency, was applied to a stratified random sample of 261 cotton producers. Overall, the growers had a high average technical efficiency level of 90%. However, there was no significant difference in the level of technical efficiency between the two groups of growers studied. All the factors linked to compliance with the technical production itinerary had a positive influence on the growers' level of efficiency. It is, therefore, important to continue raising awareness of the importance of respecting the technical production itinerary and of integrated soil fertility management techniques.Keywords: technical efficiency, soil fertility, cotton, crop rotation, benin
Procedia PDF Downloads 65800 Reduced Complexity Iterative Solution For I/Q Imbalance Problem in DVB-T2 Systems
Authors: Karim S. Hassan, Hisham M. Hamed, Yassmine A. Fahmy, Ahmed F. Shalash
Abstract:
The mismatch between in-phase and quadrature signals in Orthogonal frequency division multiplexing (OFDM) systems, such as DVB-T2, results in a severe degradation in performance. Several general solutions have been proposed in the past, but these are largely computationally intensive, leading to complex implementations. In this paper, we propose a relatively simple iterative solution, which provides good results in relatively few iterations, using fixed precision arithmetic. An additional advantage is that complex digital blocks, such as dividers and square root, are not required. Thus, the proposed solution may be implemented in relatively simple hardware.Keywords: OFDM, DVB-T2, I/Q imbalance, I/Q mismatch, iterative method, fixed point, reduced complexity
Procedia PDF Downloads 541799 Steady-State Behavior of a Multi-Phase M/M/1 Queue in Random Evolution Subject to Catastrophe Failure
Authors: Reni M. Sagayaraj, Anand Gnana S. Selvam, Reynald R. Susainathan
Abstract:
In this paper, we consider stochastic queueing models for Steady-state behavior of a multi-phase M/M/1 queue in random evolution subject to catastrophe failure. The arrival flow of customers is described by a marked Markovian arrival process. The service times of different type customers have a phase-type distribution with different parameters. To facilitate the investigation of the system we use a generalized phase-type service time distribution. This model contains a repair state, when a catastrophe occurs the system is transferred to the failure state. The paper focuses on the steady-state equation, and observes that, the steady-state behavior of the underlying queueing model along with the average queue size is analyzed.Keywords: M/G/1 queuing system, multi-phase, random evolution, steady-state equation, catastrophe failure
Procedia PDF Downloads 328798 Optimal Load Control Strategy in the Presence of Stochastically Dependent Renewable Energy Sources
Authors: Mahmoud M. Othman, Almoataz Y. Abdelaziz, Yasser G. Hegazy
Abstract:
This paper presents a load control strategy based on modification of the Big Bang Big Crunch optimization method. The proposed strategy aims to determine the optimal load to be controlled and the corresponding time of control in order to minimize the energy purchased from substation. The presented strategy helps the distribution network operator to rely on the renewable energy sources in supplying the system demand. The renewable energy sources used in the presented study are modeled using the diagonal band Copula method and sequential Monte Carlo method in order to accurately consider the multivariate stochastic dependence between wind power, photovoltaic power and the system demand. The proposed algorithms are implemented in MATLAB environment and tested on the IEEE 37-node feeder. Several case studies are done and the subsequent discussions show the effectiveness of the proposed algorithm.Keywords: big bang big crunch, distributed generation, load control, optimization, planning
Procedia PDF Downloads 344797 An Overview of Adaptive Channel Equalization Techniques and Algorithms
Authors: Navdeep Singh Randhawa
Abstract:
Wireless communication system has been proved as the best for any communication. However, there are some undesirable threats of a wireless communication channel on the information transmitted through it, such as attenuation, distortions, delays and phase shifts of the signals arriving at the receiver end which are caused by its band limited and dispersive nature. One of the threat is ISI (Inter Symbol Interference), which has been found as a great obstacle in high speed communication. Thus, there is a need to provide perfect and accurate technique to remove this effect to have an error free communication. Thus, different equalization techniques have been proposed in literature. This paper presents the equalization techniques followed by the concept of adaptive filter equalizer, its algorithms (LMS and RLS) and applications of adaptive equalization technique.Keywords: channel equalization, adaptive equalizer, least mean square, recursive least square
Procedia PDF Downloads 450796 Microwave Imaging by Application of Information Theory Criteria in MUSIC Algorithm
Authors: Majid Pourahmadi
Abstract:
The performance of time-reversal MUSIC algorithm will be dramatically degrades in presence of strong noise and multiple scattering (i.e. when scatterers are close to each other). This is due to error in determining the number of scatterers. The present paper provides a new approach to alleviate such a problem using an information theoretic criterion referred as minimum description length (MDL). The merits of the novel approach are confirmed by the numerical examples. The results indicate the time-reversal MUSIC yields accurate estimate of the target locations with considerable noise and multiple scattering in the received signals.Keywords: microwave imaging, time reversal, MUSIC algorithm, minimum description length (MDL)
Procedia PDF Downloads 337795 Recursive Doubly Complementary Filter Design Using Particle Swarm Optimization
Authors: Ju-Hong Lee, Ding-Chen Chung
Abstract:
This paper deals with the optimal design of recursive doubly complementary (DC) digital filter design using a metaheuristic based optimization technique. Based on the theory of DC digital filters using two recursive digital all-pass filters (DAFs), the design problem is appropriately formulated to result in an objective function which is a weighted sum of the phase response errors of the designed DAFs. To deal with the stability of the recursive DC filters during the design process, we can either impose some necessary constraints on the phases of the recursive DAFs. Through a frequency sampling and a weighted least squares approach, the optimization problem of the objective function can be solved by utilizing a population based stochastic optimization approach. The resulting DC digital filters can possess satisfactory frequency response. Simulation results are presented for illustration and comparison.Keywords: doubly complementary, digital all-pass filter, weighted least squares algorithm, particle swarm optimization
Procedia PDF Downloads 687794 Comparison of Developed Statokinesigram and Marker Data Signals by Model Approach
Authors: Boris Barbolyas, Kristina Buckova, Tomas Volensky, Cyril Belavy, Ladislav Dedik
Abstract:
Background: Based on statokinezigram, the human balance control is often studied. Approach to human postural reaction analysis is based on a combination of stabilometry output signal with retroreflective marker data signal processing, analysis, and understanding, in this study. The study shows another original application of Method of Developed Statokinesigram Trajectory (MDST), too. Methods: In this study, the participants maintained quiet bipedal standing for 10 s on stabilometry platform. Consequently, bilateral vibration stimuli to Achilles tendons in 20 s interval was applied. Vibration stimuli caused that human postural system took the new pseudo-steady state. Vibration frequencies were 20, 60 and 80 Hz. Participant's body segments - head, shoulders, hips, knees, ankles and little fingers were marked by 12 retroreflective markers. Markers positions were scanned by six cameras system BTS SMART DX. Registration of their postural reaction lasted 60 s. Sampling frequency was 100 Hz. For measured data processing were used Method of Developed Statokinesigram Trajectory. Regression analysis of developed statokinesigram trajectory (DST) data and retroreflective marker developed trajectory (DMT) data were used to find out which marker trajectories most correlate with stabilometry platform output signals. Scaling coefficients (λ) between DST and DMT by linear regression analysis were evaluated, too. Results: Scaling coefficients for marker trajectories were identified for all body segments. Head markers trajectories reached maximal value and ankle markers trajectories had a minimal value of scaling coefficient. Hips, knees and ankles markers were approximately symmetrical in the meaning of scaling coefficient. Notable differences of scaling coefficient were detected in head and shoulders markers trajectories which were not symmetrical. The model of postural system behavior was identified by MDST. Conclusion: Value of scaling factor identifies which body segment is predisposed to postural instability. Hypothetically, if statokinesigram represents overall human postural system response to vibration stimuli, then markers data represented particular postural responses. It can be assumed that cumulative sum of particular marker postural responses is equal to statokinesigram.Keywords: center of pressure (CoP), method of developed statokinesigram trajectory (MDST), model of postural system behavior, retroreflective marker data
Procedia PDF Downloads 350793 A Mathematical-Based Formulation of EEG Fluctuations
Authors: Razi Khalafi
Abstract:
Brain is the information processing center of the human body. Stimuli in form of information are transferred to the brain and then brain makes the decision on how to respond to them. In this research we propose a new partial differential equation which analyses the EEG signals and make a relationship between the incoming stimuli and the brain response to them. In order to test the proposed model, a set of external stimuli applied to the model and the model’s outputs were checked versus the real EEG data. The results show that this model can model the EEG signal well. The proposed model is useful not only for modeling of the EEG signal in case external stimuli but it can be used for the modeling of brain response in case of internal stimuli.Keywords: Brain, stimuli, partial differential equation, response, eeg signal
Procedia PDF Downloads 433792 EEG Diagnosis Based on Phase Space with Wavelet Transforms for Epilepsy Detection
Authors: Mohmmad A. Obeidat, Amjed Al Fahoum, Ayman M. Mansour
Abstract:
The recognition of an abnormal activity of the brain functionality is a vital issue. To determine the type of the abnormal activity either a brain image or brain signal are usually considered. Imaging localizes the defect within the brain area and relates this area with somebody functionalities. However, some functions may be disturbed without affecting the brain as in epilepsy. In this case, imaging may not provide the symptoms of the problem. A cheaper yet efficient approach that can be utilized to detect abnormal activity is the measurement and analysis of the electroencephalogram (EEG) signals. The main goal of this work is to come up with a new method to facilitate the classification of the abnormal and disorder activities within the brain directly using EEG signal processing, which makes it possible to be applied in an on-line monitoring system.Keywords: EEG, wavelet, epilepsy, detection
Procedia PDF Downloads 538791 Automating and Optimization Monitoring Prognostics for Rolling Bearing
Authors: H. Hotait, X. Chiementin, L. Rasolofondraibe
Abstract:
This paper presents a continuous work to detect the abnormal state in the rolling bearing by studying the vibration signature analysis and calculation of the remaining useful life. To achieve these aims, two methods; the first method is the classification to detect the degradation state by the AOM-OPTICS (Acousto-Optic Modulator) method. The second one is the prediction of the degradation state using least-squares support vector regression and then compared with the linear degradation model. An experimental investigation on ball-bearing was conducted to see the effectiveness of the used method by applying the acquired vibration signals. The proposed model for predicting the state of bearing gives us accurate results with the experimental and numerical data.Keywords: bearings, automatization, optimization, prognosis, classification, defect detection
Procedia PDF Downloads 120790 Optimal Maintenance Policy for a Three-Unit System
Authors: A. Abbou, V. Makis, N. Salari
Abstract:
We study the condition-based maintenance (CBM) problem of a system subject to stochastic deterioration. The system is composed of three units (or modules): (i) Module 1 deterioration follows a Markov process with two operational states and one failure state. The operational states are partially observable through periodic condition monitoring. (ii) Module 2 deterioration follows a Gamma process with a known failure threshold. The deterioration level of this module is fully observable through periodic inspections. (iii) Only the operating age information is available of Module 3. The lifetime of this module has a general distribution. A CBM policy prescribes when to initiate a maintenance intervention and which modules to repair during intervention. Our objective is to determine the optimal CBM policy minimizing the long-run expected average cost of operating the system. This is achieved by formulating a Markov decision process (MDP) and developing the value iteration algorithm for solving the MDP. We provide numerical examples illustrating the cost-effectiveness of the optimal CBM policy through a comparison with heuristic policies commonly found in the literature.Keywords: reliability, maintenance optimization, Markov decision process, heuristics
Procedia PDF Downloads 219789 A Novel Meta-Heuristic Algorithm Based on Cloud Theory for Redundancy Allocation Problem under Realistic Condition
Authors: H. Mousavi, M. Sharifi, H. Pourvaziri
Abstract:
Redundancy Allocation Problem (RAP) is a well-known mathematical problem for modeling series-parallel systems. It is a combinatorial optimization problem which focuses on determining an optimal assignment of components in a system design. In this paper, to be more practical, we have considered the problem of redundancy allocation of series system with interval valued reliability of components. Therefore, during the search process, the reliabilities of the components are considered as a stochastic variable with a lower and upper bounds. In order to optimize the problem, we proposed a simulated annealing based on cloud theory (CBSAA). Also, the Monte Carlo simulation (MCS) is embedded to the CBSAA to handle the random variable components’ reliability. This novel approach has been investigated by numerical examples and the experimental results have shown that the CBSAA combining MCS is an efficient tool to solve the RAP of systems with interval-valued component reliabilities.Keywords: redundancy allocation problem, simulated annealing, cloud theory, monte carlo simulation
Procedia PDF Downloads 412788 Failure Inference and Optimization for Step Stress Model Based on Bivariate Wiener Model
Authors: Soudabeh Shemehsavar
Abstract:
In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution.Keywords: bivariate normal, Fisher information matrix, inverse Gaussian distribution, Wiener process
Procedia PDF Downloads 317787 Signaling Theory: An Investigation on the Informativeness of Dividends and Earnings Announcements
Authors: Faustina Masocha, Vusani Moyo
Abstract:
For decades, dividend announcements have been presumed to contain important signals about the future prospects of companies. Similarly, the same has been presumed about management earnings announcements. Despite both dividend and earnings announcements being considered informative, a number of researchers questioned their credibility and found both to contain short-term signals. Pertaining to dividend announcements, some authors argued that although they might contain important information that can result in changes in share prices, which consequently results in the accumulation of abnormal returns, their degree of informativeness is less compared to other signaling tools such as earnings announcements. Yet, this claim in favor has been refuted by other researchers who found the effect of earnings to be transitory and of little value to shareholders as indicated by the little abnormal returns earned during the period surrounding earnings announcements. Considering the above, it is apparent that both dividends and earnings have been hypothesized to have a signaling impact. This prompts one to question which between these two signaling tools is more informative. To answer this question, two follow-up questions were asked. The first question sought to determine the event which results in the most effect on share prices, while the second question focused on the event that influenced trading volume the most. To answer the first question and evaluate the effect that each of these events had on share prices, an event study methodology was employed on a sample made up of the top 10 JSE-listed companies for data collected from 2012 to 2019 to determine if shareholders gained abnormal returns (ARs) during announcement dates. The event that resulted in the most persistent and highest amount of ARs was considered to be more informative. Looking at the second follow-up question, an investigation was conducted to determine if either dividends or earnings announcements influenced trading patterns, resulting in abnormal trading volumes (ATV) around announcement time. The event that resulted in the most ATV was considered more informative. Using an estimation period of 20 days and an event window of 21 days, and hypothesis testing, it was found that announcements pertaining to the increase of earnings resulted in the most ARs, Cumulative Abnormal Returns (CARs) and had a lasting effect in comparison to dividend announcements whose effect lasted until day +3. This solidifies some empirical arguments that the signaling effect of dividends has become diminishing. It was also found that when reported earnings declined in comparison to the previous period, there was an increase in trading volume, resulting in ATV. Although dividend announcements did result in abnormal returns, they were lesser than those acquired during earnings announcements which refutes a number of theoretical and empirical arguments that found dividends to be more informative than earnings announcements.Keywords: dividend signaling, event study methodology, information content of earnings, signaling theory
Procedia PDF Downloads 172786 Quadrature Mirror Filter Bank Design Using Population Based Stochastic Optimization
Authors: Ju-Hong Lee, Ding-Chen Chung
Abstract:
The paper deals with the optimal design of two-channel linear-phase (LP) quadrature mirror filter (QMF) banks using a metaheuristic based optimization technique. Based on the theory of two-channel QMF banks using two recursive digital all-pass filters (DAFs), the design problem is appropriately formulated to result in an objective function which is a weighted sum of the group delay error of the designed QMF bank and the magnitude response error of the designed low-pass analysis filter. Through a frequency sampling and a weighted least squares approach, the optimization problem of the objective function can be solved by utilizing a particle swarm optimization algorithm. The resulting two-channel QMF banks can possess approximately LP response without magnitude distortion. Simulation results are presented for illustration and comparison.Keywords: quadrature mirror filter bank, digital all-pass filter, weighted least squares algorithm, particle swarm optimization
Procedia PDF Downloads 521785 Design and Implementation of Pseudorandom Number Generator Using Android Sensors
Authors: Mochamad Beta Auditama, Yusuf Kurniawan
Abstract:
A smartphone or tablet require a strong randomness to establish secure encrypted communication, encrypt files, etc. Therefore, random number generation is one of the main keys to provide secrecy. Android devices are equipped with hardware-based sensors, such as accelerometer, gyroscope, etc. Each of these sensors provides a stochastic process which has a potential to be used as an extra randomness source, in addition to /dev/random and /dev/urandom pseudorandom number generators. Android sensors can provide randomness automatically. To obtain randomness from Android sensors, each one of Android sensors shall be used to construct an entropy source. After all entropy sources are constructed, output from these entropy sources are combined to provide more entropy. Then, a deterministic process is used to produces a sequence of random bits from the combined output. All of these processes are done in accordance with NIST SP 800-22 and the series of NIST SP 800-90. The operation conditions are done 1) on Android user-space, and 2) the Android device is placed motionless on a desk.Keywords: Android hardware-based sensor, deterministic process, entropy source, random number generation/generators
Procedia PDF Downloads 374784 Efficient Alias-Free Level Crossing Sampling
Authors: Negar Riazifar, Nigel G. Stocks
Abstract:
This paper proposes strategies in level crossing (LC) sampling and reconstruction that provide alias-free high-fidelity signal reconstruction for speech signals without exponentially increasing sample number with increasing bit-depth. We introduce methods in LC sampling that reduce the sampling rate close to the Nyquist frequency even for large bit-depth. The results indicate that larger variation in the sampling intervals leads to an alias-free sampling scheme; this is achieved by either reducing the bit-depth or adding jitter to the system for high bit-depths. In conjunction with windowing, the signal is reconstructed from the LC samples using an efficient Toeplitz reconstruction algorithm.Keywords: alias-free, level crossing sampling, spectrum, trigonometric polynomial
Procedia PDF Downloads 209783 Scoring System for the Prognosis of Sepsis Patients in Intensive Care Units
Authors: Javier E. García-Gallo, Nelson J. Fonseca-Ruiz, John F. Duitama-Munoz
Abstract:
Sepsis is a syndrome that occurs with physiological and biochemical abnormalities induced by severe infection and carries a high mortality and morbidity, therefore the severity of its condition must be interpreted quickly. After patient admission in an intensive care unit (ICU), it is necessary to synthesize the large volume of information that is collected from patients in a value that represents the severity of their condition. Traditional severity of illness scores seeks to be applicable to all patient populations, and usually assess in-hospital mortality. However, the use of machine learning techniques and the data of a population that shares a common characteristic could lead to the development of customized mortality prediction scores with better performance. This study presents the development of a score for the one-year mortality prediction of the patients that are admitted to an ICU with a sepsis diagnosis. 5650 ICU admissions extracted from the MIMICIII database were evaluated, divided into two groups: 70% to develop the score and 30% to validate it. Comorbidities, demographics and clinical information of the first 24 hours after the ICU admission were used to develop a mortality prediction score. LASSO (least absolute shrinkage and selection operator) and SGB (Stochastic Gradient Boosting) variable importance methodologies were used to select the set of variables that make up the developed score; each of this variables was dichotomized and a cut-off point that divides the population into two groups with different mean mortalities was found; if the patient is in the group that presents a higher mortality a one is assigned to the particular variable, otherwise a zero is assigned. These binary variables are used in a logistic regression (LR) model, and its coefficients were rounded to the nearest integer. The resulting integers are the point values that make up the score when multiplied with each binary variables and summed. The one-year mortality probability was estimated using the score as the only variable in a LR model. Predictive power of the score, was evaluated using the 1695 admissions of the validation subset obtaining an area under the receiver operating characteristic curve of 0.7528, which outperforms the results obtained with Sequential Organ Failure Assessment (SOFA), Oxford Acute Severity of Illness Score (OASIS) and Simplified Acute Physiology Score II (SAPSII) scores on the same validation subset. Observed and predicted mortality rates within estimated probabilities deciles were compared graphically and found to be similar, indicating that the risk estimate obtained with the score is close to the observed mortality, it is also observed that the number of events (deaths) is indeed increasing as the outcome go from the decile with the lowest probabilities to the decile with the highest probabilities. Sepsis is a syndrome that carries a high mortality, 43.3% for the patients included in this study; therefore, tools that help clinicians to quickly and accurately predict a worse prognosis are needed. This work demonstrates the importance of customization of mortality prediction scores since the developed score provides better performance than traditional scoring systems.Keywords: intensive care, logistic regression model, mortality prediction, sepsis, severity of illness, stochastic gradient boosting
Procedia PDF Downloads 222782 Experimental Verification of the Relationship between Physiological Indexes and the Presence or Absence of an Operation during E-learning
Authors: Masaki Omata, Shumma Hosokawa
Abstract:
An experiment to verify the relationships between physiological indexes of an e-learner and the presence or absence of an operation during e-learning is described. Electroencephalogram (EEG), hemoencephalography (HEG), skin conductance (SC), and blood volume pulse (BVP) values were measured while participants performed experimental learning tasks. The results show that there are significant differences between the SC values when reading with clicking on learning materials and the SC values when reading without clicking, and between the HEG ratio when reading (with and without clicking) and the HEG ratio when resting for four of five participants. We conclude that the SC signals can be used to estimate whether or not a learner is performing an active task and that the HEG ratios can be used to estimate whether a learner is learning.Keywords: e-learning, physiological index, physiological signal, state of learning
Procedia PDF Downloads 378781 The Role and Importance of Genome Sequencing in Prediction of Cancer Risk
Authors: M. Sadeghi, H. Pezeshk, R. Tusserkani, A. Sharifi Zarchi, A. Malekpour, M. Foroughmand, S. Goliaei, M. Totonchi, N. Ansari–Pour
Abstract:
The role and relative importance of intrinsic and extrinsic factors in the development of complex diseases such as cancer still remains a controversial issue. Determining the amount of variation explained by these factors needs experimental data and statistical models. These models are nevertheless based on the occurrence and accumulation of random mutational events during stem cell division, thus rendering cancer development a stochastic outcome. We demonstrate that not only individual genome sequencing is uninformative in determining cancer risk, but also assigning a unique genome sequence to any given individual (healthy or affected) is not meaningful. Current whole-genome sequencing approaches are therefore unlikely to realize the promise of personalized medicine. In conclusion, since genome sequence differs from cell to cell and changes over time, it seems that determining the risk factor of complex diseases based on genome sequence is somewhat unrealistic, and therefore, the resulting data are likely to be inherently uninformative.Keywords: cancer risk, extrinsic factors, genome sequencing, intrinsic factors
Procedia PDF Downloads 270780 Designing Inventory System with Constrained by Reducing Ordering Cost, Lead Time and Lost Sale Rate and Considering Random Disturbance in Ordering Quantity
Authors: Arezoo Heidary, Abolfazl Mirzazadeh, Aref Gholami-Qadikolaei
Abstract:
In the business environment it is very common that a lot received may not be equal to quantity ordered. in this work, a random disturbance in a received quantity is considered. It is assumed a maximum allowable limit for storage space and inventory investment.The impact of lead time and ordering cost reductions once they act dependently is also investigated. Further, considering a mixture of back order and lost sales for allowable shortage system, the effect of investment on reducing lost sale rate is analyzed. For the proposed control system, a Lagrangian method is applied in order to solve the problem and an algorithmic procedure is utilized to achieve optimal solution with the global minimum expected cost. Finally, proves on concavity and convexity of the model in the decision variables are shown.Keywords: stochastic inventory system, lead time, ordering cost, lost sale rate, inventory constraints, random disturbance
Procedia PDF Downloads 419779 Stochastic Analysis of Linux Operating System through Copula Distribution
Authors: Vijay Vir Singh
Abstract:
This work is focused studying the Linux operating system connected in a LAN (local area network). The STAR topology (to be called subsystem-1) and BUS topology (to be called subsystem-2) are taken into account, which are placed at two different locations and connected to a server through a hub. In the both topologies BUS topology and STAR topology, we have assumed n clients. The system has two types of failures i.e. partial failure and complete failure. Further, the partial failure has been categorized as minor and major partial failure. It is assumed that the minor partial failure degrades the sub-systems and the major partial failure make the subsystem break down mode. The system may completely fail due to failure of server hacking and blocking etc. The system is studied using supplementary variable technique and Laplace transform by using different types of failure and two types of repair. The various measures of reliability for example, availability of system, reliability of system, MTTF, profit function for different parametric values have been discussed.Keywords: star topology, bus topology, blocking, hacking, Linux operating system, Gumbel-Hougaard family copula, supplementary variable
Procedia PDF Downloads 370