Search results for: discrete event system
18834 Formal Implementation of Routing Information Protocol Using Event-B
Authors: Jawid Ahmad Baktash, Tadashi Shiroma, Tomokazu Nagata, Yuji Taniguchi, Morikazu Nakamura
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The goal of this paper is to explore the use of formal methods for Dynamic Routing, The purpose of network communication with dynamic routing is sending a massage from one node to others by using pacific protocols. In dynamic routing connections are possible based on protocols of Distance vector (Routing Information Protocol, Border Gateway protocol), Link State (Open Shortest Path First, Intermediate system Intermediate System), Hybrid (Enhanced Interior Gateway Routing Protocol). The responsibility for proper verification becomes crucial with Dynamic Routing. Formal methods can play an essential role in the Routing, development of Networks and testing of distributed systems. Event-B is a formal technique consists of describing rigorously the problem; introduce solutions or details in the refinement steps to obtain more concrete specification, and verifying that proposed solutions are correct. The system is modeled in terms of an abstract state space using variables with set theoretic types and the events that modify state variables. Event-B is a variant of B, was designed for developing distributed systems. In Event-B, the events consist of guarded actions occurring spontaneously rather than being invoked. The invariant state properties must be satisfied by the variables and maintained by the activation of the events.Keywords: dynamic rout RIP, formal method, event-B, pro-B
Procedia PDF Downloads 40118833 Object Negotiation Mechanism for an Intelligent Environment Using Event Agents
Authors: Chiung-Hui Chen
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With advancements in science and technology, the concept of the Internet of Things (IoT) has gradually developed. The development of the intelligent environment adds intelligence to objects in the living space by using the IoT. In the smart environment, when multiple users share the living space, if different service requirements from different users arise, then the context-aware system will have conflicting situations for making decisions about providing services. Therefore, the purpose of establishing a communication and negotiation mechanism among objects in the intelligent environment is to resolve those service conflicts among users. This study proposes developing a decision-making methodology that uses “Event Agents” as its core. When the sensor system receives information, it evaluates a user’s current events and conditions; analyses object, location, time, and environmental information; calculates the priority of the object; and provides the user services based on the event. Moreover, when the event is not single but overlaps with another, conflicts arise. This study adopts the “Multiple Events Correlation Matrix” in order to calculate the degree values of incidents and support values for each object. The matrix uses these values as the basis for making inferences for system service, and to further determine appropriate services when there is a conflict.Keywords: internet of things, intelligent object, event agents, negotiation mechanism, degree of similarity
Procedia PDF Downloads 29018832 A Hybrid Watermarking Scheme Using Discrete and Discrete Stationary Wavelet Transformation For Color Images
Authors: Bülent Kantar, Numan Ünaldı
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This paper presents a new method which includes robust and invisible digital watermarking on images that is colored. Colored images are used as watermark. Frequency region is used for digital watermarking. Discrete wavelet transform and discrete stationary wavelet transform are used for frequency region transformation. Low, medium and high frequency coefficients are obtained by applying the two-level discrete wavelet transform to the original image. Low frequency coefficients are obtained by applying one level discrete stationary wavelet transform separately to all frequency coefficient of the two-level discrete wavelet transformation of the original image. For every low frequency coefficient obtained from one level discrete stationary wavelet transformation, watermarks are added. Watermarks are added to all frequency coefficients of two-level discrete wavelet transform. Totally, four watermarks are added to original image. In order to get back the watermark, the original and watermarked images are applied with two-level discrete wavelet transform and one level discrete stationary wavelet transform. The watermark is obtained from difference of the discrete stationary wavelet transform of the low frequency coefficients. A total of four watermarks are obtained from all frequency of two-level discrete wavelet transform. Obtained watermark results are compared with real watermark results, and a similarity result is obtained. A watermark is obtained from the highest similarity values. Proposed methods of watermarking are tested against attacks of the geometric and image processing. The results show that proposed watermarking method is robust and invisible. All features of frequencies of two level discrete wavelet transform watermarking are combined to get back the watermark from the watermarked image. Watermarks have been added to the image by converting the binary image. These operations provide us with better results in getting back the watermark from watermarked image by attacking of the geometric and image processing.Keywords: watermarking, DWT, DSWT, copy right protection, RGB
Procedia PDF Downloads 53518831 Superconvergence of the Iterated Discrete Legendre Galerkin Method for Fredholm-Hammerstein Equations
Authors: Payel Das, Gnaneshwar Nelakanti
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In this paper we analyse the iterated discrete Legendre Galerkin method for Fredholm-Hammerstein integral equations with smooth kernel. Using sufficiently accurate numerical quadrature rule, we obtain superconvergence rates for the iterated discrete Legendre Galerkin solutions in both infinity and $L^2$-norm. Numerical examples are given to illustrate the theoretical results.Keywords: hammerstein integral equations, spectral method, discrete galerkin, numerical quadrature, superconvergence
Procedia PDF Downloads 46918830 A Look at the Quantum Theory of Atoms in Molecules from the Discrete Morse Theory
Authors: Dairo Jose Hernandez Paez
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The quantum theory of atoms in molecules (QTAIM) allows us to obtain topological information on electronic density in quantum mechanical systems. The QTAIM starts by considering the electron density as a continuous mathematical object. On the other hand, the discretization of electron density is also a mathematical object, which, from discrete mathematics, would allow a new approach to its topological study. From this point of view, it is necessary to develop a series of steps that provide the theoretical support that guarantees its application. Some of the steps that we consider most important are mentioned below: (1) obtain good representations of the electron density through computational calculations, (2) design a methodology for the discretization of electron density, and construct the simplicial complex. (3) Make an analysis of the discrete vector field associating the simplicial complex. (4) Finally, in this research, we propose to use the discrete Morse theory as a mathematical tool to carry out studies of electron density topology.Keywords: discrete mathematics, Discrete Morse theory, electronic density, computational calculations
Procedia PDF Downloads 10418829 Output-Feedback Control Design for a General Class of Systems Subject to Sampling and Uncertainties
Authors: Tomas Menard
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The synthesis of output-feedback control law has been investigated by many researchers since the last century. While many results exist for the case of Linear Time Invariant systems whose measurements are continuously available, nowadays, control laws are usually implemented on micro-controller, then the measurements are discrete-time by nature. This fact has to be taken into account explicitly in order to obtain a satisfactory behavior of the closed-loop system. One considers here a general class of systems corresponding to an observability normal form and which is subject to uncertainties in the dynamics and sampling of the output. Indeed, in practice, the modeling of the system is never perfect, this results in unknown uncertainties in the dynamics of the model. We propose here an output feedback algorithm which is based on a linear state feedback and a continuous-discrete time observer. The main feature of the proposed control law is that only discrete-time measurements of the output are needed. Furthermore, it is formally proven that the state of the closed loop system exponentially converges toward the origin despite the unknown uncertainties. Finally, the performances of this control scheme are illustrated with simulations.Keywords: dynamical systems, output feedback control law, sampling, uncertain systems
Procedia PDF Downloads 28618828 Inventory Control for Purchased Part under Long Lead Time and Uncertain Demand: MRP vs Demand-Driven MRP Approach
Authors: M. J. Shofa, A. Hidayatno, O. M. Armand
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MRP as a production control system is appropriate for the deterministic environment. Unfortunately, most production systems such as customer demands are stochastic. Demand-Driven MRP (DDMRP) is a new approach for inventory control system, and it deals with demand uncertainty. The objective of this paper is to compare the MRP and DDMRP work for a long lead time and uncertain demand in terms of on-hand inventory levels. The evaluation is conducted through a discrete event simulation using purchased part data from an automotive company. The result is MRP gives 50,759 pcs / day while DDMRP gives 34,835 pcs / day (reduce 32%), it means DDMRP is more effective inventory control than MRP in terms of on-hand inventory levels.Keywords: Demand-Driven MRP, long lead time, MRP, uncertain demand
Procedia PDF Downloads 30118827 Discrete Tracking Control of Nonholonomic Mobile Robots: Backstepping Design Approach
Authors: Alexander S. Andreev, Olga A. Peregudova
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In this paper, we propose a discrete tracking control of nonholonomic mobile robots with two degrees of freedom. The electro-mechanical model of a mobile robot moving on a horizontal surface without slipping, with two rear wheels controlled by two independent DC electric, and one front roal wheel is considered. We present back-stepping design based on the Euler approximate discrete-time model of a continuous-time plant. Theoretical considerations are verified by numerical simulation. The work was supported by RFFI (15-01-08482).Keywords: actuator dynamics, back stepping, discrete-time controller, Lyapunov function, wheeled mobile robot
Procedia PDF Downloads 41518826 Analyzing the Evolution of Adverse Events in Pharmacovigilance: A Data-Driven Approach
Authors: Kwaku Damoah
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This study presents a comprehensive data-driven analysis to understand the evolution of adverse events (AEs) in pharmacovigilance. Utilizing data from the FDA Adverse Event Reporting System (FAERS), we employed three analytical methods: rank-based, frequency-based, and percentage change analyses. These methods assessed temporal trends and patterns in AE reporting, focusing on various drug-active ingredients and patient demographics. Our findings reveal significant trends in AE occurrences, with both increasing and decreasing patterns from 2000 to 2023. This research highlights the importance of continuous monitoring and advanced analysis in pharmacovigilance, offering valuable insights for healthcare professionals and policymakers to enhance drug safety.Keywords: event analysis, FDA adverse event reporting system, pharmacovigilance, temporal trend analysis
Procedia PDF Downloads 4818825 Modeling and Analyzing the WAP Class 2 Wireless Transaction Protocol Using Event-B
Authors: Rajaa Filali, Mohamed Bouhdadi
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This paper presents an incremental formal development of the Wireless Transaction Protocol (WTP) in Event-B. WTP is part of the Wireless Application Protocol (WAP) architectures and provides a reliable request-response service. To model and verify the protocol, we use the formal technique Event-B which provides an accessible and rigorous development method. This interaction between modelling and proving reduces the complexity and helps to eliminate misunderstandings, inconsistencies, and specification gaps. As result, verification of WTP allows us to find some deficiencies in the current specification.Keywords: event-B, wireless transaction protocol, proof obligation, refinement, Rodin, ProB
Procedia PDF Downloads 31718824 Analytical Solution of Non–Autonomous Discrete Non-Linear Schrodinger Equation With Saturable Non-Linearity
Authors: Mishu Gupta, Rama Gupta
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It has been elucidated here that non- autonomous discrete non-linear Schrödinger equation is associated with saturable non-linearity through photo-refractive media. We have investigated the localized solution of non-autonomous saturable discrete non-linear Schrödinger equations. The similarity transformation has been involved in converting non-autonomous saturable discrete non-linear Schrödinger equation to constant-coefficient saturable discrete non-linear Schrödinger equation (SDNLSE), whose exact solution is already known. By back substitution, the solution of the non-autonomous version has been obtained. We have analysed our solution for the hyperbolic and periodic form of gain/loss term, and interesting results have been obtained. The most important characteristic role is that it helps us to analyse the propagation of electromagnetic waves in glass fibres and other optical wave mediums. Also, the usage of SDNLSE has been seen in tight binding for Bose-Einstein condensates in optical mediums. Even the solutions are interrelated, and its properties are prominently used in various physical aspects like optical waveguides, Bose-Einstein (B-E) condensates in optical mediums, Non-linear optics in photonic crystals, and non-linear kerr–type non-linearity effect and photo refracting medium.Keywords: B-E-Bose-Einstein, DNLSE-Discrete non linear schrodinger equation, NLSE-non linear schrodinger equation, SDNLSE - saturable discrete non linear Schrodinger equation
Procedia PDF Downloads 15518823 An Incremental Refinement Approach to a Development of Dynamic Host Configuration Protocol (DHCP) Using Event-B
Authors: Rajaa Filali, Mohamed Bouhdadi
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This paper presents an incremental development of the Dynamic Host Configuration Protocol (DHCP) in Event-B. DHCP is widely used communication protocol, which provides a standard mechanism to obtain configuration parameters. The specification is performed in a stepwise manner and verified through a series of refinements. The Event-B formal method uses the Rodin platform to modeling and verifying some properties of the protocol such as safety, liveness and deadlock freedom. To model and verify the protocol, we use the formal technique Event-B which provides an accessible and rigorous development method. This interaction between modelling and proving reduces the complexity and helps to eliminate misunderstandings, inconsistencies, and specification gaps.Keywords: DHCP protocol, Event-B, refinement, proof obligation, Rodin
Procedia PDF Downloads 22818822 Discrete Group Search Optimizer for the Travelling Salesman Problem
Authors: Raed Alnajjar, Mohd Zakree, Ahmad Nazri
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In this study, we apply Discrete Group Search Optimizer (DGSO) for solving Traveling Salesman Problem (TSP). The DGSO is a nature inspired optimization algorithm that imitates the animal behavior, especially animal searching behavior. The proposed DGSO uses a vector representation and some discrete operators, such as destruction, construction, differential evolution, swap and insert. The TSP is a well-known hard combinatorial optimization problem, which seeks to find the shortest path among numbers of cities. The performance of the proposed DGSO is evaluated and tested on benchmark instances which listed in LIBTSP dataset. The experimental results show that the performance of the proposed DGSO is comparable with the other methods in the state of the art for some instances. The results show that DGSO outperform Ant Colony System (ACS) in some instances whilst outperform other metaheuristic in most instances. In addition to that, the new results obtained a number of optimal solutions and some best known results. DGSO was able to obtain feasible and good quality solution across all dataset. Procedia PDF Downloads 32418821 Magnetic Braking System of an Elevator in the Event of Sudden Breakage of the Hoisting Cable
Authors: Amita Singha
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The project describes the scope of magnetic braking. The potential applications of the braking system can be a de-accelerating system to increase the safety of an elevator or any guided rail transportation system.Keywords: boost and buck converter, electromagnet, elevator, ferromagnetic material, sensor, solenoid, timer
Procedia PDF Downloads 43918820 Simulating Elevated Rapid Transit System for Performance Analysis
Authors: Ran Etgar, Yuval Cohen, Erel Avineri
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One of the major challenges of transportation in medium sized inner-cities (such as Tel-Aviv) is the last-mile solution. Personal rapid transit (PRT) seems like an applicable candidate for this, as it combines the benefits of personal (car) travel with the operational benefits of transit. However, the investment required for large area PRT grid is significant and there is a need to economically justify such investment by correctly evaluating the grid capacity. PRT main elements are small automated vehicles (sometimes referred to as podcars) operating on a network of specially built guideways. The research is looking at a specific concept of elevated PRT system. Literature review has revealed the drawbacks PRT modelling and simulation approaches, mainly due to the lack of consideration of technical and operational features of the system (such as headways, acceleration, safety issues); the detailed design of infrastructure (guideways, stations, and docks); the stochastic and sessional characteristics of demand; and safety regulations – all of them have a strong effect on the system performance. A highly detailed model of the system, developed in this research, is applying a discrete event simulation combined with an agent-based approach, to represent the system elements and the podecars movement logic. Applying a case study approach, the simulation model is used to study the capacity of the system, the expected throughput of the system, the utilization, and the level of service (journey time, waiting time, etc.).Keywords: capacity, productivity measurement, PRT, simulation, transportation
Procedia PDF Downloads 16618819 A Refinement Strategy Coupling Event-B and Planning Domain Definition Language (PDDL) for Planning Problems
Authors: Sabrine Ammar, Mohamed Tahar Bhiri
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Automatic planning has a de facto standard language called Planning Domain Definition Language (PDDL) for describing planning problems. It aims to formalize the planning problems described by the concept of state space. PDDL-related dynamic analysis tools, namely planners and validators, are insufficient for verifying and validating PDDL descriptions. Indeed, these tools made it possible to detect errors a posteriori by means of test activity. In this paper, we recommend a formal approach coupling the two languages Event-B and PDDL, for automatic planning. Event-B is used for formal modeling by stepwise refinement with mathematical proofs of planning problems. Thus, this paper proposes a refinement strategy allowing to obtain reliable PDDL descriptions from an ultimate Event-B model correct by construction. The ultimate Event-B model, correct by construction which is supposed to be translatable into PDDL, is automatically translated into PDDL using our MDE Event-B2PDDL tool.Keywords: code generation, event-b, PDDL, refinement strategy, translation rules
Procedia PDF Downloads 19618818 Evolving Knowledge Extraction from Online Resources
Authors: Zhibo Xiao, Tharini Nayanika de Silva, Kezhi Mao
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In this paper, we present an evolving knowledge extraction system named AKEOS (Automatic Knowledge Extraction from Online Sources). AKEOS consists of two modules, including a one-time learning module and an evolving learning module. The one-time learning module takes in user input query, and automatically harvests knowledge from online unstructured resources in an unsupervised way. The output of the one-time learning is a structured vector representing the harvested knowledge. The evolving learning module automatically schedules and performs repeated one-time learning to extract the newest information and track the development of an event. In addition, the evolving learning module summarizes the knowledge learned at different time points to produce a final knowledge vector about the event. With the evolving learning, we are able to visualize the key information of the event, discover the trends, and track the development of an event.Keywords: evolving learning, knowledge extraction, knowledge graph, text mining
Procedia PDF Downloads 45818817 Observer-Based Control Design for Double Integrators Systems with Long Sampling Periods and Actuator Uncertainty
Authors: Tomas Menard
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The design of control-law for engineering systems has been investigated for many decades. While many results are concerned with continuous systems with continuous output, nowadays, many controlled systems have to transmit their output measurements through network, hence making it discrete-time. But it is well known that the sampling of a system whose control-law is based on the continuous output may render the system unstable, especially when this sampling period is long compared to the system dynamics. The control design then has to be adapted in order to cope with this issue. In this paper, we consider systems which can be modeled as double integrator with uncertainty on the input since many mechanical systems can be put under such form. We present a control scheme based on an observer using only discrete time measurement and which provides continuous time estimation of the state, combined with a continuous control law, which stabilized a system with second-order dynamics even in the presence of uncertainty. It is further shown that arbitrarily long sampling periods can be dealt with properly setting the control scheme parameters.Keywords: dynamical system, control law design, sampled output, observer design
Procedia PDF Downloads 18718816 Classification of Crisp Petri Nets
Authors: Riddhi Jangid, Gajendra Pratap Singh
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Petri nets, a formalized modeling language that was introduced back around 50-60 years, have been widely used for modeling discrete event dynamic systems and simulating their behavior. Reachability analysis of Petri nets gives many insights into a modeled system. This idea leads us to study the reachability technique and use it in the reachability problem in the state space of reachable markings. With the same concept, Crisp Boolean Petri nets were defined in which the marking vectors that are boolean are distinct in the reachability analysis of the nets. We generalize the concept and define ‘Crisp’ Petri nets that generate the marking vectors exactly once in their reachability-based analysis, not necessarily Boolean.Keywords: marking vector, n-vector, Petri nets, reachability
Procedia PDF Downloads 8218815 Topic-to-Essay Generation with Event Element Constraints
Authors: Yufen Qin
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Topic-to-Essay generation is a challenging task in Natural language processing, which aims to generate novel, diverse, and topic-related text based on user input. Previous research has overlooked the generation of articles under the constraints of event elements, resulting in issues such as incomplete event elements and logical inconsistencies in the generated results. To fill this gap, this paper proposes an event-constrained approach for a topic-to-essay generation that enforces the completeness of event elements during the generation process. Additionally, a language model is employed to verify the logical consistency of the generated results. Experimental results demonstrate that the proposed model achieves a better BLEU-2 score and performs better than the baseline in terms of subjective evaluation on a real dataset, indicating its capability to generate higher-quality topic-related text.Keywords: event element, language model, natural language processing, topic-to-essay generation.
Procedia PDF Downloads 23618814 The Impact of Trading Switch on Price and Liquidity
Authors: Bel Abed Ines Mariem
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Different stock markets keep changing their exchange structure for the only purpose of improving the functioning of their markets. This paper investigates the effects of the transfer from one trading category to another in the Tunisian Stock Exchange on market price and liquidity. The sample consists of 40 securities transferred from call auction to continuous auction and conversely during the period between 2004 and 2013. The methodology used is the event study. Empirical results show an interesting phenomenon observed; stocks transferred to the call system have experienced an improvement on their price and liquidity especially for less liquid ones. However, price and liquidity for stocks transferred from call system to continuous system have decreased.Keywords: microstructure, call auction, continuous auction, price, liquidity and event study
Procedia PDF Downloads 38918813 Robust H∞ State Feedback Control for Discrete Time T-S Fuzzy Systems Based on Fuzzy Lyapunov Function Approach
Authors: Walied Hanora
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This paper presents the problem of robust state feedback H∞ for discrete time nonlinear system represented by Takagi-Sugeno fuzzy systems. Based on fuzzy lyapunov function, the condition ,which is represented in the form of Liner Matrix Inequalities (LMI), guarantees the H∞ performance of the T-S fuzzy system with uncertainties. By comparison with recent literature, this approach will be more relaxed condition. Finally, an example is given to illustrate the proposed result.Keywords: fuzzy lyapunov function, H∞ control , linear matrix inequalities, state feedback, T-S fuzzy systems
Procedia PDF Downloads 28818812 Numerical Investigation of the Effect of Blast Pressure on Discrete Model in Shock Tube
Authors: Aldin Justin Sundararaj, Austin Lord Tennyson, Divya Jose, A. N. Subash
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Blast waves are generated due to the explosions of high energy materials. An explosion yielding a blast wave has the potential to cause severe damage to buildings and its personnel. In order to understand the physics of effects of blast pressure on buildings, studies in the shock tube on generic configurations are carried out at various pressures on discrete models. The strength of shock wave is systematically varied by using different driver gases and diaphragm thickness. The basic material of the diaphragm is Aluminum. To simulate the effect of shock waves on discrete models a shock tube was used. Generic models selected for this study are suitably scaled cylinder, cone and cubical blocks. The experiments were carried out with 2mm diaphragm with burst pressure ranging from 28 to 31 bar. Numerical analysis was carried out over these discrete models. A 3D model of shock-tube with different discrete models inside the tube was used for CFD computation. It was found that cone has dissipated most of the shock pressure compared to cylinder and cubical block. The robustness and the accuracy of the numerical model were validation with the analytical and experimental data.Keywords: shock wave, blast wave, discrete models, shock tube
Procedia PDF Downloads 33018811 Computational Simulations on Stability of Model Predictive Control for Linear Discrete-Time Stochastic Systems
Authors: Tomoaki Hashimoto
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Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the validity of the obtained stability condition.Keywords: computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems
Procedia PDF Downloads 43218810 Effects of Tool State on the Output Parameters of Front Milling Using Discrete Wavelet Transform
Authors: Bruno S. Soria, Mauricio R. Policena, Andre J. Souza
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The state of the cutting tool is an important factor to consider during machining to achieve a good surface quality. The vibration generated during material cutting can also directly affect the surface quality and life of the cutting tool. In this work, the effect of mechanical broken failure (MBF) on carbide insert tools during face milling of AISI 304 stainless steel was evaluated using three levels of feed rate and two spindle speeds for each tool condition: three carbide inserts have perfect geometry, and three other carbide inserts have MBF. The axial and radial depths remained constant. The cutting forces were determined through a sensory system that consists of a piezoelectric dynamometer and data acquisition system. Discrete Wavelet Transform was used to separate the static part of the signals of force and vibration. The roughness of the machined surface was analyzed for each machining condition. The MBF of the tool increased the intensity and force of vibration and worsened the roughness factors.Keywords: face milling, stainless steel, tool condition monitoring, wavelet discrete transform
Procedia PDF Downloads 14618809 Event-Led Strategy for Cultural Tourism Development: The Case of Liverpool as the 2008 European Capital of Culture
Authors: Yi-De Liu
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Cultural tourism is one of the largest and fastest growing global tourism markets and the cultures are increasingly being used to promote cities and to increase their competitiveness and attractiveness. One of the major forms of cultural tourism development undertaken throughout Europe has been the staging of a growing number of cultural events. The event of European Capitals of Culture (ECOC) is probably the best example of the new trends of cultural tourism in Europe, which is therefore used in this article to demonstrate some of the key issues surrounding the event-led strategy for cultural tourism development. Based on the experience of the 2008 ECOC Liverpool, UK, the study’s findings point to a number of ways in which the ECOC constitutes a boost for the development of cultural tourism in terms of realising experience economy, enhancing city image, facilitating urban regeneration, promoting cultural production and consumption, as well as establishing partnerships. This study is concluded by drawing some critical factors that event and tourism organisers should consider.Keywords: cultural tourism, event tourism, cultural event, European capital of culture, Liverpool
Procedia PDF Downloads 70518808 A Generalization of Option Pricing with Discrete Dividends to Markets with Daily Price Limits
Authors: Jiahau Guo, Yihe Zhang
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This paper proposes solutions for pricing options on stocks paying discrete dividends in markets with daily price limits. We first extend the intraday density function of Guo and Chang (2020) to a multi-day one and use the framework of Haug et al. (2003) to value European options on stocks paying discrete dividends. Next, we adopt the fast Fourier transform (FFT) to derive accurate and efficient formulae for American options and further employ the three-point Richardson extrapolation to accelerate the computation. Finally, the accuracy of our proposed methods is verified by simulations.Keywords: daily price limit, discrete dividend, early exercise, fast Fourier transform, multi-day density function, Richardson extrapolation
Procedia PDF Downloads 16418807 Mathematical Modelling of Wastewater Collection System in Cha-Am Municipality Using PCSWMM
Authors: Thawtar Htun, Kim N. Irvine, Ranjna Jindal
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This study aimed at modelling the wastewater collection system in Cha-Am Municipality using PCSWMM to investigate the quantity of combined sewage delivered to the aeration lagoon treatment system (ALTS). Cha-Am is a small sea resort town in Petchaburi Province located about 175 km southwest of Bangkok and is facing increasing development so it is important to understand current system performance and plan for future build out. PCSWMM was calibrated using observed ALTS inflow data for the period 15 June to 20 July 2015. The model was validated using observed ALTS inflow data for the periods 19 July to 20 October 2015 and 1 October to 31 December 2015, respectively. The 1:1 lines between modeled and observed peak flow and event volume for the calibration events qualitatively showed good correspondence. The r2 values between modeled and observed peak flow (99%) and event volume (89%) also were strong.Keywords: combined sewer system, mathematical modelling, PCSWMM, wastewater collection system
Procedia PDF Downloads 21318806 Feedforward Neural Network with Backpropagation for Epilepsy Seizure Detection
Authors: Natalia Espinosa, Arthur Amorim, Rudolf Huebner
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Epilepsy is a chronic neural disease and around 50 million people in the world suffer from this disease, however, in many cases, the individual acquires resistance to the medication, which is known as drug-resistant epilepsy, where a detection system is necessary. This paper showed the development of an automatic system for seizure detection based on artificial neural networks (ANN), which are common techniques of machine learning. Discrete Wavelet Transform (DWT) is used for decomposing electroencephalogram (EEG) signal into main brain waves, with these frequency bands is extracted features for training a feedforward neural network with backpropagation, finally made a pattern classification, seizure or non-seizure. Obtaining 95% accuracy in epileptic EEG and 100% in normal EEG.Keywords: Artificial Neural Network (ANN), Discrete Wavelet Transform (DWT), Epilepsy Detection , Seizure.
Procedia PDF Downloads 22318805 Hand Motion Trajectory Analysis for Dynamic Hand Gestures Used in Indian Sign Language
Authors: Daleesha M. Viswanathan, Sumam Mary Idicula
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Dynamic hand gestures are an intrinsic component in sign language communication. Extracting spatial temporal features of the hand gesture trajectory plays an important role in a dynamic gesture recognition system. Finding a discrete feature descriptor for the motion trajectory based on the orientation feature is the main concern of this paper. Kalman filter algorithm and Hidden Markov Models (HMM) models are incorporated with this recognition system for hand trajectory tracking and for spatial temporal classification, respectively.Keywords: orientation features, discrete feature vector, HMM., Indian sign language
Procedia PDF Downloads 370