Search results for: threshold method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 19478

Search results for: threshold method

18548 Risk Measure from Investment in Finance by Value at Risk

Authors: Mohammed El-Arbi Khalfallah, Mohamed Lakhdar Hadji

Abstract:

Managing and controlling risk is a topic research in the world of finance. Before a risky situation, the stakeholders need to do comparison according to the positions and actions, and financial institutions must take measures of a particular market risk and credit. In this work, we study a model of risk measure in finance: Value at Risk (VaR), which is a new tool for measuring an entity's exposure risk. We explain the concept of value at risk, your average, tail, and describe the three methods for computing: Parametric method, Historical method, and numerical method of Monte Carlo. Finally, we briefly describe advantages and disadvantages of the three methods for computing value at risk.

Keywords: average value at risk, conditional value at risk, tail value at risk, value at risk

Procedia PDF Downloads 441
18547 Black Box Model and Evolutionary Fuzzy Control Methods of Coupled-Tank System

Authors: S. Yaman, S. Rostami

Abstract:

In this study, a black box modeling of the coupled-tank system is obtained by using fuzzy sets. The derived model is tested via adaptive neuro fuzzy inference system (ANFIS). In order to achieve a better control performance, the parameters of three different controller types, classical proportional integral controller (PID), fuzzy PID and function tuner method, are tuned by one of the evolutionary computation method, genetic algorithm. All tuned controllers are applied to the fuzzy model of the coupled-tank experimental setup and analyzed under the different reference input values. According to the results, it is seen that function tuner method demonstrates better robust control performance and guarantees the closed loop stability.

Keywords: function tuner method (FTM), fuzzy modeling, fuzzy PID controller, genetic algorithm (GA)

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18546 Dynamic Correlations and Portfolio Optimization between Islamic and Conventional Equity Indexes: A Vine Copula-Based Approach

Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization

Procedia PDF Downloads 256
18545 Performance Comparison of Joint Diagonalization Structure (JDS) Method and Wideband MUSIC Method

Authors: Sandeep Santosh, O. P. Sahu

Abstract:

We simulate an efficient multiple wideband and nonstationary source localization algorithm by exploiting both the non-stationarity of the signals and the array geometric information.This algorithm is based on joint diagonalization structure (JDS) of a set of short time power spectrum matrices at different time instants of each frequency bin. JDS can be used for quick and accurate multiple non-stationary source localization. The JDS algorithm is a one stage process i.e it directly searches the Direction of arrivals (DOAs) over the continuous location parameter space. The JDS method requires that the number of sensors is not less than the number of sources. By observing the simulation results, one can conclude that the JDS method can localize two sources when their difference is not less than 7 degree but the Wideband MUSIC is able to localize two sources for difference of 18 degree.

Keywords: joint diagonalization structure (JDS), wideband direction of arrival (DOA), wideband MUSIC

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18544 Symbolic Computation on Variable-Coefficient Non-Linear Dispersive Wave Equations

Authors: Edris Rawashdeh, I. Abu-Falahah, H. M. Jaradat

Abstract:

The variable-coefficient non-linear dispersive wave equation is investigated with the aid of symbolic computation. By virtue of a newly developed simplified bilinear method, multi-soliton solutions for such an equation have been derived. Effects of the inhomogeneities of media and nonuniformities of boundaries, depicted by the variable coefficients, on the soliton behavior are discussed with the aid of the characteristic curve method and graphical analysis.

Keywords: dispersive wave equations, multiple soliton solution, Hirota Bilinear Method, symbolic computation

Procedia PDF Downloads 456
18543 Electromagnetic Wave Propagation Equations in 2D by Finite Difference Method

Authors: N. Fusun Oyman Serteller

Abstract:

In this paper, the techniques to solve time dependent electromagnetic wave propagation equations based on the Finite Difference Method (FDM) are proposed by comparing the results with Finite Element Method (FEM) in 2D while discussing some special simulation examples.  Here, 2D dynamical wave equations for lossy media, even with a constant source, are discussed for establishing symbolic manipulation of wave propagation problems. The main objective of this contribution is to introduce a comparative study of two suitable numerical methods and to show that both methods can be applied effectively and efficiently to all types of wave propagation problems, both linear and nonlinear cases, by using symbolic computation. However, the results show that the FDM is more appropriate for solving the nonlinear cases in the symbolic solution. Furthermore, some specific complex domain examples of the comparison of electromagnetic waves equations are considered. Calculations are performed through Mathematica software by making some useful contribution to the programme and leveraging symbolic evaluations of FEM and FDM.

Keywords: finite difference method, finite element method, linear-nonlinear PDEs, symbolic computation, wave propagation equations

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18542 Secured Power flow Algorithm Including Economic Dispatch with GSDF Matrix Using LabVIEW

Authors: Slimane Souag, Amel Graa, Farid Benhamida

Abstract:

In this paper we present a new method for solving the secured power flow problem by the economic dispatch using DC power flow method and Generation Shift Distribution Factor (GSDF), in this work we create a graphical interface in LabVIEW as a virtual instrument. Hence the dc power flow reduces the power flow problem to a set of linear equations, which make the iterative calculation very fast and the GSFD matrix present the effects of single and multiple generator MW change on the transmission line. The effectiveness of the method developed is identified through its application to an IEEE-14 bus test system. The calculation results show excellent performance of the proposed method, in regard to computation time and quality of results.

Keywords: electrical power system security, economic dispatch, sensitivity matrix, labview

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18541 Determination of a Novel Artificial Sweetener Advantame in Food by Liquid Chromatography Tandem Mass Spectrometry

Authors: Fangyan Li, Lin Min Lee, Hui Zhu Peh, Shoet Harn Chan

Abstract:

Advantame, a derivative of aspartame, is the latest addition to a family of low caloric and high potent dipeptide sweeteners which include aspartame, neotame and alitame. The use of advantame as a high-intensity sweetener in food was first accepted by Food Standards Australia New Zealand in 2011 and subsequently by US and EU food authorities in 2014, with the results from toxicity and exposure studies showing advantame poses no safety concern to the public at regulated levels. To our knowledge, currently there is barely any detailed information on the analytical method of advantame in food matrix, except for one report published in Japanese, stating a high performance liquid chromatography (HPLC) and liquid chromatography/ mass spectrometry (LC-MS) method with a detection limit at ppm level. However, the use of acid in sample preparation and instrumental analysis in the report raised doubt over the reliability of the method, as there is indication that stability of advantame is compromised under acidic conditions. Besides, the method may not be suitable for analyzing food matrices containing advantame at low ppm or sub-ppm level. In this presentation, a simple, specific and sensitive method for the determination of advantame in food is described. The method involved extraction with water and clean-up via solid phase extraction (SPE) followed by detection using liquid chromatography tandem mass spectrometry (LC-MS/MS) in negative electrospray ionization mode. No acid was used in the entire procedure. Single laboratory validation of the method was performed in terms of linearity, precision and accuracy. A low detection limit at ppb level was achieved. Satisfactory recoveries were obtained using spiked samples at three different concentration levels. This validated method could be used in the routine inspection of the advantame level in food.

Keywords: advantame, food, LC-MS/MS, sweetener

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18540 An UHPLC (Ultra High Performance Liquid Chromatography) Method for the Simultaneous Determination of Norfloxacin, Metronidazole, and Tinidazole Using Monolithic Column-Stability Indicating Application

Authors: Asmaa Mandour, Ramzia El-Bagary, Asmaa El-Zaher, Ehab Elkady

Abstract:

Background: An UHPLC (ultra high performance liquid chromatography) method for the simultaneous determination of norfloxacin (NOR), metronidazole (MET) and tinidazole (TNZ) using monolithic column is presented. Purpose: The method is considered an environmentally friendly method with relatively low organic composition of the mobile phase. Methods: The chromatographic separation was performed using Phenomenex® Onyex Monolithic C18 (50mmx 20mm) column. An elution program of mobile phase consisted of 0.5% aqueous phosphoric acid : methanol (85:15, v/v). Where elution of all drugs was completed within 3.5 min with 1µL injection volume. The UHPLC method was applied for the stability indication of NOR in the presence of its acid degradation product ND. Results: Retention times were 0.69, 1.19 and 3.23 min for MET, TNZ and NOR, respectively. While ND retention time was 1.06 min. Linearity, accuracy, and precision were acceptable over the concentration range of 5-50µg mL-1for all drugs. Conclusions: The method is simple, sensitive and suitable for the routine quality control and dosage form assay of the three drugs and can also be used for the stability indication of NOR in the presence of its acid degradation product.

Keywords: antibacterial, monolithic cilumn, simultaneous determination, UHPLC

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18539 Determinants of the Welfare of Itinerant Palm Oil Marketers in Akwa Ibom State, Nigeria

Authors: Obasi Igwe Oscar, Udokure Ubong James, Echebiri Raphael Ndubuisi

Abstract:

The study examined the determinants of the welfare of itinerant palm oil marketers in Akwa Ibom State, Nigeria. Multistage sampling techniques were adopted to select 120 itinerant palm oil marketers for the study. Primary data were obtained using a structured questionnaire. Data were analyzed using the cost and returns formula and multiple regression model. Results showed that itinerant palm oil marketing was profitable and 57.39% efficient. The respondents' monthly expenditure of N111,787.90 on food and non-food items indicated that they live above the extreme poverty threshold of $2.15 per person per day, with a daily spending of over $2. Net income (P<0.05), age (P<0.01), educational level (P<0.01), household size (P<0.01), credit amount (P<0.01), market information (P<0.05), amount of tax paid (P<0.01) and the level of market participation (P<0.05) were the significant determinants of the welfare of itinerant traders in the study area. The study recommended that government and non-governmental organizations should make available marketing facilities and enhance transportation networks to reduce inefficiencies and lower transaction costs for itinerant palm oil traders in Akwa Ibom state.

Keywords: determinants, welfare, itinerant, palm oil, marketers

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18538 A System Functions Set-Up through Near Field Communication of a Smartphone

Authors: Jaemyoung Lee

Abstract:

We present a method to set up system functions through a near filed communication (NFC) of a smartphone. The short communication distance of the NFC which is usually less than 4 cm could prevent any interferences from other devices and establish a secure communication channel between a system and the smartphone. The proposed set-up method for system function values is demonstrated for a blacbox system in a car. In demonstration, system functions of a blackbox which is manipulated through NFC of a smartphone are controls of image quality, sound level, shock sensing level to store images, etc. The proposed set-up method for system function values can be used for any devices with NFC.

Keywords: system set-up, near field communication, smartphone, android

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18537 Numerical Evaluation of Shear Strength for Cold-Formed Steel Shear Wall Panel

Authors: Rouaz Idriss, Bourahla Nour-Eddine, Kahlouche Farah, Rafa Sid Ali

Abstract:

The stability of structures made of light-gauge steel depends highly on the contribution of Shear Wall Panel (SWP) systems under horizontal forces due to wind or earthquake loads. Steel plate sheathing is often used with these panels made of cold formed steel (CFS) to improve its shear strength. In order to predict the shear strength resistance, two methods are presented in this paper. In the first method, the steel plate sheathing is modeled with plats strip taking into account only the tension and compression force due to the horizontal load, where both track and stud are modeled according to the geometrical and mechanical characteristics of the specimen used in the experiments. The theoretical background and empirical formulations of this method are presented in this paper. However, the second method is based on a micro modeling of the cold formed steel Shear Wall Panel “CFS-SWP” using Abaqus software. A nonlinear analysis was carried out with an in-plan monotonic load. Finally, the comparison between these two methods shows that the micro modeling with Abaqus gives better prediction of shear resistance of SWP than strips method. However, the latter is easier and less time consuming than the micro modeling method.

Keywords: cold formed steel 'CFS', shear wall panel, strip method, finite elements

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18536 Modeling of Steady State Creep in Thick-Walled Cylinders under Internal Pressure

Authors: Tejeet Singh, Ishavneet Singh

Abstract:

The present study focused on carrying out the creep analysis in an isotropic thick-walled composite cylindrical pressure vessel composed of aluminum matrix reinforced with silicon-carbide in particulate form. The creep behavior of the composite material has been described by the threshold stress based creep law. The values of stress exponent appearing in the creep law were selected as 3, 5 and 8. The constitutive equations were developed using well known von-Mises yield criteria. Models were developed to find out the distributions of creep stress and strain rate in thick-walled composite cylindrical pressure vessels under internal pressure. In order to obtain the stress distributions in the cylinder, the equilibrium equation of the continuum mechanics and the constitutive equations are solved together. It was observed that the radial stress, tangential stress and axial stress increases along with the radial distance. The cross-over was also obtained almost at the middle region of cylindrical vessel for tangential and axial stress for different values of stress exponent. The strain rates were also decreasing in nature along the entire radius.

Keywords: steady state creep, composite, cylinder, pressure

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18535 A Dynamic Ensemble Learning Approach for Online Anomaly Detection in Alibaba Datacenters

Authors: Wanyi Zhu, Xia Ming, Huafeng Wang, Junda Chen, Lu Liu, Jiangwei Jiang, Guohua Liu

Abstract:

Anomaly detection is a first and imperative step needed to respond to unexpected problems and to assure high performance and security in large data center management. This paper presents an online anomaly detection system through an innovative approach of ensemble machine learning and adaptive differentiation algorithms, and applies them to performance data collected from a continuous monitoring system for multi-tier web applications running in Alibaba data centers. We evaluate the effectiveness and efficiency of this algorithm with production traffic data and compare with the traditional anomaly detection approaches such as a static threshold and other deviation-based detection techniques. The experiment results show that our algorithm correctly identifies the unexpected performance variances of any running application, with an acceptable false positive rate. This proposed approach has already been deployed in real-time production environments to enhance the efficiency and stability in daily data center operations.

Keywords: Alibaba data centers, anomaly detection, big data computation, dynamic ensemble learning

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18534 Robust Stabilization of Rotational Motion of Underwater Robots against Parameter Uncertainties

Authors: Riku Hayashida, Tomoaki Hashimoto

Abstract:

This paper provides a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. Underwater robots are expected to be used for various work assignments. The large variety of applications of underwater robots motivates researchers to develop control systems and technologies for underwater robots. Several control methods have been proposed so far for the stabilization of nominal system model of underwater robots with no parameter uncertainty. Parameter uncertainties are considered to be obstacles in implementation of the such nominal control methods for underwater robots. The objective of this study is to establish a robust stabilization method for rotational motion of underwater robots against parameter uncertainties. The effectiveness of the proposed method is verified by numerical simulations.

Keywords: robust control, stabilization method, underwater robot, parameter uncertainty

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18533 Two Stage Fuzzy Methodology to Evaluate the Credit Risks of Investment Projects

Authors: O. Badagadze, G. Sirbiladze, I. Khutsishvili

Abstract:

The work proposes a decision support methodology for the credit risk minimization in selection of investment projects. The methodology provides two stages of projects’ evaluation. Preliminary selection of projects with minor credit risks is made using the Expertons Method. The second stage makes ranking of chosen projects using the Possibilistic Discrimination Analysis Method. The latter is a new modification of a well-known Method of Fuzzy Discrimination Analysis.

Keywords: expert valuations, expertons, investment project risks, positive and negative discriminations, possibility distribution

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18532 Dielectric Properties of Ni-Al Nano Ferrites Synthesized by Citrate Gel Method

Authors: D. Ravinder, K. S. Nagaraju

Abstract:

Ni–Al ferrite with composition of NiAlxFe2-xO4 (x=0.2, 0.4 0.6, and 0.8, ) were prepared by citrate gel method. The dielectric properties for all the samples were investigated at room temperature as a function of frequency. The dielectric constant shows dispersion in the lower frequency region and remains almost constant at higher frequencies. The frequency dependence of dielectric loss tangent (tanδ) is found to be abnormal, giving a peak at certain frequency for mixed Ni-Al ferrites. A qualitative explanation is given for the composition and frequency dependence of the dielectric loss tangent.

Keywords: ferrites, citrate method, lattice parameter, dielectric constant

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18531 DGA Data Interpretation Using Extension Theory for Power Transformer Diagnostics

Authors: O. P. Rahi, Manoj Kumar

Abstract:

Power transformers are essential and expensive equipments in electrical power system. Dissolved gas analysis (DGA) is one of the most useful techniques to detect incipient faults in power transformers. However, the identification of the faulted location by conventional method is not always an easy task due to variability of gas data and operational variables. In this paper, an extension theory based power transformer fault diagnosis method is presented. Extension theory tries to solve contradictions and incompatibility problems. This paper first briefly introduces the basic concept of matter element theory, establishes the matter element models for three-ratio method, and then briefly discusses extension set theory. Detailed analysis is carried out on the extended relation function (ERF) adopted in this paper for transformer fault diagnosis. The detailed diagnosing steps are offered. Simulation proves that the proposed method can overcome the drawbacks of the conventional three-ratio method, such as no matching and failure to diagnose multi-fault. It enhances diagnosing accuracy.

Keywords: DGA, extension theory, ERF, fault diagnosis power transformers, fault diagnosis, fuzzy logic

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18530 Quintic Spline Method for Variable Coefficient Fourth-Order Parabolic Partial Differential Equations

Authors: Reza Mohammadi, Mahdieh Sahebi

Abstract:

We develop a method based on polynomial quintic spline for numerical solution of fourth-order non-homogeneous parabolic partial differential equation with variable coefficient. By using polynomial quintic spline in off-step points in space and finite difference in time directions, we obtained two three level implicit methods. Stability analysis of the presented method has been carried out. We solve four test problems numerically to validate the proposed derived method. Numerical comparison with other existence methods shows the superiority of our presented scheme.

Keywords: fourth-order parabolic equation, variable coefficient, polynomial quintic spline, off-step points, stability analysis

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18529 SIPINA Induction Graph Method for Seismic Risk Prediction

Authors: B. Selma

Abstract:

The aim of this study is to test the feasibility of SIPINA method to predict the harmfulness parameters controlling the seismic response. The approach developed takes into consideration both the focal depth and the peak ground acceleration. The parameter to determine is displacement. The data used for the learning of this method and analysis nonlinear seismic are described and applied to a class of models damaged to some typical structures of the existing urban infrastructure of Jassy, Romania. The results obtained indicate an influence of the focal depth and the peak ground acceleration on the displacement.

Keywords: SIPINA algorithm, seism, focal depth, peak ground acceleration, displacement

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18528 PM Electrical Machines Diagnostic: Methods Selected

Authors: M. Barański

Abstract:

This paper presents a several diagnostic methods designed to electrical machines especially for permanent magnets (PM) machines. Those machines are commonly used in small wind and water systems and vehicles drives. Those methods are preferred by the author in periodic diagnostic of electrical machines. The special attention should be paid to diagnostic method of turn-to-turn insulation and vibrations. Both of those methods were created in Institute of Electrical Drives and Machines Komel. The vibration diagnostic method is the main thesis of author’s doctoral dissertation. This is method of determination the technical condition of PM electrical machine basing on its own signals is the subject of patent application No P.405669. Specific structural properties of machines excited by permanent magnets are used in this method - electromotive force (EMF) generated due to vibrations. There was analysed number of publications which describe vibration diagnostic methods and tests of electrical machines with permanent magnets and there was no method found to determine the technical condition of such machine basing on their own signals.

Keywords: electrical vehicle, generator, main insulation, permanent magnet, thermography, turn-to-traction drive, turn insulation, vibrations

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18527 Contrast Enhancement in Digital Images Using an Adaptive Unsharp Masking Method

Authors: Z. Mortezaie, H. Hassanpour, S. Asadi Amiri

Abstract:

Captured images may suffer from Gaussian blur due to poor lens focus or camera motion. Unsharp masking is a simple and effective technique to boost the image contrast and to improve digital images suffering from Gaussian blur. The technique is based on sharpening object edges by appending the scaled high-frequency components of the image to the original. The quality of the enhanced image is highly dependent on the characteristics of both the high-frequency components and the scaling/gain factor. Since the quality of an image may not be the same throughout, we propose an adaptive unsharp masking method in this paper. In this method, the gain factor is computed, considering the gradient variations, for individual pixels of the image. Subjective and objective image quality assessments are used to compare the performance of the proposed method both with the classic and the recently developed unsharp masking methods. The experimental results show that the proposed method has a better performance in comparison to the other existing methods.

Keywords: unsharp masking, blur image, sub-region gradient, image enhancement

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18526 Machine Learning in Momentum Strategies

Authors: Yi-Min Lan, Hung-Wen Cheng, Hsuan-Ling Chang, Jou-Ping Yu

Abstract:

The study applies machine learning models to construct momentum strategies and utilizes the information coefficient as an indicator for selecting stocks with strong and weak momentum characteristics. Through this approach, the study has built investment portfolios capable of generating superior returns and conducted a thorough analysis. Compared to existing research on momentum strategies, machine learning is incorporated to capture non-linear interactions. This approach enhances the conventional stock selection process, which is often impeded by difficulties associated with timeliness, accuracy, and efficiency due to market risk factors. The study finds that implementing bidirectional momentum strategies outperforms unidirectional ones, and momentum factors with longer observation periods exhibit stronger correlations with returns. Optimizing the number of stocks in the portfolio while staying within a certain threshold leads to the highest level of excess returns. The study presents a novel framework for momentum strategies that enhances and improves the operational aspects of asset management. By introducing innovative financial technology applications to traditional investment strategies, this paper can demonstrate significant effectiveness.

Keywords: information coefficient, machine learning, momentum, portfolio, return prediction

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18525 Endocardial Ultrasound Segmentation using Level Set method

Authors: Daoudi Abdelaziz, Mahmoudi Saïd, Chikh Mohamed Amine

Abstract:

This paper presents a fully automatic segmentation method of the left ventricle at End Systolic (ES) and End Diastolic (ED) in the ultrasound images by means of an implicit deformable model (level set) based on Geodesic Active Contour model. A pre-processing Gaussian smoothing stage is applied to the image, which is essential for a good segmentation. Before the segmentation phase, we locate automatically the area of the left ventricle by using a detection approach based on the Hough Transform method. Consequently, the result obtained is used to automate the initialization of the level set model. This initial curve (zero level set) deforms to search the Endocardial border in the image. On the other hand, quantitative evaluation was performed on a data set composed of 15 subjects with a comparison to ground truth (manual segmentation).

Keywords: level set method, transform Hough, Gaussian smoothing, left ventricle, ultrasound images.

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18524 Analytical Study Of Holographic Polymer Dispersed Liquid Crystals Using Finite Difference Time Domain Method

Authors: N. R. Mohamad, H. Ono, H. Haroon, A. Salleh, N. M. Z. Hashim

Abstract:

In this research, we have studied and analyzed the modulation of light and liquid crystal in HPDLCs using Finite Domain Time Difference (FDTD) method. HPDLCs are modeled as a mixture of polymer and liquid crystals (LCs) that categorized as an anisotropic medium. FDTD method is directly solves Maxwell’s equation with less approximation, so this method can analyze more flexible and general approach for the arbitrary anisotropic media. As the results from FDTD simulation, the highest diffraction efficiency occurred at ±19 degrees (Bragg angle) using p polarization incident beam to Bragg grating, Q > 10 when the pitch is 1µm. Therefore, the liquid crystal is assumed to be aligned parallel to the grating constant vector during these parameters.

Keywords: birefringence, diffraction efficiency, finite domain time difference, nematic liquid crystals

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18523 An MrPPG Method for Face Anti-Spoofing

Authors: Lan Zhang, Cailing Zhang

Abstract:

In recent years, many face anti-spoofing algorithms have high detection accuracy when detecting 2D face anti-spoofing or 3D mask face anti-spoofing alone in the field of face anti-spoofing, but their detection performance is greatly reduced in multidimensional and cross-datasets tests. The rPPG method used for face anti-spoofing uses the unique vital information of real face to judge real faces and face anti-spoofing, so rPPG method has strong stability compared with other methods, but its detection rate of 2D face anti-spoofing needs to be improved. Therefore, in this paper, we improve an rPPG(Remote Photoplethysmography) method(MrPPG) for face anti-spoofing which through color space fusion, using the correlation of pulse signals between real face regions and background regions, and introducing the cyclic neural network (LSTM) method to improve accuracy in 2D face anti-spoofing. Meanwhile, the MrPPG also has high accuracy and good stability in face anti-spoofing of multi-dimensional and cross-data datasets. The improved method was validated on Replay-Attack, CASIA-FASD, Siw and HKBU_MARs_V2 datasets, the experimental results show that the performance and stability of the improved algorithm proposed in this paper is superior to many advanced algorithms.

Keywords: face anti-spoofing, face presentation attack detection, remote photoplethysmography, MrPPG

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18522 Operational Matrix Method for Fuzzy Fractional Reaction Diffusion Equation

Authors: Sachin Kumar

Abstract:

Fuzzy fractional diffusion equation is widely useful to depict different physical processes arising in physics, biology, and hydrology. The motive of this article is to deal with the fuzzy fractional diffusion equation. We study a mathematical model of fuzzy space-time fractional diffusion equation in which unknown function, coefficients, and initial-boundary conditions are fuzzy numbers. First, we find out a fuzzy operational matrix of Legendre polynomial of Caputo type fuzzy fractional derivative having a non-singular Mittag-Leffler kernel. The main advantages of this method are that it reduces the fuzzy fractional partial differential equation (FFPDE) to a system of fuzzy algebraic equations from which we can find the solution of the problem. The feasibility of our approach is shown by some numerical examples. Hence, our method is suitable to deal with FFPDE and has good accuracy.

Keywords: fractional PDE, fuzzy valued function, diffusion equation, Legendre polynomial, spectral method

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18521 Indoor Localization by Pattern Matching Method Based on Extended Database

Authors: Gyumin Hwang, Jihong Lee

Abstract:

This paper studied the CSS-based indoor localization system which is easy to implement, inexpensive to compose the systems, additionally CSS-based indoor localization system covers larger area than other system. However, this system has problem which is affected by reflected distance data. This problem in localization is caused by the multi-path effect. Error caused by multi-path is difficult to be corrected because the indoor environment cannot be described. In this paper, in order to solve the problem by multi-path, we have supplemented the localization system by using pattern matching method based on extended database. Thereby, this method improves precision of estimated. Also this method is verified by experiments in gymnasium. Database was constructed by 1 m intervals, and 16 sample data were collected from random position inside the region of DB points. As a result, this paper shows higher accuracy than existing method through graph and table.

Keywords: chirp spread spectrum, indoor localization, pattern-matching, time of arrival, multi-path, mahalanobis distance, reception rate, simultaneous localization and mapping, laser range finder

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18520 Foot Recognition Using Deep Learning for Knee Rehabilitation

Authors: Rakkrit Duangsoithong, Jermphiphut Jaruenpunyasak, Alba Garcia

Abstract:

The use of foot recognition can be applied in many medical fields such as the gait pattern analysis and the knee exercises of patients in rehabilitation. Generally, a camera-based foot recognition system is intended to capture a patient image in a controlled room and background to recognize the foot in the limited views. However, this system can be inconvenient to monitor the knee exercises at home. In order to overcome these problems, this paper proposes to use the deep learning method using Convolutional Neural Networks (CNNs) for foot recognition. The results are compared with the traditional classification method using LBP and HOG features with kNN and SVM classifiers. According to the results, deep learning method provides better accuracy but with higher complexity to recognize the foot images from online databases than the traditional classification method.

Keywords: foot recognition, deep learning, knee rehabilitation, convolutional neural network

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18519 Image Transform Based on Integral Equation-Wavelet Approach

Authors: Yuan Yan Tang, Lina Yang, Hong Li

Abstract:

Harmonic model is a very important approximation for the image transform. The harmanic model converts an image into arbitrary shape; however, this mode cannot be described by any fixed functions in mathematics. In fact, it is represented by partial differential equation (PDE) with boundary conditions. Therefore, to develop an efficient method to solve such a PDE is extremely significant in the image transform. In this paper, a novel Integral Equation-Wavelet based method is presented, which consists of three steps: (1) The partial differential equation is converted into boundary integral equation and representation by an indirect method. (2) The boundary integral equation and representation are changed to plane integral equation and representation by boundary measure formula. (3) The plane integral equation and representation are then solved by a method we call wavelet collocation. Our approach has two main advantages, the shape of an image is arbitrary and the program code is independent of the boundary. The performance of our method is evaluated by numerical experiments.

Keywords: harmonic model, partial differential equation (PDE), integral equation, integral representation, boundary measure formula, wavelet collocation

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