Search results for: trading signals generation

Authors: Boudene Maamar, Xu Mai

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Optical Intersatellite Links (OISLs) are wireless communications using optical signals to interconnect satellites. It is expected to be the next generation wireless communication technology according to its inherent characteristics like: an increased bandwidth, a high data rate, a data transmission security, an immunity to interference, and an unregulated spectrum etc. Optical space links are the best choice for the classical communication schemes due to its distinctive properties; high frequency, small antenna diameter and lowest transmitted power, which are critical factors to define a space communication. This paper discusses the development of free space technology and analyses the parameters and factors to establish a reliable intersatellite links using an optical signal to exchange data between satellites.

Keywords: optical intersatellite links, optical wireless communications, free space optical communications, next generation wireless communication

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Authors: Jun Wang, Ge Zhang

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Machine learning has been used in many areas today. It thrives at reviewing large volumes of data and identifying patterns and trends that might not be apparent to a human. Given the huge potential benefit and the amount of data available in the financial market, it is not surprising to see machine learning applied to various financial products. While future prices of financial securities are extremely difficult to forecast, we study them from a different angle. Instead of trying to forecast future prices, we apply machine learning algorithms to predict the direction of future price movement, in particular, whether a sector Exchange Traded Fund (ETF) would outperform or underperform the market in the next week or in the next month. We apply several machine learning algorithms for this prediction. The algorithms are Linear Discriminant Analysis (LDA), k-Nearest Neighbors (KNN), Decision Tree (DT), Gaussian Naive Bayes (GNB), and Neural Networks (NN). We show that these machine learning algorithms, most notably GNB and NN, have some predictive power in forecasting out-performance and under-performance out of sample. We also try to explore whether it is possible to utilize the predictions from these algorithms to outperform the buy-and-hold strategy of the S&P 500 index. The trading strategy to explore out-performance predictions does not perform very well, but the trading strategy to explore under-performance predictions can earn higher returns than simply holding the S&P 500 index out of sample.

Keywords: machine learning, ETF prediction, dynamic trading, asset allocation

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Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

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This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: noise, signal-to-noise ratio, stochastic signals, variance estimation

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Authors: Mounira Laabidi, Rafik Zayani, Ridha Bouallegue, Daniel Roviras

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The Filter Bank multicarrier with Offset Quadrature Amplitude Modulation (FBMC-OQAM) has been introduced to overcome the poor spectral characteristics and the waste in both bandwidth and energy caused by the use of the cyclic prefix. However, the FBMC-OQAM signals suffer from the high Peak to Average Power Ratio (PAPR) problem. Due to the overlapping structure of the FBMC-OQAM signals, directly applying the PAPR reduction schemes conceived for the OFDM one turns out to be ineffective. In this paper, we address the problem of PAPR reduction for FBMC-OQAM systems by suggesting a new scheme based on an improved version of Active Constellation Extension scheme (ACE) of OFDM. The proposed scheme, named Rolling Window ACE, takes into consideration the overlapping naturally emanating from the FBMC-OQAM signals.

Keywords: ACE, FBMC, OQAM, OFDM, PAPR, rolling-window

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Authors: Vish Putcha, Chandrasekhar Putcha, Siva Hari

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In the current digital era of free trading and pandemic-driven remote work culture, markets worldwide gained momentum for retail investors to trade from anywhere easily. The number of retail traders rose to 24% of the market from 15% at the pre-pandemic level. Most of them are young retail traders with high-risk tolerance compared to the previous generation of retail traders. This trend boosted the growth of subscription-based market predictors and market data vendors. Young traders are betting on these predictors, assuming one of them is correct. However, 90% of retail traders are on the losing end. This paper presents multiple indicators and attempts to derive behavioral patterns from the underlying stocks. The two major indicators that traders and investors follow are technical and fundamental. The famous investor, Warren Buffett, adheres to the “Value Investing” method that is based on a stock’s fundamental Analysis. In this paper, we present multiple indicators from various methods to understand the behavior patterns of stocks. For this research, we picked five stocks with a market capitalization of more than $200M, listed on the exchange for more than 20 years, and from different industry sectors. To study the behavioral pattern over time for these five stocks, a total of 8 indicators are chosen from fundamental, technical, and financial indicators, such as Price to Earning (P/E), Price to Book Value (P/B), Debt to Equity (D/E), Beta, Volatility, Relative Strength Index (RSI), Moving Averages and Dividend yields, followed by detailed mathematical Analysis. This is an interdisciplinary paper between various disciplines of Engineering, Accounting, and Finance. The research takes a new approach to identify clear indicators affecting stocks. Statistical Analysis of the data will be performed in terms of the probabilistic distribution, then follow and then determine the probability of the stock price going over a specific target value. The Chi-square test will be used to determine the validity of the assumed distribution. Preliminary results indicate that this approach is working well. When the complete results are presented in the final paper, they will be beneficial to the community.

Keywords: stock pattern, stock market analysis, stock predictions, trading, investing, fundamental analysis, technical analysis, quantitative trading, financial analysis, behavioral analysis

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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

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Authors: Christine Mappala

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Social Networking Sites has an undeniable contribution but also a downgrading effect in our society when used inappropriately. It has effects on an individual’s physical, academic, social, emotional, and behavioral aspects in life, a reason to take account to the possible risks it can have with the future generations, specifically the Generation Z. Determining if SNS Usage has an effect on an individual’s Narcissistic Tendencies, how common narcissism is among these individuals and to provide additional information about the Generation Z in the Philippines is the purpose of this study. A total of 342 participants were gathered. Results indicated that there is a low significance of SNS as a predictor to Narcissism. Also, results showed that there is a low level of narcissism among Generation Z.

Keywords: narcissism, social networking sites, Generation Z, normal narcissism

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Authors: Tahir Saleem, Mohammad Usman, Nadeem Khan

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GPS signals are used for navigation and positioning purposes by a diverse set of users. However, this project intends to utilize the reflected GPS L5 signals for location of target in a region of interest by generating an image that highlights the positions of targets in the area of interest. The principle of bi-static radar is used to detect the targets or any movement or changes. The idea is confirmed by the results obtained during MATLAB simulations. A matched filter based technique is employed in the signal processing to improve the system resolution. The simulation is carried out under different conditions with moving receiver and targets. Noise and attenuation is also induced and atmospheric conditions that affect the direct and reflected GPS signals have been simulated to generate a more practical scenario. A realistic GPS L5 signal has been simulated, the simulation results verify that the detection and imaging of targets is possible by employing reflected GPS using L5 signals and matched filter processing technique with acceptable spatial resolution.

Keywords: GPS, L5 Signal, SAR, spatial resolution

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Authors: Ezgi Avci-Surucu, Doganbey Akgul

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Turkey’s energy reforms has achieved energy security through a variety of interlinked measures including electricity, gas, renewable energy and energy efficiency legislation; the establishment of an energy sector regulatory authority; energy price reform; the creation of a functional electricity market; restructuring of state-owned energy enterprises; and private sector participation through privatization and new investment. However, current strategies, namely; “Electricity Sector Reform and Privatization Strategy” and “Electricity Market and Supply Security Strategy” has been criticized for various aspects. The present paper analyzes the implementation of the aforementioned strategies in the framework of generation scheduling, transmission constraints, bidding structure and general aspects; and argues the deficiencies of current strategies which decelerates power investments and creates uncertainties. We conclude by policy suggestions to eliminate these deficiencies in terms of price and risk management, infrastructure, customer focused regulations and systematic market development.

Keywords: electricity markets, risk management, regulations, balancing and settlement, bilateral trading, generation scheduling, bidding structure

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Authors: Chien-Lin Wang, Cha-Ling Ko, Tainsong Chen

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Pulse wave velocity (PWV) of blood flow provides important information of vessel property and blood pressure which can be used to assess cardiovascular disease. However, the above measurements need expensive equipment, such as Doppler ultrasound, MRI, angiography etc. The photoplethysmograph (PPG) signals are commonly utilized to detect blood volume changes. In this study, two infrared (IR) probes are designed and placed at a fixed distance from finger base and fingertip. An analog circuit with automatic gain adjustment is implemented to get the stable original PPG signals from above two IR probes. In order to obtain the time delay precisely between two PPG signals, we obtain the pulse transit time from the second derivative of the original PPG signals. To get a portable, wireless and low power consumption PWV measurement device, the low energy Bluetooth 4.0 (BLE) and the microprocessor (Cortex™-M3) are used in this study. The PWV is highly correlated with blood pressure. This portable device has potential to be used for continuous blood pressure monitoring.

Keywords: pulse wave velocity, photoplethysmography, portable device, biomedical engineering

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Authors: Olesya Bolkhovskaya, Alexey Davydov, Alexander Maltsev

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In this paper approach to incoherent signal detection in multi-element antenna array are researched and modeled. Two types of useful signals with unknown wavefront were considered. First one is deterministic (Barker code), the second one is random (Gaussian distribution). The derivation of the sufficient statistics took into account the linearity of the antenna array. The performance characteristics and detecting curves are modeled and compared for different useful signals parameters and for different number of elements of the antenna array. Results of researches in case of some additional conditions can be applied to a digital communications systems.

Keywords: antenna array, detection curves, performance characteristics, quadrature processing, signal detection

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Authors: Anatoly A. Kuznetsov, Pavel G. Berezhko, Sergey M. Kunavin, Eugeny V. Zhilkin, Maxim V. Tsarev, Vyacheslav V. Yaroshenko, Valery V. Mokrushin, Olga Y. Yunchina, Sergey A. Mityashin

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The acoustic emission is caused by short-time propagation of elastic waves that are generated as a result of quick energy release from sources localized inside some material. In particular, the acoustic emission phenomenon lies in the generation of acoustic waves resulted from the reconstruction of material internal structures. This phenomenon is observed at various physicochemical transformations, in particular, at those accompanying hydrogenation processes of metals or intermetallic compounds that make it possible to study parameters of these transformations through recording and analyzing the acoustic signals. It has been known that at the interaction between metals or inter metallides with hydrogen the most intensive acoustic signals are generated as a result of cracking or crumbling of an initial compact powder sample as a result of the change of material crystal structure under hydrogenation. This work is dedicated to the study into changes occurring in metallic titanium samples at their interaction with hydrogen and followed by acoustic emission signals. In this work the subjects for investigation were specimens of metallic titanium in two various initial forms: titanium sponge and fine titanium powder made of this sponge. The kinetic of the interaction of these materials with hydrogen, the acoustic emission signals accompanying hydrogenation processes and the structure of the materials before and after hydrogenation were investigated. It was determined that in both cases interaction of metallic titanium and hydrogen is followed by acoustic emission signals of high amplitude generated on reaching some certain value of the atomic ratio [H]/[Ti] in a solid phase because of metal cracking at a macrolevel. The typical sizes of the cracks are comparable with particle sizes of hydrogenated specimens. The reasons for cracking are internal stresses initiated in a sample due to the increasing volume of a solid phase as a result of changes in a material crystal lattice under hydrogenation. When the titanium powder is used, the atomic ratio [H]/[Ti] in a solid phase corresponding to the maximum amplitude of an acoustic emission signal are, as a rule, higher than when titanium sponge is used.

Keywords: acoustic emission signal, cracking, hydrogenation, titanium specimen

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Authors: L. Bikulciene, E. Venskaityte, G. Jarusevicius

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Non-stationary and nonlinear signals generated by living complex systems defy traditional mechanistic approaches, which are based on homeostasis. Previous our studies have shown that the evaluation of the interactions of physiological signals by using special analysis methods is suitable for observation of physiological processes. It is demonstrated the possibility of using deep physiological model, based interpretation of the changes of the human body’s functional states combined with an application of the analytical method based on matrix theory for the physiological signals analysis, which was applied on high risk cardiac patients. It is shown that evaluation of cardiac signals interactions show peculiar for each individual functional changes at the onset of hemodynamic restoration procedure. Therefore we suggest that the alterations of functional state of the body, after patients overcome surgery can be complemented by the data received from the suggested approach of the evaluation of functional variables interactions.

Keywords: cardiac diseases, complex systems theory, ECG analysis, matrix analysis

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Authors: Fatima Ezzahra Siragi, Omar Benaini

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For many years, Generation Y has been at the center of controversies. This topic made the buzz in the Media as well as in scientific literature. Previous research led to contradictory results; some scholars considered this population a wealth for companies, while the others believe it constitutes a young danger in need of proper control. Existing literature has almost studied Generation Y in developed countries; very rare studies were conducted in developing countries. To our knowledge, no published articles have treated Generation Y in Morocco. The purpose of this research is to examine the distinctive characteristics of Generation Y in Morocco as well as their behavior at work. Using quantitative method, the study was conducted on a sample of 250 Moroccan employees that have a high educational level and who belong to Generation Y. Our results have shown high resemblance between Moroccan and Occidental Yers (France, USA, Canada …)

Keywords: Behavior in Organizations, Generation Y, Key Characteristics, Moroccan Yers, Motivation

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Authors: Sagar R. Patil, Dinesh R. Gawade, Sudhir N. Divekar

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One of the medical devices we found when we visit a hospital care unit such device is ‘patient monitoring system’. This device (patient monitoring system) informs doctors and nurses about the patient’s physiological signals. However, this device (patient monitoring system) does not have a remote monitoring capability, which is necessitates constant onsite attendance by support personnel (doctors and nurses). Thus, we have developed a Remote Wireless Patient Monitoring System using some biomedical sensors and Android OS, which is a portable patient monitoring. This device(Remote Wireless Patient Monitoring System) monitors the biomedical signals of patients in real time and sends them to remote stations (doctors and nurse’s android Smartphone and web) for display and with alerts when necessary. Wireless Patient Monitoring System different from conventional device (Patient Monitoring system) in two aspects: First its wireless communication capability allows physiological signals to be monitored remotely and second, it is portable so patients can move while there biomedical signals are being monitor. Wireless Patient Monitoring is also notable because of its implementation. We are integrated four sensors such as pulse oximeter (SPO2), thermometer, respiration, blood pressure (BP), heart rate and electrocardiogram (ECG) in this device (Wireless Patient Monitoring System) and Monitoring and communication applications are implemented on the Android OS using threads, which facilitate the stable and timely manipulation of signals and the appropriate sharing of resources. The biomedical data will be display on android smart phone as well as on web Using web server and database system we can share these physiological signals with remote place medical personnel’s or with any where in the world medical personnel’s. We verified that the multitasking implementation used in the system was suitable for patient monitoring and for other Healthcare applications.

Keywords: patient monitoring, wireless patient monitoring, bio-medical signals, physiological signals, embedded system, Android OS, healthcare, pulse oximeter (SPO2), thermometer, respiration, blood pressure (BP), heart rate, electrocardiogram (ECG)

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Authors: Bahar Hazal Yalçınkaya, Bayram Yılmaz, Mustafa Özilgen

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Brain information transmission in the neuronal network occurs in the form of electrical signals. Neural work transmits information between the neurons or neurons and target cells by moving charged particles in a voltage field; a fraction of the energy utilized in this process is dissipated via entropy generation. Exergy loss and entropy generation models demonstrate the inefficiencies of the communication along the dendritic trees. In this study, neurons of 4 different animals were analyzed with one dimensional cable model with N=6 identical dendritic trees and M=3 order of symmetrical branching. Each branch symmetrically bifurcates in accordance with the 3/2 power law in an infinitely long cylinder with the usual core conductor assumptions, where membrane potential is conserved in the core conductor at all branching points. In the model, exergy loss and entropy generation rates are calculated for each branch of equivalent cylinders of electrotonic length (L) ranging from 0.1 to 1.5 for four different dendritic branches, input branch (BI), and sister branch (BS) and two cousin branches (BC-1 & BC-2). Thermodynamic analysis with the data coming from two different cat motoneuron studies show that in both experiments nearly the same amount of exergy is lost while generating nearly the same amount of entropy. Guinea pig vagal motoneuron loses twofold more exergy compared to the cat models and the squid exergy loss and entropy generation were nearly tenfold compared to the guinea pig vagal motoneuron model. Thermodynamic analysis show that the dissipated energy in the dendritic tress is directly proportional with the electrotonic length, exergy loss and entropy generation. Entropy generation and exergy loss show variability not only between the vertebrate and invertebrates but also within the same class. Concurrently, single action potential Na⁺ ion load, metabolic energy utilization and its thermodynamic aspect contributed for squid giant axon and mammalian motoneuron model. Energy demand is supplied to the neurons in the form of Adenosine triphosphate (ATP). Exergy destruction and entropy generation upon ATP hydrolysis are calculated. ATP utilization, exergy destruction and entropy generation showed differences in each model depending on the variations in the ion transport along the channels.

Keywords: ATP utilization, entropy generation, exergy loss, neuronal information transmittance

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Authors: Amarnath M., Ramachandra C. G., H. Chelladurai, P..Sateesh Kumar, K. Santhosh Kumar

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Journal bearings are extensively used sliding contact machine elements to support radial/axial loaded rotors used in various applications viz. automobile crankshaft, turbine propeller shaft, rope conveyer, heavy duty electric motors. The primary reasons for the failures of these bearings include unstable lubricant film, oil degradation, misalignment, etc. This paper describes the results of experimental investigations carried out to detect surface fatigue wear developed on load bearing the contact surfaces of journal bearing. The test bearing was subjected to fatigue load cycles over a period of 600 hours. The vibration signals were acquired from the journal bearing at regular intervals of 100 hrs. These signals were post-processed by using the vibration analysis technique to obtain diagnostic information of wear propagated in the journal-bearing system.

Keywords: fatigue, journal bearing, sound signals, vibration signals, wear

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Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh Kumar Pandey

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A discrete time fractional orderdifferentiator has been modeled for estimating the fractional order derivatives of contaminated signal. The proposed approach is based on Chebyshev’s polynomials. We use the Riemann-Liouville fractional order derivative definition for designing the fractional order SG differentiator. In first step we calculate the window weight corresponding to the required fractional order. Then signal is convoluted with this calculated window’s weight for finding the fractional order derivatives of signals. Several signals are considered for evaluating the accuracy of the proposed method.

Keywords: fractional order derivative, chebyshev polynomials, signals, S-G differentiator

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Authors: Sheng-Ching Wu

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This paper examines the interaction between mutual fund performance and portfolio turnover. Active trading could affect fund performance, but underperforming funds could also be traded actively at the same time to perform well. Therefore, we used two-stage least squares to address with simultaneity. The results indicate that funds with higher portfolio turnovers exhibit inferior performance compared with funds having lower turnovers. Moreover, funds with poor performance exhibit higher portfolio turnover. The findings support the assumptions that active trading erodes performance, and that fund managers with poor performance attempt to trade actively to retain employment.

Keywords: mutual funds, portfolio turnover, simultaneity, two-stage least squares

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Authors: Maryam Abata, Moulhime El Bekkali, Said Mazer, Catherine Algani, Mahmoud Mehdi

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One major problem of most electronic systems operating in the millimeter wave band is the signal generation with a high purity and a stable carrier frequency. This problem is overcome by using the combination of a signal with a low frequency local oscillator (LO) and several stages of frequency multipliers. The use of these frequency multipliers to create millimeter-wave signals is an attractive alternative to direct generation signal. Therefore, the isolation problem of the local oscillator from the other stages is always present, which leads to have various mechanisms that can disturb the oscillator performance, thus a buffer amplifier is often included in oscillator outputs. In this paper, we present the study and design of a buffer amplifier in the mm-wave band using a 0.15μm pHEMT from UMS foundry. This amplifier will be used as a part of a frequency quadrupler at 60 GHz.

Keywords: Mm-wave band, local oscillator, frequency quadrupler, buffer amplifier

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Authors: Howard Chitimira

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In Australia, the market abuse prohibition is generally well accepted by the investing and non-investing public as well as by the government. This co-operative and co-ordinated approach on the part of all the relevant stakeholders has to date given rise to an increased awareness and commendable combating of market abuse activities in the Australian corporations, companies, and securities markets. It is against this background that this article seeks to comparatively explore the general enforcement approaches that are employed to combat market abuse (insider trading and market manipulation) activity in Australia and South Africa. In relation to this, the role of selected enforcement authorities and possible enforcement methods which may be learnt from both the Australian and South African experiences will be isolated where necessary for consideration by such authorities, especially, in the South African market abuse regulatory framework.

Keywords: insider trading, market abuse, market manipulation, regulation

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Authors: Itji Diana Daud, Nuniek Widiayani

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The fungus Beauveria bassiana can be endophytic in maize. The fungus was recovered in culture from stems, leaves and roots after a month planting. This phenomenon was shown until the third generation of the corn. The result from laboratory shows that B. bassiana appear in F1, F2 and F3 in order 70, 80 and 90% in the roots, 80% in the stems in all generation, 90, 80 and 70% in leaves. In CFU’s ml-1 of B. bassiana in corn seed, show F1 was 8.9 x 106, F2 was 8.1 x 106 and F3 was 7.8 x 106. The research showed that B. Bassiana as endophyte still remain to the third generation. Innovation to the corn seed which is endophyte seed is essential to protect from the attack of corn borer and to avoid the usage of insecticide.

Keywords: endophytic, recovered, third generation, Beauveria bassiana

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Authors: Luis Andrey Fajardo Fajardo

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We are immersed in complex systems. The human brain, the galaxies, the snowflakes are examples of complex systems. An area of interest in Complex systems is the chaos theory. This revolutionary field of science presents different ways of study than determinism and reductionism. Here is where in junction with the Nonlinear DSP, chaos theory offer valuable techniques that establish a link between time series and complex theory in terms of complex networks, so that, the study of signals can be explored from the graph theory. Recently, some people had purposed a method to transform time series in graphs, but no one had developed a suitable implementation in Python with signals extracted from Chaotic Systems or Complex systems. That’s why the implementation in Python of an existing method to transform one dimensional chaotic signals from time domain to graph domain and some measures that may reveal information not extracted in the time domain is proposed.

Keywords: Python, complex systems, graph theory, dynamical systems

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Authors: Dia I. Abu-Al-Nadi, M. J. Mismar, T. H. Ismail

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A technique for estimating the direction-of-arrival (DOA) of unknown number of source signals is presented using the eigen-approach. The eigenvector corresponding to the minimum eigenvalue of the autocorrelation matrix yields the minimum output power of the array. Also, the array polynomial with this eigenvector possesses roots on the unit circle. Therefore, the pseudo-spectrum is found by perturbing the phases of the roots one by one and calculating the corresponding array output power. The results indicate that the DOAs and the number of source signals are estimated accurately in the presence of a wide range of input noise levels.

Keywords: array signal processing, direction-of-arrival, antenna arrays, Eigenvalues, Eigenvectors, Lagrange multiplier

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Authors: Shalini Rankawat, Mansi Rankawat, Rahul Dubey, Mazad Zaveri

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Physiological signals such as electrocardiogram (ECG) and arterial blood pressure (ABP) in the intensive care unit (ICU) are often seriously corrupted by noise, artifacts, and missing data, which lead to errors in the estimation of heart rate (HR) and incidences of false alarm from ICU monitors. Clinical support in ICU requires most reliable heart rate estimation. Cardiac activity, because of its relatively high electrical energy, may introduce artifacts in Electroencephalogram (EEG), Electrooculogram (EOG), and Electromyogram (EMG) recordings. This paper presents a robust heart rate estimation method by detection of R-peaks of ECG artifacts in EEG, EMG & EOG signals, using energy-based function and a novel Signal Quality Index (SQI) assessment technique. SQIs of physiological signals (EEG, EMG, & EOG) were obtained by correlation of nonlinear energy operator (teager energy) of these signals with either ECG or ABP signal. HR is estimated from ECG, ABP, EEG, EMG, and EOG signals from separate Kalman filter based upon individual SQIs. Data fusion of each HR estimate was then performed by weighing each estimate by the Kalman filters’ SQI modified innovations. The fused signal HR estimate is more accurate and robust than any of the individual HR estimate. This method was evaluated on MIMIC II data base of PhysioNet from bedside monitors of ICU patients. The method provides an accurate HR estimate even in the presence of noise and artifacts.

Keywords: ECG, ABP, EEG, EMG, EOG, ECG artifacts, Teager-Kaiser energy, heart rate, signal quality index, Kalman filter, data fusion

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Authors: Tianyu Cao, KIRA (Ruizhi Zhao)

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The purpose of our research is to study the possibility of people with physical disabilities manipulating mechanical prostheses through brain-computer interface (BCI) technology. The brain-machine interface (BCI) of the neural prosthesis records signals from neurons and uses mathematical modeling to decode them, converting desired movements into body movements. In order to improve the patient's neural control, the prosthesis is given a natural feeling. It records data from sensitive areas from the body to the prosthetic limb and encodes signals in the form of electrical stimulation to the brain. In our research, the brain-computer interface (BCI) is a bridge connecting patients’ cognition and the real world, allowing information to interact with each other. The efficient work between the two is achieved through external devices. The flow of information is controlled by BCI’s ability to record neuronal signals and decode signals, which are converted into device control. In this way, we could encode information and then send it to the brain through electrical stimulation, which has significant medical application.

Keywords: biomedical engineering, brain-computer interface, prosthesis, neural control

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Authors: Bharatendra Rai

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Cutting tools are widely used in manufacturing processes and drilling is the most commonly used machining process. Although drill-bits used in drilling may not be expensive, their breakage can cause damage to expensive work piece being drilled and at the same time has major impact on productivity. Predicting drill-bit breakage, therefore, is important in reducing cost and improving productivity. This study uses twenty features extracted from two degradation signals viz., thrust force and torque. The methodology used involves developing and comparing decision tree, random forest, and multinomial logistic regression models for classifying and predicting drill-bit breakage using degradation signals.

Keywords: degradation signal, drill-bit breakage, random forest, multinomial logistic regression

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Authors: Asadollah Bahrami

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In the present study, spectral radiative entropy generation is analyzed in a furnace filled with a mixture of H₂O, CO₂ and soot at radiative equilibrium. For the angular and spatial discretization of the radiative transfer equation and radiative entropy generation equations, the discrete ordinates method and the finite volume method are used, respectively. Spectral radiative properties are obtained using the correlated-k (CK) non-gray model with updated parameters based on the HITEMP2010 high-resolution database. In order to evaluate the effects of the location of the heat source, boundary condition and wall emissivity on radiative entropy generation, five cases are considered with different conditions. The spectral and total radiative entropy generation in the system are calculated for all cases and the effects of mentioned parameters on radiative entropy generation are attentively analyzed and finally, the optimum condition is especially presented. The most important results can be stated as follows: Results demonstrate that the wall emissivity has a considerable effect on the radiative entropy generation. Also, irreversible radiative transfer at the wall with lower temperatures is the main source of radiative entropy generation in the furnaces. In addition, the effect of the location of the heat source on total radiative entropy generation is less than other factors. Eventually, it can be said that characterizing the effective parameters of radiative entropy generation provides an approach to minimizing the radiative entropy generation and enhancing the furnace's performance practicality.

Keywords: spectral radiative entropy generation, non-gray medium, correlated k(CK) model, heat source

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Authors: M. Alipanah, A. Ranjbar, E. Farnad, F. Alipanah

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Entropy generation of an Al2O3-water nanofluid due to heat transfer and fluid friction irreversibility has been investigated in a square cavity subject to different side wall temperatures using a nanofluid for natural convection flow. This study has been carried out for the pertinent parameters in the following ranges: Rayleigh number between 104 to 107 and volume fraction between 0 to 0.05. Based on the obtained dimensionless velocity and temperature values, the distributions of local entropy generation, average entropy generation and average Bejan number are determined. The results are compared for a pure fluid and a nanofluid. It is totally found that the heat transfer and entropy generation of the nanofluid is more than the pure fluid and minimum entropy generation and Nusselt number occur in the pure fluid at any Rayleigh number. Results depict that the addition of nanoparticles to the pure fluid has more effect on the entropy generation as the Rayleigh number goes up.

Keywords: entropy generation, natural convection, bejan number, nuselt number, nanofluid

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Authors: Heramb Somthankar, Anujoy Chakraborty

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This paper presents a classification study on yield prediction in semiconductor production using machine learning approaches. A complicated semiconductor production process is generally monitored continuously by signals acquired from sensors and measurement sites. A monitoring system contains a variety of signals, all of which contain useful information, irrelevant information, and noise. In the case of each signal being considered a feature, "Feature Selection" is used to find the most relevant signals. The open-source UCI SECOM Dataset provides 1567 such samples, out of which 104 fail in quality assurance. Feature extraction and selection are performed on the dataset, and useful signals were considered for further study. Afterward, common machine learning algorithms were employed to predict whether the signal yields pass or fail. The most relevant algorithm is selected for prediction based on the accuracy and loss of the ML model.

Keywords: deep learning, feature extraction, feature selection, machine learning classification algorithms, semiconductor production monitoring, signal processing, time-series analysis

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