Search results for: Gaussian linearization

Authors: Hassan Naseh, Javad Roozgard

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This paper represents the methodology based on Artificial Intelligent (AI) applied to Liquid Propellant Engine (LPE) optimization. The AI methodology utilized from Adaptive neural Fuzzy Inference System (ANFIS). In this methodology, the optimum objective function means to achieve maximum performance (specific impulse). The independent design variables in ANFIS modeling are combustion chamber pressure and temperature and oxidizer to fuel ratio and output of this modeling are specific impulse that can be applied with other objective functions in LPE design optimization. To this end, the LPE’s parameter has been modeled in ANFIS methodology based on generating fuzzy inference system structure by using grid partitioning, subtractive clustering and Fuzzy C-Means (FCM) clustering for both inferences (Mamdani and Sugeno) and various types of membership functions. The final comparing optimization results shown accuracy and processing run time of the Gaussian ANFIS Methodology between all methods.

Keywords: ANFIS methodology, artificial intelligent, liquid propellant engine, optimization

Procedia PDF Downloads 541

Authors: David F. Nettleton, Elodie Bugnicourt, Christian Wasiak, Alejandro Rosales

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In this presentation, preliminary results are given for the modeling and calibration of two different industrial winding MIMO (Multiple Input Multiple Output) processes using machine learning techniques. In contrast to previous approaches which have typically used ‘black-box’ linear statistical methods together with a definition of the mechanical behavior of the process, we use non-linear machine learning algorithms together with a ‘white-box’ rule induction technique to create a supervised model of the fitting error between the expected and real force measures. The final objective is to build a precise model of the winding process in order to control de-tension of the material being wound in the first case, and the friction of the material passing through the die, in the second case. Case 1, Tension Control of a Winding Process. A plastic web is unwound from a first reel, goes over a traction reel and is rewound on a third reel. The objectives are: (i) to train a model to predict the web tension and (ii) calibration to find the input values which result in a given tension. Case 2, Friction Force Control of a Micro-Pullwinding Process. A core+resin passes through a first die, then two winding units wind an outer layer around the core, and a final pass through a second die. The objectives are: (i) to train a model to predict the friction on die2; (ii) calibration to find the input values which result in a given friction on die2. Different machine learning approaches are tested to build models, Kernel Ridge Regression, Support Vector Regression (with a Radial Basis Function Kernel) and MPART (Rule Induction with continuous value as output). As a previous step, the MPART rule induction algorithm was used to build an explicative model of the error (the difference between expected and real friction on die2). The modeling of the error behavior using explicative rules is used to help improve the overall process model. Once the models are built, the inputs are calibrated by generating Gaussian random numbers for each input (taking into account its mean and standard deviation) and comparing the output to a target (desired) output until a closest fit is found. The results of empirical testing show that a high precision is obtained for the trained models and for the calibration process. The learning step is the slowest part of the process (max. 5 minutes for this data), but this can be done offline just once. The calibration step is much faster and in under one minute obtained a precision error of less than 1x10-3 for both outputs. To summarize, in the present work two processes have been modeled and calibrated. A fast processing time and high precision has been achieved, which can be further improved by using heuristics to guide the Gaussian calibration. Error behavior has been modeled to help improve the overall process understanding. This has relevance for the quick optimal set up of many different industrial processes which use a pull-winding type process to manufacture fibre reinforced plastic parts. Acknowledgements to the Openmind project which is funded by Horizon 2020 European Union funding for Research & Innovation, Grant Agreement number 680820

Keywords: data model, machine learning, industrial winding, calibration

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Authors: Amir Hajian, Sepehr Damavandinejadmonfared

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In this paper the issue of dimensionality reduction is investigated in finger vein recognition systems using kernel Principal Component Analysis (KPCA). One aspect of KPCA is to find the most appropriate kernel function on finger vein recognition as there are several kernel functions which can be used within PCA-based algorithms. In this paper, however, another side of PCA-based algorithms -particularly KPCA- is investigated. The aspect of dimension of feature vector in PCA-based algorithms is of importance especially when it comes to the real-world applications and usage of such algorithms. It means that a fixed dimension of feature vector has to be set to reduce the dimension of the input and output data and extract the features from them. Then a classifier is performed to classify the data and make the final decision. We analyze KPCA (Polynomial, Gaussian, and Laplacian) in details in this paper and investigate the optimal feature extraction dimension in finger vein recognition using KPCA.

Keywords: biometrics, finger vein recognition, principal component analysis (PCA), kernel principal component analysis (KPCA)

Procedia PDF Downloads 338

Authors: Amir Mukhtar, Dr. Likun Xia

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An improved, robust and efficient visual target tracking algorithm using particle filtering is proposed. Particle filtering has been proven very successful in estimating non-Gaussian and non-linear problems. In this paper, the particle filter is used with color feature to estimate the target state with time. Color distributions are applied as this feature is scale and rotational invariant, shows robustness to partial occlusion and computationally efficient. The performance is made more robust by choosing the different (YIQ) color scheme. Tracking is performed by comparison of chrominance histograms of target and candidate positions (particles). Color based particle filter tracking often leads to inaccurate results when light intensity changes during a video stream. Furthermore, background subtraction technique is used for size estimation of the target. The qualitative evaluation of proposed algorithm is performed on several real-world videos. The experimental results demonstrate that the improved algorithm can track the moving objects very well under illumination changes, occlusion and moving background.

Keywords: tracking, particle filter, histogram, corner points, occlusion, illumination

Procedia PDF Downloads 354

Authors: Mallikarjuna Rao Gundavarapu, Ch. Mallikarjuna Rao, K. Anuradha Bai

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Real Time Video Tracking is a challenging task for computing professionals. The performance of video tracking techniques is greatly affected by background detection and elimination process. Local regions of the image frame contain vital information of background and foreground. However, pixel-level processing of local regions consumes a good amount of computational time and memory space by traditional approaches. In our approach we have explored the concurrent computational ability of General Purpose Graphic Processing Units (GPGPU) to address this problem. The Gaussian Mixture Model (GMM) with adaptive weighted kernels is used for detecting the background. The weights of the kernel are influenced by local regions and are updated by inter-frame variations of these corresponding regions. The proposed system has been tested with GPU devices such as GeForce GTX 280, GeForce GTX 280 and Quadro K2000. The results are encouraging with maximum speed up 10X compared to sequential approach.

Keywords: connected components, embrace threads, local weighted kernel, structuring elements

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Authors: Kemal Polat

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In this paper, three feature weighting methods have been used to improve the classification performance of diabetic retinopathy (DR). To classify the diabetic retinopathy, features extracted from the output of several retinal image processing algorithms, such as image-level, lesion-specific and anatomical components, have been used and fed them into the classifier algorithms. The dataset used in this study has been taken from University of California, Irvine (UCI) machine learning repository. Feature weighting methods including the fuzzy c-means clustering based feature weighting, subtractive clustering based feature weighting, and Gaussian mixture clustering based feature weighting, have been used and compered with each other in the classification of DR. After feature weighting, five different classifier algorithms comprising multi-layer perceptron (MLP), k- nearest neighbor (k-NN), decision tree, support vector machine (SVM), and Naïve Bayes have been used. The hybrid method based on combination of subtractive clustering based feature weighting and decision tree classifier has been obtained the classification accuracy of 100% in the screening of DR. These results have demonstrated that the proposed hybrid scheme is very promising in the medical data set classification.

Keywords: machine learning, data weighting, classification, data mining

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Authors: Abdolreza Memari

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In this article in order to estimate the viscosity of crude oil,a numerical method has been used. We use this method to measure the crude oil's viscosity for 3 states: Saturated oil's viscosity, viscosity above the bubble point and viscosity under the saturation pressure. Then the crude oil's viscosity is estimated by using KHAN model and roller ball method. After that using these data that include efficient conditions in measuring viscosity, the estimated viscosity by the presented method, a radial based neural method, is taught. This network is a kind of two layered artificial neural network that its stimulation function of hidden layer is Gaussian function and teaching algorithms are used to teach them. After teaching radial based neural network, results of experimental method and artificial intelligence are compared all together. Teaching this network, we are able to estimate crude oil's viscosity without using KHAN model and experimental conditions and under any other condition with acceptable accuracy. Results show that radial neural network has high capability of estimating crude oil saving in time and cost is another advantage of this investigation.

Keywords: viscosity, Iranian crude oil, radial based, neural network, roller ball method, KHAN model

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Authors: Duygu Dere, Mert Ergeneci, Kaan Gokcesu

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Google Trends data has gained increasing popularity in the applications of behavioral finance, decision science and risk management. Because of Google’s wide range of use, the Trends statistics provide significant information about the investor sentiment and intention, which can be used as decisive factors for corporate and risk management fields. However, an anomaly, a significant increase or decrease, in a certain query cannot be detected by the state of the art applications of computation due to the random baseline noise of the Trends data, which is modelled as an Additive white Gaussian noise (AWGN). Since through time, the baseline noise power shows a gradual change an adaptive thresholding method is required to track and learn the baseline noise for a correct classification. To this end, we introduce an online method to classify meaningful deviations in Google Trends data. Through extensive experiments, we demonstrate that our method can successfully classify various anomalies for plenty of different data.

Keywords: adaptive data processing, behavioral finance , convex optimization, online learning, soft minimum thresholding

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Authors: Jude Opara, Esemokumo Perewarebo Akpos

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This paper is on non-parametric linear regression over its parametric counterparts with large sample size. Data set on anthropometric measurement of primary school pupils was taken for the analysis. The study used 50 randomly selected pupils for the study. The set of data was subjected to normality test, and it was discovered that the residuals are not normally distributed (i.e. they do not follow a Gaussian distribution) for the commonly used least squares regression method for fitting an equation into a set of (x,y)-data points using the Anderson-Darling technique. The algorithms for the nonparametric Theil’s regression are stated in this paper as well as its parametric OLS counterpart. The use of a programming language software known as “R Development” was used in this paper. From the analysis, the result showed that there exists a significant relationship between the response and the explanatory variable for both the parametric and non-parametric regression. To know the efficiency of one method over the other, the Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) are used, and it is discovered that the nonparametric regression performs better than its parametric regression counterparts due to their lower values in both the AIC and BIC. The study however recommends that future researchers should study a similar work by examining the presence of outliers in the data set, and probably expunge it if detected and re-analyze to compare results.

Keywords: Theil’s regression, Bayesian information criterion, Akaike information criterion, OLS

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Authors: Yousif Mohamed Y. Abdallah, Eltayeb Wagallah

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Image enhancement allows the observer to see details in images that may not be immediately observable in the original image. Image enhancement is the transformation or mapping of one image to another. The enhancement of certain features in images is accompanied by undesirable effects. To achieve maximum image quality after denoising, a new, low order, local adaptive Gaussian scale mixture model and median filter were presented, which accomplishes nonlinearities from scattering a new nonlinear approach for contrast enhancement of bones in bone scan images using both gamma correction and negative transform methods. The usual assumption of a distribution of gamma and Poisson statistics only lead to overestimation of the noise variance in regions of low intensity but to underestimation in regions of high intensity and therefore to non-optional results. The contrast enhancement results were obtained and evaluated using MatLab program in nuclear medicine images of the bones. The optimal number of bins, in particular the number of gray-levels, is chosen automatically using entropy and average distance between the histogram of the original gray-level distribution and the contrast enhancement function’s curve.

Keywords: bone scan, nuclear medicine, Matlab, image processing technique

Procedia PDF Downloads 475

Authors: Neziha Jaouedi, Noureddine Boujnah, Mohamed Salim Bouhlel

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In the framework of human machine interaction systems enhancement, we focus throw this paper on human behavior analysis and action recognition. Human behavior is characterized by actions and reactions duality (movements, psychological modification, verbal and emotional expression). It’s worth noting that many information is hidden behind gesture, sudden motion points trajectories and speeds, many research works reconstructed an information retrieval issues. In our work we will focus on motion extraction, tracking and action recognition using wavelet network approaches. Our contribution uses an analysis of human subtraction by Gaussian Mixture Model (GMM) and body movement through trajectory models of motion constructed from kalman filter. These models allow to remove the noise using the extraction of the main motion features and constitute a stable base to identify the evolutions of human activity. Each modality is used to recognize a human action using wavelets of derived beta distributions approach. The proposed approach has been validated successfully on a subset of KTH and UCF sports database.

Keywords: feautures extraction, human action classifier, wavelet neural network, beta wavelet

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Authors: Sajid Hussain

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The complex domain approach for image segmentation based on active contour has been designed, which deforms step by step to partition an image into numerous expedient regions. A novel region-based trigonometric complex pressure force function is proposed, which propagates around the region of interest using image forces. The signed trigonometric force function controls the propagation of the active contour and the active contour stops on the exact edges of the object accurately. The proposed model makes the level set function binary and uses Gaussian smoothing kernel to adjust and escape the re-initialization procedure. The working principle of the proposed model is as follows: The real image data is transformed into complex data by iota (i) times of image data and the average iota (i) times of horizontal and vertical components of the gradient of image data is inserted in the proposed model to catch complex gradient of the image data. A simple finite difference mathematical technique has been used to implement the proposed model. The efficiency and robustness of the proposed model have been verified and compared with other state-of-the-art models.

Keywords: image segmentation, active contour, level set, Mumford and Shah model

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Authors: A. Harras, A. Tsuji, K. Terada

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Tracking of moving people has gained a matter of great importance due to rapid technological advancements in the field of computer vision. The objective of this study is to design a motion based detection and tracking multiple walking pedestrians randomly in different directions. In our proposed method, Gaussian mixture model (GMM) is used to determine moving persons in image sequences. It reacts to changes that take place in the scene like different illumination; moving objects start and stop often, etc. Background noise in the scene is eliminated through applying morphological operations and the motions of tracked people which is determined by using the Kalman filter. The Kalman filter is applied to predict the tracked location in each frame and to determine the likelihood of each detection. We used a benchmark data set for the evaluation based on a side wall stationary camera. The actual scenes from the data set are taken on a street including up to eight people in front of the camera in different two scenes, the duration is 53 and 35 seconds, respectively. In the case of walking pedestrians in close proximity, the proposed method has achieved the detection ratio of 87%, and the tracking ratio is 77 % successfully. When they are deferred from each other, the detection ratio is increased to 90% and the tracking ratio is also increased to 79%.

Keywords: automatic detection, tracking, pedestrians, counting

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Authors: S. Kampeephat, P. Krachodnok, R. Wongsan

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The conventional rectangular horn has been used for microwave antenna a long time. Its gain can be increased by enlarging the construction of horn to flare exponentially. This paper presents a study of the shaped woodpile Electromagnetic Band Gap (EBG) to improve its gain for conventional horn without construction enlargement. The gain enhancement synthesis method for shaped woodpile EBG that has to transfer the electromagnetic fields from aperture of a horn antenna through woodpile EBG is presented by using the variety of shaped woodpile EBGs such as planar, triangular, quadratic, circular, gaussian, cosine, and squared cosine structures. The proposed technique has the advantages of low profile, low cost for fabrication and light weight. The antenna characteristics such as reflection coefficient (S11), radiation patterns and gain are simulated by utilized A Computer Simulation Technology (CST) software. With the proposed concept, an antenna prototype was fabricated and experimented. The S11 and radiation patterns obtained from measurements show a good impedance matching and a gain enhancement of the proposed antenna. The gain at dominant frequency of 10 GHz is 25.6 dB, application for X- and Ku-Band Radar, that higher than the gain of the basic rectangular horn antenna around 8 dB with adding only one appropriated EBG structures.

Keywords: conventional rectangular horn antenna, electromagnetic band gap, gain enhancement, X- and Ku-band radar

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Authors: Nihad Karim Chowdhury, Mohammad Sanaullah Chowdhury, Muhammed Jamshed Alam Patwary, Rubel Biswas

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In content-based 3D shape retrieval system, achieving high search performance has become an important research problem. A challenging aspect of this problem is to find an effective shape descriptor which can discriminate similar shapes adequately. To address this problem, we propose a new shape descriptor for 3D shape models by combining multi-resolution with multi-block center-symmetric local binary pattern operator. Given an arbitrary 3D shape, we first apply pose normalization, and generate a set of multi-viewed 2D rendered images. Second, we apply Gaussian multi-resolution filter to generate several levels of images from each of 2D rendered image. Then, overlapped sub-images are computed for each image level of a multi-resolution image. Our unique multi-block CS-LBP comes next. It allows the center to be composed of m-by-n rectangular pixels, instead of a single pixel. This process is repeated for all the 2D rendered images, derived from both ‘depth-buffer’ and ‘silhouette’ rendering. Finally, we concatenate all the features vectors into one dimensional histogram as our proposed 3D shape descriptor. Through several experiments, we demonstrate that our proposed 3D shape descriptor outperform the previous methods by using a benchmark dataset.

Keywords: 3D shape retrieval, 3D shape descriptor, CS-LBP, overlapped sub-images

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Authors: Thomas Bryan, Veton Kepuska, Ivica Kostanic

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A simple adaptive voice activity detector (VAD) is implemented using Gabor and gammatone atomic decomposition of speech for high Gaussian noise environments. Matching pursuit is used for atomic decomposition, and is shown to achieve optimal speech detection capability at high data compression rates for low signal to noise ratios. The most active dictionary elements found by matching pursuit are used for the signal reconstruction so that the algorithm adapts to the individual speakers dominant time-frequency characteristics. Speech has a high peak to average ratio enabling matching pursuit greedy heuristic of highest inner products to isolate high energy speech components in high noise environments. Gabor and gammatone atoms are both investigated with identical logarithmically spaced center frequencies, and similar bandwidths. The algorithm performs equally well for both Gabor and gammatone atoms with no significant statistical differences. The algorithm achieves 70% accuracy at a 0 dB SNR, 90% accuracy at a 5 dB SNR and 98% accuracy at a 20dB SNR using 30dB SNR as a reference for voice activity.

Keywords: atomic decomposition, gabor, gammatone, matching pursuit, voice activity detection

Procedia PDF Downloads 266

Authors: Hueiwang Anna Jeng, Norou Diawara, Nancy Welch, Cynthia Jackson, Rekha Singh, Kyle Curtis, Raul Gonzalez, David Jurgens, Sasanka Adikari

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Modeling effort is needed to predict the COVID-19 trends for developing management strategies and adaptation measures. The objective of this study was to assess whether SARS-CoV-2 viral load in wastewater could serve as a predictor for forecasting COVID-19 cases, hospitalization cases, and death cases using copula-based time series modeling. SARS-CoV-2 RNA load in raw wastewater in Chesapeake VA was measured using the RT-qPCR method. Gaussian copula time series marginal regression model, incorporating an autoregressive moving average model and the copula function, served as a forecasting model. COVID-19 cases were correlated with wastewater viral load, hospitalization cases, and death cases. The forecasted trend of COVID-19 cases closely paralleled one of the reported cases, with over 90% of the forecasted COVID-19 cases falling within the 99% confidence interval of the reported cases. Wastewater SARS-CoV-2 viral load could serve as a predictor for COVID-19 cases and hospitalization cases.

Keywords: COVID-19, modeling, time series, copula function

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Authors: Loïc Warscotte, Jehan Boreux

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The scientific literature of changepoint detection is vast. Today, a lot of methods are available to detect abrupt changes or slight drift in a signal, based on CUSUM or EWMA charts, for example. However, these methods rely on strong assumptions, such as the stationarity of the stochastic underlying process, or even the independence and Gaussian distributed noise at each time. Recently, the breakthrough research on locally stationary processes widens the class of studied stochastic processes with almost no assumptions on the signals and the nature of the changepoint. Despite the accurate description of the mathematical aspects, this methodology quickly suffers from impractical time and space complexity concerning the signals with high-rate data collection, if the characteristics of the process are completely unknown. In this paper, we then addressed the problem of making this theory usable to our purpose, which is monitoring a high-speed weigh-in-motion system (HS-WIM) towards direct enforcement without supervision. To this end, we first compute bounded approximations of the initial detection theory. Secondly, these approximating bounds are empirically validated by generating many independent long-run stochastic processes. The abrupt changes and the drift are both tested. Finally, this relaxed methodology is tested on real signals coming from a HS-WIM device in Belgium, collected over several months.

Keywords: changepoint, weigh-in-motion, process, non-parametric

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Authors: Trupti Chavan, Ramachandra Guda, Kameshwar Rao

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The lack of data is a pain problem in medical image analysis using a convolutional neural network (CNN). This work uses various spatial transformation techniques to address the medical image augmentation issue for knee detection and localization using an enhanced single shot detector (SSD) network. The spatial transforms like a negative, histogram equalization, power law, sharpening, averaging, gaussian blurring, etc. help to generate more samples, serve as pre-processing methods, and highlight the features of interest. The experimentation is done on the OpenKnee dataset which is a collection of knee images from the openly available online sources. The CNN called enhanced single shot detector (SSD) is utilized for the detection and localization of the knee joint from a given X-ray image. It is an enhanced version of the famous SSD network and is modified in such a way that it will reduce the number of prediction boxes at the output side. It consists of a classification network (VGGNET) and an auxiliary detection network. The performance is measured in mean average precision (mAP), and 99.96% mAP is achieved using the proposed enhanced SSD with spatial transformations. It is also seen that the localization boundary is comparatively more refined and closer to the ground truth in spatial augmentation and gives better detection and localization of knee joints.

Keywords: data augmentation, enhanced SSD, knee detection and localization, medical image analysis, openKnee, Spatial transformations

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Authors: Armin Rahimi

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The Gravity Recovery and Climate Experiment (GRACE) has been a very successful project in determining math redistribution within the Earth system. Large deformations caused by earthquakes are in the high frequency band. Unfortunately, GRACE is only capable to provide reliable estimate at the low-to-medium frequency band for the gravitational changes. In this study, we computed the gravity changes after the 2012 Mw8.6 Indian Ocean earthquake off-Sumatra using the GRACE Level-2 monthly spherical harmonic (SH) solutions released by the University of Texas Center for Space Research (UTCSR). Moreover, we calculated gravity changes using different fault models derived from teleseismic data. The model predictions showed non-negligible discrepancies in gravity changes. However, after removing high-frequency signals, using Gaussian filtering 350 km commensurable GRACE spatial resolution, the discrepancies vanished, and the spatial patterns of total gravity changes predicted from all slip models became similar at the spatial resolution attainable by GRACE observations, and predicted-gravity changes were consistent with the GRACE-detected gravity changes. Nevertheless, the fault models, in which give different slip amplitudes, proportionally lead to different amplitude in the predicted gravity changes.

Keywords: undersea earthquake, GRACE observation, gravity change, dislocation model, slip distribution

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Authors: Priya Kedia, Kiranmoy Das

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There is a rich literature on variable selection in regression setting. However, most of these methods assume normality for the response variable under consideration for implementing the methodology and establishing the statistical properties of the estimates. In many real applications, the distribution for the response variable may be non-Gaussian, and one might be interested in finding the best subset of covariates at some predetermined quantile level. We develop dynamic Bayesian approach for variable selection in quantile regression framework. We use a zero-inflated mixture prior for the regression coefficients, and consider the asymmetric Laplace distribution for the response variable for modeling different quantiles of its distribution. An efficient Gibbs sampler is developed for our computation. Our proposed approach is assessed through extensive simulation studies, and real application of the proposed approach is also illustrated. We consider the data from health and retirement study conducted by the University of Michigan, and select the important predictors when the outcome of interest is out-of-pocket medical cost, which is considered as an important measure for financial risk. Our analysis finds important predictors at different quantiles of the outcome, and thus enhance our understanding on the effects of different predictors on the out-of-pocket medical cost.

Keywords: variable selection, quantile regression, Gibbs sampler, asymmetric Laplace distribution

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Authors: Sadia Siddiqa, Z. Khan, M. A. Hossain

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In this article, the effect of thermal radiation on mixed convection boundary layer flow of a viscous fluid along a highly heated vertical flat plate is considered with varying density and volumetric expansion coefficient. The density of the fluid is assumed to vary exponentially with temperature, however; volumetric expansion coefficient depends linearly on temperature. Boundary layer equations are transformed into convenient form by introducing primitive variable formulations. Solutions of transformed system of equations are obtained numerically through implicit finite difference method along with Gaussian elimination technique. Results are discussed in view of various parameters, like thermal radiation parameter, volumetric expansion parameter and density variation parameter on the wall shear stress and heat transfer rate. It is concluded from the present investigation that increase in volumetric expansion parameter decreases wall shear stress and enhances heat transfer rate.

Keywords: thermal radiation, mixed convection, variable density, variable volumetric expansion coefficient

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Authors: Ceren Vardar Acar, Mine Caglar

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

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

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Authors: Chunhong Zhao

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Remotely sensed land surface temperature (LST) is vital to understand the land-atmosphere energy balance, hydrological cycle, and thus is widely used to describe the urban heat island (UHI) phenomenon. However, due to technical constraints, satellite thermal sensors are unable to provide LST measurement with both high spatial and high temporal resolution. Despite different downscaling techniques and algorithms to generate high spatiotemporal resolution LST. Four major metropolitan areas in Texas, USA: Dallas-Fort Worth, Houston, San Antonio, and Austin all demonstrate UHI effects. Different cities are expected to have varying SUHI effect during the urban development trajectory. With the help of the Landsat, ASTER, and MODIS archives, this study focuses on the spatial patterns of UHIs and the seasonal and annual variation of these metropolitan areas. With Gaussian model, and Local Indicators of Spatial Autocorrelations (LISA), as well as data fusion methods, this study identifies the hotspots and the trajectory of the UHI phenomenon of the four cities. By making comparison analysis, the result can help to alleviate the advent effect of UHI and formulate rational urban planning in the long run.

Keywords: spatiotemporal analysis, land surface temperature, urban heat island evaluation, metropolitan areas of Texas, USA

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Authors: Uchenna Sydney Mbamara, Bolu Olofinjana, Ezekiel Oladele B. Ajayi

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Elaborate surface metrology of undoped ZnO thin films, deposited by organometallic chemical vapour deposition (OMCVD) technique at different precursor flow rates, was carried out. Dicarbomethyl-zinc precursor was used. The films were deposited on AISI304L steel and soda-lime glass substrates. Ultraviolet-visible-near-infrared (UV-Vis-NIR) spectroscopy showed that all the thin films were over 80% transparent, with an average bandgap of 3.39 eV, X-ray diffraction (XRD) results showed that the thin films were crystalline with a hexagonal structure, while Rutherford backscattering spectroscopy (RBS) results identified the elements present in each thin film as zinc and oxygen in the ratio of 1:1. Microscope and contactless profilometer results gave images with characteristic colours. The profilometer also gave the surface roughness data in both 2D and 3D. The asperity distribution of the thin film surfaces was Gaussian, while the average fractal dimension Da was in the range of 2.5 ≤ Da. The metrology proved the surfaces good for ‘touch electronics’ and coating mechanical parts for low friction.

Keywords: undoped ZnO, precursor flow rate, OMCVD, thin films, surface texture, tribology

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Authors: M. Kislu Noman, Syed Mohammed Shamsul Islam, Shahriar Hassan, Raihana Pervin

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With the increasing rate of wireless devices and high bandwidth operations, wireless networking and communications are becoming over crowded. To cope with such crowdy and messy situation, massive MIMO is designed to work with hundreds of low costs serving antennas at a time as well as improve the spectral efficiency at the same time. TDD has been used for gaining beamforming which is a major part of massive MIMO, to gain its best improvement to transmit and receive pilot sequences. All the benefits are only possible if the channel state information or channel estimation is gained properly. The common methods to estimate channel matrix used so far is LS, MMSE and a linear version of MMSE also proposed in many research works. We have optimized these methods using genetic algorithm to minimize the mean squared error and finding the best channel matrix from existing algorithms with less computational complexity. Our simulation result has shown that the use of GA worked beautifully on existing algorithms in a Rayleigh slow fading channel and existence of Additive White Gaussian Noise. We found that the GA optimized LS is better than existing algorithms as GA provides optimal result in some few iterations in terms of MSE with respect to SNR and computational complexity.

Keywords: channel estimation, LMMSE, LS, MIMO, MMSE

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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: Shafiullah Soomro

Abstract:

Active contour is one of the image segmentation techniques and its goal is to capture required object boundaries within an image. In this paper, we propose a novel image segmentation method by using an active contour method based on anisotropic diffusion feature enhancement technique. The traditional active contour methods use only pixel information to perform segmentation, which produces inaccurate results when an image has some noise or complex background. We use Perona and Malik diffusion scheme for feature enhancement, which sharpens the object boundaries and blurs the background variations. Our main contribution is the formulation of a new SPF (signed pressure force) function, which uses global intensity information across the regions. By minimizing an energy function using partial differential framework the proposed method captures semantically meaningful boundaries instead of catching uninterested regions. Finally, we use a Gaussian kernel which eliminates the problem of reinitialization in level set function. We use several synthetic and real images from different modalities to validate the performance of the proposed method. In the experimental section, we have found the proposed method performance is better qualitatively and quantitatively and yield results with higher accuracy compared to other state-of-the-art methods.

Keywords: active contours, anisotropic diffusion, level-set, partial differential equations

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Authors: Gheida J. Shahrour, Martin J. Russell

Abstract:

The 3D body movement signals captured during human-human conversation include clues not only to the content of people’s communication but also to their culture and personality. This paper is concerned with automatic extraction of this information from body movement signals. For the purpose of this research, we collected a novel corpus from 27 subjects, arranged them into groups according to their culture. We arranged each group into pairs and each pair communicated with each other about different topics. A state-of-art recognition system is applied to the problems of person, culture, and topic recognition. We borrowed modeling, classification, and normalization techniques from speech recognition. We used Gaussian Mixture Modeling (GMM) as the main technique for building our three systems, obtaining 77.78%, 55.47%, and 39.06% from the person, culture, and topic recognition systems respectively. In addition, we combined the above GMM systems with Support Vector Machines (SVM) to obtain 85.42%, 62.50%, and 40.63% accuracy for person, culture, and topic recognition respectively. Although direct comparison among these three recognition systems is difficult, it seems that our person recognition system performs best for both GMM and GMM-SVM, suggesting that inter-subject differences (i.e. subject’s personality traits) are a major source of variation. When removing these traits from culture and topic recognition systems using the Nuisance Attribute Projection (NAP) and the Intersession Variability Compensation (ISVC) techniques, we obtained 73.44% and 46.09% accuracy from culture and topic recognition systems respectively.

Keywords: person recognition, topic recognition, culture recognition, 3D body movement signals, variability compensation

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Authors: Derlis Gregor, Kevin Cikel, Mario Arzamendia, Raúl Gregor

Abstract:

This paper presents a self-sustaining mobile system for counting and classification of vehicles through processing video. It proposes a counting and classification algorithm divided in four steps that can be executed multiple times in parallel in a SBC (Single Board Computer), like the Raspberry Pi 2, in such a way that it can be implemented in real time. The first step of the proposed algorithm limits the zone of the image that it will be processed. The second step performs the detection of the mobile objects using a BGS (Background Subtraction) algorithm based on the GMM (Gaussian Mixture Model), as well as a shadow removal algorithm using physical-based features, followed by morphological operations. In the first step the vehicle detection will be performed by using edge detection algorithms and the vehicle following through Kalman filters. The last step of the proposed algorithm registers the vehicle passing and performs their classification according to their areas. An auto-sustainable system is proposed, powered by batteries and photovoltaic solar panels, and the data transmission is done through GPRS (General Packet Radio Service)eliminating the need of using external cable, which will facilitate it deployment and translation to any location where it could operate. The self-sustaining trailer will allow the counting and classification of vehicles in specific zones with difficult access.

Keywords: intelligent transportation system, object detection, vehicle couting, vehicle classification, video processing

Procedia PDF Downloads 294