Search results for: Gaussian smoothing
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 408

Search results for: Gaussian smoothing

168 Theoretical and Experimental Electrostatic Potential around the M-Nitrophenol Compound

Authors: Drissi Mokhtaria, Chouaih Abdelkader, Fodil Hamzaoui

Abstract:

Our work is about a comparison of experimental and theoretical results of the electron charge density distribution and the electrostatic potential around the M-Nitrophenol Molecule (m-NPH) kwon for its interesting physical characteristics. The molecular experimental results have been obtained from a high-resolution X-ray diffraction study. Theoretical investigations were performed under the Gaussian program using the Density Functional Theory at B3LYP level of theory at 6-31G*. The multipolar model of Hansen and Coppens was used for the experimental electron charge density distribution around the molecule, while we used the DFT methods for the theoretical calculations. The electron charge density obtained in both methods allowed us to find out the different molecular properties such us the electrostatic potential and the dipole moment which were finally subject to a comparison leading to an outcome of a good matching results obtained in both methods.

Keywords: electron charge density, m-nitrophenol, nonlinear optical compound, electrostatic potential, optimized geometric

Procedia PDF Downloads 244
167 Estimation of Structural Parameters in Time Domain Using One Dimensional Piezo Zirconium Titanium Patch Model

Authors: N. Jinesh, K. Shankar

Abstract:

This article presents a method of using the one dimensional piezo-electric patch on beam model for structural identification. A hybrid element constituted of one dimensional beam element and a PZT sensor is used with reduced material properties. This model is convenient and simple for identification of beams. Accuracy of this element is first verified against a corresponding 3D finite element model (FEM). The structural identification is carried out as an inverse problem whereby parameters are identified by minimizing the deviation between the predicted and measured voltage response of the patch, when subjected to excitation. A non-classical optimization algorithm Particle Swarm Optimization is used to minimize this objective function. The signals are polluted with 5% Gaussian noise to simulate experimental noise. The proposed method is applied on beam structure and identified parameters are stiffness and damping. The model is also validated experimentally.

Keywords: inverse problem, particle swarm optimization, PZT patches, structural identification

Procedia PDF Downloads 279
166 Improvement of Transient Voltage Response Using PSS-SVC Coordination Based on ANFIS-Algorithm in a Three-Bus Power System

Authors: I Made Ginarsa, Agung Budi Muljono, I Made Ari Nrartha

Abstract:

Transient voltage response appears in power system operation when an additional loading is forced to load bus of power systems. In this research, improvement of transient voltage response is done by using power system stabilizer-static var compensator (PSS-SVC) based on adaptive neuro-fuzzy inference system (ANFIS)-algorithm. The main function of the PSS is to add damping component to damp rotor oscillation through automatic voltage regulator (AVR) and excitation system. Learning process of the ANFIS is done by using off-line method where data learning that is used to train the ANFIS model are obtained by simulating the PSS-SVC conventional. The ANFIS model uses 7 Gaussian membership functions at two inputs and 49 rules at an output. Then, the ANFIS-PSS and ANFIS-SVC models are applied to power systems. Simulation result shows that the response of transient voltage is improved with settling time at the time of 4.25 s.

Keywords: improvement, transient voltage, PSS-SVC, ANFIS, settling time

Procedia PDF Downloads 541
165 A Weighted Approach to Unconstrained Iris Recognition

Authors: Yao-Hong Tsai

Abstract:

This paper presents a weighted approach to unconstrained iris recognition. Nowadays, commercial systems are usually characterized by strong acquisition constraints based on the subject’s cooperation. However, it is not always achievable for real scenarios in our daily life. Researchers have been focused on reducing these constraints and maintaining the performance of the system by new techniques at the same time. With large variation in the environment, there are two main improvements to develop the proposed iris recognition system. For solving extremely uneven lighting condition, statistic based illumination normalization is first used on eye region to increase the accuracy of iris feature. The detection of the iris image is based on Adaboost algorithm. Secondly, the weighted approach is designed by Gaussian functions according to the distance to the center of the iris. Furthermore, local binary pattern (LBP) histogram is then applied to texture classification with the weight. Experiment showed that the proposed system provided users a more flexible and feasible way to interact with the verification system through iris recognition.

Keywords: authentication, iris recognition, adaboost, local binary pattern

Procedia PDF Downloads 193
164 Voice Commands Recognition of Mentor Robot in Noisy Environment Using HTK

Authors: Khenfer-Koummich Fatma, Hendel Fatiha, Mesbahi Larbi

Abstract:

this paper presents an approach based on Hidden Markov Models (HMM: Hidden Markov Model) using HTK tools. The goal is to create a man-machine interface with a voice recognition system that allows the operator to tele-operate a mentor robot to execute specific tasks as rotate, raise, close, etc. This system should take into account different levels of environmental noise. This approach has been applied to isolated words representing the robot commands spoken in two languages: French and Arabic. The recognition rate obtained is the same in both speeches, Arabic and French in the neutral words. However, there is a slight difference in favor of the Arabic speech when Gaussian white noise is added with a Signal to Noise Ratio (SNR) equal to 30 db, the Arabic speech recognition rate is 69% and 80% for French speech recognition rate. This can be explained by the ability of phonetic context of each speech when the noise is added.

Keywords: voice command, HMM, TIMIT, noise, HTK, Arabic, speech recognition

Procedia PDF Downloads 352
163 Dynamic Measurement System Modeling with Machine Learning Algorithms

Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: dynamic system modeling, neural network, normal equation, second order gradient descent

Procedia PDF Downloads 97
162 Enhanced Water Vapor Flow in Silica Microtubes Explained by Maxwell’s Tangential Momentum Accommodation and Langmuir’s Adsorption

Authors: Wenwen Lei, David R. Mckenzie

Abstract:

Recent findings of anomalously high gas flow rates in carbon nanotubes show smooth hydrophobic walls can increase specular reflection of molecules and reduce the tangential momentum accommodation coefficient (TMAC). Here we report the first measurements of water vapor flows in microtubes over a wide humidity range and show that for hydrophobic silica there is a range of humidity over which an adsorbed water layer reduces TMAC and accelerates flow. Our results show that this association between hydrophobicity and accelerated moisture flow occurs in readily available materials. We develop a hierarchical theory that unifies Maxwell’s ideas on TMAC with Langmuir’s ideas on adsorption. We fit the TMAC data as a function of humidity with the hierarchical theory based on two stages of Langmuir adsorption and derive total adsorption isotherms for water on hydrophobic silica that agree with direct observations. We propose structures for each stage of the water adsorption, the first reducing TMAC by a passivation of adsorptive patches and a smoothing of the surface, the second resembling bulk water with large TMAC. We find that leak testing of moisture barriers with an ideal gas such as helium may not be accurate enough for critical applications and that direct measurements of the water leak rate should be made.

Keywords: water vapor flows, silica microtubes, TMAC, enhanced flow rates

Procedia PDF Downloads 242
161 A Robust Digital Image Watermarking Against Geometrical Attack Based on Hybrid Scheme

Authors: M. Samadzadeh Mahabadi, J. Shanbehzadeh

Abstract:

This paper presents a hybrid digital image-watermarking scheme, which is robust against varieties of attacks and geometric distortions. The image content is represented by important feature points obtained by an image-texture-based adaptive Harris corner detector. These feature points are extracted from LL2 of 2-D discrete wavelet transform which are obtained by using the Harris-Laplacian detector. We calculate the Fourier transform of circular regions around these points. The amplitude of this transform is rotation invariant. The experimental results demonstrate the robustness of the proposed method against the geometric distortions and various common image processing operations such as JPEG compression, colour reduction, Gaussian filtering, median filtering, and rotation.

Keywords: digital watermarking, geometric distortions, geometrical attack, Harris Laplace, important feature points, rotation, scale invariant feature

Procedia PDF Downloads 477
160 Detection of Internal Mold Infection of Intact Tomatoes by Non-Destructive, Transmittance VIS-NIR Spectroscopy

Authors: K. Petcharaporn

Abstract:

The external characteristics of tomatoes, such as freshness, color and size are typically used in quality control processes for tomatoes sorting. However, the internal mold infection of intact tomato cannot be sorted based on a visible assessment and destructive method alone. In this study, a non-destructive technique was used to predict the internal mold infection of intact tomatoes by using transmittance visible and near infrared (VIS-NIR) spectroscopy. Spectra for 200 samples contained 100 samples for normal tomatoes and 100 samples for mold infected tomatoes were acquired in the wavelength range between 665-955 nm. This data was used in conjunction with partial least squares-discriminant analysis (PLS-DA) method to generate a classification model for tomato quality between groups of internal mold infection of intact tomato samples. For this task, the data was split into two groups, 140 samples were used for a training set and 60 samples were used for a test set. The spectra of both normal and internally mold infected tomatoes showed different features in the visible wavelength range. Combined spectral pretreatments of standard normal variate transformation (SNV) and smoothing (Savitzky-Golay) gave the optimal calibration model in training set, 85.0% (63 out of 71 for the normal samples and 56 out of 69 for the internal mold samples). The classification accuracy of the best model on the test set was 91.7% (29 out of 29 for the normal samples and 26 out of 31 for the internal mold tomato samples). The results from this experiment showed that transmittance VIS-NIR spectroscopy can be used as a non-destructive technique to predict the internal mold infection of intact tomatoes.

Keywords: tomato, mold, quality, prediction, transmittance

Procedia PDF Downloads 340
159 Analysis of Joint Source Channel LDPC Coding for Correlated Sources Transmission over Noisy Channels

Authors: Marwa Ben Abdessalem, Amin Zribi, Ammar Bouallègue

Abstract:

In this paper, a Joint Source Channel coding scheme based on LDPC codes is investigated. We consider two concatenated LDPC codes, one allows to compress a correlated source and the second to protect it against channel degradations. The original information can be reconstructed at the receiver by a joint decoder, where the source decoder and the channel decoder run in parallel by transferring extrinsic information. We investigate the performance of the JSC LDPC code in terms of Bit-Error Rate (BER) in the case of transmission over an Additive White Gaussian Noise (AWGN) channel, and for different source and channel rate parameters. We emphasize how JSC LDPC presents a performance tradeoff depending on the channel state and on the source correlation. We show that, the JSC LDPC is an efficient solution for a relatively low Signal-to-Noise Ratio (SNR) channel, especially with highly correlated sources. Finally, a source-channel rate optimization has to be applied to guarantee the best JSC LDPC system performance for a given channel.

Keywords: AWGN channel, belief propagation, joint source channel coding, LDPC codes

Procedia PDF Downloads 330
158 Small Scale Solar-Photovoltaic and Wind Pump-Storage Hydroelectric System for Remote Residential Applications

Authors: Seshi Reddy Kasu, Florian Misoc

Abstract:

The use of hydroelectric pump-storage system at large scale, MW-size systems, is already widespread around the world. Designed for large scale applications, pump-storage station can be scaled-down for small, remote residential applications. Given the cost and complexity associated with installing a substation further than 100 miles from the main transmission lines, a remote, independent and self-sufficient system is by far the most feasible solution. This article is aiming at the design of wind and solar power generating system, by means of pumped-storage to replace the wind and/or solar power systems with a battery bank energy storage. Wind and solar pumped-storage power generating system can reduce the cost of power generation system, according to the user's electricity load and resource condition and also can ensure system reliability of power supply. Wind and solar pumped-storage power generation system is well suited for remote residential applications with intermittent wind and/or solar energy. This type of power systems, installed in these locations, could be a very good alternative, with economic benefits and positive social effects. The advantage of pumped storage power system, where wind power regulation is calculated, shows that a significant smoothing of the produced power is obtained, resulting in a power-on-demand system’s capability, concomitant to extra economic benefits.

Keywords: battery bank, photo-voltaic, pump-storage, wind energy

Procedia PDF Downloads 569
157 Detection of Internal Mold Infection of Intact For Tomatoes by Non-Destructive, Transmittance VIS-NIR Spectroscopy

Authors: K. Petcharaporn, N. Prathengjit

Abstract:

The external characteristics of tomatoes, such as freshness, color and size are typically used in quality control processes for tomatoes sorting. However, the internal mold infection of intact tomato cannot be sorted based on a visible assessment and destructive method alone. In this study, a non-destructive technique was used to predict the internal mold infection of intact tomatoes by using transmittance visible and near infrared (VIS-NIR) spectroscopy. Spectra for 200 samples contained 100 samples for normal tomatoes and 100 samples for mold infected tomatoes were acquired in the wavelength range between 665-955 nm. This data was used in conjunction with partial least squares-discriminant analysis (PLS-DA) method to generate a classification model for tomato quality between groups of internal mold infection of intact tomato samples. For this task, the data was split into two groups, 140 samples were used for a training set and 60 samples were used for a test set. The spectra of both normal and internally mold infected tomatoes showed different features in the visible wavelength range. Combined spectral pretreatments of standard normal variate transformation (SNV) and smoothing (Savitzky-Golay) gave the optimal calibration model in training set, 85.0% (63 out of 71 for the normal samples and 56 out of 69 for the internal mold samples). The classification accuracy of the best model on the test set was 91.7% (29 out of 29 for the normal samples and 26 out of 31 for the internal mold tomato samples). The results from this experiment showed that transmittance VIS-NIR spectroscopy can be used as a non-destructive technique to predict the internal mold infection of intact tomatoes.

Keywords: tomato, mold, quality, prediction, transmittance

Procedia PDF Downloads 490
156 Theoretical and Computational Investigation of PCBM and PC71BM Derivatives using the DFT Method

Authors: Zair Mohammed El Amine, Chemouri Hafida, Derbal Habak Hassina

Abstract:

Organic photovoltaic cells are electronic devices that convert sunlight into electricity. To this end, the number of studies on organic photovoltaic cells (OVCs) is growing, and this trend is expected to continue. Computational studies are still needed to verify and prove the capability of CVOs, specifically the nanometer molecule PCBM, based on successful experimental results. In this paper, we present a theoretical and computational investigation of PCBM and PC71BM derivatives using the DFT method. On this basis, we employ independent and time-dependent density theories. HOMO, LUMO and GAPH-L energies, ionization potentials and electronic affinity are determined and found to be in agreement with experiments. Using DFT theory based on B3LYP and M062X methods with bases 6-31G (d,p) and 6-311G (d), calculations show that the most efficient acceptors are presented in the group of PC71BM derivatives and are in substantial agreement with experiments. The geometries of the structures are optimized by Gaussian 09.

Keywords: PCBM, P3HT, organic cell solar, DFT, TD-DFT

Procedia PDF Downloads 48
155 A Double Differential Chaos Shift Keying Scheme for Ultra-Wideband Chaotic Communication Technology Applied in Low-Rate Wireless Personal Area Network

Authors: Ghobad Gorji, Hasan Golabi

Abstract:

The goal of this paper is to describe the design of an ultra-wideband (UWB) system that is optimized for the low-rate wireless personal area network application. To this aim, we propose a system based on direct chaotic communication (DCC) technology. Based on this system, a 2-GHz wide chaotic signal is directly generated into the lower band of the UWB spectrum, i.e., 3.1–5.1 GHz. For this system, two simple modulation schemes, namely chaotic on-off keying (COOK) and differential chaos shift keying (DCSK), were studied before, and their performance was evaluated. We propose a modulation scheme, namely Double DCSK, to improve the performance of UWB DCC. Different characteristics of these systems, with Monte Carlo simulations based on the Additive White Gaussian Noise (AWGN) and the IEEE 802.15.4a standard channel models, are compared.

Keywords: UWB, DCC, IEEE 802.15.4a, COOK, DCSK

Procedia PDF Downloads 53
154 Localising Gauss’s Law and the Electric Charge Induction on a Conducting Sphere

Authors: Sirapat Lookrak, Anol Paisal

Abstract:

Space debris has numerous manifestations, including ferro-metalize and non-ferrous. The electric field will induce negative charges to split from positive charges inside the space debris. In this research, we focus only on conducting materials. The assumption is that the electric charge density of a conducting surface is proportional to the electric field on that surface due to Gauss's Law. We are trying to find the induced charge density from an external electric field perpendicular to a conducting spherical surface. An object is a sphere on which the external electric field is not uniform. The electric field is, therefore, considered locally. The localised spherical surface is a tangent plane, so the Gaussian surface is a very small cylinder, and every point on a spherical surface has its own cylinder. The electric field from a circular electrode has been calculated in near-field and far-field approximation and shown Explanation Touchless maneuvering space debris orbit properties. The electric charge density calculation from a near-field and far-field approximation is done.

Keywords: near-field approximation, far-field approximation, localized Gauss’s law, electric charge density

Procedia PDF Downloads 98
153 The Prognostic Value of Dynamic Changes of Hematological Indices in Oropharyngeal Cancer Patients Treated with Radiotherapy

Authors: Yao Song, Danni Cheng, Jianjun Ren

Abstract:

Objectives: We aimed to explore the prognostic effects of absolute values and dynamic changes of common hematological indices on oropharynx squamous cell carcinoma (OPSCC) patients treated with radiation. Methods and materials: The absolute values of white blood cell (WBC), absolute neutrophil count (ANC), absolute lymphocyte count (ALC), hemoglobin (Hb), platelet (Plt), albumin (Alb), neutrophil-to-lymphocyte ratio (NLR) and platelet-to-lymphocyte ratio (PLR) at baseline (within 45 days before radiation), 1-, 3-, 6- and 12-months after the start of radiotherapy were retrospectively collected. Locally-estimated smoothing scatterplots were used to describe the smooth trajectory of each index. A mixed-effect model with a random slope was fitted to describe the changing rate and trend of indices over time. Cox proportional hazard analysis was conducted to assess the correlation between hematological indices and treatment outcomes. Results: Of the enrolled 85 OPSCC patients, inflammatory indices, such as WBC and ALC, dropped rapidly during acute treatment and gradually recovered, while NLR and PLR increased at first three months and subsequently declined within 3-12 months. Higher absolute value or increasing trend of nutritional indices (Alb and Hb) was associated with better prognosis (all p<0.05). In contrast, patients with higher absolute value or upward trend of inflammatory indices (WBC, ANC, Plt, PLR and NLR) had worse survival (all p<0.05). Conclusions: The absolute values and dynamic changes of hematological indices were valuable prognostic factors for OPSCC patients who underwent radiotherapy.

Keywords: hematological indices, oropharyngeal cancer, radiotherapy, NLR, PLR

Procedia PDF Downloads 142
152 Coverage Probability Analysis of WiMAX Network under Additive White Gaussian Noise and Predicted Empirical Path Loss Model

Authors: Chaudhuri Manoj Kumar Swain, Susmita Das

Abstract:

This paper explores a detailed procedure of predicting a path loss (PL) model and its application in estimating the coverage probability in a WiMAX network. For this a hybrid approach is followed in predicting an empirical PL model of a 2.65 GHz WiMAX network deployed in a suburban environment. Data collection, statistical analysis, and regression analysis are the phases of operations incorporated in this approach and the importance of each of these phases has been discussed properly. The procedure of collecting data such as received signal strength indicator (RSSI) through experimental set up is demonstrated. From the collected data set, empirical PL and RSSI models are predicted with regression technique. Furthermore, with the aid of the predicted PL model, essential parameters such as PL exponent as well as the coverage probability of the network are evaluated. This research work may assist in the process of deployment and optimisation of any cellular network significantly.

Keywords: WiMAX, RSSI, path loss, coverage probability, regression analysis

Procedia PDF Downloads 140
151 A New Approach to Interval Matrices and Applications

Authors: Obaid Algahtani

Abstract:

An interval may be defined as a convex combination as follows: I=[a,b]={x_α=(1-α)a+αb: α∈[0,1]}. Consequently, we may adopt interval operations by applying the scalar operation point-wise to the corresponding interval points: I ∙J={x_α∙y_α ∶ αϵ[0,1],x_α ϵI ,y_α ϵJ}, With the usual restriction 0∉J if ∙ = ÷. These operations are associative: I+( J+K)=(I+J)+ K, I*( J*K)=( I*J )* K. These two properties, which are missing in the usual interval operations, will enable the extension of the usual linear system concepts to the interval setting in a seamless manner. The arithmetic introduced here avoids such vague terms as ”interval extension”, ”inclusion function”, determinants which we encounter in the engineering literature that deal with interval linear systems. On the other hand, these definitions were motivated by our attempt to arrive at a definition of interval random variables and investigate the corresponding statistical properties. We feel that they are the natural ones to handle interval systems. We will enable the extension of many results from usual state space models to interval state space models. The interval state space model we will consider here is one of the form X_((t+1) )=AX_t+ W_t, Y_t=HX_t+ V_t, t≥0, where A∈ 〖IR〗^(k×k), H ∈ 〖IR〗^(p×k) are interval matrices and 〖W 〗_t ∈ 〖IR〗^k,V_t ∈〖IR〗^p are zero – mean Gaussian white-noise interval processes. This feeling is reassured by the numerical results we obtained in a simulation examples.

Keywords: interval analysis, interval matrices, state space model, Kalman Filter

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150 Improving Activity Recognition Classification of Repetitious Beginner Swimming Using a 2-Step Peak/Valley Segmentation Method with Smoothing and Resampling for Machine Learning

Authors: Larry Powell, Seth Polsley, Drew Casey, Tracy Hammond

Abstract:

Human activity recognition (HAR) systems have shown positive performance when recognizing repetitive activities like walking, running, and sleeping. Water-based activities are a reasonably new area for activity recognition. However, water-based activity recognition has largely focused on supporting the elite and competitive swimming population, which already has amazing coordination and proper form. Beginner swimmers are not perfect, and activity recognition needs to support the individual motions to help beginners. Activity recognition algorithms are traditionally built around short segments of timed sensor data. Using a time window input can cause performance issues in the machine learning model. The window’s size can be too small or large, requiring careful tuning and precise data segmentation. In this work, we present a method that uses a time window as the initial segmentation, then separates the data based on the change in the sensor value. Our system uses a multi-phase segmentation method that pulls all peaks and valleys for each axis of an accelerometer placed on the swimmer’s lower back. This results in high recognition performance using leave-one-subject-out validation on our study with 20 beginner swimmers, with our model optimized from our final dataset resulting in an F-Score of 0.95.

Keywords: time window, peak/valley segmentation, feature extraction, beginner swimming, activity recognition

Procedia PDF Downloads 85
149 HPPDFIM-HD: Transaction Distortion and Connected Perturbation Approach for Hierarchical Privacy Preserving Distributed Frequent Itemset Mining over Horizontally-Partitioned Dataset

Authors: Fuad Ali Mohammed Al-Yarimi

Abstract:

Many algorithms have been proposed to provide privacy preserving in data mining. These protocols are based on two main approaches named as: the perturbation approach and the Cryptographic approach. The first one is based on perturbation of the valuable information while the second one uses cryptographic techniques. The perturbation approach is much more efficient with reduced accuracy while the cryptographic approach can provide solutions with perfect accuracy. However, the cryptographic approach is a much slower method and requires considerable computation and communication overhead. In this paper, a new scalable protocol is proposed which combines the advantages of the perturbation and distortion along with cryptographic approach to perform privacy preserving in distributed frequent itemset mining on horizontally distributed data. Both the privacy and performance characteristics of the proposed protocol are studied empirically.

Keywords: anonymity data, data mining, distributed frequent itemset mining, gaussian perturbation, perturbation approach, privacy preserving data mining

Procedia PDF Downloads 477
148 Using New Machine Algorithms to Classify Iranian Musical Instruments According to Temporal, Spectral and Coefficient Features

Authors: Ronak Khosravi, Mahmood Abbasi Layegh, Siamak Haghipour, Avin Esmaili

Abstract:

In this paper, a study on classification of musical woodwind instruments using a small set of features selected from a broad range of extracted ones by the sequential forward selection method was carried out. Firstly, we extract 42 features for each record in the music database of 402 sound files belonging to five different groups of Flutes (end blown and internal duct), Single –reed, Double –reed (exposed and capped), Triple reed and Quadruple reed. Then, the sequential forward selection method is adopted to choose the best feature set in order to achieve very high classification accuracy. Two different classification techniques of support vector machines and relevance vector machines have been tested out and an accuracy of up to 96% can be achieved by using 21 time, frequency and coefficient features and relevance vector machine with the Gaussian kernel function.

Keywords: coefficient features, relevance vector machines, spectral features, support vector machines, temporal features

Procedia PDF Downloads 286
147 Analysis of Financial Time Series by Using Ornstein-Uhlenbeck Type Models

Authors: Md Al Masum Bhuiyan, Maria C. Mariani, Osei K. Tweneboah

Abstract:

In the present work, we develop a technique for estimating the volatility of financial time series by using stochastic differential equation. Taking the daily closing prices from developed and emergent stock markets as the basis, we argue that the incorporation of stochastic volatility into the time-varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. While using the technique, we see the long-memory behavior of data sets and one-step-ahead-predicted log-volatility with ±2 standard errors despite the variation of the observed noise from a Normal mixture distribution, because the financial data studied is not fully Gaussian. Also, the Ornstein-Uhlenbeck process followed in this work simulates well the financial time series, which aligns our estimation algorithm with large data sets due to the fact that this algorithm has good convergence properties.

Keywords: financial time series, maximum likelihood estimation, Ornstein-Uhlenbeck type models, stochastic volatility model

Procedia PDF Downloads 212
146 Modelling the Dynamics of Corporate Bonds Spreads with Asymmetric GARCH Models

Authors: Sélima Baccar, Ephraim Clark

Abstract:

This paper can be considered as a new perspective to analyse credit spreads. A comprehensive empirical analysis of conditional variance of credit spreads indices is performed using various GARCH models. Based on a comparison between traditional and asymmetric GARCH models with alternative functional forms of the conditional density, we intend to identify what macroeconomic and financial factors have driven daily changes in the US Dollar credit spreads in the period from January 2011 through January 2013. The results provide a strong interdependence between credit spreads and the explanatory factors related to the conditions of interest rates, the state of the stock market, the bond market liquidity and the exchange risk. The empirical findings support the use of asymmetric GARCH models. The AGARCH and GJR models outperform the traditional GARCH in credit spreads modelling. We show, also, that the leptokurtic Student-t assumption is better than the Gaussian distribution and improves the quality of the estimates, whatever the rating or maturity.

Keywords: corporate bonds, default risk, credit spreads, asymmetric garch models, student-t distribution

Procedia PDF Downloads 439
145 Failure Inference and Optimization for Step Stress Model Based on Bivariate Wiener Model

Authors: Soudabeh Shemehsavar

Abstract:

In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution.

Keywords: bivariate normal, Fisher information matrix, inverse Gaussian distribution, Wiener process

Procedia PDF Downloads 297
144 The Spectroscopic, Molecular Structure and Electrostatic Potential, Polarizability Hyperpolarizability, and Homo–Lumo Analysis of Monomeric and Dimeric Structures of 2-Chloro-N-(2 Methylphenyl) Benzamide

Authors: N. Khelloul, N. Benhalima, A. Chouaih, F. Hamzaoui

Abstract:

The monomer and dimer structures of the title molecule have been obtained from density functional theory (DFT) B3LYP method with 6-31G (d,p) as basis set calculations. The optimized geometrical parameters obtained by B3LYP/6-31G (d,p) method shows good agreement with experimental X-ray data. The polarizability and first order hyperpolarizabilty of the title molecule were calculated and interpreted. The intermolecular N–H•••O hydrogen bonds are discussed in dimer structure of the molecule. The vibrational wave numbers and their assignments were examined theoretically using the Gaussian 09 set of quantum chemistry codes. The predicted frontier molecular orbital energies at B3LYP/6-31G(d,p) method set show that charge transfer occurs within the molecule. The frontier molecular orbital calculations clearly show the inverse relationship of HOMO–LUMO gap with the total static hyperpolarizability. The results also show that 2-Chloro-N-(2-methylphenyl) benzamide 2 molecule may have nonlinear optical (NLO) comportment with non-zero values.

Keywords: DFT, HOMO, LUMO, NLO

Procedia PDF Downloads 304
143 Machine Learning Driven Analysis of Kepler Objects of Interest to Identify Exoplanets

Authors: Akshat Kumar, Vidushi

Abstract:

This paper identifies 27 KOIs, 26 of which are currently classified as candidates and one as false positives that have a high probability of being confirmed. For this purpose, 11 machine learning algorithms were implemented on the cumulative kepler dataset sourced from the NASA exoplanet archive; it was observed that the best-performing model was HistGradientBoosting and XGBoost with a test accuracy of 93.5%, and the lowest-performing model was Gaussian NB with a test accuracy of 54%, to test model performance F1, cross-validation score and RUC curve was calculated. Based on the learned models, the significant characteristics for confirm exoplanets were identified, putting emphasis on the object’s transit and stellar properties; these characteristics were namely koi_count, koi_prad, koi_period, koi_dor, koi_ror, and koi_smass, which were later considered to filter out the potential KOIs. The paper also calculates the Earth similarity index based on the planetary radius and equilibrium temperature for each KOI identified to aid in their classification.

Keywords: Kepler objects of interest, exoplanets, space exploration, machine learning, earth similarity index, transit photometry

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142 Ship Detection Requirements Analysis for Different Sea States: Validation on Real SAR Data

Authors: Jaime Martín-de-Nicolás, David Mata-Moya, Nerea del-Rey-Maestre, Pedro Gómez-del-Hoyo, María-Pilar Jarabo-Amores

Abstract:

Ship detection is nowadays quite an important issue in tasks related to sea traffic control, fishery management and ship search and rescue. Although it has traditionally been carried out by patrol ships or aircrafts, coverage and weather conditions and sea state can become a problem. Synthetic aperture radars can surpass these coverage limitations and work under any climatological condition. A fast CFAR ship detector based on a robust statistical modeling of sea clutter with respect to sea states in SAR images is used. In this paper, the minimum SNR required to obtain a given detection probability with a given false alarm rate for any sea state is determined. A Gaussian target model using real SAR data is considered. Results show that SNR does not depend heavily on the class considered. Provided there is some variation in the backscattering of targets in SAR imagery, the detection probability is limited and a post-processing stage based on morphology would be suitable.

Keywords: SAR, generalized gamma distribution, detection curves, radar detection

Procedia PDF Downloads 429
141 Recognition of Voice Commands of Mentor Robot in Noisy Environment Using Hidden Markov Model

Authors: Khenfer Koummich Fatma, Hendel Fatiha, Mesbahi Larbi

Abstract:

This paper presents an approach based on Hidden Markov Models (HMM: Hidden Markov Model) using HTK tools. The goal is to create a human-machine interface with a voice recognition system that allows the operator to teleoperate a mentor robot to execute specific tasks as rotate, raise, close, etc. This system should take into account different levels of environmental noise. This approach has been applied to isolated words representing the robot commands pronounced in two languages: French and Arabic. The obtained recognition rate is the same in both speeches, Arabic and French in the neutral words. However, there is a slight difference in favor of the Arabic speech when Gaussian white noise is added with a Signal to Noise Ratio (SNR) equals 30 dB, in this case; the Arabic speech recognition rate is 69%, and the French speech recognition rate is 80%. This can be explained by the ability of phonetic context of each speech when the noise is added.

Keywords: Arabic speech recognition, Hidden Markov Model (HMM), HTK, noise, TIMIT, voice command

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140 Coordination Behavior, Theoretical Studies, and Biological Activity of Some Transition Metal Complexes with Oxime Ligands

Authors: Noura Kichou, Manel Tafergguenit, Nabila Ghechtouli, Zakia Hank

Abstract:

The aim of this work is to synthesize, characterize and evaluate the biological activity of two Ligands : glyoxime and dimethylglyoxime, and their metal Ni(II) chelates. The newly chelates were characterized by elemental analysis, IR, EPR, nuclear magnetic resonances (1H and 13C), and biological activity. The antibacterial and antifungal activities of the ligands and its metal complexes were screened against bacterial species (Staphylococcus aureus, Bacillus subtilis, and Escherichia coli) and fungi (Candida albicans). Ampicillin and amphotericin were used as references for antibacterial and antifungal studies. The activity data show that the metal complexes have a promising biological activity comparable with parent free ligand against bacterial and fungal species. A structural, energetic, and electronic theoretical study was carried out using the DFT method, with the functional B3LYP and the gaussian program 09. A complete optimization of geometries was made, followed by a calculation of the frequencies of the normal modes of vibration. The UV spectrum was also interpreted. The theoretical results were compared with the experimental data.

Keywords: glyoxime, dimetylglyoxime, nickel, antibacterial activity

Procedia PDF Downloads 72
139 Coordination Behavior, Theoretical studies and Biological Activity of Some Transition Metal Complexes with Oxime Ligands

Authors: Noura Kichou, Manel Tafergguenit, Nabila Ghechtouli, Zakia Hank

Abstract:

The aim of this work is to synthesize, characterize and evaluate the biological activity of two Ligands: glyoxime and dimethylglyoxime, and their metal Ni(II) chelates. The newly chelates were characterized by elemental analysis, IR, EPR, nuclear magnetic resonances (1H and 13C), and biological activity. The antibacterial and antifungal activities of the ligands and its metal complexes were screened against bacterial species (Staphylococcus aureus, Bacillus subtilis, and Escherichia coli) and fungi (Candida albicans). Ampicillin and amphotericin were used as references for antibacterial and antifungal studies. The activity data show that the metal complexes have a promising biological activity comparable with parent free ligand against bacterial and fungal species. A structural, energetic, and electronic theoretical study was carried out using the DFT method, with the functional B3LYP and the gaussian program 09. A complete optimization of geometries was made, followed by a calculation of the frequencies of the normal modes of vibration. The UV spectrum was also interpreted. The theoretical results were compared with the experimental data.

Keywords: glyoxime, dimetylglyoxime, nickel, antibacterial activity

Procedia PDF Downloads 74