Search results for: combined odd pair autoregressive coefficients
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3927

Search results for: combined odd pair autoregressive coefficients

3927 Combined Odd Pair Autoregressive Coefficients for Epileptic EEG Signals Classification by Radial Basis Function Neural Network

Authors: Boukari Nassim

Abstract:

This paper describes the use of odd pair autoregressive coefficients (Yule _Walker and Burg) for the feature extraction of electroencephalogram (EEG) signals. In the classification: the radial basis function neural network neural network (RBFNN) is employed. The RBFNN is described by his architecture and his characteristics: as the RBF is defined by the spread which is modified for improving the results of the classification. Five types of EEG signals are defined for this work: Set A, Set B for normal signals, Set C, Set D for interictal signals, set E for ictal signal (we can found that in Bonn university). In outputs, two classes are given (AC, AD, AE, BC, BD, BE, CE, DE), the best accuracy is calculated at 99% for the combined odd pair autoregressive coefficients. Our method is very effective for the diagnosis of epileptic EEG signals.

Keywords: epilepsy, EEG signals classification, combined odd pair autoregressive coefficients, radial basis function neural network

Procedia PDF Downloads 332
3926 Diagonal Vector Autoregressive Models and Their Properties

Authors: Usoro Anthony E., Udoh Emediong

Abstract:

Diagonal Vector Autoregressive Models are special classes of the general vector autoregressive models identified under certain conditions, where parameters are restricted to the diagonal elements in the coefficient matrices. Variance, autocovariance, and autocorrelation properties of the upper and lower diagonal VAR models are derived. The new set of VAR models is verified with empirical data and is found to perform favourably with the general VAR models. The advantage of the diagonal models over the existing models is that the new models are parsimonious, given the reduction in the interactive coefficients of the general VAR models.

Keywords: VAR models, diagonal VAR models, variance, autocovariance, autocorrelations

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3925 Identification of Classes of Bilinear Time Series Models

Authors: Anthony Usoro

Abstract:

In this paper, two classes of bilinear time series model are obtained under certain conditions from the general bilinear autoregressive moving average model. Bilinear Autoregressive (BAR) and Bilinear Moving Average (BMA) Models have been identified. From the general bilinear model, BAR and BMA models have been proved to exist for q = Q = 0, => j = 0, and p = P = 0, => i = 0 respectively. These models are found useful in modelling most of the economic and financial data.

Keywords: autoregressive model, bilinear autoregressive model, bilinear moving average model, moving average model

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3924 New Estimation in Autoregressive Models with Exponential White Noise by Using Reversible Jump MCMC Algorithm

Authors: Suparman Suparman

Abstract:

A white noise in autoregressive (AR) model is often assumed to be normally distributed. In application, the white noise usually do not follows a normal distribution. This paper aims to estimate a parameter of AR model that has a exponential white noise. A Bayesian method is adopted. A prior distribution of the parameter of AR model is selected and then this prior distribution is combined with a likelihood function of data to get a posterior distribution. Based on this posterior distribution, a Bayesian estimator for the parameter of AR model is estimated. Because the order of AR model is considered a parameter, this Bayesian estimator cannot be explicitly calculated. To resolve this problem, a method of reversible jump Markov Chain Monte Carlo (MCMC) is adopted. A result is a estimation of the parameter AR model can be simultaneously calculated.

Keywords: autoregressive (AR) model, exponential white Noise, bayesian, reversible jump Markov Chain Monte Carlo (MCMC)

Procedia PDF Downloads 339
3923 Pair Interaction in Transition-Metal Nanoparticles

Authors: Nikolay E. Dubinin

Abstract:

Pair-interaction approximations allow to consider a different states of condensed matter from a single position. At the same time, description of an effective pair interaction in transition metal is a hard task since the d-electron contribution to the potential energy in this case is non-pairwise in principle. There are a number of models for transition-metal effective pair potentials. Here we use the Wills-Harrison (WH) approach to calculate pair potentials for Fe, Co, and Ni in crystalline, liquid, and nano states. Last is especially interesting since nano particles of pure transition metals immobilized on the dielectric matrices are widely used in different fields of advanced technologies: as carriers and transmitters of information, as an effective catalytic materials, etc. It is found that the minimum of the pair potential is deeper and oscillations are stronger in nano crystalline state in comparison with the liquid and crystalline states for all metals under consideration.

Keywords: effective pair potential, nanocrystalline state, transition metal, Wills-Harrison approach

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3922 The Sustainability of Public Debt in Taiwan

Authors: Chiung-Ju Huang

Abstract:

This study examines whether the Taiwan’s public debt is sustainable utilizing an unrestricted two-regime threshold autoregressive (TAR) model with an autoregressive unit root. The empirical results show that Taiwan’s public debt appears as a nonlinear series and is stationary in regime 1 but not in regime 2. This result implies that while Taiwan’s public debt was mostly sustainable over the 1996 to 2013 period examined in the study, it may no longer be sustainable in the most recent two years as the public debt ratio has increased cumulatively to 3.618%.

Keywords: nonlinearity, public debt, sustainability, threshold autoregressive model

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3921 The Relationship between Basic Human Needs and Opportunity Based on Social Progress Index

Authors: Ebru Ozgur Guler, Huseyin Guler, Sera Sanli

Abstract:

Social Progress Index (SPI) whose fundamentals have been thrown in the World Economy Forum is an index which aims to form a systematic basis for guiding strategy for inclusive growth which requires achieving both economic and social progress. In this research, it has been aimed to determine the relations among “Basic Human Needs” (BHN) (including four variables of ‘Nutrition and Basic Medical Care’, ‘Water and Sanitation’, ‘Shelter’ and ‘Personal Safety’) and “Opportunity” (OPT) (that is composed of ‘Personal Rights’, ‘Personal Freedom and Choice’, ‘Tolerance and Inclusion’, and ‘Access to Advanced Education’ components) dimensions of 2016 SPI for 138 countries which take place in the website of Social Progress Imperative by carrying out canonical correlation analysis (CCA) which is a data reduction technique that operates in a way to maximize the correlation between two variable sets. In the interpretation of results, the first pair of canonical variates pointing to the highest canonical correlation has been taken into account. The first canonical correlation coefficient has been found as 0.880 indicating to the high relationship between BHN and OPT variable sets. Wilk’s Lambda statistic has revealed that an overall effect of 0.809 is highly large for the full model in order to be counted as statistically significant (with a p-value of 0.000). According to the standardized canonical coefficients, the largest contribution to BHN set of variables has come from ‘shelter’ variable. The most effective variable in OPT set has been detected to be ‘access to advanced education’. Findings based on canonical loadings have also confirmed these results with respect to the contributions to the first canonical variates. When canonical cross loadings (structure coefficients) are examined, for the first pair of canonical variates, the largest contributions have been provided by ‘shelter’ and ‘access to advanced education’ variables. Since the signs for structure coefficients have been found to be negative for all variables; all OPT set of variables are positively related to all of the BHN set of variables. In case canonical communality coefficients which are the sum of the squares of structure coefficients across all interpretable functions are taken as the basis; amongst all variables, ‘personal rights’ and ‘tolerance and inclusion’ variables can be said not to be useful in the model with 0.318721 and 0.341722 coefficients respectively. On the other hand, while redundancy index for BHN set has been found to be 0.615; OPT set has a lower redundancy index with 0.475. High redundancy implies high ability for predictability. The proportion of the total variation in BHN set of variables that is explained by all of the opposite canonical variates has been calculated as 63% and finally, the proportion of the total variation in OPT set that is explained by all of the canonical variables in BHN set has been determined as 50.4% and a large part of this proportion belongs to the first pair. The results suggest that there is a high and statistically significant relationship between BHN and OPT. This relationship is generally accounted by ‘shelter’ and ‘access to advanced education’.

Keywords: canonical communality coefficient, canonical correlation analysis, redundancy index, social progress index

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3920 Combined Effect of Heat Stimulation and Delay Addition of Superplasticizer with Slag on Fresh and Hardened Property of Mortar

Authors: Antoni Wibowo, Harry Pujianto, Dewi Retno Sari Saputro

Abstract:

The stock market can provide huge profits in a relatively short time in financial sector; however, it also has a high risk for investors and traders if they are not careful to look the factors that affect the stock market. Therefore, they should give attention to the dynamic fluctuations and movements of the stock market to optimize profits from their investment. In this paper, we present a nonlinear autoregressive exogenous model (NARX) to predict the movements of stock market; especially, the movements of the closing price index. As case study, we consider to predict the movement of the closing price in Indonesia composite index (IHSG) and choose the best structures of NARX for IHSG’s prediction.

Keywords: NARX (Nonlinear Autoregressive Exogenous Model), prediction, stock market, time series

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3919 Estimating Lost Digital Video Frames Using Unidirectional and Bidirectional Estimation Based on Autoregressive Time Model

Authors: Navid Daryasafar, Nima Farshidfar

Abstract:

In this article, we make attempt to hide error in video with an emphasis on the time-wise use of autoregressive (AR) models. To resolve this problem, we assume that all information in one or more video frames is lost. Then, lost frames are estimated using analogous Pixels time information in successive frames. Accordingly, after presenting autoregressive models and how they are applied to estimate lost frames, two general methods are presented for using these models. The first method which is the same standard method of autoregressive models estimates lost frame in unidirectional form. Usually, in such condition, previous frames information is used for estimating lost frame. Yet, in the second method, information from the previous and next frames is used for estimating the lost frame. As a result, this method is known as bidirectional estimation. Then, carrying out a series of tests, performance of each method is assessed in different modes. And, results are compared.

Keywords: error steganography, unidirectional estimation, bidirectional estimation, AR linear estimation

Procedia PDF Downloads 515
3918 Numerical Analysis of Solar Cooling System

Authors: Nadia Allouache, Mohamed Belmedani

Abstract:

Energy source is a sustainable, totally inexhaustible and environmentally friendly alternative to the fossil fuels available. It is a renewable and economical energy that can be harnessed sustainably over the long term and thus stabilizes energy costs. Solar cooling technologies have been developed to decrease the augmentation electricity consumption for air conditioning and to displace the peak load during hot summer days. A numerical analysis of thermal and solar performances of an annular finned adsorber, which is the most important component of the adsorption solar refrigerating system, is considered in this work. Different adsorbent/adsorbate pairs, such as activated carbon AC35/methanol, activated carbon AC35/ethanol, and activated carbon BPL/Ammoniac, are undertaken in this study. The modeling of the adsorption cooling machine requires the resolution of the equation describing the energy and mass transfer in the tubular finned adsorber. The Wilson and Dubinin- Astakhov models of the solid-adsorbate equilibrium are used to calculate the adsorbed quantity. The porous medium and the fins are contained in the annular space, and the adsorber is heated by solar energy. Effects of key parameters on the adsorbed quantity and on the thermal and solar performances are analysed and discussed. The AC35/methanol pair is the best pair compared to BPL/Ammoniac and AC35/ethanol pairs in terms of system performance. The system performances are sensitive to the fin geometry. For the considered data measured for clear type days of July 2023 in Algeria and Morocco, the performances of the cooling system are very significant in Algeria.

Keywords: activated carbon AC35-methanol pair, activated carbon AC35-ethanol pair, activated carbon BPL-ammoniac pair, annular finned adsorber, performance coefficients, numerical analysis, solar cooling system

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3917 Lossless Secret Image Sharing Based on Integer Discrete Cosine Transform

Authors: Li Li, Ahmed A. Abd El-Latif, Aya El-Fatyany, Mohamed Amin

Abstract:

This paper proposes a new secret image sharing method based on integer discrete cosine transform (IntDCT). It first transforms the original image into the frequency domain (DCT coefficients) using IntDCT, which are operated on each block with size 8*8. Then, it generates shares among each DCT coefficients in the same place of each block, that is, all the DC components are used to generate DC shares, the ith AC component in each block are utilized to generate ith AC shares, and so on. The DC and AC shares components with the same number are combined together to generate DCT shadows. Experimental results and analyses show that the proposed method can recover the original image lossless than those methods based on traditional DCT and is more sensitive to tiny change in both the coefficients and the content of the image.

Keywords: secret image sharing, integer DCT, lossless recovery, sensitivity

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3916 Relationship between Food Inflation and Agriculture Lending Rate in Ghana: A Vector Autoregressive Approach

Authors: Raymond K. Dziwornu

Abstract:

Lending rate of agriculture loan has persistently been high and attributed to risk in the sector. This study examined how food inflation and agriculture lending rate react to each other in Ghana using vector autoregressive approach. Quarterly data from 2006 to 2018 was obtained from the Bank of Ghana quarterly bulletin and the Ghana Statistical Service reports. The study found that a positive standard deviation shock to food inflation causes lending rate of agriculture loan to react negatively in the short run, but positively and steadily in the long run. This suggests the need to direct appropriate policy measures to reduce food inflation and consequently, the cost of credit to the agricultural sector for its growth.

Keywords: food inflation, agriculture, lending rate, vector autoregressive, Ghana

Procedia PDF Downloads 127
3915 Currency Exchange Rate Forecasts Using Quantile Regression

Authors: Yuzhi Cai

Abstract:

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: combining forecasts, MCMC, predictive density functions, quantile forecasting, quantile modelling

Procedia PDF Downloads 240
3914 A Golay Pair Based Synchronization Algorithm for Distributed Multiple-Input Multiple-Output System

Authors: Weizhi Zhong, Xiaoyi Lu, Lei Xu

Abstract:

In order to solve the problem of inaccurate synchronization for distributed multiple-input multiple-output (MIMO) system in multipath environment, a golay pair aided timing synchronization method is proposed in this paper. A new synchronous training sequence based on golay pair is designed. By utilizing the aperiodic auto-correlation complementary property of the new training sequence, the fine timing point is obtained at the receiver. Simulation results show that, compared with the tradition timing synchronization approaches, the proposed algorithm can provide high accuracy in synchronization, especially under multipath condition.

Keywords: distributed MIMO system, golay pair, multipath, synchronization

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3913 Estimation of Pressure Loss Coefficients in Combining Flows Using Artificial Neural Networks

Authors: Shahzad Yousaf, Imran Shafi

Abstract:

This paper presents a new method for calculation of pressure loss coefficients by use of the artificial neural network (ANN) in tee junctions. Geometry and flow parameters are feed into ANN as the inputs for purpose of training the network. Efficacy of the network is demonstrated by comparison of the experimental and ANN based calculated data of pressure loss coefficients for combining flows in a tee junction. Reynolds numbers ranging from 200 to 14000 and discharge ratios varying from minimum to maximum flow for calculation of pressure loss coefficients have been used. Pressure loss coefficients calculated using ANN are compared to the models from literature used in junction flows. The results achieved after the application of ANN agrees reasonably to the experimental values.

Keywords: artificial neural networks, combining flow, pressure loss coefficients, solar collector tee junctions

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3912 Analytic Solutions of Solitary Waves in Three-Level Unbalanced Dense Media

Authors: Sofiane Grira, Hichem Eleuch

Abstract:

We explore the analytical soliton-pair solutions for unbalanced coupling between the two coherent lights and the atomic transitions in a dissipative three-level system in lambda configuration. The two allowed atomic transitions are interacting resonantly with two laser fields. For unbalanced coupling, it is possible to derive an explicit solution for non-linear differential equations describing the soliton-pair propagation in this three-level system with the same velocity. We suppose that the spontaneous emission rates from the excited state to both ground states are the same. In this work, we focus on such case where we consider the coupling between the transitions and the optical fields are unbalanced. The existence conditions for the soliton-pair propagations are determined. We will show that there are four possible configurations of the soliton-pair pulses. Two of them can be interpreted as a couple of solitons with same directions of polarization and the other two as soliton-pair with opposite directions of polarization. Due to the fact that solitons have stable shapes while propagating in the considered media, they are insensitive to noise and dispersion. Our results have potential applications in data transfer with the soliton-pair pulses, where a dissipative three-level medium could be a realistic model for the optical communication media.

Keywords: non-linear differential equations, solitons, wave propagations, optical fiber

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3911 Understanding Relationships between Listening to Music and Pronunciation Learning: An Investigation Based upon Japanese EFL Learners' Self-Evaluation

Authors: Hirokatsu Kawashima

Abstract:

In an attempt to elucidate relationships between listening to music and pronunciation learning, a classroom-based investigation was conducted with Japanese EFL learners (n=45). The subjects were instructed to listen to English songs they liked on YouTube, especially paying attention to phonologically similar vowel and consonant minimal pair words (e.g., live and leave). This kind of activity, which included taking notes, was regularly carried out in the classroom, and the same kind of task was given to the subjects as homework in order to reinforce the in-class activity. The duration of these activities was eight weeks, after which the program was evaluated on a 9-point scale (1: the lowest and 9: the highest) by learners’ self-evaluation. The main questions for this evaluation included 1) how good the learners had been at pronouncing vowel and consonant minimal pair words originally, 2) how often they had listened to songs good for pronouncing vowel and consonant minimal pair words, 3) how frequently they had moved their mouths to vowel and consonant minimal pair words of English songs, and 4) how much they thought the program would support and enhance their pronunciation learning of phonologically similar vowel and consonant minimal pair words. It has been found, for example, A) that the evaluation of this program is by no means low (Mean: 6.51 and SD: 1.23), suggesting that listening to music may support and enhance pronunciation learning, and B) that listening to consonant minimal pair words in English songs and moving the mouth to them are more related to the program’s evaluation (r =.69, p=.00 and r =.55, p=.00, respectively) than listening to vowel minimal pair words in English songs and moving the mouth to them (r =.45, p=.00 and r =.39, p=.01, respectively).

Keywords: minimal pair, music, pronunciation, song

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3910 High-Temperature Tribological Characterization of Nano-Sized Silicon Nitride + 5% Boron Nitride Ceramic Composite

Authors: Mohammad Farooq Wani

Abstract:

Tribological studies on nano-sized ß-silicon nitride+5% BN were carried out in dry air at high temperatures to clarify the lack of consensus in the bibliographic data concerning the Tribological behavior of Si3N4 ceramics and effect of doped hexagonal boron nitride on coefficient of friction and wear coefficient at different loads and elevated temperatures. The composites were prepared via high energy mechanical milling and subsequent spark plasma sintering using Y2O3 and Al2O3 as sintering additives. After sintering, the average crystalline size of Si3N4 was observed to be 50 nm. Tribological tests were performed with temperature and Friction coefficients 0.16 to 1.183 and 0.54 to 0.71 were observed for Nano-sized ß-silicon nitride+5% BN composite under normal load of 10N-70 N and over high temperature range of 350 ºC-550 ºC respectively. Specific wear coefficients from 1.33x 10-4 mm3N-1m-1 to 4.42x 10-4 mm3N-1m-1 were observed for Nano-sized Si3N4 + 5% BN composite against Si3N4 ball as tribo-pair counterpart over high temperature range of 350 ºC-550 ºC while as under normal load of 10N to70N Specific wear coefficients of 6.91x 10-4 mm3N-1m-1 to 1.70x 10-4 were observed. The addition of BN to the Si3N4 composite resulted in a slight reduction of the friction coefficient and lower values of wear coefficient.

Keywords: ceramics, tribology, friction and wear, solid lubrication

Procedia PDF Downloads 358
3909 Thermal and Solar Performances of Adsorption Solar Refrigerating Machine

Authors: Nadia Allouache

Abstract:

Solar radiation is by far the largest and the most world’s abundant, clean and permanent energy source. The amount of solar radiation intercepted by the Earth is much higher than annual global energy use. The energy available from the sun is greater than about 5200 times the global world’s need in 2006. In recent years, many promising technologies have been developed to harness the sun's energy. These technologies help in environmental protection, economizing energy, and sustainable development, which are the major issues of the world in the 21st century. One of these important technologies is the solar cooling systems that make use of either absorption or adsorption technologies. The solar adsorption cooling systems are good alternative since they operate with environmentally benign refrigerants that are natural, free from CFCs, and therefore they have a zero ozone depleting potential (ODP). A numerical analysis of thermal and solar performances of an adsorption solar refrigerating system using different adsorbent/adsorbate pairs such as activated carbon AC35 and activated carbon BPL/Ammoniac; is undertaken in this study. The modeling of the adsorption cooling machine requires the resolution of the equation describing the energy and mass transfer in the tubular adsorber that is the most important component of the machine. The Wilson and Dubinin- Astakhov models of the solid-adsorbat equilibrium are used to calculate the adsorbed quantity. The porous medium is contained in the annular space and the adsorber is heated by solar energy. Effect of key parameters on the adsorbed quantity and on the thermal and solar performances are analysed and discussed. The performances of the system that depends on the incident global irradiance during a whole day depends on the weather conditions: the condenser temperature and the evaporator temperature. The AC35/methanol pair is the best pair comparing to the BPL/Ammoniac in terms of system performances.

Keywords: activated carbon-methanol pair, activated carbon-ammoniac pair, adsorption, performance coefficients, numerical analysis, solar cooling system

Procedia PDF Downloads 53
3908 Selection of Rayleigh Damping Coefficients for Seismic Response Analysis of Soil Layers

Authors: Huai-Feng Wang, Meng-Lin Lou, Ru-Lin Zhang

Abstract:

One good analysis method in seismic response analysis is direct time integration, which widely adopts Rayleigh damping. An approach is presented for selection of Rayleigh damping coefficients to be used in seismic analyses to produce a response that is consistent with Modal damping response. In the presented approach, the expression of the error of peak response, acquired through complete quadratic combination method, and Rayleigh damping coefficients was set up and then the coefficients were produced by minimizing the error. Two finite element modes of soil layers, excited by 28 seismic waves, were used to demonstrate the feasibility and validity.

Keywords: Rayleigh damping, modal damping, damping coefficients, seismic response analysis

Procedia PDF Downloads 422
3907 Sustainable Development of Adsorption Solar Cooling Machine

Authors: N. Allouache, W. Elgahri, A. Gahfif, M. Belmedani

Abstract:

Solar radiation is by far the largest and the most world’s abundant, clean and permanent energy source. The amount of solar radiation intercepted by the Earth is much higher than annual global energy use. The energy available from the sun is greater than about 5200 times the global world’s need in 2006. In recent years, many promising technologies have been developed to harness the sun's energy. These technologies help in environmental protection, economizing energy, and sustainable development, which are the major issues of the world in the 21st century. One of these important technologies is the solar cooling systems that make use of either absorption or adsorption technologies. The solar adsorption cooling systems are a good alternative since they operate with environmentally benign refrigerants that are natural, free from CFCs, and therefore they have a zero ozone depleting potential (ODP). A numerical analysis of thermal and solar performances of an adsorption solar refrigerating system using different adsorbent/adsorbate pairs, such as activated carbon AC35 and activated carbon BPL/Ammoniac; is undertaken in this study. The modeling of the adsorption cooling machine requires the resolution of the equation describing the energy and mass transfer in the tubular adsorber, that is the most important component of the machine. The Wilson and Dubinin- Astakhov models of the solid-adsorbat equilibrium are used to calculate the adsorbed quantity. The porous medium is contained in the annular space, and the adsorber is heated by solar energy. Effect of key parameters on the adsorbed quantity and on the thermal and solar performances are analysed and discussed. The performances of the system that depends on the incident global irradiance during a whole day depends on the weather conditions: the condenser temperature and the evaporator temperature. The AC35/methanol pair is the best pair comparing to the BPL/Ammoniac in terms of system performances.

Keywords: activated carbon-methanol pair, activated carbon-ammoniac pair, adsorption, performance coefficients, numerical analysis, solar cooling system

Procedia PDF Downloads 57
3906 In and Out-Of-Sample Performance of Non Simmetric Models in International Price Differential Forecasting in a Commodity Country Framework

Authors: Nicola Rubino

Abstract:

This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

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3905 Curvelet Features with Mouth and Face Edge Ratios for Facial Expression Identification

Authors: S. Kherchaoui, A. Houacine

Abstract:

This paper presents a facial expression recognition system. It performs identification and classification of the seven basic expressions; happy, surprise, fear, disgust, sadness, anger, and neutral states. It consists of three main parts. The first one is the detection of a face and the corresponding facial features to extract the most expressive portion of the face, followed by a normalization of the region of interest. Then calculus of curvelet coefficients is performed with dimensionality reduction through principal component analysis. The resulting coefficients are combined with two ratios; mouth ratio and face edge ratio to constitute the whole feature vector. The third step is the classification of the emotional state using the SVM method in the feature space.

Keywords: facial expression identification, curvelet coefficient, support vector machine (SVM), recognition system

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3904 Estimation of Synchronous Machine Synchronizing and Damping Torque Coefficients

Authors: Khaled M. EL-Naggar

Abstract:

Synchronizing and damping torque coefficients of a synchronous machine can give a quite clear picture for machine behavior during transients. These coefficients are used as a power system transient stability measurement. In this paper, a crow search optimization algorithm is presented and implemented to study the power system stability during transients. The algorithm makes use of the machine responses to perform the stability study in time domain. The problem is formulated as a dynamic estimation problem. An objective function that minimizes the error square in the estimated coefficients is designed. The method is tested using practical system with different study cases. Results are reported and a thorough discussion is presented. The study illustrates that the proposed method can estimate the stability coefficients for the critical stable cases where other methods may fail. The tests proved that the proposed tool is an accurate and reliable tool for estimating the machine coefficients for assessment of power system stability.

Keywords: optimization, estimation, synchronous, machine, crow search

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3903 The Fit of the Partial Pair Distribution Functions of BaMnFeF7 Fluoride Glass Using the Buckingham Potential by the Hybrid RMC Simulation

Authors: Sidi Mohamed Mesli, Mohamed Habchi, Arslane Boudghene Stambouli, Rafik Benallal

Abstract:

The BaMnMF7 (M=Fe,V, transition metal fluoride glass, assuming isomorphous replacement) have been structurally studied through the simultaneous simulation of their neutron diffraction patterns by reverse Monte Carlo (RMC) and by the Hybrid Reverse Monte Carlo (HRMC) analysis. This last is applied to remedy the problem of the artificial satellite peaks that appear in the partial pair distribution functions (PDFs) by the RMC simulation. The HRMC simulation is an extension of the RMC algorithm, which introduces an energy penalty term (potential) in acceptance criteria. The idea of this work is to apply the Buckingham potential at the title glass by ignoring the van der Waals terms, in order to make a fit of the partial pair distribution functions and give the most possible realistic features. When displaying the partial PDFs, we suggest that the Buckingham potential is useful to describe average correlations especially in similar interactions.

Keywords: fluoride glasses, RMC simulation, hybrid RMC simulation, Buckingham potential, partial pair distribution functions

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3902 Surface Thermodynamics Approach to Mycobacterium tuberculosis (M-TB) – Human Sputum Interactions

Authors: J. L. Chukwuneke, C. H. Achebe, S. N. Omenyi

Abstract:

This research work presents the surface thermodynamics approach to M-TB/HIV-Human sputum interactions. This involved the use of the Hamaker coefficient concept as a surface energetics tool in determining the interaction processes, with the surface interfacial energies explained using van der Waals concept of particle interactions. The Lifshitz derivation for van der Waals forces was applied as an alternative to the contact angle approach which has been widely used in other biological systems. The methodology involved taking sputum samples from twenty infected persons and from twenty uninfected persons for absorbance measurement using a digital Ultraviolet visible Spectrophotometer. The variables required for the computations with the Lifshitz formula were derived from the absorbance data. The Matlab software tools were used in the mathematical analysis of the data produced from the experiments (absorbance values). The Hamaker constants and the combined Hamaker coefficients were obtained using the values of the dielectric constant together with the Lifshitz equation. The absolute combined Hamaker coefficients A132abs and A131abs on both infected and uninfected sputum samples gave the values of A132abs = 0.21631x10-21Joule for M-TB infected sputum and Ã132abs = 0.18825x10-21Joule for M-TB/HIV infected sputum. The significance of this result is the positive value of the absolute combined Hamaker coefficient which suggests the existence of net positive van der waals forces demonstrating an attraction between the bacteria and the macrophage. This however, implies that infection can occur. It was also shown that in the presence of HIV, the interaction energy is reduced by 13% conforming adverse effects observed in HIV patients suffering from tuberculosis.

Keywords: absorbance, dielectric constant, hamaker coefficient, lifshitz formula, macrophage, mycobacterium tuberculosis, van der waals forces

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3901 The Combination of the Mel Frequency Cepstral Coefficients, Perceptual Linear Prediction, Jitter and Shimmer Coefficients for the Improvement of Automatic Recognition System for Dysarthric Speech

Authors: Brahim Fares Zaidi

Abstract:

Our work aims to improve our Automatic Recognition System for Dysarthria Speech based on the Hidden Models of Markov and the Hidden Markov Model Toolkit to help people who are sick. With pronunciation problems, we applied two techniques of speech parameterization based on Mel Frequency Cepstral Coefficients and Perceptual Linear Prediction and concatenated them with JITTER and SHIMMER coefficients in order to increase the recognition rate of a dysarthria speech. For our tests, we used the NEMOURS database that represents speakers with dysarthria and normal speakers.

Keywords: ARSDS, HTK, HMM, MFCC, PLP

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3900 Mass Polarization in Three-Body System with Two Identical Particles

Authors: Igor Filikhin, Vladimir M. Suslov, Roman Ya. Kezerashvili, Branislav Vlahivic

Abstract:

The mass-polarization term of the three-body kinetic energy operator is evaluated for different systems which include two identical particles: A+A+B. The term has to be taken into account for the analysis of AB- and AA-interactions based on experimental data for two- and three-body ground state energies. In this study, we present three-body calculations within the framework of a potential model for the kaonic clusters K−K−p and ppK−, nucleus 3H and hypernucleus 6 ΛΛHe. The systems are well clustering as A+ (A+B) with a ground state energy E2 for the pair A+B. The calculations are performed using the method of the Faddeev equations in configuration space. The phenomenological pair potentials were used. We show a correlation between the mass ratio mA/mB and the value δB of the mass-polarization term. For bosonic-like systems, this value is defined as δB = 2E2 − E3, where E3 is three-body energy when VAA = 0. For the systems including three particles with spin(isospin), the models with average AB-potentials are used. In this case, the Faddeev equations become a scalar one like for the bosonic-like system αΛΛ. We show that the additional energy conected with the mass-polarization term can be decomposite to a sum of the two parts: exchenge related and reduced mass related. The state of the system can be described as the following: the particle A1 is bound within the A + B pair with the energy E2, and the second particle A2 is bound with the pair with the energy E3 − E2. Due to the identity of A particles, the particles A1 and A2 are interchangeable in the pair A + B. We shown that the mass polarization δB correlates with a type of AB potential using the system αΛΛ as an example.

Keywords: three-body systems, mass polarization, Faddeev equations, nuclear interactions

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3899 Production Factor Coefficients Transition through the Lens of State Space Model

Authors: Kanokwan Chancharoenchai

Abstract:

Economic growth can be considered as an important element of countries’ development process. For developing countries, like Thailand, to ensure the continuous growth of the economy, the Thai government usually implements various policies to stimulate economic growth. They may take the form of fiscal, monetary, trade, and other policies. Because of these different aspects, understanding factors relating to economic growth could allow the government to introduce the proper plan for the future economic stimulating scheme. Consequently, this issue has caught interest of not only policymakers but also academics. This study, therefore, investigates explanatory variables for economic growth in Thailand from 2005 to 2017 with a total of 52 quarters. The findings would contribute to the field of economic growth and become helpful information to policymakers. The investigation is estimated throughout the production function with non-linear Cobb-Douglas equation. The rate of growth is indicated by the change of GDP in the natural logarithmic form. The relevant factors included in the estimation cover three traditional means of production and implicit effects, such as human capital, international activity and technological transfer from developed countries. Besides, this investigation takes the internal and external instabilities into account as proxied by the unobserved inflation estimation and the real effective exchange rate (REER) of the Thai baht, respectively. The unobserved inflation series are obtained from the AR(1)-ARCH(1) model, while the unobserved REER of Thai baht is gathered from naive OLS-GARCH(1,1) model. According to empirical results, the AR(|2|) equation which includes seven significant variables, namely capital stock, labor, the imports of capital goods, trade openness, the REER of Thai baht uncertainty, one previous GDP, and the world financial crisis in 2009 dummy, presents the most suitable model. The autoregressive model is assumed constant estimator that would somehow cause the unbias. However, this is not the case of the recursive coefficient model from the state space model that allows the transition of coefficients. With the powerful state space model, it provides the productivity or effect of each significant factor more in detail. The state coefficients are estimated based on the AR(|2|) with the exception of the one previous GDP and the 2009 world financial crisis dummy. The findings shed the light that those factors seem to be stable through time since the occurrence of the world financial crisis together with the political situation in Thailand. These two events could lower the confidence in the Thai economy. Moreover, state coefficients highlight the sluggish rate of machinery replacement and quite low technology of capital goods imported from abroad. The Thai government should apply proactive policies via taxation and specific credit policy to improve technological advancement, for instance. Another interesting evidence is the issue of trade openness which shows the negative transition effect along the sample period. This could be explained by the loss of price competitiveness to imported goods, especially under the widespread implementation of free trade agreement. The Thai government should carefully handle with regulations and the investment incentive policy by focusing on strengthening small and medium enterprises.

Keywords: autoregressive model, economic growth, state space model, Thailand

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3898 Designing and Simulation of a CMOS Square Root Analog Multiplier

Authors: Milad Kaboli

Abstract:

A new CMOS low voltage current-mode four-quadrant analog multiplier based on the squarer circuit with voltage output is presented. The proposed circuit is composed of a pair of current subtractors, a pair differential-input V-I converters and a pair of voltage squarers. The circuit was simulated using HSPICE simulator in standard 0.18 μm CMOS level 49 MOSIS (BSIM3 V3.2 SPICE-based). Simulation results show the performance of the proposed circuit and experimental results are given to confirm the operation. This topology of multiplier results in a high-frequency capability with low power consumption. The multiplier operates for a power supply ±1.2V. The simulation results of analog multiplier demonstrate a THD of 0.65% in 10MHz, a −3dB bandwidth of 1.39GHz, and a maximum power consumption of 7.1mW.

Keywords: analog processing circuit, WTA, LTA, low voltage

Procedia PDF Downloads 460