Search results for: discrete Fourrier transform

Authors: Mohammad Amin Hamedirad, Seyed Javad Vaziri Kang Olyaei

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Project planning and control are one of the most critical issues in the management of construction projects. Traditional methods of project planning and control, such as the critical path method or Gantt chart, are not widely used for planning projects with discrete and repetitive activities, and one of the problems of project managers is planning the implementation process and optimal allocation of its resources. Massive concreting projects is also a project with discrete and repetitive activities. This study uses the concept of simulating discrete events to manage resources, which includes finding the optimal number of resources considering various limitations such as limitations of machinery, equipment, human resources and even technical, time and implementation limitations using analysis of resource consumption rate, project completion time and critical points analysis of the implementation process. For this purpose, the concept of discrete-event simulation has been used to model different stages of implementation. After reviewing the various scenarios, the optimal number of allocations for each resource is finally determined to reach the maximum utilization rate and also to reduce the project completion time or reduce its cost according to the existing constraints. The results showed that with the optimal allocation of resources, the project completion time could be reduced by 90%, and the resulting costs can be reduced by up to 49%. Thus, allocating the optimal number of project resources using this method will reduce its time and cost.

Keywords: simulation, massive concreting, discrete event simulation, resource management

Procedia PDF Downloads 103

Authors: Michalis Linardakis, Vasilis Grammatikopoulos, Athanasios Gregoriadis, Kalliopi Trouli

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Discrete choice models belong to the family of Conjoint analysis that are applied on the preferences of the respondents towards a set of scenarios that describe alternative choices. The scenarios have been pre-designed to cover all the attributes of the alternatives that may affect the choices. In this study, we examine how preschool educators integrate physical activities into their everyday teaching practices through the use of discrete choice models. One of the advantages of discrete choice models compared to other more traditional data collection methods (e.g. questionnaires and interviews that use ratings) is that the respondent is called to select among competitive and realistic alternatives, rather than objectively rate each attribute that the alternatives may have. We present the effort to construct and choose representative attributes that would cover all possible choices of the respondents, and the scenarios that have arisen. For the purposes of the study, we used a sample of 50 preschool educators in Greece that responded to 4 scenarios (from the total of 16 scenarios that the orthogonal design resulted), with each scenario having three alternative teaching practices. Seven attributes of the alternatives were used in the scenarios. For the analysis of the data, we used multinomial logit model with random effects, multinomial probit model and generalized mixed logit model. The conclusions drawn from the estimated parameters of the models are discussed.

Keywords: conjoint analysis, discrete choice models, educational data, multivariate statistical analysis

Procedia PDF Downloads 432

Authors: P. Neeraj, Anurag Sharma, Harsukhpreet Singh

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In current years, Brain-Computer Interface (BCI) scheme based on steady-state Visual Evoked Potential (SSVEP) have earned much consideration. This study tries to evolve an SSVEP based BCI scheme that can regulate any gadget mock-up in two unique positions ON and OFF. In this paper, two distinctive gleam frequencies in low-frequency part were utilized to evoke the SSVEPs and were shown on a Liquid Crystal Display (LCD) screen utilizing Lab View. Two stimuli shading, Yellow, and Blue were utilized to prepare the system in SSVEPs. The Electroencephalogram (EEG) signals recorded from the occipital part. Elements of the brain were separated by utilizing discrete wavelet Transform. A prominent system for multilayer system diverse Neural Network Algorithm (NNA), is utilized to characterize SSVEP signals. During training of the network with diverse calculation Regression plot results demonstrated that when Levenberg-Marquardt preparing calculation was utilized the exactness turns out to be 93.9%, which is superior to another training algorithm.

Keywords: brain computer interface, electroencephalography, steady-state visual evoked potential, wavelet transform, neural network

Procedia PDF Downloads 312

Authors: Iqbal Felani

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A Coal-Fired Power Plant has some integrated facilities to handle coal from three separated coal yards to eight units power plant’s bunker. But nowadays the facilities are not reliable enough for supporting the system. Management planned to invest some facilities to increase the reliability. They also had a plan to make single spesification of coal used all of the units, called Single Quality Coal (SQC). This simulation would compare before and after improvement with two scenarios i.e First In First Out (FIFO) and Last In First Out (LIFO). Some parameters like stay time, reorder point and safety stock is determined by the simulation. Discrete event simulation based software, Flexsim 5.0, is used to help the simulation. Based on the simulation, Single Quality Coal with FIFO scenario has the shortest staytime with 8.38 days.

Keywords: Coal Yard Management, Discrete event simulation First In First Out, Last In First Out.

Procedia PDF Downloads 636

Authors: Mohamed Hassan Abdullahi

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Decomposition is used as a synthesis tool in several physical systems. It can also be used for tearing and restructuring, which is large-scale system analysis. On the other hand, the commutativity of series-connected systems has fascinated the interest of researchers, and its advantages have been emphasized in the literature. The presentation looks into the necessary conditions for decomposing any third-order discrete-time linear time-varying system into a commutative pair of first- and second-order systems. Additional requirements are derived in the case of nonzero initial conditions. MATLAB simulations are used to verify the findings. The work is unique and is being published for the first time. It is critical from the standpoints of synthesis and/or design. Because many design techniques in engineering systems rely on tearing and reconstruction, this is the process of putting together simple components to create a finished product. Furthermore, it is demonstrated that regarding sensitivity to initial conditions, some combinations may be better than others. The results of this work can be extended for the decomposition of fourth-order discrete-time linear time-varying systems into lower-order commutative pairs, as two second-order commutative subsystems or one first-order and one third-order commutative subsystems.

Keywords: commutativity, decomposition, discrete time-varying systems, systems

Procedia PDF Downloads 72

Authors: Anders Schou Simonsen, Thomas Condra, Kim Sørensen

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Various processes are modelled using a discrete phase, where particles are seeded from a source. Such particles can represent liquid water droplets, which are affecting the continuous phase by exchanging thermal energy, momentum, species etc. Discrete phases are typically modelled using parcel, which represents a collection of particles, which share properties such as temperature, velocity etc. When coupling the phases, the exchange rates are integrated over the cell, in which the parcel is located. This can cause spikes and fluctuating exchange rates. This paper presents an alternative method of coupling a discrete and a continuous plug flow phase. This is done using triangular parcels, which span between nodes following the dynamics of single droplets. Thus, the triangular parcels are propagated using the corner nodes. At each time step, the exchange rates are spatially integrated over the surface of the triangular parcels, which yields a smooth continuous exchange rate to the continuous phase. The results shows that the method is more stable, converges slightly faster and yields smooth exchange rates compared with the steam tube approach. However, the computational requirements are about five times greater, so the applicability of the alternative method should be limited to processes, where the exchange rates are important. The overall balances of the exchanged properties did not change significantly using the new approach.

Keywords: CFD, coupling, discrete phase, parcel

Procedia PDF Downloads 228

Authors: Raed Alnajjar, Mohd Zakree, Ahmad Nazri

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In this study, we apply Discrete Group Search Optimizer (DGSO) for solving Traveling Salesman Problem (TSP). The DGSO is a nature inspired optimization algorithm that imitates the animal behavior, especially animal searching behavior. The proposed DGSO uses a vector representation and some discrete operators, such as destruction, construction, differential evolution, swap and insert. The TSP is a well-known hard combinatorial optimization problem, which seeks to find the shortest path among numbers of cities. The performance of the proposed DGSO is evaluated and tested on benchmark instances which listed in LIBTSP dataset. The experimental results show that the performance of the proposed DGSO is comparable with the other methods in the state of the art for some instances. The results show that DGSO outperform Ant Colony System (ACS) in some instances whilst outperform other metaheuristic in most instances. In addition to that, the new results obtained a number of optimal solutions and some best known results. DGSO was able to obtain feasible and good quality solution across all dataset.

Keywords: discrete group search optimizer (DGSO); Travelling salesman problem (TSP); Variable neighborhood search(VNS)

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Authors: R. Rama Kishore, Sunesh

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This paper presents an optimized, robust, and secured watermarking technique. The methodology used in this work is the combination of entropy and chaotic grid map. The proposed methodology incorporates Discrete Cosine Transform (DCT) on the host image. To improve the imperceptibility of the method, the host image DCT blocks, where the watermark is to be embedded, are further optimized by considering the entropy of the blocks. Chaotic grid is used as a key to reorder the DCT blocks so that it will further increase security while selecting the watermark embedding locations and its sequence. Without a key, one cannot reveal the exact watermark from the watermarked image. The proposed method is implemented on four different images. It is concluded that the proposed method is giving better results in terms of imperceptibility measured through PSNR and found to be above 50. In order to prove the effectiveness of the method, the performance analysis is done after implementing different attacks on the watermarked images. It is found that the methodology is very strong against JPEG compression attack even with the quality parameter up to 15. The experimental results are confirming that the combination of entropy and chaotic grid map method is strong and secured to different image processing attacks.

Keywords: digital watermarking, discreate cosine transform, chaotic grid map, entropy

Procedia PDF Downloads 219

Authors: T. R. Sharika, Ashwini Kumar, Kamal Bijlani

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Encryption is the process of converting crucial information’s unreadable to unauthorized persons. Image security is an important type of encryption that secures all type of images from cryptanalysis. A stream cipher is a fast symmetric key algorithm which is used to convert plaintext to cipher text. In this paper we are proposing an image encryption algorithm with Discrete Cosine Transform and Stream Ciphers that can improve compression of images and enhanced security. The paper also explains the use of a shuffling algorithm for enhancing securing.

Keywords: decryption, DCT, encryption, RC4 cipher, stream cipher

Procedia PDF Downloads 334

Authors: Ozden Saygili, Eser Cakti

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Mosques and minarets can be severely damaged as a result of earthquakes. Non-linear behavior of minarets of Mihrimah Sultan and Süleymaniye Mosques and the minaret of St. Sophia are analyzed to investigate seismic response, damage and failure mechanisms of minarets during earthquake. Selected minarets have different height and diameter. Discrete elements method was used to create the numerical minaret models. Analyses were performed using sine waves. Two parameters were used for evaluating the results: the maximum relative dislocation of adjacent drums and the maximum displacement at the top of the minaret. Both parameters were normalized by the drum diameter. The effects of minaret geometry on seismic behavior were evaluated by comparing the results of analyses.

Keywords: discrete element method, earthquake safety, nonlinear analysis, masonry structures

Procedia PDF Downloads 287

Authors: Devinder Singh, Rajneesh Kumar, Arvind Kumar

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The present investigation deals with the deformation of micropolar generalized thermoelastic solid subjected to thermo-mechanical loading due to a thermal laser pulse. Laplace transform and Fourier transform techniques are used to solve the problem. Thermo-mechanical laser interactions are taken as distributed sources to describe the application of the approach. The closed form expressions of normal stress, tangential stress, coupled stress and temperature are obtained in the domain. Numerical inversion technique of Laplace transform and Fourier transform has been implied to obtain the resulting quantities in the physical domain after developing a computer program. The normal stress, tangential stress, coupled stress and temperature are depicted graphically to show the effect of relaxation times. Some particular cases of interest are deduced from the present investigation.

Keywords: pulse laser, integral transform, thermoelastic, boundary value problem

Procedia PDF Downloads 583

Authors: Hongyu Chen, Li Jiang

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Ubiquitous anomalies endanger the security of our system con- stantly. They may bring irreversible damages to the system and cause leakage of privacy. Thus, it is of vital importance to promptly detect these anomalies. Traditional supervised methods such as Decision Trees and Support Vector Machine (SVM) are used to classify normality and abnormality. However, in some case, the abnormal status are largely rarer than normal status, which leads to decision bias of these methods. Generative adversarial network (GAN) has been proposed to handle the case. With its strong generative ability, it only needs to learn the distribution of normal status, and identify the abnormal status through the gap between it and the learned distribution. Nevertheless, existing GAN-based models are not suitable to process data with discrete values, leading to immense degradation of detection performance. To cope with the discrete features, in this paper, we propose an efficient GAN-based model with specifically-designed loss function. Experiment results show that our model outperforms state-of-the-art models on discrete dataset and remarkably reduce the overhead.

Keywords: GAN, discrete feature, Wasserstein distance, multiple intermediate layers

Procedia PDF Downloads 94

Authors: H. El-Kamchouchi, Heba Gaber, Fatma Ahmed, Dalia H. El-Kamchouchi

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A digital signature is an electronic signature form used by an original signer to sign a specific document. When the original signer is not in his office or when he/she travels outside, he/she delegates his signing capability to a proxy signer and then the proxy signer generates a signing message on behalf of the original signer. The two parties must be able to authenticate one another and agree on a secret encryption key, in order to communicate securely over an unreliable public network. Authenticated key agreement protocols have an important role in building a secure communications network between the two parties. In this paper, we present a secure proxy signature scheme over an efficient and secure authenticated key agreement protocol based on factoring and discrete logarithm problem.

Keywords: discrete logarithm, factoring, proxy signature, key agreement

Procedia PDF Downloads 270

Authors: Mwafak Shakoor

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The purpose of this study was to reduce patient waiting times, improve system throughput and improve resources utilization in radiology department. A discrete event simulation model was developed using Arena simulation software to investigate different alternatives to improve the overall system delivery based on adding resource scenarios due to the linkage between patient waiting times and resource availability. The study revealed that there is no addition investment need to procure additional scanner but hospital management deploy managerial tactics to enhance machine utilization and reduce the long waiting time in the department.

Keywords: discrete event simulation, radiology department, arena, waiting time, healthcare modeling, computed tomography

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Authors: M. Jamil Amir, Rabia Iqbal, M. Yaseen

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In this paper, we solve some differential equations analytically by using differential transform method. For this purpose, we consider four models of Laplace equation with two Dirichlet and two Neumann boundary conditions and K(2,2) equation and obtain the corresponding exact solutions. The obtained results show the simplicity of the method and massive reduction in calculations when one compares it with other iterative methods, available in literature. It is worth mentioning that here only a few number of iterations are required to reach the closed form solutions as series expansions of some known functions.

Keywords: differential transform method, laplace equation, Dirichlet boundary conditions, Neumann boundary conditions

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Authors: F. J. Ma, A. K. H. Kwan

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Crack caused by shrinkage movement of concrete is a serious problem especially when restraint is provided. It may cause severe serviceability and durability problems. The existing prediction methods for crack width of concrete due to shrinkage movement are mainly numerical methods under simplified circumstances, which do not agree with each other. To get a more unified prediction method applicable to more sophisticated circumstances, finite element crack width analysis for shrinkage effect should be developed. However, no existing finite element analysis can be carried out to predict the crack width of concrete due to shrinkage movement because of unsolved reasons of conventional finite element analysis. In this paper, crack width analysis implemented by finite element analysis is presented with pseudo-discrete crack model, which combines traditional smeared crack model and newly proposed crack queuing algorithm. The proposed pseudo-discrete crack model is capable of simulating separate and single crack without adopting discrete crack element. And the improved finite element analysis can successfully simulate the stress redistribution when concrete is cracked, which is crucial for predicting crack width, crack spacing and crack number.

Keywords: crack queuing algorithm, crack width analysis, finite element analysis, shrinkage effect

Procedia PDF Downloads 387

Authors: R. Latif, W. Jenkal, A. Toumanari, A. Hatim

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This paper presents an efficient method of electrocardiogram signal denoising based on a hybrid approach. Two techniques are brought together to create an efficient denoising process. The first is an Adaptive Dual Threshold Filter (ADTF) and the second is the Discrete Wavelet Transform (DWT). The presented approach is based on three steps of denoising, the DWT decomposition, the ADTF step and the highest peaks correction step. This paper presents some application of the approach on some electrocardiogram signals of the MIT-BIH database. The results of these applications are promising compared to other recently published techniques.

Keywords: hybrid technique, ADTF, DWT, thresholding, ECG signal

Procedia PDF Downloads 293

Authors: Tomoaki Hashimoto

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Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial time and a moving terminal time. This paper examines the stability of model predictive control for linear discrete-time systems with additive stochastic disturbances. A sufficient condition for the stability of the closed-loop system with model predictive control is derived by means of a linear matrix inequality. The objective of this paper is to show the results of computational simulations in order to verify the validity of the obtained stability condition.

Keywords: computational simulations, optimal control, predictive control, stochastic systems, discrete-time systems

Procedia PDF Downloads 399

Authors: Nirmal Yadav, Tanuja Srivastava

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Shannon theory is an exact method to recover a band limited signals from its sampled values in discrete implementation, using sinc interpolators. But sinc based results are not much satisfactory for band-limited calculations so that convolution with window function, having compact support, has been introduced. Convolution Backprojection algorithm with window function is an approximation algorithm. In this paper, the error has been calculated, arises due to this approximation nature of reconstruction algorithm. This result will be defined for fan beam projection data which is more faster than parallel beam projection.

Keywords: computed tomography, convolution backprojection, radon transform, fan beam

Procedia PDF Downloads 456

Authors: Tomoaki Hashimoto

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Recently, feedback control systems using random dither quantizers have been proposed for linear discrete-time systems. However, the constraints imposed on state and control variables have not yet been taken into account for the design of feedback control systems with random dither quantization. Model predictive control is a kind of optimal feedback control in which control performance over a finite future is optimized with a performance index that has a moving initial and terminal time. An important advantage of model predictive control is its ability to handle constraints imposed on state and control variables. Based on the model predictive control approach, the objective of this paper is to present a control method that satisfies probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization. In other words, this paper provides a method for solving the optimal control problems subject to probabilistic state constraints for linear discrete-time feedback control systems with random dither quantization.

Keywords: optimal control, stochastic systems, random dither, quantization

Procedia PDF Downloads 415

Authors: Rogelio Luck, Yucheng Liu

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This paper proposes the continuous-time singular value decomposition (SVD) for the impulse response function, a special kind of Green’s functions e⁻⁽ᵗ⁻ ᵀ⁾, in order to find a set of singular functions and singular values so that the convolutions of such function with the set of singular functions on a specified domain are the solutions to the inhomogeneous differential equations for those singular functions. A numerical example was illustrated to verify the proposed method. Besides the continuous-time SVD, a discrete-time SVD is also presented for the impulse response function, which is modeled using a Toeplitz matrix in the discrete system. The proposed method has broad applications in signal processing, dynamic system analysis, acoustic analysis, thermal analysis, as well as macroeconomic modeling.

Keywords: singular value decomposition, impulse response function, Green’s function , Toeplitz matrix , Hankel matrix

Procedia PDF Downloads 123

Authors: Chia Jui Hsieh, Jyh Cheng Chen, Chih Wei Kuo, Ruei Teng Wang, Woei Chyn Chu

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Compressed sensing (CS) based computed tomographic (CT) reconstruction algorithm utilizes total variation (TV) to transform CT image into sparse domain and minimizes L1-norm of sparse image for reconstruction. Different from the traditional CS based reconstruction which only calculates x-coordinate and y-coordinate TV to transform CT images into sparse domain, we propose a multi-directional TV to transform tomographic image into sparse domain for low-dose reconstruction. Our method considers all possible directions of TV calculations around a pixel, so the sparse transform for CS based reconstruction is more accurate. In 2D CT reconstruction, we use eight-directional TV to transform CT image into sparse domain. Furthermore, we also use 26-directional TV for 3D reconstruction. This multi-directional sparse transform method makes CS based reconstruction algorithm more powerful to reduce noise and increase image quality. To validate and evaluate the performance of this multi-directional sparse transform method, we use both Shepp-Logan phantom and a head phantom as the targets for reconstruction with the corresponding simulated sparse projection data (angular sampling interval is 5 deg and 6 deg, respectively). From the results, the multi-directional TV method can reconstruct images with relatively less artifacts compared with traditional CS based reconstruction algorithm which only calculates x-coordinate and y-coordinate TV. We also choose RMSE, PSNR, UQI to be the parameters for quantitative analysis. From the results of quantitative analysis, no matter which parameter is calculated, the multi-directional TV method, which we proposed, is better.

Keywords: compressed sensing (CS), low-dose CT reconstruction, total variation (TV), multi-directional gradient operator

Procedia PDF Downloads 230

Authors: Ines Elouedi, Atef Hammouda

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This paper presents a new fast version of the generalized Multi-Directional Radon Transform method. The new method uses the inverse Fast Fourier Transform to lead to a faster Generalized Radon projections. We prove in this paper that the fast algorithm leads to almost the same results of the eldest one but with a considerable lower time computation cost. The projection end result of the fast method is a parameterized Radon space where a high valued pixel allows the detection of a curve from the original image. The proposed fast inversion algorithm leads to an exact reconstruction of the initial image from the Radon space. We show examples of the impact of this algorithm on the pattern recognition domain.

Keywords: fast generalized multi-directional Radon transform, curve, exact reconstruction, pattern recognition

Procedia PDF Downloads 248

Authors: Tarek Aboueldahab, Hanan Farag

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Cost minimization of Multiple Vehicle Routing Problem becomes a critical issue in the field of transportation because it is NP-hard optimization problem and the search space is complex. Many researches use the hybridization of artificial intelligence (AI) models to solve this problem; however, it can not guarantee to reach the best solution due to the difficulty of searching the whole search space. To overcome this problem, we introduce the hybrid model of Discrete Particle Swarm Optimization (DPSO) with a passive congregation which enable searching the whole search space to compromise between both local and global search. The practical experiment shows that our model obviously outperforms other hybrid models in cost minimization.

Keywords: cost minimization, multi-vehicle routing problem, passive congregation, discrete swarm, passive congregation

Procedia PDF Downloads 66

Authors: Tarek Aboueldahab, Hanan Farag

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Parallel Job Shop Scheduling Problem (JSP) is a multi-objective and multi constrains NP- optimization problem. Traditional Artificial Intelligence techniques have been widely used; however, they could be trapped into the local minimum without reaching the optimum solution, so we propose a hybrid Artificial Intelligence model (AI) with Discrete Breeding Swarm (DBS) added to traditional Artificial Intelligence to avoid this trapping. This model is applied in the cost minimization of the Car Sequencing and Operator Allocation (CSOA) problem. The practical experiment shows that our model outperforms other techniques in cost minimization.

Keywords: parallel job shop scheduling problem, artificial intelligence, discrete breeding swarm, car sequencing and operator allocation, cost minimization

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Authors: Abdon Choque-Rivero

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The Jacobi system with the Dirichlet boundary condition is considered on a half-line lattice when the coefficients are real valued. The inverse problem of recovery of the coefficients from various data sets containing the so-called transmission eigenvalues is analyzed. The Marchenko method is utilized to solve the corresponding inverse problem.

Keywords: inverse scattering, discrete system, transmission eigenvalues, Marchenko method

Procedia PDF Downloads 115

Authors: Xianwei Zheng, Yuan Yan Tang

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Classical window Fourier transform has been widely used in signal processing, image processing, machine learning and pattern recognition. The related Gabor transform is powerful enough to capture the texture information of any given dataset. Recently, in the emerging field of graph signal processing, researchers devoting themselves to develop a graph signal processing theory to handle the so-called graph signals. Among the new developing theory, windowed graph Fourier transform has been constructed to establish a time-frequency analysis framework of graph signals. The windowed graph Fourier transform is defined by using the translation and modulation operators of graph signals, following the similar calculations in classical windowed Fourier transform. Specifically, the translation and modulation operators of graph signals are defined by using the Laplacian eigenvectors as follows. For a given graph signal, its translation is defined by a similar manner as its definition in classical signal processing. Specifically, the translation operator can be defined by using the Fourier atoms; the graph signal translation is defined similarly by using the Laplacian eigenvectors. The modulation of the graph can also be established by using the Laplacian eigenvectors. The windowed graph Fourier transform based on these two operators has been applied to obtain time-frequency representations of graph signals. Fundamentally, the modulation operator is defined similarly to the classical modulation by multiplying a graph signal with the entries in each Fourier atom. However, a single Laplacian eigenvector entry cannot play a similar role as the Fourier atom. This definition ignored the relationship between the translation and modulation operators. In this paper, a new definition of the modulation operator is proposed and thus another time-frequency framework for graph signal is constructed. Specifically, the relationship between the translation and modulation operations can be established by the Fourier transform. Specifically, for any signal, the Fourier transform of its translation is the modulation of its Fourier transform. Thus, the modulation of any signal can be defined as the inverse Fourier transform of the translation of its Fourier transform. Therefore, similarly, the graph modulation of any graph signal can be defined as the inverse graph Fourier transform of the translation of its graph Fourier. The novel definition of the graph modulation operator established a relationship of the translation and modulation operations. The new modulation operation and the original translation operation are applied to construct a new framework of graph signal time-frequency analysis. Furthermore, a windowed graph Fourier frame theory is developed. Necessary and sufficient conditions for constructing windowed graph Fourier frames, tight frames and dual frames are presented in this paper. The novel graph signal time-frequency analysis framework is applied to signals defined on well-known graphs, e.g. Minnesota road graph and random graphs. Experimental results show that the novel framework captures new features of graph signals.

Keywords: graph signals, windowed graph Fourier transform, windowed graph Fourier frames, vertex frequency analysis

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Authors: Manoel Pereira, Alvaro Veiga, Camila Epprecht, Renato Costa

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This paper introduces an empirical version of the Esscher transform for risk-neutral option pricing. Traditional parametric methods require the formulation of an explicit risk-neutral model and are operational only for a few probability distributions for the returns of the underlying. In our proposal, we make only mild assumptions on the pricing kernel and there is no need for the formulation of the risk-neutral model for the returns. First, we simulate sample paths for the returns under the physical distribution. Then, based on the empirical Esscher transform, the sample is reweighted, giving rise to a risk-neutralized sample from which derivative prices can be obtained by a weighted sum of the options pay-offs in each path. We compare our proposal with some traditional parametric pricing methods in four experiments with artificial and real data.

Keywords: esscher transform, generalized autoregressive Conditional Heteroscedastic (GARCH), nonparametric option pricing

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Authors: Wilson Enríquez, Daniel Cardenas

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This article proposes a filter bank format combined with the mathematical tool called polyphase decomposition and the discrete Fourier transform (DFT) with the purpose of improving the performance of the fifth-generation communication systems (5G). We started with a review of the literature and the study of the filter bank theory and its combination with DFT in order to improve the performance of wireless communications since it reduces the computational complexity of these communication systems. With the proposed technique, several experiments were carried out in order to evaluate the structures in 5G systems. Finally, the results are presented in graphical form in terms of bit error rate against the ratio bit energy/noise power spectral density (BER vs. Eb / No).

Keywords: multi-carrier system (5G), filter bank, polyphase decomposition, FIR equalizer

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Authors: T. Damak, S. Houidi, M. A. Ben Ayed, N. Masmoudi

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The Versatile Video Coding standard (VVC) is actually under development by the Joint Video Exploration Team (or JVET). An Adaptive Multiple Transforms (AMT) approach was announced. It is based on different transform modules that provided an efficient coding. However, the AMT solution raises several issues especially regarding the complexity of the selected set of transforms. This can be an important issue, particularly for a future industrial adoption. This paper proposed an efficient hardware implementation of the most used transform in AMT approach: the DCT II. The developed circuit is adapted to different block sizes and can reach a minimum frequency of 192 MHz allowing an optimized execution time.

Keywords: adaptive multiple transforms, AMT, DCT II, hardware, transform, versatile video coding, VVC

Procedia PDF Downloads 118