Search results for: fast discrete cosine transform
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3802

Search results for: fast discrete cosine transform

3712 Early Recognition and Grading of Cataract Using a Combined Log Gabor/Discrete Wavelet Transform with ANN and SVM

Authors: Hadeer R. M. Tawfik, Rania A. K. Birry, Amani A. Saad

Abstract:

Eyes are considered to be the most sensitive and important organ for human being. Thus, any eye disorder will affect the patient in all aspects of life. Cataract is one of those eye disorders that lead to blindness if not treated correctly and quickly. This paper demonstrates a model for automatic detection, classification, and grading of cataracts based on image processing techniques and artificial intelligence. The proposed system is developed to ease the cataract diagnosis process for both ophthalmologists and patients. The wavelet transform combined with 2D Log Gabor Wavelet transform was used as feature extraction techniques for a dataset of 120 eye images followed by a classification process that classified the image set into three classes; normal, early, and advanced stage. A comparison between the two used classifiers, the support vector machine SVM and the artificial neural network ANN were done for the same dataset of 120 eye images. It was concluded that SVM gave better results than ANN. SVM success rate result was 96.8% accuracy where ANN success rate result was 92.3% accuracy.

Keywords: cataract, classification, detection, feature extraction, grading, log-gabor, neural networks, support vector machines, wavelet

Procedia PDF Downloads 300
3711 Correlation between Funding and Publications: A Pre-Step towards Future Research Prediction

Authors: Ning Kang, Marius Doornenbal

Abstract:

Funding is a very important – if not crucial – resource for research projects. Usually, funding organizations will publish a description of the funded research to describe the scope of the funding award. Logically, we would expect research outcomes to align with this funding award. For that reason, we might be able to predict future research topics based on present funding award data. That said, it remains to be shown if and how future research topics can be predicted by using the funding information. In this paper, we extract funding project information and their generated paper abstracts from the Gateway to Research database as a group, and use the papers from the same domains and publication years in the Scopus database as a baseline comparison group. We annotate both the project awards and the papers resulting from the funded projects with linguistic features (noun phrases), and then calculate tf-idf and cosine similarity between these two set of features. We show that the cosine similarity between the project-generated papers group is bigger than the project-baseline group, and also that these two groups of similarities are significantly different. Based on this result, we conclude that the funding information actually correlates with the content of future research output for the funded project on the topical level. How funding really changes the course of science or of scientific careers remains an elusive question.

Keywords: natural language processing, noun phrase, tf-idf, cosine similarity

Procedia PDF Downloads 222
3710 The Optical OFDM Equalization Based on the Fractional Fourier Transform

Authors: A. Cherifi, B. S. Bouazza, A. O. Dahman, B. Yagoubi

Abstract:

Transmission over Optical channels will introduce inter-symbol interference (ISI) as well as inter-channel (or inter-carrier) interference (ICI). To decrease the effects of ICI, this paper proposes equalizer for the Optical OFDM system based on the fractional Fourier transform (FrFFT). In this FrFT-OFDM system, traditional Fourier transform is replaced by fractional Fourier transform to modulate and demodulate the data symbols. The equalizer proposed consists of sampling the received signal in the different time per time symbol. Theoretical analysis and numerical simulation are discussed.

Keywords: OFDM, fractional fourier transform, internet and information technology

Procedia PDF Downloads 377
3709 ANFIS Approach for Locating Faults in Underground Cables

Authors: Magdy B. Eteiba, Wael Ismael Wahba, Shimaa Barakat

Abstract:

This paper presents a fault identification, classification and fault location estimation method based on Discrete Wavelet Transform and Adaptive Network Fuzzy Inference System (ANFIS) for medium voltage cable in the distribution system. Different faults and locations are simulated by ATP/EMTP, and then certain selected features of the wavelet transformed signals are used as an input for a training process on the ANFIS. Then an accurate fault classifier and locator algorithm was designed, trained and tested using current samples only. The results obtained from ANFIS output were compared with the real output. From the results, it was found that the percentage error between ANFIS output and real output is less than three percent. Hence, it can be concluded that the proposed technique is able to offer high accuracy in both of the fault classification and fault location.

Keywords: ANFIS, fault location, underground cable, wavelet transform

Procedia PDF Downloads 480
3708 Multi-Scaled Non-Local Means Filter for Medical Images Denoising: Empirical Mode Decomposition vs. Wavelet Transform

Authors: Hana Rabbouch

Abstract:

In recent years, there has been considerable growth of denoising techniques mainly devoted to medical imaging. This important evolution is not only due to the progress of computing techniques, but also to the emergence of multi-resolution analysis (MRA) on both mathematical and algorithmic bases. In this paper, a comparative study is conducted between the two best-known MRA-based decomposition techniques: the Empirical Mode Decomposition (EMD) and the Discrete Wavelet Transform (DWT). The comparison is carried out in a framework of multi-scale denoising, where a Non-Local Means (NLM) filter is performed scale-by-scale to a sample of benchmark medical images. The results prove the effectiveness of the multiscaled denoising, especially when the NLM filtering is coupled with the EMD.

Keywords: medical imaging, non local means, denoising, multiscaled analysis, empirical mode decomposition, wavelets

Procedia PDF Downloads 117
3707 Total Controllability of the Second Order Nonlinear Differential Equation with Delay and Non-Instantaneous Impulses

Authors: Muslim Malik, Avadhesh Kumar

Abstract:

A stronger concept of exact controllability which is called Total Controllability is introduced in this manuscript. Sufficient conditions have been established for the total controllability of a control problem, governed by second order nonlinear differential equation with delay and non-instantaneous impulses in a Banach space X. The results are obtained using the strongly continuous cosine family and Banach fixed point theorem. Also, the total controllability of an integrodifferential problem is investigated. At the end, some numerical examples are provided to illustrate the analytical findings.

Keywords: Banach fixed point theorem, non-instantaneous impulses, strongly continuous cosine family, total controllability

Procedia PDF Downloads 274
3706 Numerical Investigation of the Effect of Blast Pressure on Discrete Model in Shock Tube

Authors: Aldin Justin Sundararaj, Austin Lord Tennyson, Divya Jose, A. N. Subash

Abstract:

Blast waves are generated due to the explosions of high energy materials. An explosion yielding a blast wave has the potential to cause severe damage to buildings and its personnel. In order to understand the physics of effects of blast pressure on buildings, studies in the shock tube on generic configurations are carried out at various pressures on discrete models. The strength of shock wave is systematically varied by using different driver gases and diaphragm thickness. The basic material of the diaphragm is Aluminum. To simulate the effect of shock waves on discrete models a shock tube was used. Generic models selected for this study are suitably scaled cylinder, cone and cubical blocks. The experiments were carried out with 2mm diaphragm with burst pressure ranging from 28 to 31 bar. Numerical analysis was carried out over these discrete models. A 3D model of shock-tube with different discrete models inside the tube was used for CFD computation. It was found that cone has dissipated most of the shock pressure compared to cylinder and cubical block. The robustness and the accuracy of the numerical model were validation with the analytical and experimental data.

Keywords: shock wave, blast wave, discrete models, shock tube

Procedia PDF Downloads 291
3705 Discrete Sliding Modes Regulator with Exponential Holder for Non-Linear Systems

Authors: G. Obregon-Pulido , G. C. Solis-Perales, J. A. Meda-Campaña

Abstract:

In this paper, we present a sliding mode controller in discrete time. The design of the controller is based on the theory of regulation for nonlinear systems. In the problem of disturbance rejection and/or output tracking, it is known that in discrete time, a controller that uses the zero-order holder only guarantees tracking at the sampling instances but not between instances. It is shown that using the so-called exponential holder, it is possible to guarantee asymptotic zero output tracking error, also between the sampling instant. For stabilizing the problem of close loop system we introduce the sliding mode approach relaxing the requirements of the existence of a linear stabilizing control law.

Keywords: regulation theory, sliding modes, discrete controller, ripple-free tracking

Procedia PDF Downloads 31
3704 Color Image Compression/Encryption/Contour Extraction using 3L-DWT and SSPCE Method

Authors: Ali A. Ukasha, Majdi F. Elbireki, Mohammad F. Abdullah

Abstract:

Data security needed in data transmission, storage, and communication to ensure the security. This paper is divided into two parts. This work interests with the color image which is decomposed into red, green and blue channels. The blue and green channels are compressed using 3-levels discrete wavelet transform. The Arnold transform uses to changes the locations of red image channel pixels as image scrambling process. Then all these channels are encrypted separately using the key image that has same original size and are generating using private keys and modulo operations. Performing the X-OR and modulo operations between the encrypted channels images for image pixel values change purpose. The extracted contours from color images recovery can be obtained with accepted level of distortion using single step parallel contour extraction (SSPCE) method. Experiments have demonstrated that proposed algorithm can fully encrypt 2D Color images and completely reconstructed without any distortion. Also shown that the analyzed algorithm has extremely large security against some attacks like salt and pepper and Jpeg compression. Its proof that the color images can be protected with a higher security level. The presented method has easy hardware implementation and suitable for multimedia protection in real time applications such as wireless networks and mobile phone services.

Keywords: SSPCE method, image compression and salt and peppers attacks, bitplanes decomposition, Arnold transform, color image, wavelet transform, lossless image encryption

Procedia PDF Downloads 494
3703 Number of Parametrization of Discrete-Time Systems without Unit-Delay Element: Single-Input Single-Output Case

Authors: Kazuyoshi Mori

Abstract:

In this paper, we consider the parametrization of the discrete-time systems without the unit-delay element within the framework of the factorization approach. In the parametrization, we investigate the number of required parameters. We consider single-input single-output systems in this paper. By the investigation, we find, on the discrete-time systems without the unit-delay element, three cases that are (1) there exist plants which require only one parameter and (2) two parameters, and (3) the number of parameters is at most three.

Keywords: factorization approach, discrete-time system, parameterization of stabilizing controllers, system without unit-delay

Procedia PDF Downloads 212
3702 Discrete-Time Bulk Queue with Service Capacity Depending on Previous Service Time

Authors: Yutae Lee

Abstract:

This paper considers a discrete-time bulk-arrival bulkservice queueing system, where service capacity varies depending on the previous service time. By using the generating function technique and the supplementary variable method, we compute the distributions of the queue length at an arbitrary slot boundary and a departure time.

Keywords: discrete-time queue, bulk queue, variable service capacity, queue length distribution

Procedia PDF Downloads 453
3701 The Effect of Fast Food Globalisation on Students’ Food Choice

Authors: Ijeoma Chinyere Ukonu

Abstract:

This research seeks to investigate how the globalisation of fast food has affected students’ food choice. A mixed method approach was used in this research; basically involving quantitative and qualitative methods. The quantitative method uses a self-completion questionnaire to randomly sample one hundred and four students; while the qualitative method uses a semi structured interview technique to survey four students on their knowledge and choice to consume fast food. A cross tabulation of variables and the Kruskal Wallis nonparametric test were used to analyse the quantitative data; while the qualitative data was analysed through deduction of themes, and trends from the interview transcribe. The findings revealed that globalisation has amplified the evolution of fast food, popularising it among students. Its global presence has affected students’ food choice and preference. Price, convenience, taste, and peer influence are some of the major factors affecting students’ choice of fast food. Though, students are familiar with the health effect of fast food and the significance of using food information labels for healthy choice making, their preference of fast food is more than homemade food.

Keywords: fast food, food choice, globalisation, students

Procedia PDF Downloads 268
3700 A Novel Integration of Berth Allocation, Quay Cranes and Trucks Scheduling Problems in Container Terminals

Authors: M. Moharami Gargari, S. Javdani Zamani, A. Mohammadnejad, S. Abuali

Abstract:

As maritime container transport is developing fast, the need arises for efficient operations at container terminals. One of the most important determinants of container handling efficiency is the productivity of quay cranes and internal transportation vehicles, which are responsible transporting of containers for unloading and loading operations for container vessels. For this reason, this paper presents an integrated mathematical model formulation for discrete berths with quay cranes and internal transportations vehicles. The problems have received increasing attention in the literature and the present paper deals with the integration of these interrelated problems. A new mixed integer linear formulation is developed for the Berth Allocation Problem (BAP), Quay Crane Assignment and Scheduling Problem (QCASP) and Internal Transportation Scheduling (ITS), which accounts for cranes and trucks positioning conditions.

Keywords: discrete berths, container terminal, truck scheduling, dynamic vessel arrival

Procedia PDF Downloads 373
3699 Equalization Algorithm for the Optical OFDM System Based on the Fractional Fourier Transform

Authors: A. Cherifi, B. Bouazza, A. O. Dahmane, B. Yagoubi

Abstract:

Transmission over Optical channels will introduce inter-symbol interference (ISI) as well as inter-channel (or inter-carrier) interference (ICI). To decrease the effects of ICI, this paper proposes equalizer for the Optical OFDM system based on the fractional Fourier transform (FrFFT). In this FrFT-OFDM system, traditional Fourier transform is replaced by fractional Fourier transform to modulate and demodulate the data symbols. The equalizer proposed consists of sampling the received signal in the different time per time symbol. Theoretical analysis and numerical simulation are discussed.

Keywords: OFDM, (FrFT) fractional fourier transform, optical OFDM, equalization algorithm

Procedia PDF Downloads 400
3698 Dimension Free Rigid Point Set Registration in Linear Time

Authors: Jianqin Qu

Abstract:

This paper proposes a rigid point set matching algorithm in arbitrary dimensions based on the idea of symmetric covariant function. A group of functions of the points in the set are formulated using rigid invariants. Each of these functions computes a pair of correspondence from the given point set. Then the computed correspondences are used to recover the unknown rigid transform parameters. Each computed point can be geometrically interpreted as the weighted mean center of the point set. The algorithm is compact, fast, and dimension free without any optimization process. It either computes the desired transform for noiseless data in linear time, or fails quickly in exceptional cases. Experimental results for synthetic data and 2D/3D real data are provided, which demonstrate potential applications of the algorithm to a wide range of problems.

Keywords: covariant point, point matching, dimension free, rigid registration

Procedia PDF Downloads 146
3697 Use of Six-sigma Concept in Discrete Manufacturing Industry

Authors: Ignatio Madanhire, Charles Mbohwa

Abstract:

Efficiency in manufacturing is critical in raising the value of exports so as to gainfully trade on the regional and international markets. There seems to be increasing popularity of continuous improvement strategies availed to manufacturing entities, but this research study established that there has not been a similar popularity accorded to the Six Sigma methodology. Thus this work was conducted to investigate the applicability, effectiveness, usefulness, application and suitability of the Six Sigma methodology as a competitiveness option for discrete manufacturing entity. Development of Six-sigma center in the country with continuous improvement information would go a long way in benefiting the entire industry

Keywords: discrete manufacturing, six-sigma, continuous improvement, efficiency, competitiveness

Procedia PDF Downloads 427
3696 The Research on Human Resource Management Problem of Turkish Fast Food Company

Authors: Mai Maitiaili Tuerdi

Abstract:

Turkey is one of the countries in which fast food service is growing increasingly in the world. The emergence of KFC and McDonald's to Turkish market is affecting every aspects of local fast-food services. The Turkey's famous catering companies named "Simit Sarayi" and "Güllüoğlu" are famous for accepting the Western fast food management service and skills in order to increase their market share. Also, they have created their unique management skills in this field. In this paper, through empirical and comparative study method we will analyze the famous Turkish local fast-food companies and western human resource management. We will argue how to create and adapt the human resource management while the company is economically and socially growing.

Keywords: human resources management, Turkey, fast food, management

Procedia PDF Downloads 319
3695 Investigating Activity Recognition Using 9-Axis Sensors and Filters in Wearable Devices

Authors: Jun Gil Ahn, Jong Kang Park, Jong Tae Kim

Abstract:

In this paper, we analyze major components of activity recognition (AR) in wearable device with 9-axis sensors and sensor fusion filters. 9-axis sensors commonly include 3-axis accelerometer, 3-axis gyroscope and 3-axis magnetometer. We chose sensor fusion filters as Kalman filter and Direction Cosine Matrix (DCM) filter. We also construct sensor fusion data from each activity sensor data and perform classification by accuracy of AR using Naïve Bayes and SVM. According to the classification results, we observed that the DCM filter and the specific combination of the sensing axes are more effective for AR in wearable devices while classifying walking, running, ascending and descending.

Keywords: accelerometer, activity recognition, directiona cosine matrix filter, gyroscope, Kalman filter, magnetometer

Procedia PDF Downloads 301
3694 Applying Wavelet Transform to Ferroresonance Detection and Protection

Authors: Chun-Wei Huang, Jyh-Cherng Gu, Ming-Ta Yang

Abstract:

Non-synchronous breakage or line failure in power systems with light or no loads can lead to core saturation in transformers or potential transformers. This can cause component and capacitance matching resulting in the formation of resonant circuits, which trigger ferroresonance. This study employed a wavelet transform for the detection of ferroresonance. Simulation results demonstrate the efficacy of the proposed method.

Keywords: ferroresonance, wavelet transform, intelligent electronic device, transformer

Procedia PDF Downloads 469
3693 Realization of Hybrid Beams Inertial Amplifier

Authors: Somya Ranjan Patro, Abhigna Bhatt, Arnab Banerjee

Abstract:

Inertial amplifier has recently gained increasing attention as a new mechanism for vibration control of structures. Currently, theoretical investigations are undertaken by researchers to reveal its fundamentals and to understand its underline principles in altering the structural response of structures against dynamic loadings. This paper investigates experimental and analytical studies on the dynamic characteristics of hybrid beam inertial amplifier (HBIA). The analytical formulation of the HBIA has been derived by implementing the spectral element method and rigid body dynamics. This formulation gives the relation between dynamic force and the response of the structure in the frequency domain. Further, for validation of the proposed HBIA, the experiments have been performed. The experimental setup consists of a 3D printed HBIA of polylactic acid (PLA) material screwed at the base plate of the shaker system. Two numbers of accelerometers are used to study the response, one at the base plate of the shaker second one placed at the top of the inertial amplifier. A force transducer is also placed in between the base plate and the inertial amplifier to calculate the total amount of load transferred from the base plate to the inertial amplifier. The obtained time domain response from the accelerometers have been converted into the frequency domain using the Fast Fourier Transform (FFT) algorithm. The experimental transmittance values are successfully validated with the analytical results, providing us essential confidence in our proposed methodology.

Keywords: inertial amplifier, fast fourier transform, natural frequencies, polylactic acid, transmittance, vibration absorbers

Procedia PDF Downloads 72
3692 Fault Analysis of Induction Machine Using Finite Element Method (FEM)

Authors: Wiem Zaabi, Yemna Bensalem, Hafedh Trabelsi

Abstract:

The paper presents a finite element (FE) based efficient analysis procedure for induction machine (IM). The FE formulation approaches are proposed to achieve this goal: the magnetostatic and the non-linear transient time stepped formulations. The study based on finite element models offers much more information on the phenomena characterizing the operation of electrical machines than the classical analytical models. This explains the increase of the interest for the finite element investigations in electrical machines. Based on finite element models, this paper studies the influence of the stator and the rotor faults on the behavior of the IM. In this work, a simple dynamic model for an IM with inter-turn winding fault and a broken bar fault is presented. This fault model is used to study the IM under various fault conditions and severity. The simulation results are conducted to validate the fault model for different levels of fault severity. The comparison of the results obtained by simulation tests allowed verifying the precision of the proposed FEM model. This paper presents a technical method based on Fast Fourier Transform (FFT) analysis of stator current and electromagnetic torque to detect the faults of broken rotor bar. The technique used and the obtained results show clearly the possibility of extracting signatures to detect and locate faults.

Keywords: Finite element Method (FEM), Induction motor (IM), short-circuit fault, broken rotor bar, Fast Fourier Transform (FFT) analysis

Procedia PDF Downloads 272
3691 Discretization of Cuckoo Optimization Algorithm for Solving Quadratic Assignment Problems

Authors: Elham Kazemi

Abstract:

Quadratic Assignment Problem (QAP) is one the combinatorial optimization problems about which research has been done in many companies for allocating some facilities to some locations. The issue of particular importance in this process is the costs of this allocation and the attempt in this problem is to minimize this group of costs. Since the QAP’s are from NP-hard problem, they cannot be solved by exact solution methods. Cuckoo Optimization Algorithm is a Meta-heuristicmethod which has higher capability to find the global optimal points. It is an algorithm which is basically raised to search a continuous space. The Quadratic Assignment Problem is the issue which can be solved in the discrete space, thus the standard arithmetic operators of Cuckoo Optimization Algorithm need to be redefined on the discrete space in order to apply the Cuckoo Optimization Algorithm on the discrete searching space. This paper represents the way of discretizing the Cuckoo optimization algorithm for solving the quadratic assignment problem.

Keywords: Quadratic Assignment Problem (QAP), Discrete Cuckoo Optimization Algorithm (DCOA), meta-heuristic algorithms, optimization algorithms

Procedia PDF Downloads 484
3690 Failure Simulation of Small-scale Walls with Chases Using the Lattic Discrete Element Method

Authors: Karina C. Azzolin, Luis E. Kosteski, Alisson S. Milani, Raquel C. Zydeck

Abstract:

This work aims to represent Numerically tests experimentally developed in reduced scale walls with horizontal and inclined cuts by using the Lattice Discrete Element Method (LDEM) implemented On de Abaqus/explicit environment. The cuts were performed with depths of 20%, 30%, and 50% On the walls subjected to centered and eccentric loading. The parameters used to evaluate the numerical model are its strength, the failure mode, and the in-plane and out-of-plane displacements.

Keywords: structural masonry, wall chases, small scale, numerical model, lattice discrete element method

Procedia PDF Downloads 151
3689 A Study of General Attacks on Elliptic Curve Discrete Logarithm Problem over Prime Field and Binary Field

Authors: Tun Myat Aung, Ni Ni Hla

Abstract:

This paper begins by describing basic properties of finite field and elliptic curve cryptography over prime field and binary field. Then we discuss the discrete logarithm problem for elliptic curves and its properties. We study the general common attacks on elliptic curve discrete logarithm problem such as the Baby Step, Giant Step method, Pollard’s rho method and Pohlig-Hellman method, and describe in detail experiments of these attacks over prime field and binary field. The paper finishes by describing expected running time of the attacks and suggesting strong elliptic curves that are not susceptible to these attacks.c

Keywords: discrete logarithm problem, general attacks, elliptic curve, prime field, binary field

Procedia PDF Downloads 200
3688 Embedded System of Signal Processing on FPGA: Underwater Application Architecture

Authors: Abdelkader Elhanaoui, Mhamed Hadji, Rachid Skouri, Said Agounad

Abstract:

The purpose of this paper is to study the phenomenon of acoustic scattering by using a new method. The signal processing (Fast Fourier Transform FFT Inverse Fast Fourier Transform iFFT and BESSEL functions) is widely applied to obtain information with high precision accuracy. Signal processing has a wider implementation in general-purpose pro-cessors. Our interest was focused on the use of FPGAs (Field-Programmable Gate Ar-rays) in order to minimize the computational complexity in single processor architecture, then be accelerated on FPGA and meet real-time and energy efficiency requirements. Gen-eral-purpose processors are not efficient for signal processing. We implemented the acous-tic backscattered signal processing model on the Altera DE-SOC board and compared it to Odroid xu4. By comparison, the computing latency of Odroid xu4 and FPGA is 60 sec-onds and 3 seconds, respectively. The detailed SoC FPGA-based system has shown that acoustic spectra are performed up to 20 times faster than the Odroid xu4 implementation. FPGA-based system of processing algorithms is realized with an absolute error of about 10⁻³. This study underlines the increasing importance of embedded systems in underwater acoustics, especially in non-destructive testing. It is possible to obtain information related to the detection and characterization of submerged cells. So we have achieved good exper-imental results in real-time and energy efficiency.

Keywords: DE1 FPGA, acoustic scattering, form function, signal processing, non-destructive testing

Procedia PDF Downloads 53
3687 Numerical Solution of Integral Equations by Using Discrete GHM Multiwavelet

Authors: Archit Yajnik, Rustam Ali

Abstract:

In this paper, numerical method based on discrete GHM multiwavelets is presented for solving the Fredholm integral equations of second kind. There is hardly any article available in the literature in which the integral equations are numerically solved using discrete GHM multiwavelet. A number of examples are demonstrated to justify the applicability of the method. In GHM multiwavelets, the values of scaling and wavelet functions are calculated only at t = 0, 0.5 and 1. The numerical solution obtained by the present approach is compared with the traditional Quadrature method. It is observed that the present approach is more accurate and computationally efficient as compared to quadrature method.

Keywords: GHM multiwavelet, fredholm integral equations, quadrature method, function approximation

Procedia PDF Downloads 445
3686 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, , L-stable methods, pricing European options, Jump–diffusion model

Procedia PDF Downloads 122
3685 An Efficient Discrete Chaos in Generalized Logistic Maps with Applications in Image Encryption

Authors: Ashish Ashish

Abstract:

In the last few decades, the discrete chaos of difference equations has gained a massive attention of academicians and scholars due to its tremendous applications in each and every branch of science, such as cryptography, traffic control models, secure communications, weather forecasting, and engineering. In this article, a generalized logistic discrete map is established and discrete chaos is reported through period doubling bifurcation, period three orbit and Lyapunov exponent. It is interesting to see that the generalized logistic map exhibits superior chaos due to the presence of an extra degree of freedom of an ordered parameter. The period doubling bifurcation and Lyapunov exponent are demonstrated for some particular values of parameter and the discrete chaos is determined in the sense of Devaney's definition of chaos theoretically as well as numerically. Moreover, the study discusses an extended chaos based image encryption and decryption scheme in cryptography using this novel system. Surprisingly, a larger key space for coding and more sensitive dependence on initial conditions are examined for encryption and decryption of text messages, images and videos which secure the system strongly from external cyber attacks, coding attacks, statistic attacks and differential attacks.

Keywords: chaos, period-doubling, logistic map, Lyapunov exponent, image encryption

Procedia PDF Downloads 117
3684 Simultaneous Determination of Methotrexate and Aspirin Using Fourier Transform Convolution Emission Data under Non-Parametric Linear Regression Method

Authors: Marwa A. A. Ragab, Hadir M. Maher, Eman I. El-Kimary

Abstract:

Co-administration of methotrexate (MTX) and aspirin (ASP) can cause a pharmacokinetic interaction and a subsequent increase in blood MTX concentrations which may increase the risk of MTX toxicity. Therefore, it is important to develop a sensitive, selective, accurate and precise method for their simultaneous determination in urine. A new hybrid chemometric method has been applied to the emission response data of the two drugs. Spectrofluorimetric method for determination of MTX through measurement of its acid-degradation product, 4-amino-4-deoxy-10-methylpteroic acid (4-AMP), was developed. Moreover, the acid-catalyzed degradation reaction enables the spectrofluorimetric determination of ASP through the formation of its active metabolite salicylic acid (SA). The proposed chemometric method deals with convolution of emission data using 8-points sin xi polynomials (discrete Fourier functions) after the derivative treatment of these emission data. The first and second derivative curves (D1 & D2) were obtained first then convolution of these curves was done to obtain first and second derivative under Fourier functions curves (D1/FF) and (D2/FF). This new application was used for the resolution of the overlapped emission bands of the degradation products of both drugs to allow their simultaneous indirect determination in human urine. Not only this chemometric approach was applied to the emission data but also the obtained data were subjected to non-parametric linear regression analysis (Theil’s method). The proposed method was fully validated according to the ICH guidelines and it yielded linearity ranges as follows: 0.05-0.75 and 0.5-2.5 µg mL-1 for MTX and ASP respectively. It was found that the non-parametric method was superior over the parametric one in the simultaneous determination of MTX and ASP after the chemometric treatment of the emission spectra of their degradation products. The work combines the advantages of derivative and convolution using discrete Fourier function together with the reliability and efficacy of the non-parametric analysis of data. The achieved sensitivity along with the low values of LOD (0.01 and 0.06 µg mL-1) and LOQ (0.04 and 0.2 µg mL-1) for MTX and ASP respectively, by the second derivative under Fourier functions (D2/FF) were promising and guarantee its application for monitoring the two drugs in patients’ urine samples.

Keywords: chemometrics, emission curves, derivative, convolution, Fourier transform, human urine, non-parametric regression, Theil’s method

Procedia PDF Downloads 405
3683 Hit-Or-Miss Transform as a Tool for Similar Shape Detection

Authors: Osama Mohamed Elrajubi, Idris El-Feghi, Mohamed Abu Baker Saghayer

Abstract:

This paper describes an identification of specific shapes within binary images using the morphological Hit-or-Miss Transform (HMT). Hit-or-Miss transform is a general binary morphological operation that can be used in searching of particular patterns of foreground and background pixels in an image. It is actually a basic operation of binary morphology since almost all other binary morphological operators are derived from it. The input of this method is a binary image and a structuring element (a template which will be searched in a binary image) while the output is another binary image. In this paper a modification of Hit-or-Miss transform has been proposed. The accuracy of algorithm is adjusted according to the similarity of the template and the sought template. The implementation of this method has been done by C language. The algorithm has been tested on several images and the results have shown that this new method can be used for similar shape detection.

Keywords: hit-or-miss operator transform, HMT, binary morphological operation, shape detection, binary images processing

Procedia PDF Downloads 299