Search results for: mean square error (MSE)

Authors: Phornpat Chewasoonthorn, Surat Kwanmuang

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Indoor positioning technologies have been evolved rapidly. They augment the Global Positioning System (GPS) which requires line-of-sight to the sky to track the location of people or objects. This study developed an error correction method for an indoor real-time location system (RTLS) based on an ultra-wideband (UWB) sensor from Decawave. Multiple stationary nodes (anchor) were installed throughout the workspace. The distance between stationary and moving nodes (tag) can be measured using a two-way-ranging (TWR) scheme. The result has shown that the uncorrected ranging error from the sensor system can be as large as 1 m. To reduce ranging error and thus increase positioning accuracy, This study purposes an online correction algorithm using the Kalman filter. The results from experiments have shown that the system can reduce ranging error down to 5 cm.

Keywords: indoor positioning, ultra-wideband, error correction, Kalman filter

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Authors: Khosro Shafie Motlaghi, Amir Reza Salemian

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In arid and semi-arid regions like our country Evapotranspiration is the greatestportion of water resource. Therefor knowlege of its changing and other climate parameters plays an important role for planning, development, and management of water resource. In this search the Trend of long changing of Evapotranspiration (ET0), average temprature, monthly rainfall were tested. To dose, all synoptic station s in iran were divided according to the climate with Domarton climate. The present research was done in semi-arid climate of Iran, and in which 14 synoptic with 30 years period of statistics were investigated with 3 methods of minimum square error, Mann Kendoll, and Vald-Volfoytz Evapotranspiration was calculated by using the method of FAO-Penman. The results of investigation in periods of statistic has shown that the process Evapotranspiration parameter of 24 percent of stations is positive, and for 2 percent is negative, and for 47 percent. It was without any Trend. Similary for 22 percent of stations was positive the Trend of parameter of temperature for 19 percent , the trend was negative and for 64 percent, it was without any Trend. The results of rainfall trend has shown that the amount of rainfall in most stations was not considered as a meaningful trend. The result of Mann-kendoll method similar to minimum square error method. regarding the acquired result was can admit that in future years Some regions will face increase of temperature and Evapotranspiration.

Keywords: analysis, algorithm, SANN, ET0

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Authors: Neslinur Hizli, Berrak Kirbaş Akyürek

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Beşiktaş, one of the historical coastal district of İstanbul, is on the very edge of the radical transformation because of an approaching ‘Beşiktaş Public Square Project’. At this juncture, due its location, presence on the coast, population density and distance to the other centers of the city, the decisions to be taken are critical to whole Istanbul that will be majorly affected from this transformation. As the new project aims to pedestrianize the area by placing the vehicular traffic under the ground, Beşiktaş and its square will change from top to bottom. Among those considerations, through the advantages and disadvantages the perception of the existing conditions of the Beşiktaş play significant role. The motive of this paper is the lack of determination and clarity on the cognition of the Square. After brief analysis on the historical transformation of the area, prominent studies on the criteria of public square are revised. Through cognitive mapping methodology, characteristics of the Square and the public space in general find a place to discuss from individual views. This study aims to discuss and review Beşiktaş Public Square from perspective, mind and behavior of the users. Cognitive map study with thirty subjects (30) is evaluated and categorized upon the five elements that Kevin Lynch defined as the images of the city. The results obtained digitized and represented with tables and graphs. Findings of the research underline the crucial issues on the approaching change in Beşiktaş. Thus, this study may help to develop comprehensive ideas and new suggestions on the Square.

Keywords: Beşiktaş public square, cognitive map, perception, public space

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Authors: Alina Mirza, Sumrin M. Kabir, Shahzad A. Sheikh

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The Orthogonal Frequency Division Multiplexing (OFDM) with high data rate, high spectral efficiency and its ability to mitigate the effects of multipath makes them most suitable in wireless application. Impulsive noise distorts the OFDM transmission and therefore methods must be investigated to suppress this noise. In this paper, a State Space Recursive Least Square (SSRLS) algorithm based adaptive impulsive noise suppressor for OFDM communication system is proposed. And a comparison with another adaptive algorithm is conducted. The state space model-dependent recursive parameters of proposed scheme enables to achieve steady state mean squared error (MSE), low bit error rate (BER), and faster convergence than that of some of existing algorithm.

Keywords: OFDM, impulsive noise, SSRLS, BER

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Authors: Md. Rashidul Hasan, Atikur Rahman Baizid

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The Bayesian estimation approach is a non-classical estimation technique in statistical inference and is very useful in real world situation. The aim of this paper is to study the Bayes estimators of the parameter of exponential distribution under different loss functions and then compared among them as well as with the classical estimator named maximum likelihood estimator (MLE). In our real life, we always try to minimize the loss and we also want to gather some prior information (distribution) about the problem to solve it accurately. Here the gamma prior is used as the prior distribution of exponential distribution for finding the Bayes estimator. In our study, we also used different symmetric and asymmetric loss functions such as squared error loss function, quadratic loss function, modified linear exponential (MLINEX) loss function and non-linear exponential (NLINEX) loss function. Finally, mean square error (MSE) of the estimators are obtained and then presented graphically.

Keywords: Bayes estimator, maximum likelihood estimator (MLE), modified linear exponential (MLINEX) loss function, Squared Error (SE) loss function, non-linear exponential (NLINEX) loss function

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Authors: A. I. Ma’ali, R. B. Adeniyi, A. Y. Badeggi, U. Mohammed

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An error estimation of the integrated formulation of the Lanczos tau method for some class of ordinary differential equations was reported. This paper is concern with the generalization of tau approximants and their corresponding error estimates for some class of ordinary differential equations (ODEs) characterized by m + s =3 (i.e for m =1, s=2; m=2, s=1; and m=3, s=0) where m and s are the order of differential equations and number of overdetermination, respectively. The general result obtained were validated with some numerical examples.

Keywords: approximant, error estimate, tau method, overdetermination

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Authors: Kyung Min Kang, Peng Mou, Dong Xiang, Yong Yang, Gang Shen

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In this paper, planet pin parallelism error, which is one of manufacturing error of planet carrier, is employed as a main variable to influence planet load sharing factor. This error is categorize two group: (i) pin parallelism error with rotation on the axis perpendicular to the tangent of base circle of gear(x axis rotation in this paper) (ii) pin parallelism error with rotation on the tangent axis of base circle of gear(y axis rotation in this paper). For this study, the planetary gear system in 1.5MW wind turbine is applied and pure torsional rigid body model of this planetary gear is built using Solidworks and MSC.ADAMS. Based on quantified parallelism error and simulation model, dynamics simulation of planetary gear is carried out to obtain dynamic mesh load results with each type of error and load sharing factor is calculated with mesh load results. Load sharing factor formula and the suggestion for planetary reliability design is proposed with the conclusion of this study.

Keywords: planetary gears, planet load sharing, MSC. ADAMS, parallelism error

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Authors: Delara Kazempour, Mashallah Abasi Dezfuli, Reza Javidan

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Video compression used for channels with limited bandwidth and storage devices has limited storage capabilities. One of the most popular approaches in video compression is the usage of different transforms. Discrete cosine transform is one of the video compression methods that have some problems such as blocking, noising and high distortion inappropriate effect in compression ratio. wavelet transform is another approach is better than cosine transforms in balancing of compression and quality but the recognizing of curve curvature is so limit. Because of the importance of the compression and problems of the cosine and wavelet transforms, the contourlet transform is most popular in video compression. In the new proposed method, we used contourlet transform in video image compression. Contourlet transform can save details of the image better than the previous transforms because this transform is multi-scale and oriented. This transform can recognize discontinuity such as edges. In this approach we lost data less than previous approaches. Contourlet transform finds discrete space structure. This transform is useful for represented of two dimension smooth images. This transform, produces compressed images with high compression ratio along with texture and edge preservation. Finally, the results show that the majority of the images, the parameters of the mean square error and maximum signal-to-noise ratio of the new method based contourlet transform compared to wavelet transform are improved but in most of the images, the parameters of the mean square error and maximum signal-to-noise ratio in the cosine transform is better than the method based on contourlet transform.

Keywords: video compression, contourlet transform, discrete cosine transform, wavelet transform

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

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This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: audit fee lagrange multiplier test, heteroscedasticity, lagrange multiplier test, Monte-Carlo scheme, periodicity

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Authors: Yunxiang Fang

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With the aging trend continuing to accelerate, open space is important for the daily life of the elderly, and its old-age friendliness is worthy of attention. Based on behavioral observation and literature research, this paper studies the behavior of the elderly in urban open space. Through the investigation, classification and quantitative analysis of the activity types, time characteristics and spatial behavior order of the elderly in Xicheng Square in Hangzhou, it summarizes the square space suitable for the psychological needs, physiology and activity needs of the elderly, combined with the basis of literature research. Finally, the suggestions for the improvement of the old-age friendship of Xicheng Square are put forward, from the aspects of microclimate, safety and accessibility, space richness and service facility quality.

Keywords: behavior characteristics, old-age friendliness, open space, square

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Authors: Khelifi Mustapha, A. Moulay lakhdar, I. Elawady

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We will study the unequal error protection for VQ image. We have used the Reed Solomon (RS) Codes as Channel coding because they offer better performance in terms of channel error correction over a binary output channel. One such channel (binary input and output) should be considered if it is the case of the application layer, because it includes all the features of the layers located below and on the what it is usually not feasible to make changes.

Keywords: vector quantization, channel error correction, Reed-Solomon channel coding, application

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Authors: Adilah Abdul Ghapor, Yong Zulina Zubairi, Rahmatullah Imon

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Missing value problem is common in statistics and has been of interest for years. This article considers two modern techniques in handling missing data for linear functional relationship model (LFRM) namely the Expectation-Maximization (EM) algorithm and Expectation-Maximization with Bootstrapping (EMB) algorithm using three performance indicators; namely the mean absolute error (MAE), root mean square error (RMSE) and estimated biased (EB). In this study, we applied the methods of imputing missing values in the LFRM. Results of the simulation study suggest that EMB algorithm performs much better than EM algorithm in both models. We also illustrate the applicability of the approach in a real data set.

Keywords: expectation-maximization, expectation-maximization with bootstrapping, linear functional relationship model, performance indicators

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Authors: Salah Abdul Hameed Saleh, Ghada Hasan

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The aim of this work is to produce an empirical model for the determination of particulate matter (PM10) concentration in the atmosphere using visible bands of Landsat 8 OLI satellite image over Kirkuk city- IRAQ. The suggested algorithm is established on the aerosol optical reflectance model. The reflectance model is a function of the optical properties of the atmosphere, which can be related to its concentrations. The concentration of PM10 measurements was collected using Particle Mass Profiler and Counter in a Single Handheld Unit (Aerocet 531) meter simultaneously by the Landsat 8 OLI satellite image date. The PM10 measurement locations were defined by a handheld global positioning system (GPS). The obtained reflectance values for visible bands (Coastal aerosol, Blue, Green and blue bands) of landsat 8 OLI image were correlated with in-suite measured PM10. The feasibility of the proposed algorithms was investigated based on the correlation coefficient (R) and root-mean-square error (RMSE) compared with the PM10 ground measurement data. A choice of our proposed multispectral model was founded on the highest value correlation coefficient (R) and lowest value of the root mean square error (RMSE) with PM10 ground data. The outcomes of this research showed that visible bands of Landsat 8 OLI were capable of calculating PM10 concentration with an acceptable level of accuracy.

Keywords: air pollution, PM10 concentration, Lansat8 OLI image, reflectance, multispectral algorithms, Kirkuk area

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Authors: Chia-Yu Yao

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This paper presents experimental results on testing the symbol-error-rate (SER) performance of quadrature amplitude modulation (QAM) systems employing symmetric pulse-shaping square-root (SR) filters designed by minimizing the roughness function and by minimizing the peak-to-average power ratio (PAR). The device used in the experiments is the 'bladeRF' software-defined-radio platform. PAR is a well-known measurement, whereas the roughness function is a concept for measuring the jitter-induced interference. The experimental results show that the system employing minimum-roughness pulse-shaping SR filters outperforms the system employing minimum-PAR pulse-shaping SR filters in the sense of SER performance.

Keywords: pulse-shaping filters, FIR filters, jittering, QAM

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Authors: Biji Jacob

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Vector quantization algorithm which uses minimum distance calculation for codebook generation, a time consuming calculation performed on each pixel values leads to computation complexity. The codebook is updated by comparing the distance of each vector to their centroid vector and measure for their closeness. In this paper vector quantization is modified based on vector difference algorithm for image enhancement purpose. In the proposed scheme, vector differences between the vectors are considered as the new generation vectors or new codebook vectors. The codebook is updated by comparing the new generation vector with a threshold value having minimum error with the parent vector. The minimum error decides the fitness of each newly generated vector. Thus the codebook is generated in an adaptive manner and the fitness value is determined for the suppression of the degraded portion of the image and thereby leads to the enhancement of the image through the adaptive searching capability of the vector quantization through vector difference algorithm. Experimental results shows that the vector difference scheme efficiently modifies the vector quantization algorithm for enhancing the image with peak signal to noise ratio (PSNR), mean square error (MSE), Euclidean distance (E_dist) as the performance parameters.

Keywords: codebook, image enhancement, vector difference, vector quantization

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Authors: Sie Long Kek, Wah June Leong, Kok Lay Teo

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Linear quadratic Gaussian model is a standard mathematical model for the stochastic optimal control problem. The combination of the linear quadratic estimation and the linear quadratic regulator allows the state estimation and the optimal control policy to be designed separately. This is known as the separation principle. In this paper, an efficient computational method is proposed to solve the linear quadratic Gaussian problem. In our approach, the Hamiltonian function is defined, and the necessary conditions are derived. In addition to this, the output error is defined and the least-square optimization problem is introduced. By determining the first-order necessary condition, the gradient of the sum squares of output error is established. On this point of view, the stochastic approximation approach is employed such that the optimal control policy is updated. Within a given tolerance, the iteration procedure would be stopped and the optimal solution of the linear-quadratic Gaussian problem is obtained. For illustration, an example of the linear-quadratic Gaussian problem is studied. The result shows the efficiency of the approach proposed. In conclusion, the applicability of the approach proposed for solving the linear quadratic Gaussian problem is highly demonstrated.

Keywords: iteration procedure, least squares solution, linear quadratic Gaussian, output error, stochastic approximation

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Authors: Z. Zerdoumi, D. Benatia, , D. Chicouche

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This paper investigates the application of artificial neural network to the problem of nonlinear channel equalization. The difficulties caused by channel distortions such as inter symbol interference (ISI) and nonlinearity can overcome by nonlinear equalizers employing neural networks. It has been shown that multilayer perceptron based equalizer outperform significantly linear equalizers. We present a multilayer perceptron based equalizer with decision feedback (MLP-DFE) trained with the back propagation algorithm. The capacity of the MLP-DFE to deal with nonlinear channels is evaluated. From simulation results it can be noted that the MLP based DFE improves significantly the restored signal quality, the steady state mean square error (MSE), and minimum Bit Error Rate (BER), when comparing with its conventional counterpart.

Keywords: Artificial Neural Network, signal restoration, Nonlinear Channel equalization, equalization

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Authors: Sherif K. El Dyasti, Esam A. Hagras, Adel E. El-Hennawy

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This paper addresses the performance of antenna array beam-forming on Chip-Interleaved Code Division Multiple Access (CI_CDMA) system based on Minimum Mean Square Error (MMSE) detector in aeronautical mobile radio channel. Multipath fading, Doppler shifts caused by the speed of the aircraft, and Multiple Access Interference (MAI) are the most important reasons that affect and reduce the performance of aeronautical system. In this paper, we suggested the CI-CDMA with antenna array to combat this fading and improve the bit error rate (BER) performance. We further evaluate the performance of the proposed system in the four standard scenarios in aeronautical mobile radio channel.

Keywords: aeronautical channel, CI-CDMA, beamforming, communication, information

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Authors: Vijay Kr. Yadav, Nilam Rathi

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Accurate prediction of glucose level for diabetes mellitus is required to avoid affecting the functioning of major organs of human body. This study describes the fundamental assumptions and two different methodologies of the Blood glucose prediction. First is based on the back-propagation algorithm of Artificial Neural Network (ANN), and second is based on the Neuro-Fuzzy technique, called Fuzzy Inference System (FIS). Errors between proposed methods further discussed through various statistical methods such as mean square error (MSE), normalised mean absolute error (NMAE). The main objective of present study is to develop mathematical model for blood glucose prediction before 12 hours advanced using data set of three patients for 60 days. The comparative studies of the accuracy with other existing models are also made with same data set.

Keywords: back-propagation, diabetes mellitus, fuzzy inference system, neuro-fuzzy

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Authors: Bao Li, Aike Qiao, Gaoyang Li, Youjun Liu

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Background: Lumped parameter model (LPM) is a common numerical model for hemodynamic calculation. LPM uses circuit elements to simulate the human blood circulatory system. Physiological indicators and characteristics can be acquired through the model. However, due to the different physiological indicators of each individual, parameters in LPM should be personalized in order for convincing calculated results, which can reflect the individual physiological information. This study aimed to develop an automatic and effective optimization method to personalize the parameters in LPM of the blood circulatory system, which is of great significance to the numerical simulation of individual hemodynamics. Methods: A closed-loop LPM of the human blood circulatory system that is applicable for most persons were established based on the anatomical structures and physiological parameters. The patient-specific physiological data of 5 volunteers were non-invasively collected as personalized objectives of individual LPM. In this study, the blood pressure and flow rate of heart, brain, and limbs were the main concerns. The collected systolic blood pressure, diastolic blood pressure, cardiac output, and heart rate were set as objective data, and the waveforms of carotid artery flow and ankle pressure were set as objective waveforms. Aiming at the collected data and waveforms, sensitivity analysis of each parameter in LPM was conducted to determine the sensitive parameters that have an obvious influence on the objectives. Simulated annealing was adopted to iteratively optimize the sensitive parameters, and the objective function during optimization was the root mean square error between the collected waveforms and data and simulated waveforms and data. Each parameter in LPM was optimized 500 times. Results: In this study, the sensitive parameters in LPM were optimized according to the collected data of 5 individuals. Results show a slight error between collected and simulated data. The average relative root mean square error of all optimization objectives of 5 samples were 2.21%, 3.59%, 4.75%, 4.24%, and 3.56%, respectively. Conclusions: Slight error demonstrated good effects of optimization. The individual modeling algorithm developed in this study can effectively achieve the individualization of LPM for the blood circulatory system. LPM with individual parameters can output the individual physiological indicators after optimization, which are applicable for the numerical simulation of patient-specific hemodynamics.

Keywords: blood circulatory system, individual physiological indicators, lumped parameter model, optimization algorithm

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Authors: M. Qamarul Islam, Ergun Dogan, Mehmet Yazici

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There is a growing body of evidence that non-normal data is more prevalent in nature than the normal one. Examples can be quoted from, but not restricted to, the areas of Economics, Finance and Actuarial Science. The non-normality considered here is expressed in terms of fat-tailedness and asymmetry of the relevant distribution. In this study a skew t distribution that can be used to model a data that exhibit inherent non-normal behavior is considered. This distribution has tails fatter than a normal distribution and it also exhibits skewness. Although maximum likelihood estimates can be obtained by solving iteratively the likelihood equations that are non-linear in form, this can be problematic in terms of convergence and in many other respects as well. Therefore, it is preferred to use the method of modified maximum likelihood in which the likelihood estimates are derived by expressing the intractable non-linear likelihood equations in terms of standardized ordered variates and replacing the intractable terms by their linear approximations obtained from the first two terms of a Taylor series expansion about the quantiles of the distribution. These estimates, called modified maximum likelihood estimates, are obtained in closed form. Hence, they are easy to compute and to manipulate analytically. In fact the modified maximum likelihood estimates are equivalent to maximum likelihood estimates, asymptotically. Even in small samples the modified maximum likelihood estimates are found to be approximately the same as maximum likelihood estimates that are obtained iteratively. It is shown in this study that the modified maximum likelihood estimates are not only unbiased but substantially more efficient than the commonly used moment estimates or the least square estimates that are known to be biased and inefficient in such cases. Furthermore, in conventional regression analysis, it is assumed that the error terms are distributed normally and, hence, the well-known least square method is considered to be a suitable and preferred method for making the relevant statistical inferences. However, a number of empirical researches have shown that non-normal errors are more prevalent. Even transforming and/or filtering techniques may not produce normally distributed residuals. Here, a study is done for multiple linear regression models with random error having non-normal pattern. Through an extensive simulation it is shown that the modified maximum likelihood estimates of regression parameters are plausibly robust to the distributional assumptions and to various data anomalies as compared to the widely used least square estimates. Relevant tests of hypothesis are developed and are explored for desirable properties in terms of their size and power. The tests based upon modified maximum likelihood estimates are found to be substantially more powerful than the tests based upon least square estimates. Several examples are provided from the areas of Economics and Finance where such distributions are interpretable in terms of efficient market hypothesis with respect to asset pricing, portfolio selection, risk measurement and capital allocation, etc.

Keywords: least square estimates, linear regression, maximum likelihood estimates, modified maximum likelihood method, non-normality, robustness

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Authors: Ting-Ting Wen, Jung-Ruey Tsai

Abstract:

This paper reports a method for the replication of micro-scale structures. By using electromagnetic force-assisted imprinting system with magnetic soft stamp written square-microlens cavity, a photopolymer square-microlens structures can be rapidly fabricated. Under the proper processing conditions, the polymeric square-microlens structures with feature size of width 100.3um and height 15.2um across a large area can be successfully fabricated. Scanning electron microscopy (SEM) and surface profiler observations confirm that the micro-scale polymer structures are produced without defects or distortion and with good pattern fidelity over a 60x60mm2 area. This technique shows great potential for the efficient replication of the micro-scale structure array at room temperature and with high productivity and low cost.

Keywords: square-microlens structures, electromagnetic force-assisted imprinting, magnetic soft stamp

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Authors: Ammara Mehmood, Aneela Zameer, Muhammad Asif Zahoor Raja, Muhammad Faisal Fateh

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In this work, the strength of bio-inspired computational intelligence based technique is exploited for parameter estimation for the periodic signals using Continuous Differential Evolution (CDE) by defining an error function in the mean square sense. Multidimensional and nonlinear nature of the problem emerging in sinusoidal signal models along with noise makes it a challenging optimization task, which is dealt with robustness and effectiveness of CDE to ensure convergence and avoid trapping in local minima. In the proposed scheme of Continuous Differential Evolution based Signal Parameter Estimation (CDESPE), unknown adjustable weights of the signal system identification model are optimized utilizing CDE algorithm. The performance of CDESPE model is validated through statistics based various performance indices on a sufficiently large number of runs in terms of estimation error, mean squared error and Thiel’s inequality coefficient. Efficacy of CDESPE is examined by comparison with the actual parameters of the system, Genetic Algorithm based outcomes and from various deterministic approaches at different signal-to-noise ratio (SNR) levels.

Keywords: parameter estimation, bio-inspired computing, continuous differential evolution (CDE), periodic signals

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Authors: Kyung Min Kang, Peng Mou, Dong Xiang, Gang Shen

Abstract:

For planetary gear system, Planet pin-hole position accuracy is one of most influential factor to efficiency and reliability of planetary gear system. This study considers planet pin-hole position error as a main input error for model and build multi body dynamic simulation model of planetary gear including planet pin-hole position error using MSC. ADAMS. From this model, the mesh load results between meshing gears in each pin-hole position error cases are obtained and based on these results, planet load sharing factor which reflect equilibrium state of mesh load sharing between whole meshing gear pair is calculated. Analysis result indicates that the pin-hole position error of tangential direction cause profound influence to mesh load and load sharing factor between meshing gear pair.

Keywords: planetary gear, load sharing factor, multibody dynamics, pin-hole position error

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Authors: Youngji Lee, Yonghyeon Jeon, Sunyoung Bu, Philsu Kim

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The aim of this paper is to construct an algorithm of time step control for the error correction method most recently developed by one of the authors for solving stiff initial value problems. It is achieved with the generalized Chebyshev polynomial and the corresponding error correction method. The main idea of the proposed scheme is in the usage of the duplicated node points in the generalized Chebyshev polynomials of two different degrees by adding necessary sample points instead of re-sampling all points. At each integration step, the proposed method is comprised of two equations for the solution and the error, respectively. The constructed algorithm controls both the error and the time step size simultaneously and possesses a good performance in the computational cost compared to the original method. Two stiff problems are numerically solved to assess the effectiveness of the proposed scheme.

Keywords: stiff initial value problem, error correction method, generalized Chebyshev polynomial, node points

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Authors: Abimbola Adedeji, Ahmad Shauqi Zubir

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This paper examines the profitability and risk between investing in gold exchange traded funds (ETFs) and gold mutual funds compares to gold prices. The main focus in determining whether there are similarities or differences between those financial products is the tracking error. The importance of understanding the similarities or differences between the gold ETFs, gold mutual funds and gold prices is derived from the fact that gold ETFs and gold mutual funds are used as substitutions for investors who are looking to profit from gold prices although they are short in capital. 10 hypotheses were tested. There are 3 types of tracking error used. Tracking error 1 and 3 gives results that differentiate between types of ETFs and mutual funds, hence yielding the answers in answering the hypotheses that were developed. However, tracking error 2 failed to give the answer that could shed light on the questions raised in this study. All of the results in tracking error 2 technique only telling us that the difference between the ups and downs of the financial instruments are similar, statistically to the physical gold prices movement.

Keywords: gold etf, gold mutual funds, tracking error

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Authors: Sahar Mobeen, Anam Rafique, Irum Baig

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Acoustic echo cancellation in multichannel is a system identification application. In real time environment, signal changes very rapidly which required adaptive algorithms such as Least Mean Square (LMS), Leaky Least Mean Square (LLMS), Normalized Least Mean square (NLMS) and average (AFA) having high convergence rate and stable. LMS and NLMS are widely used adaptive algorithm due to less computational complexity and AFA used of its high convergence rate. This research is based on comparison of acoustic echo (generated in a room) cancellation thorough LMS, LLMS, NLMS, AFA and newly proposed average normalized leaky least mean square (ANLLMS) adaptive filters.

Keywords: LMS, LLMS, NLMS, AFA, ANLLMS

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Authors: Flavio O. Torres, Maria J. Castilla, Rodrigo A. Augsburger, Pedro I. Cachana, Katherine S. Reyes

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In this paper, we present a scene-based nonuniformity correction method using a modified recursive least square algorithm with a feedback system on the updates. The feedback is designed to remove impulsive noise contamination images produced by a recursive least square algorithm by measuring the output of the proposed algorithm. The key advantage of the method is based on its capacity to estimate detectors parameters and then compensate for impulsive noise contamination image in a frame by frame basics. We define the algorithm and present several experimental results to demonstrate the efficacy of the proposed method in comparison to several previously published recursive least square-based methods. We show that the proposed method removes impulsive noise contamination image.

Keywords: infrared focal plane arrays, infrared imaging, least mean square, nonuniformity correction

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Authors: Adilah Abdul Ghapor, Yong Zulina Zubairi, A. H. M. R. Imon

Abstract:

Missing value problem is common in statistics and has been of interest for years. This article considers two modern techniques in handling missing data for linear functional relationship model (LFRM) namely the Expectation-Maximization (EM) algorithm and Expectation-Maximization with Bootstrapping (EMB) algorithm using three performance indicators; namely the mean absolute error (MAE), root mean square error (RMSE) and estimated biased (EB). In this study, we applied the methods of imputing missing values in two types of LFRM namely the full model of LFRM and in LFRM when the slope is estimated using a nonparametric method. Results of the simulation study suggest that EMB algorithm performs much better than EM algorithm in both models. We also illustrate the applicability of the approach in a real data set.

Keywords: expectation-maximization, expectation-maximization with bootstrapping, linear functional relationship model, performance indicators

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Authors: Apolinar Picado, Ronald Solís, Rafael Gamero

Abstract:

The thin-layer drying characteristics of instant coffee solution were investigated in a laboratory tunnel dryer. Drying experiments were carried out at three temperatures (80, 100 and 120 °C) and an air velocity of 1.2 m/s. Drying experimental data obtained are fitted to six (6) thin-layer drying models using the non-linear least squares regression analysis. The acceptability of the thin-layer drying model has been based on a value of the correlation coefficient that should be close to one, and low values for root mean square error (RMSE) and chi-square (x²). According to this evaluation, the most suitable model for describing drying process of thin-layer instant coffee solution is the Page model. Further, the effective moisture diffusivity and the activation energy were computed employing the drying experimental data. The effective moisture diffusivity values varied from 1.6133 × 10⁻⁹ to 1.6224 × 10⁻⁹ m²/s over the temperature range studied and the activation energy was estimated to be 162.62 J/mol.

Keywords: activation energy, diffusivity, instant coffee, thin-layer models

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