Search results for: threshold autoregressive model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16844

Search results for: threshold autoregressive model

16544 Application of Simulated Annealing to Threshold Optimization in Distributed OS-CFAR System

Authors: L. Abdou, O. Taibaoui, A. Moumen, A. Talib Ahmed

Abstract:

This paper proposes an application of the simulated annealing to optimize the detection threshold in an ordered statistics constant false alarm rate (OS-CFAR) system. Using conventional optimization methods, such as the conjugate gradient, can lead to a local optimum and lose the global optimum. Also for a system with a number of sensors that is greater than or equal to three, it is difficult or impossible to find this optimum; Hence, the need to use other methods, such as meta-heuristics. From a variety of meta-heuristic techniques, we can find the simulated annealing (SA) method, inspired from a process used in metallurgy. This technique is based on the selection of an initial solution and the generation of a near solution randomly, in order to improve the criterion to optimize. In this work, two parameters will be subject to such optimisation and which are the statistical order (k) and the scaling factor (T). Two fusion rules; “AND” and “OR” were considered in the case where the signals are independent from sensor to sensor. The results showed that the application of the proposed method to the problem of optimisation in a distributed system is efficiency to resolve such problems. The advantage of this method is that it allows to browse the entire solutions space and to avoid theoretically the stagnation of the optimization process in an area of local minimum.

Keywords: distributed system, OS-CFAR system, independent sensors, simulating annealing

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16543 Analysing the Influence of COVID-19 on Major Agricultural Commodity Prices in South Africa

Authors: D. Mokatsanyane, J. Jansen Van Rensburg

Abstract:

This paper analyses the influence and impact of COVID-19 on major agricultural commodity prices in South Africa. According to a World Bank report, the agricultural sector in South Africa has been unable to reduce the domestic food crisis that has been occurring over the past years, hence the increased rate of poverty, which is currently at 55.5 percent as of April 2020. Despite the significance of this sector, empirical findings concluded that the agricultural sector now accounts for 1.88 percent of South Africa's gross domestic product (GDP). Suggesting that the agricultural sector's contribution to the economy has diminished. Despite the low contribution to GDP, this primary sector continues to play an essential role in the economy. Over the past years, multiple factors have contributed to the soaring commodities prices, namely, climate shocks, biofuel demand, demand and supply shocks, the exchange rate, speculation in commodity derivative markets, trade restrictions, and economic growth. The COVID-19 outbursts have currently disturbed the supply and demand of staple crops. To address the disruption, the government has exempted the agricultural sector from closure and restrictions on movement. The spread of COVID-19 has caused turmoil all around the world, but mostly in developing countries. According to Statistic South Africa, South Africa's economy decreased by seven percent in 2020. Consequently, this has arguably made the agricultural sector the most affected sector since slumped economic growth negatively impacts food security, trade, farm livelihood, and greenhouse gas emissions. South Africa is sensitive to the fruitfulness of global food chains. Restrictions in trade, reinforced sanitary control systems, and border controls have influenced food availability and prices internationally. The main objective of this study is to evaluate the behavior of agricultural commodity prices pre-and during-COVID to determine the impact of volatility drivers on these crops. Historical secondary data of spot prices for the top five major commodities, namely white maize, yellow maize, wheat, soybeans, and sunflower seeds, are analysed from 01 January 2017 to 1 September 2021. The timeframe was chosen to capture price fluctuations between pre-COVID-19 (01 January 2017 to 23 March 2020) and during-COVID-19 (24 March 2020 to 01 September 2021). The Generalised Autoregressive Conditional Heteroscedasticity (GARCH) statistical model will be used to measure the influence of price fluctuations. The results reveal that the commodity market has been experiencing volatility at different points. Extremely high volatility is represented during the first quarter of 2020. During this period, there was high uncertainty, and grain prices were very volatile. Despite the influence of COVID-19 on agricultural prices, the demand for these commodities is still existing and decent. During COVID-19, analysis indicates that prices were low and less volatile during the pandemic. The prices and returns of these commodities were low during COVID-19 because of the government's actions to respond to the virus's spread, which collapsed the market demand for food commodities.

Keywords: commodities market, commodity prices, generalised autoregressive conditional heteroscedasticity (GARCH), Price volatility, SAFEX

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16542 Developing Artificial Neural Networks (ANN) for Falls Detection

Authors: Nantakrit Yodpijit, Teppakorn Sittiwanchai

Abstract:

The number of older adults is rising rapidly. The world’s population becomes aging. Falls is one of common and major health problems in the elderly. Falls may lead to acute and chronic injuries and deaths. The fall-prone individuals are at greater risk for decreased quality of life, lowered productivity and poverty, social problems, and additional health problems. A number of studies on falls prevention using fall detection system have been conducted. Many available technologies for fall detection system are laboratory-based and can incur substantial costs for falls prevention. The utilization of alternative technologies can potentially reduce costs. This paper presents the new design and development of a wearable-based fall detection system using an Accelerometer and Gyroscope as motion sensors for the detection of body orientation and movement. Algorithms are developed to differentiate between Activities of Daily Living (ADL) and falls by comparing Threshold-based values with Artificial Neural Networks (ANN). Results indicate the possibility of using the new threshold-based method with neural network algorithm to reduce the number of false positive (false alarm) and improve the accuracy of fall detection system.

Keywords: aging, algorithm, artificial neural networks (ANN), fall detection system, motion sensorsthreshold

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16541 Detecting and Thwarting Interest Flooding Attack in Information Centric Network

Authors: Vimala Rani P, Narasimha Malikarjunan, Mercy Shalinie S

Abstract:

Data Networking was brought forth as an instantiation of information-centric networking. The attackers can send a colossal number of spoofs to take hold of the Pending Interest Table (PIT) named an Interest Flooding attack (IFA) since the in- interests are recorded in the PITs of the intermediate routers until they receive corresponding Data Packets are go beyond the time limit. These attacks can be detrimental to network performance. PIT expiration rate or the Interest satisfaction rate, which cannot differentiate the IFA from attacks, is the criterion Traditional IFA detection techniques are concerned with. Threshold values can casually affect Threshold-based traditional methods. This article proposes an accurate IFA detection mechanism based on a Multiple Feature-based Extreme Learning Machine (MF-ELM). Accuracy of the attack detection can be increased by presenting the entropy of Internet names, Interest satisfaction rate and PIT usage as features extracted in the MF-ELM classifier. Furthermore, we deploy a queue-based hostile Interest prefix mitigation mechanism. The inference of this real-time test bed is that the mechanism can help the network to resist IFA with higher accuracy and efficiency.

Keywords: information-centric network, pending interest table, interest flooding attack, MF-ELM classifier, queue-based mitigation strategy

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16540 Paddy/Rice Singulation for Determination of Husking Efficiency and Damage Using Machine Vision

Authors: M. Shaker, S. Minaei, M. H. Khoshtaghaza, A. Banakar, A. Jafari

Abstract:

In this study a system of machine vision and singulation was developed to separate paddy from rice and determine paddy husking and rice breakage percentages. The machine vision system consists of three main components including an imaging chamber, a digital camera, a computer equipped with image processing software. The singulation device consists of a kernel holding surface, a motor with vacuum fan, and a dimmer. For separation of paddy from rice (in the image), it was necessary to set a threshold. Therefore, some images of paddy and rice were sampled and the RGB values of the images were extracted using MATLAB software. Then mean and standard deviation of the data were determined. An Image processing algorithm was developed using MATLAB to determine paddy/rice separation and rice breakage and paddy husking percentages, using blue to red ratio. Tests showed that, a threshold of 0.75 is suitable for separating paddy from rice kernels. Results from the evaluation of the image processing algorithm showed that the accuracies obtained with the algorithm were 98.36% and 91.81% for paddy husking and rice breakage percentage, respectively. Analysis also showed that a suction of 45 mmHg to 50 mmHg yielding 81.3% separation efficiency is appropriate for operation of the kernel singulation system.

Keywords: breakage, computer vision, husking, rice kernel

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16539 Early Diagnosis of Myocardial Ischemia Based on Support Vector Machine and Gaussian Mixture Model by Using Features of ECG Recordings

Authors: Merve Begum Terzi, Orhan Arikan, Adnan Abaci, Mustafa Candemir

Abstract:

Acute myocardial infarction is a major cause of death in the world. Therefore, its fast and reliable diagnosis is a major clinical need. ECG is the most important diagnostic methodology which is used to make decisions about the management of the cardiovascular diseases. In patients with acute myocardial ischemia, temporary chest pains together with changes in ST segment and T wave of ECG occur shortly before the start of myocardial infarction. In this study, a technique which detects changes in ST/T sections of ECG is developed for the early diagnosis of acute myocardial ischemia. For this purpose, a database of real ECG recordings that contains a set of records from 75 patients presenting symptoms of chest pain who underwent elective percutaneous coronary intervention (PCI) is constituted. 12-lead ECG’s of the patients were recorded before and during the PCI procedure. Two ECG epochs, which are the pre-inflation ECG which is acquired before any catheter insertion and the occlusion ECG which is acquired during balloon inflation, are analyzed for each patient. By using pre-inflation and occlusion recordings, ECG features that are critical in the detection of acute myocardial ischemia are identified and the most discriminative features for the detection of acute myocardial ischemia are extracted. A classification technique based on support vector machine (SVM) approach operating with linear and radial basis function (RBF) kernels to detect ischemic events by using ST-T derived joint features from non-ischemic and ischemic states of the patients is developed. The dataset is randomly divided into training and testing sets and the training set is used to optimize SVM hyperparameters by using grid-search method and 10fold cross-validation. SVMs are designed specifically for each patient by tuning the kernel parameters in order to obtain the optimal classification performance results. As a result of implementing the developed classification technique to real ECG recordings, it is shown that the proposed technique provides highly reliable detections of the anomalies in ECG signals. Furthermore, to develop a detection technique that can be used in the absence of ECG recording obtained during healthy stage, the detection of acute myocardial ischemia based on ECG recordings of the patients obtained during ischemia is also investigated. For this purpose, a Gaussian mixture model (GMM) is used to represent the joint pdf of the most discriminating ECG features of myocardial ischemia. Then, a Neyman-Pearson type of approach is developed to provide detection of outliers that would correspond to acute myocardial ischemia. Neyman – Pearson decision strategy is used by computing the average log likelihood values of ECG segments and comparing them with a range of different threshold values. For different discrimination threshold values and number of ECG segments, probability of detection and probability of false alarm values are computed, and the corresponding ROC curves are obtained. The results indicate that increasing number of ECG segments provide higher performance for GMM based classification. Moreover, the comparison between the performances of SVM and GMM based classification showed that SVM provides higher classification performance results over ECG recordings of considerable number of patients.

Keywords: ECG classification, Gaussian mixture model, Neyman–Pearson approach, support vector machine

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16538 Quantum Information Scrambling and Quantum Chaos in Silicon-Based Fermi-Hubbard Quantum Dot Arrays

Authors: Nikolaos Petropoulos, Elena Blokhina, Andrii Sokolov, Andrii Semenov, Panagiotis Giounanlis, Xutong Wu, Dmytro Mishagli, Eugene Koskin, Robert Bogdan Staszewski, Dirk Leipold

Abstract:

We investigate entanglement and quantum information scrambling (QIS) by the example of a many-body Extended and spinless effective Fermi-Hubbard Model (EFHM and e-FHM, respectively) that describes a special type of quantum dot array provided by Equal1 labs silicon-based quantum computer. The concept of QIS is used in the framework of quantum information processing by quantum circuits and quantum channels. In general, QIS is manifest as the de-localization of quantum information over the entire quantum system; more compactly, information about the input cannot be obtained by local measurements of the output of the quantum system. In our work, we will first make an introduction to the concept of quantum information scrambling and its connection with the 4-point out-of-time-order (OTO) correlators. In order to have a quantitative measure of QIS we use the tripartite mutual information, in similar lines to previous works, that measures the mutual information between 4 different spacetime partitions of the system and study the Transverse Field Ising (TFI) model; this is used to quantify the dynamical spreading of quantum entanglement and information in the system. Then, we investigate scrambling in the quantum many-body Extended Hubbard Model with external magnetic field Bz and spin-spin coupling J for both uniform and thermal quantum channel inputs and show that it scrambles for specific external tuning parameters (e.g., tunneling amplitudes, on-site potentials, magnetic field). In addition, we compare different Hilbert space sizes (different number of qubits) and show the qualitative and quantitative differences in quantum scrambling as we increase the number of quantum degrees of freedom in the system. Moreover, we find a "scrambling phase transition" for a threshold temperature in the thermal case, that is, the temperature of the model that the channel starts to scramble quantum information. Finally, we make comparisons to the TFI model and highlight the key physical differences between the two systems and mention some future directions of research.

Keywords: condensed matter physics, quantum computing, quantum information theory, quantum physics

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16537 3D Electrode Carrier and its Implications on Retinal Implants

Authors: Diego Luján Villarreal

Abstract:

Retinal prosthetic devices aim to repair some vision in visual impairment patients by stimulating electrically neural cells in the visual system. In this study, the 3D linear electrode carrier is presented. A simulation framework was developed by placing the 3D carrier 1 mm away from the fovea center at the highest-density cell. Cell stimulation is verified in COMSOL Multiphysics by developing a 3D computational model which includes the relevant retinal interface elements and dynamics of the voltage-gated ionic channels. Current distribution resulting from low threshold amplitudes produces a small volume equivalent to the volume confined by individual cells at the highest-density cell using small-sized electrodes. Delicate retinal tissue is protected by excessive charge density

Keywords: retinal prosthetic devices, visual devices, retinal implants., visual prosthetic devices

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16536 Institutional Quality and Tax Compliance: A Cross-Country Regression Evidence

Authors: Debi Konukcu Onal, Tarkan Cavusoglu

Abstract:

In modern societies, the costs of public goods and services are shared through taxes paid by citizens. However, taxation has always been a frictional issue, as tax obligations are perceived to be a financial burden for taxpayers rather than being merit that fulfills the redistribution, regulation and stabilization functions of the welfare state. The tax compliance literature evolves into discussing why people still pay taxes in systems with low costs of legal enforcement. Related empirical and theoretical works show that a wide range of socially oriented behavioral factors can stimulate voluntary compliance and subversive effects as well. These behavioral motivations are argued to be driven by self-enforcing rules of informal institutions, either independently or through interactions with legal orders set by formal institutions. The main focus of this study is to investigate empirically whether institutional particularities have a significant role in explaining the cross-country differences in the tax noncompliance levels. A part of the controversy about the driving forces behind tax noncompliance may be attributed to the lack of empirical evidence. Thus, this study aims to fill this gap through regression estimates, which help to trace the link between institutional quality and noncompliance on a cross-country basis. Tax evasion estimates of Buehn and Schneider is used as the proxy measure for the tax noncompliance levels. Institutional quality is quantified by three different indicators (percentile ranks of Worldwide Governance Indicators, ratings of the International Country Risk Guide, and the country ratings of the Freedom in the World). Robust Least Squares and Threshold Regression estimates based on the sample of the Organization for Economic Co-operation and Development (OECD) countries imply that tax compliance increases with institutional quality. Moreover, a threshold-based asymmetry is detected in the effect of institutional quality on tax noncompliance. That is, the negative effects of tax burdens on compliance are found to be more pronounced in countries with institutional quality below a certain threshold. These findings are robust to all alternative indicators of institutional quality, supporting the significant interaction of societal values with the individual taxpayer decisions.

Keywords: institutional quality, OECD economies, tax compliance, tax evasion

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16535 A Smartphone-Based Real-Time Activity Recognition and Fall Detection System

Authors: Manutchanok Jongprasithporn, Rawiphorn Srivilai, Paweena Pongsopha

Abstract:

Fall is the most serious accident leading to increased unintentional injuries and mortality. Falls are not only the cause of suffering and functional impairments to the individuals, but also the cause of increasing medical cost and days away from work. The early detection of falls could be an advantage to reduce fall-related injuries and consequences of falls. Smartphones, embedded accelerometer, have become a common device in everyday life due to decreasing technology cost. This paper explores a physical activity monitoring and fall detection application in smartphones which is a non-invasive biomedical device to determine physical activities and fall event. The combination of application and sensors could perform as a biomedical sensor to monitor physical activities and recognize a fall. We have chosen Android-based smartphone in this study since android operating system is an open-source and no cost. Moreover, android phone users become a majority of Thai’s smartphone users. We developed Thai 3 Axis (TH3AX) as a physical activities and fall detection application which included command, manual, results in Thai language. The smartphone was attached to right hip of 10 young, healthy adult subjects (5 males, 5 females; aged< 35y) to collect accelerometer and gyroscope data during performing physical activities (e.g., walking, running, sitting, and lying down) and falling to determine threshold for each activity. Dependent variables are including accelerometer data (acceleration, peak acceleration, average resultant acceleration, and time between peak acceleration). A repeated measures ANOVA was performed to test whether there are any differences between DVs’ means. Statistical analyses were considered significant at p<0.05. After finding threshold, the results were used as training data for a predictive model of activity recognition. In the future, accuracies of activity recognition will be performed to assess the overall performance of the classifier. Moreover, to help improve the quality of life, our system will be implemented with patients and elderly people who need intensive care in hospitals and nursing homes in Thailand.

Keywords: activity recognition, accelerometer, fall, gyroscope, smartphone

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16534 New Formula for Revenue Recognition Likely to Change the Prescription for Pharma Industry

Authors: Shruti Hajirnis

Abstract:

In May 2014, FASB issued Accounting Standards Update (ASU) 2014-09, Revenue from Contracts with Customers (Topic 606), and the International Accounting Standards Board (IASB) issued International Financial Reporting Standards (IFRS) 15, Revenue from Contracts with Customers that will supersede virtually all revenue recognition requirements in IFRS and US GAAP. FASB and the IASB have basically achieved convergence with these standards, with only some minor differences such as collectability threshold, interim disclosure requirements, early application and effective date, impairment loss reversal and nonpublic entity requirements. This paper discusses the impact of five-step model prescribed in new revenue standard on the entities operating in Pharma industry. It also outlines the considerations for these entities while implementing the new standard.

Keywords: revenue recognition, pharma industry, standard, requirements

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16533 The Impact of Economic Growth on Carbon Footprints of High-Income and Non-High-Income Countries: A Comparative Analysis

Authors: Ghunchq Khan

Abstract:

The increase in greenhouse gas (GHGs) emissions is a main environmental problem. Diverse human activities and inappropriate economic growth have stimulated a trade-off between economic growth and environmental deterioration all over the world. The impact of economic growth on the environment has received attention as global warming and environmental problems have become more serious. The focus of this study is on carbon footprints (production and consumption) and analyses the impact of GDP per capita on carbon footprints. A balanced panel of 99 countries from 2000 to 2016 is estimated by employing autoregressive distributed lags (ARDL) model – mean group (MG) and pooled mean group (PMG) estimators. The empirical results indicate that GDP per capita has a significant and positive impact in the short run but a negative effect in the long run on the carbon footprint of production in high-income countries by controlling trade openness, industry share, biological capacity, and population density. At the same time, GDP per capita has a significant and positive impact in both the short and long run on the carbon footprint of the production of non-high-income countries. The results also indicate that GDP per capita negatively impacts the carbon footprint of consumption for high-income countries; on the other hand, the carbon footprint of consumption increases as GDP per capita grows in non-high-income countries.

Keywords: ARDL, carbon footprint, economic growth, industry share, trade openness

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16532 Pyramidal Lucas-Kanade Optical Flow Based Moving Object Detection in Dynamic Scenes

Authors: Hyojin Lim, Cuong Nguyen Khac, Yeongyu Choi, Ho-Youl Jung

Abstract:

In this paper, we propose a simple moving object detection, which is based on motion vectors obtained from pyramidal Lucas-Kanade optical flow. The proposed method detects moving objects such as pedestrians, the other vehicles and some obstacles at the front-side of the host vehicle, and it can provide the warning to the driver. Motion vectors are obtained by using pyramidal Lucas-Kanade optical flow, and some outliers are eliminated by comparing the amplitude of each vector with the pre-defined threshold value. The background model is obtained by calculating the mean and the variance of the amplitude of recent motion vectors in the rectangular shaped local region called the cell. The model is applied as the reference to classify motion vectors of moving objects and those of background. Motion vectors are clustered to rectangular regions by using the unsupervised clustering K-means algorithm. Labeling method is applied to label groups which is close to each other, using by distance between each center points of rectangular. Through the simulations tested on four kinds of scenarios such as approaching motorbike, vehicle, and pedestrians to host vehicle, we prove that the proposed is simple but efficient for moving object detection in parking lots.

Keywords: moving object detection, dynamic scene, optical flow, pyramidal optical flow

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16531 A Resilience Process Model of Natural Gas Pipeline Systems

Authors: Zhaoming Yang, Qi Xiang, Qian He, Michael Havbro Faber, Enrico Zio, Huai Su, Jinjun Zhang

Abstract:

Resilience is one of the key factors for system safety assessment and optimization, and resilience studies of natural gas pipeline systems (NGPS), especially in terms of process descriptions, are still being explored. Based on the three main stages, which are function loss process, recovery process, and waiting process, the paper has built functions and models which are according to the practical characteristics of NGPS and mainly analyzes the characteristics of deterministic interruptions. The resilience of NGPS also considers the threshold of the system function or users' satisfaction. The outcomes, which quantify the resilience of NGPS in different evaluation views, can be combined with the max flow and shortest path methods, help with the optimization of extra gas supplies and gas routes as well as pipeline maintenance strategies, the quick analysis of disturbance effects and the improvement of NGPS resilience evaluation accuracy.

Keywords: natural gas pipeline system, resilience, process modeling, deterministic disturbance

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16530 A Monte Carlo Fuzzy Logistic Regression Framework against Imbalance and Separation

Authors: Georgios Charizanos, Haydar Demirhan, Duygu Icen

Abstract:

Two of the most impactful issues in classical logistic regression are class imbalance and complete separation. These can result in model predictions heavily leaning towards the imbalanced class on the binary response variable or over-fitting issues. Fuzzy methodology offers key solutions for handling these problems. However, most studies propose the transformation of the binary responses into a continuous format limited within [0,1]. This is called the possibilistic approach within fuzzy logistic regression. Following this approach is more aligned with straightforward regression since a logit-link function is not utilized, and fuzzy probabilities are not generated. In contrast, we propose a method of fuzzifying binary response variables that allows for the use of the logit-link function; hence, a probabilistic fuzzy logistic regression model with the Monte Carlo method. The fuzzy probabilities are then classified by selecting a fuzzy threshold. Different combinations of fuzzy and crisp input, output, and coefficients are explored, aiming to understand which of these perform better under different conditions of imbalance and separation. We conduct numerical experiments using both synthetic and real datasets to demonstrate the performance of the fuzzy logistic regression framework against seven crisp machine learning methods. The proposed framework shows better performance irrespective of the degree of imbalance and presence of separation in the data, while the considered machine learning methods are significantly impacted.

Keywords: fuzzy logistic regression, fuzzy, logistic, machine learning

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16529 Asynchronous Low Duty Cycle Media Access Control Protocol for Body Area Wireless Sensor Networks

Authors: Yasin Ghasemi-Zadeh, Yousef Kavian

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Wireless body area networks (WBANs) technology has achieved lots of popularity over the last decade with a wide range of medical applications. This paper presents an asynchronous media access control (MAC) protocol based on B-MAC protocol by giving an application for medical issues. In WBAN applications, there are some serious problems such as energy, latency, link reliability (quality of wireless link) and throughput which are mainly due to size of sensor networks and human body specifications. To overcome these problems and improving link reliability, we concentrated on MAC layer that supports mobility models for medical applications. In the presented protocol, preamble frames are divided into some sub-frames considering the threshold level. Actually, the main reason for creating shorter preambles is the link reliability where due to some reasons such as water, the body signals are affected on some frequency bands and causes fading and shadowing on signals, therefore by increasing the link reliability, these effects are reduced. In case of mobility model, we use MoBAN model and modify that for some more areas. The presented asynchronous MAC protocol is modeled by OMNeT++ simulator. The results demonstrate increasing the link reliability comparing to B-MAC protocol where the packet reception ratio (PRR) is 92% also covers more mobility areas than MoBAN protocol.

Keywords: wireless body area networks (WBANs), MAC protocol, link reliability, mobility, biomedical

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16528 Trade Policy and Economic Growth of Turkey in Global Economy: New Empirical Evidence

Authors: Pınar Yardımcı

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This paper tries to answer to the questions whether or not trade openness cause economic growth and trade policy changes is good for Turkey as a developing country in global economy before and after 1980. We employ Johansen cointegration and Granger causality tests with error correction modelling based on vector autoregressive. Using WDI data from the pre-1980 and the post-1980, we find that trade openness and economic growth are cointegrated in the second term only. Also the results suggest a lack of long-run causality between our two variables. These findings may imply that trade policy of Turkey should concentrate more on extra complementary economic reforms.

Keywords: globalization, trade policy, economic growth, openness, cointegration, Turkey

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16527 Dynamic Modeling of the Exchange Rate in Tunisia: Theoretical and Empirical Study

Authors: Chokri Slim

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The relative failure of simultaneous equation models in the seventies has led researchers to turn to other approaches that take into account the dynamics of economic and financial systems. In this paper, we use an approach based on vector autoregressive model that is widely used in recent years. Their popularity is due to their flexible nature and ease of use to produce models with useful descriptive characteristics. It is also easy to use them to test economic hypotheses. The standard econometric techniques assume that the series studied are stable over time (stationary hypothesis). Most economic series do not verify this hypothesis, which assumes, when one wishes to study the relationships that bind them to implement specific techniques. This is cointegration which characterizes non-stationary series (integrated) with a linear combination is stationary, will also be presented in this paper. Since the work of Johansen, this approach is generally presented as part of a multivariate analysis and to specify long-term stable relationships while at the same time analyzing the short-term dynamics of the variables considered. In the empirical part, we have applied these concepts to study the dynamics of of the exchange rate in Tunisia, which is one of the most important economic policy of a country open to the outside. According to the results of the empirical study by the cointegration method, there is a cointegration relationship between the exchange rate and its determinants. This relationship shows that the variables have a significant influence in determining the exchange rate in Tunisia.

Keywords: stationarity, cointegration, dynamic models, causality, VECM models

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16526 Equivalent Circuit Model for the Eddy Current Damping with Frequency-Dependence

Authors: Zhiguo Shi, Cheng Ning Loong, Jiazeng Shan, Weichao Wu

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This study proposes an equivalent circuit model to simulate the eddy current damping force with shaking table tests and finite element modeling. The model is firstly proposed and applied to a simple eddy current damper, which is modelled in ANSYS, indicating that the proposed model can simulate the eddy current damping force under different types of excitations. Then, a non-contact and friction-free eddy current damper is designed and tested, and the proposed model can reproduce the experimental observations. The excellent agreement between the simulated results and the experimental data validates the accuracy and reliability of the equivalent circuit model. Furthermore, a more complicated model is performed in ANSYS to verify the feasibility of the equivalent circuit model in complex eddy current damper, and the higher-order fractional model and viscous model are adopted for comparison.

Keywords: equivalent circuit model, eddy current damping, finite element model, shake table test

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16525 Comparison of the Effectiveness of Tree Algorithms in Classification of Spongy Tissue Texture

Authors: Roza Dzierzak, Waldemar Wojcik, Piotr Kacejko

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Analysis of the texture of medical images consists of determining the parameters and characteristics of the examined tissue. The main goal is to assign the analyzed area to one of two basic groups: as a healthy tissue or a tissue with pathological changes. The CT images of the thoracic lumbar spine from 15 healthy patients and 15 with confirmed osteoporosis were used for the analysis. As a result, 120 samples with dimensions of 50x50 pixels were obtained. The set of features has been obtained based on the histogram, gradient, run-length matrix, co-occurrence matrix, autoregressive model, and Haar wavelet. As a result of the image analysis, 290 descriptors of textural features were obtained. The dimension of the space of features was reduced by the use of three selection methods: Fisher coefficient (FC), mutual information (MI), minimization of the classification error probability and average correlation coefficients between the chosen features minimization of classification error probability (POE) and average correlation coefficients (ACC). Each of them returned ten features occupying the initial place in the ranking devised according to its own coefficient. As a result of the Fisher coefficient and mutual information selections, the same features arranged in a different order were obtained. In both rankings, the 50% percentile (Perc.50%) was found in the first place. The next selected features come from the co-occurrence matrix. The sets of features selected in the selection process were evaluated using six classification tree methods. These were: decision stump (DS), Hoeffding tree (HT), logistic model trees (LMT), random forest (RF), random tree (RT) and reduced error pruning tree (REPT). In order to assess the accuracy of classifiers, the following parameters were used: overall classification accuracy (ACC), true positive rate (TPR, classification sensitivity), true negative rate (TNR, classification specificity), positive predictive value (PPV) and negative predictive value (NPV). Taking into account the classification results, it should be stated that the best results were obtained for the Hoeffding tree and logistic model trees classifiers, using the set of features selected by the POE + ACC method. In the case of the Hoeffding tree classifier, the highest values of three parameters were obtained: ACC = 90%, TPR = 93.3% and PPV = 93.3%. Additionally, the values of the other two parameters, i.e., TNR = 86.7% and NPV = 86.6% were close to the maximum values obtained for the LMT classifier. In the case of logistic model trees classifier, the same ACC value was obtained ACC=90% and the highest values for TNR=88.3% and NPV= 88.3%. The values of the other two parameters remained at a level close to the highest TPR = 91.7% and PPV = 91.6%. The results obtained in the experiment show that the use of classification trees is an effective method of classification of texture features. This allows identifying the conditions of the spongy tissue for healthy cases and those with the porosis.

Keywords: classification, feature selection, texture analysis, tree algorithms

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16524 The Extended Skew Gaussian Process for Regression

Authors: M. T. Alodat

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In this paper, we propose a generalization to the Gaussian process regression(GPR) model called the extended skew Gaussian process for regression(ESGPr) model. The ESGPR model works better than the GPR model when the errors are skewed. We derive the predictive distribution for the ESGPR model at a new input. Also we apply the ESGPR model to FOREX data and we find that it fits the Forex data better than the GPR model.

Keywords: extended skew normal distribution, Gaussian process for regression, predictive distribution, ESGPr model

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16523 High Precision 65nm CMOS Rectifier for Energy Harvesting using Threshold Voltage Minimization in Telemedicine Embedded System

Authors: Hafez Fouad

Abstract:

Telemedicine applications have very low voltage which required High Precision Rectifier Design with high Sensitivity to operate at minimum input Voltage. In this work, we targeted 0.2V input voltage using 65 nm CMOS rectifier for Energy Harvesting Telemedicine application. The proposed rectifier which designed at 2.4GHz using two-stage structure found to perform in a better case where minimum operation voltage is lower than previous published paper and the rectifier can work at a wide range of low input voltage amplitude. The Performance Summary of Full-wave fully gate cross-coupled rectifiers (FWFR) CMOS Rectifier at F = 2.4 GHz: The minimum and maximum output voltages generated using an input voltage amplitude of 2 V are 490.9 mV and 1.997 V, maximum VCE = 99.85 % and maximum PCE = 46.86 %. The Performance Summary of Differential drive CMOS rectifier with external bootstrapping circuit rectifier at F = 2.4 GHz: The minimum and maximum output voltages generated using an input voltage amplitude of 2V are 265.5 mV (0.265V) and 1.467 V respectively, maximum VCE = 93.9 % and maximum PCE= 15.8 %.

Keywords: energy harvesting, embedded system, IoT telemedicine system, threshold voltage minimization, differential drive cmos rectifier, full-wave fully gate cross-coupled rectifiers CMOS rectifier

Procedia PDF Downloads 122
16522 Camera Model Identification for Mi Pad 4, Oppo A37f, Samsung M20, and Oppo f9

Authors: Ulrich Wake, Eniman Syamsuddin

Abstract:

The model for camera model identificaiton is trained using pretrained model ResNet43 and ResNet50. The dataset consists of 500 photos of each phone. Dataset is divided into 1280 photos for training, 320 photos for validation and 400 photos for testing. The model is trained using One Cycle Policy Method and tested using Test-Time Augmentation. Furthermore, the model is trained for 50 epoch using regularization such as drop out and early stopping. The result is 90% accuracy for validation set and above 85% for Test-Time Augmentation using ResNet50. Every model is also trained by slightly updating the pretrained model’s weights

Keywords: ​ One Cycle Policy, ResNet34, ResNet50, Test-Time Agumentation

Procedia PDF Downloads 172
16521 A Prediction Method of Pollutants Distribution Pattern: Flare Motion Using Computational Fluid Dynamics (CFD) Fluent Model with Weather Research Forecast Input Model during Transition Season

Authors: Benedictus Asriparusa, Lathifah Al Hakimi, Aulia Husada

Abstract:

A large amount of energy is being wasted by the release of natural gas associated with the oil industry. This release interrupts the environment particularly atmosphere layer condition globally which contributes to global warming impact. This research presents an overview of the methods employed by researchers in PT. Chevron Pacific Indonesia in the Minas area to determine a new prediction method of measuring and reducing gas flaring and its emission. The method emphasizes advanced research which involved analytical studies, numerical studies, modeling, and computer simulations, amongst other techniques. A flaring system is the controlled burning of natural gas in the course of routine oil and gas production operations. This burning occurs at the end of a flare stack or boom. The combustion process releases emissions of greenhouse gases such as NO2, CO2, SO2, etc. This condition will affect the chemical composition of air and environment around the boundary layer mainly during transition season. Transition season in Indonesia is absolutely very difficult condition to predict its pattern caused by the difference of two air mass conditions. This paper research focused on transition season in 2013. A simulation to create the new pattern of the pollutants distribution is needed. This paper has outlines trends in gas flaring modeling and current developments to predict the dominant variables in the pollutants distribution. A Fluent model is used to simulate the distribution of pollutants gas coming out of the stack, whereas WRF model output is used to overcome the limitations of the analysis of meteorological data and atmospheric conditions in the study area. Based on the running model, the most influence factor was wind speed. The goal of the simulation is to predict the new pattern based on the time of fastest wind and slowest wind occurs for pollutants distribution. According to the simulation results, it can be seen that the fastest wind (last of March) moves pollutants in a horizontal direction and the slowest wind (middle of May) moves pollutants vertically. Besides, the design of flare stack in compliance according to EPA Oil and Gas Facility Stack Parameters likely shows pollutants concentration remains on the under threshold NAAQS (National Ambient Air Quality Standards).

Keywords: flare motion, new prediction, pollutants distribution, transition season, WRF model

Procedia PDF Downloads 511
16520 Management of Empty Containers by Consignees in the Hinterland

Authors: Benjamin Legros, Jan Fransoo, Oualid Jouini

Abstract:

This study aims to evaluate street-turn strategies for empty container repositioning in the hinterland. Containers arrive over time at the (importer) consignee, while the demand for containers arises from the (exporter) shipper. A match can be operated between an empty container from the consignee and the load from the shipper. Therefore, we model the system as a double-ended queue with non-zero matching time and a limited number of resources in order to optimize the reposition- ing decisions. We determine the performance measures when the consignee operates using a fixed withholding threshold policy. We show that the matching time mainly plays a role in the matching proportion, while under a certain duration, it only marginally impacts the consignee’s inventory policy and cost per container. Also, the withholding level is mainly determined by the shipper’s production rate.

Keywords: container, double-ended queue, inventory, Markov decision process, non-zero matching time, street-turn

Procedia PDF Downloads 111
16519 Faults Diagnosis by Thresholding and Decision tree with Neuro-Fuzzy System

Authors: Y. Kourd, D. Lefebvre

Abstract:

The monitoring of industrial processes is required to ensure operating conditions of industrial systems through automatic detection and isolation of faults. This paper proposes a method of fault diagnosis based on a neuro-fuzzy hybrid structure. This hybrid structure combines the selection of threshold and decision tree. The validation of this method is obtained with the DAMADICS benchmark. In the first phase of the method, a model will be constructed that represents the normal state of the system to fault detection. Signatures of the faults are obtained with residuals analysis and selection of appropriate thresholds. These signatures provide groups of non-separable faults. In the second phase, we build faulty models to see the flaws in the system that cannot be isolated in the first phase. In the latest phase we construct the tree that isolates these faults.

Keywords: decision tree, residuals analysis, ANFIS, fault diagnosis

Procedia PDF Downloads 593
16518 Detecting Tomato Flowers in Greenhouses Using Computer Vision

Authors: Dor Oppenheim, Yael Edan, Guy Shani

Abstract:

This paper presents an image analysis algorithm to detect and count yellow tomato flowers in a greenhouse with uneven illumination conditions, complex growth conditions and different flower sizes. The algorithm is designed to be employed on a drone that flies in greenhouses to accomplish several tasks such as pollination and yield estimation. Detecting the flowers can provide useful information for the farmer, such as the number of flowers in a row, and the number of flowers that were pollinated since the last visit to the row. The developed algorithm is designed to handle the real world difficulties in a greenhouse which include varying lighting conditions, shadowing, and occlusion, while considering the computational limitations of the simple processor in the drone. The algorithm identifies flowers using an adaptive global threshold, segmentation over the HSV color space, and morphological cues. The adaptive threshold divides the images into darker and lighter images. Then, segmentation on the hue, saturation and volume is performed accordingly, and classification is done according to size and location of the flowers. 1069 images of greenhouse tomato flowers were acquired in a commercial greenhouse in Israel, using two different RGB Cameras – an LG G4 smartphone and a Canon PowerShot A590. The images were acquired from multiple angles and distances and were sampled manually at various periods along the day to obtain varying lighting conditions. Ground truth was created by manually tagging approximately 25,000 individual flowers in the images. Sensitivity analyses on the acquisition angle of the images, periods throughout the day, different cameras and thresholding types were performed. Precision, recall and their derived F1 score were calculated. Results indicate better performance for the view angle facing the flowers than any other angle. Acquiring images in the afternoon resulted with the best precision and recall results. Applying a global adaptive threshold improved the median F1 score by 3%. Results showed no difference between the two cameras used. Using hue values of 0.12-0.18 in the segmentation process provided the best results in precision and recall, and the best F1 score. The precision and recall average for all the images when using these values was 74% and 75% respectively with an F1 score of 0.73. Further analysis showed a 5% increase in precision and recall when analyzing images acquired in the afternoon and from the front viewpoint.

Keywords: agricultural engineering, image processing, computer vision, flower detection

Procedia PDF Downloads 297
16517 Improved Soil and Snow Treatment with the Rapid Update Cycle Land-Surface Model for Regional and Global Weather Predictions

Authors: Tatiana G. Smirnova, Stan G. Benjamin

Abstract:

Rapid Update Cycle (RUC) land surface model (LSM) was a land-surface component in several generations of operational weather prediction models at the National Center for Environment Prediction (NCEP) at the National Oceanic and Atmospheric Administration (NOAA). It was designed for short-range weather predictions with an emphasis on severe weather and originally was intentionally simple to avoid uncertainties from poorly known parameters. Nevertheless, the RUC LSM, when coupled with the hourly-assimilating atmospheric model, can produce a realistic evolution of time-varying soil moisture and temperature, as well as the evolution of snow cover on the ground surface. This result is possible only if the soil/vegetation/snow component of the coupled weather prediction model has sufficient skill to avoid long-term drift. RUC LSM was first implemented in the operational NCEP Rapid Update Cycle (RUC) weather model in 1998 and later in the Weather Research Forecasting Model (WRF)-based Rapid Refresh (RAP) and High-resolution Rapid Refresh (HRRR). Being available to the international WRF community, it was implemented in operational weather models in Austria, New Zealand, and Switzerland. Based on the feedback from the US weather service offices and the international WRF community and also based on our own validation, RUC LSM has matured over the years. Also, a sea-ice module was added to RUC LSM for surface predictions over the Arctic sea-ice. Other modifications include refinements to the snow model and a more accurate specification of albedo, roughness length, and other surface properties. At present, RUC LSM is being tested in the regional application of the Unified Forecast System (UFS). The next generation UFS-based regional Rapid Refresh FV3 Standalone (RRFS) model will replace operational RAP and HRRR at NCEP. Over time, RUC LSM participated in several international model intercomparison projects to verify its skill using observed atmospheric forcing. The ESM-SnowMIP was the last of these experiments focused on the verification of snow models for open and forested regions. The simulations were performed for ten sites located in different climatic zones of the world forced with observed atmospheric conditions. While most of the 26 participating models have more sophisticated snow parameterizations than in RUC, RUC LSM got a high ranking in simulations of both snow water equivalent and surface temperature. However, ESM-SnowMIP experiment also revealed some issues in the RUC snow model, which will be addressed in this paper. One of them is the treatment of grid cells partially covered with snow. RUC snow module computes energy and moisture budgets of snow-covered and snow-free areas separately by aggregating the solutions at the end of each time step. Such treatment elevates the importance of computing in the model snow cover fraction. Improvements to the original simplistic threshold-based approach have been implemented and tested both offline and in the coupled weather model. The detailed description of changes to the snow cover fraction and other modifications to RUC soil and snow parameterizations will be described in this paper.

Keywords: land-surface models, weather prediction, hydrology, boundary-layer processes

Procedia PDF Downloads 59
16516 Predicting Recessions with Bivariate Dynamic Probit Model: The Czech and German Case

Authors: Lukas Reznak, Maria Reznakova

Abstract:

Recession of an economy has a profound negative effect on all involved stakeholders. It follows that timely prediction of recessions has been of utmost interest both in the theoretical research and in practical macroeconomic modelling. Current mainstream of recession prediction is based on standard OLS models of continuous GDP using macroeconomic data. This approach is not suitable for two reasons: the standard continuous models are proving to be obsolete and the macroeconomic data are unreliable, often revised many years retroactively. The aim of the paper is to explore a different branch of recession forecasting research theory and verify the findings on real data of the Czech Republic and Germany. In the paper, the authors present a family of discrete choice probit models with parameters estimated by the method of maximum likelihood. In the basic form, the probits model a univariate series of recessions and expansions in the economic cycle for a given country. The majority of the paper deals with more complex model structures, namely dynamic and bivariate extensions. The dynamic structure models the autoregressive nature of recessions, taking into consideration previous economic activity to predict the development in subsequent periods. Bivariate extensions utilize information from a foreign economy by incorporating correlation of error terms and thus modelling the dependencies of the two countries. Bivariate models predict a bivariate time series of economic states in both economies and thus enhance the predictive performance. A vital enabler of timely and successful recession forecasting are reliable and readily available data. Leading indicators, namely the yield curve and the stock market indices, represent an ideal data base, as the pieces of information is available in advance and do not undergo any retroactive revisions. As importantly, the combination of yield curve and stock market indices reflect a range of macroeconomic and financial market investors’ trends which influence the economic cycle. These theoretical approaches are applied on real data of Czech Republic and Germany. Two models for each country were identified – each for in-sample and out-of-sample predictive purposes. All four followed a bivariate structure, while three contained a dynamic component.

Keywords: bivariate probit, leading indicators, recession forecasting, Czech Republic, Germany

Procedia PDF Downloads 226
16515 A Theoretical Hypothesis on Ferris Wheel Model of University Social Responsibility

Authors: Le Kang

Abstract:

According to the nature of the university, as a free and responsible academic community, USR is based on a different foundation —academic responsibility, so the Pyramid and the IC Model of CSR could not fully explain the most distinguished feature of USR. This paper sought to put forward a new model— Ferris Wheel Model, to illustrate the nature of USR and the process of achievement. The Ferris Wheel Model of USR shows the university creates a balanced, fairness and neutrality systemic structure to afford social responsibilities; that makes the organization could obtain a synergistic effect to achieve more extensive interests of stakeholders and wider social responsibilities.

Keywords: USR, achievement model, ferris wheel model, social responsibilities

Procedia PDF Downloads 690