Search results for: threshold autoregressive model

Authors: Evgen Prokhorov, Gabriel Luna-Barcenas

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The polysaccharide chitosan (CS) is an attractive biopolymer for the stabilization of several nanoparticles in acidic aqueous media. This is due in part to the presence of abundant primary NH2 and OH groups which may lead to steric or chemical stabilization. Applications of most CS nanocomposites are based upon the interaction of high surface area nanoparticles (NPs) with different substance. Therefore, agglomeration of NPs leads to decreasing effective surface area such that it may decrease the efficiency of nanocomposites. The aim of this work is to measure nanocomposite’s electrical conductivity phenomena that will allow one to formulate optimal concentrations of conductivity NPs in CS-based nanocomposites. Additionally, by comparing the efficiency of such nanocomposites, one can guide applications in the biomedical (antibacterial properties and tissue regeneration) and sensor fields (detection of copper and nitrate ions in aqueous solutions). It was shown that the best antibacterial (CS-AgNPs, CS-AgNPs-carbon nanotubes) and would healing properties (CS-AuNPs) are observed in nanocomposites with concentrations of NPs near the percolation threshold. In this regard, the best detection limit in potentiometric and impedimetric sensors for detection of copper ions (using CS-AuNPs membrane) and nitrate ions (using CS-clay membrane) in aqueous solutions have been observed for membranes with concentrations of NPs near percolation threshold. It is well known that at the percolation concentration of NPs an abrupt increasing of conductivity is observed due to the presence of physical contacts between NPs; above this concentration, agglomeration of NPs takes place such that a decrease in the effective surface and performance of nanocomposite appear. The obtained relationship between electrical percolation threshold and performance of polymer nanocomposites with conductivity NPs is important for the design and optimization of polymer-based nanocomposites for different applications.

Keywords: chitosan, conductivity nanoparticles, percolation threshold, polymer nanocomposites

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Authors: M. Pawlaczyk-Łuszczyńska, T. Wszołek, A. Dudarewicz, P. Małecki, M. Kłaczyński, A. Bortkiewicz

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Human tolerance to infrasound is defined by the hearing threshold. Infrasound that cannot be heard (or felt) is not annoying and is not thought to have any other adverse or health effects. Recent research has largely confirmed earlier findings. ISO 7196:1995 recommends the use of G-weighted characteristics for the assessment of infrasound. There is a strong correlation between G-weighted SPL and annoyance perception. The aim of this study was to propose exposure limits for infrasound from wind turbines. However, only a few countries have set limits for infrasound. These limits are usually no higher than 85-92 dBG, and none of them are specific to wind turbines. Over the years, a number of studies have been carried out to determine hearing thresholds below 20 Hz. It has been recognized that 10% of young people would be able to perceive 10 Hz at around 90 dB, and it has also been found that the difference in median hearing thresholds between young adults aged around 20 years and older adults aged over 60 years is around 10 dB, irrespective of frequency. This shows that older people (up to about 60 years of age) retain good hearing in the low frequency range, while their sensitivity to higher frequencies is often significantly reduced. In terms of exposure limits for infrasound, the average hearing threshold corresponds to a tone with a G-weighted SPL of about 96 dBG. In contrast, infrasound at Lp,G levels below 85-90 dBG is usually inaudible. The individual hearing threshold can, therefore be 10-15 dB lower than the average threshold, so the recommended limits for environmental infrasound could be 75 dBG or 80 dBG. It is worth noting that the G86 curve has been taken as the threshold of auditory perception of infrasound reached by 90-95% of the population, so the G75 and G80 curves can be taken as the criterion curve for wind turbine infrasound. Finally, two assessment methods and corresponding exposure limit values have been proposed for wind turbine infrasound, i.e. method I - based on G-weighted sound pressure level measurements and method II - based on frequency analysis in 1/3-octave bands in the frequency range 4-20 Hz. Separate limit values have been set for outdoor living areas in the open countryside (Area A) and for noise sensitive areas (Area B). In the case of Method I, infrasound limit values of 80 dBG (for areas A) and 75 dBG (for areas B) have been proposed, while in the case of Method II - criterion curves G80 and G75 have been chosen (for areas A and B, respectively).

Keywords: infrasound, exposure limit, hearing thresholds, wind turbines

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Authors: Imen Dhaou

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This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization

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Authors: Mahdieh Khalilinezhad, Silvana Dellepiane, Gianni Vernazza

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The aim of the present work is to build a model based on tissue characterization that is able to discriminate pathological and non-pathological regions from three-phasic CT images. Based on feature selection in different phases, in this research, we design a neural network system that has optimal neuron number in a hidden layer. Our approach consists of three steps: feature selection, feature reduction, and classification. For each ROI, 6 distinct set of texture features are extracted such as first order histogram parameters, absolute gradient, run-length matrix, co-occurrence matrix, autoregressive model, and wavelet, for a total of 270 texture features. We show that with the injection of liquid and the analysis of more phases the high relevant features in each region changed. Our results show that for detecting HCC tumor phase3 is the best one in most of the features that we apply to the classification algorithm. The percentage of detection between these two classes according to our method, relates to first order histogram parameters with the accuracy of 85% in phase 1, 95% phase 2, and 95% in phase 3.

Keywords: multi-phasic liver images, texture analysis, neural network, hidden layer

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Authors: Osung Im, Neha Yadav, Eui Hoon Lee, Joong Hoon Kim

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Artificial Neural Network (ANN) approach is commonly used in lots of fields for forecasting. In water resources engineering, forecast of water level or inflow of reservoir is useful for various kind of purposes. Due to advantages of ANN, many papers were written for inflow prediction in river networks, but in this study, ANN is used in urban sewer networks. The growth of severe rain storm in Korea has increased flood damage severely, and the precipitation distribution is getting more erratic. Therefore, effective pump operation in pump station is an essential task for the reduction in urban area. If real time inflow of pump station reservoir can be predicted, it is possible to operate pump effectively for reducing the flood damage. This study used ANN model for pump station reservoir inflow prediction using upstream sewer depth data. For this study, rainfall events, sewer depth, and inflow into Banpo pump station reservoir between years of 2013-2014 were considered. Feed – Forward Back Propagation (FFBF), Cascade – Forward Back Propagation (CFBP), Elman Back Propagation (EBP) and Nonlinear Autoregressive Exogenous (NARX) were used as ANN model for prediction. A comparison of results with ANN model suggests that ANN is a powerful tool for inflow prediction using the sewer depth data.

Keywords: artificial neural network, forecasting, reservoir inflow, sewer depth

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Authors: Faris Tarlochan, Siva Mahesh Tangutooru

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Lateral Geniculate Nucleus (LGN) is the relay center in the visual pathway as it receives most of the input information from retinal ganglion cells (RGC) and sends to visual cortex. Low threshold calcium currents (IT) at the membrane are the unique indicator to characterize this firing functionality of the LGN neurons gained by the RGC input. According to the LGN functional requirements such as functional mapping of RGC to LGN, the morphologies of the LGN neurons were developed. During the neurological disorders like glaucoma, the mapping between RGC and LGN is disconnected and hence stimulating LGN electrically using deep brain electrodes can restore the functionalities of LGN. A computational model was developed for simulating the LGN neurons with three predominant morphologies, each representing different functional mapping of RGC to LGN. The firings of action potentials at LGN neuron due to IT were characterized by varying the stimulation parameters, morphological parameters and orientation. A wide range of stimulation parameters (stimulus amplitude, duration and frequency) represents the various strengths of the electrical stimulation with different morphological parameters (soma size, dendrites size and structure). The orientation (0-1800) of LGN neuron with respect to the stimulating electrode represents the angle at which the extracellular deep brain stimulation towards LGN neuron is performed. A reduced dendrite structure was used in the model using Bush–Sejnowski algorithm to decrease the computational time while conserving its input resistance and total surface area. The major finding is that an input potential of 0.4 V is required to produce the action potential in the LGN neuron which is placed at 100 µm distance from the electrode. From this study, it can be concluded that the neuroprostheses under design would need to consider the capability of inducing at least 0.4V to produce action potentials in LGN.

Keywords: Lateral Geniculate Nucleus, visual cortex, finite element, glaucoma, neuroprostheses

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Authors: Tso-Yen Mao, De-Yen Liu, Chun-Feng Huang

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Purpose: This research intends to investigate the reliability and validity of ventilatory threshold (VT) and respiratory compensation point (RCP) determined by skeletal muscle hemodynamic status. Methods: One hundred healthy male (age: 22±3 yrs; height: 173.1±6.0 cm; weight: 67.1±10.5 kg) performed graded cycling exercise test which ventilatory and skeletal muscle hemodynamic data were collected simultaneously. VT and RCP were determined by combined V-slope (VE vs. VCO2) and ventilatory efficiency (VE/VO2 vs. VE/VCO2) methods. Pearson correlation, paired t-test, and Bland-Altman plots were used to analyze reliability, validity, and similarities. Statistical significance was set at α =. 05. Results: There are high test-retest correlations of VT and RCP in ventilatory or near-infrared spectroscopy (NIRS) methods (VT vs. VTNIRS: 0.95 vs. 0.94; RCP vs. RCPNIRS: 0.93 vs. 0.93, p<. 05). There are high coefficient of determination at the first timing point of O2Hb decreased (R2 = 0.88, p<. 05) with VT, and high coefficient of determination at the second timing point of O2Hb declined (R2 = 0.89, p< .05) with RCP. VO2 of VT and RCP are not significantly different between ventilatory and NIRS methods (p>. 05). Conclusion: Using NIRS method to determine VT and RCP is reliable and valid in male individuals during graded exercise. Non-invasive skeletal muscle hemodynamics monitor also can be used for controlling training intensity in the future.

Keywords: anaerobic threshold, exercise intensity, hemodynamic, NIRS

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Authors: Majid Habib Khan, Jinwei Zhao, Xinhong Hei, Liu Jiedong, Rana Shahzad Noor, Muhammad Imran

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Deep learning is increasingly employed in image classification, yet the scarcity and high cost of labeled data for training remain a challenge. Limited samples often lead to overfitting due to biased sample distribution. This paper introduces a dynamic distribution calibration method for few-shot learning. Initially, base and new class samples undergo normalization to mitigate disparate feature magnitudes. A pre-trained model then extracts feature vectors from both classes. The method dynamically selects distribution characteristics from base classes (both adjacent and remote) in the embedding space, using a threshold value approach for new class samples. Given the propensity of similar classes to share feature distributions like mean and variance, this research assumes a Gaussian distribution for feature vectors. Subsequently, distributional features of new class samples are calibrated using a corrected hyperparameter, derived from the distribution features of both adjacent and distant base classes. This calibration augments the new class sample set. The technique demonstrates significant improvements, with up to 4% accuracy gains in few-shot classification challenges, as evidenced by tests on miniImagenet and CUB datasets.

Keywords: deep learning, computer vision, image classification, few-shot learning, threshold

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Authors: Franziska Mais, Till Gramberg

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The paper presents the development of a sustainable business model for a platform-based application tailored for sawing companies in small and medium-sized enterprises (SMEs). The focus is on the integration of sustainability principles into the design of the business model to ensure a technologically advanced, legally sound, and economically efficient solution. Easy2IoT is a research project that aims to enable companies in the prefabrication sheet metal and sheet metal processing industry to enter the Industrial Internet of Things (IIoT) with a low-threshold and cost-effective approach. The methodological approach of Easy2IoT includes an in-depth requirements analysis and customer interviews with stakeholders along the value chain. Based on these insights, actions, requirements, and potential solutions for smart services are derived. The structuring of the business ecosystem within the application plays a central role, whereby the roles of the partners, the management of the IT infrastructure and services, as well as the design of a sustainable operator model are considered. The business model is developed using the value proposition canvas, whereby a detailed analysis of the requirements for the business model is carried out, taking sustainability into account. This includes coordination with the business model patterns, according to Gassmann, and integration into a business model canvas for the Easy2IoT product. Potential obstacles and problems are identified and evaluated in order to formulate a comprehensive and sustainable business model. In addition, sustainable payment models and distribution channels are developed. In summary, the article offers a well-founded insight into the systematic development of a sustainable business model for platform-based applications in SME sawmills, with a particular focus on the synergy of ecological responsibility and economic efficiency.

Keywords: business model, sustainable business model, IIoT, IIoT-platform, industrie 4.0, big data

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Authors: Jiahui Song, Ravindra Joshi

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High-intensity, nanosecond, pulsed electric fields have been shown to be useful non-thermal tools capable of producing a variety of specific cellular responses. While reversible and temporary changes are often desired based on electromanipulation, irreversible effects can also be important objectives. These include elimination of tumor cells and bacterial decontamination. A simple model-based rate-equation treatment of the various cellular biochemical processes was used to qualitatively predict the pulse number-dependent caspase activation and cell survival trends. The model incorporated the caspase-8 associated extrinsic pathway, the delay inherent in its activation, cytochrome c release, and the internal feedback mechanism between caspase-3 and Bid. Results were roughly in keeping with the experimental cell-survival data. A pulse-number threshold was predicted followed by a near-exponential fall-off. The intrinsic pathway was shown to be much weaker as compared to the extrinsic mechanism for electric pulse induced cell apoptosis. Also, delays of about an hour are predicted for detectable molecular concentration increases following electrical pulsing.

Keywords: apoptosis, cell survival, model, pathway

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Authors: Yung-Shan Lu, Chia-Fone Lee, Shang-Hsuan Li, Chien-Hao Liu

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Recently, various bioelectronic devices have been developed for neurologic disease treatments via electro-stimulations such as cochlear implants and retinal prosthesis. Since the electric signal needs electrodes to be transmitted to an organism, electrodes play an important role of stimulations. The materials of stimulation electrodes affect the efficiency of the delivered currents. The higher the efficiency of the electrodes, the lower the threshold current can be used to stimulate the organism which minimizes the potential damages to the adjacent tissues. In this study, we proposed a biocompatible composite electrode composed of high-charge-capacity iridium oxide (IrOₓ) film for a bone-guide extra-cochlear implant. IrOₓ was exploited to decrease the threshold current due to its high capacitance and low impedance. The IrOₓ electrode was fabricated via microelectromechanical systems (MEMS) photolithography and examined with in-vivo tests with guinea pigs. Based on the measured responses of brain waves to sound, the results demonstrated that IrOₓ electrodes have a lower threshold current compared with the Platinum (Pt) electrodes. The research results are expected to be beneficial for implantable and biocompatible electrodes for electrical stimulations.

Keywords: cochlear implants, electrode, electrical stimulation, iridium oxide

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Authors: Abbas Cheraghi

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A key predistribution scheme provides one method to distribute secret ahead of time. Blom’s scheme is a symmetric threshold key exchange protocol in cryptography. The scheme was proposed by the Swedish cryptographer Rolf Blom. In this kind of scheme, trusted authority gives each user a secret key and a public identifier, which enables any two users to create independently a shared key for communicating between each other. However, if an attacker can compromise the keys of at least Known numbers of users, he can break the scheme and reconstruct every shared key. In this paper generalized Blom’s Scheme by multivariate Lagrange interpolation formula. This scheme is a form of threshold secret sharing scheme. In this new scheme, the amount of information transmitted by the trusted authority is independent of the numbers of users. In addition, this scheme is unconditionally secure against any individual user.

Keywords: key predistribution, blom’s scheme, secret sharing, unconditional secure

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Authors: Pejman Hosseinioun, Hasan Shakeri, Ghasem Ghorbanirostam

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In recent years, we have seen an increasing importance of research and study on knowledge source, decision support systems, data mining and procedure of knowledge discovery in data bases and it is considered that each of these aspects affects the others. In this article, we have merged information source and knowledge source to suggest a knowledge based system within limits of management based on storing and restoring of knowledge to manage information and improve decision making and resources. In this article, we have used method of data mining and Apriori algorithm in procedure of knowledge discovery one of the problems of Apriori algorithm is that, a user should specify the minimum threshold for supporting the regularity. Imagine that a user wants to apply Apriori algorithm for a database with millions of transactions. Definitely, the user does not have necessary knowledge of all existing transactions in that database, and therefore cannot specify a suitable threshold. Our purpose in this article is to improve Apriori algorithm. To achieve our goal, we tried using fuzzy logic to put data in different clusters before applying the Apriori algorithm for existing data in the database and we also try to suggest the most suitable threshold to the user automatically.

Keywords: decision support system, data mining, knowledge discovery, data discovery, fuzzy logic

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Authors: Reena Murali, David Peter S.

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The small interfering RNA (siRNA) alters the regulatory role of mRNA during gene expression by translational inhibition. Recent studies shows that up regulation of mRNA cause serious diseases like Cancer. So designing effective siRNA with good knockdown effects play an important role in gene silencing. Various siRNA design tools had been developed earlier. In this work, we are trying to analyze the existing good scoring second generation siRNA predicting tools and to optimize the efficiency of siRNA prediction by designing a computational model using Artificial Neural Network and whole stacking energy (ΔG), which may help in gene silencing and drug design in cancer therapy. Our model is trained and tested against a large data set of siRNA sequences. Validation of our results is done by finding correlation coefficient of experimental versus observed inhibition efficacy of siRNA. We achieved a correlation coefficient of 0.727 in our previous computational model and we could improve the correlation coefficient up to 0.753 when the threshold of whole tacking energy is greater than or equal to -32.5 kcal/mol.

Keywords: artificial neural network, double stranded RNA, RNA interference, short interfering RNA

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Authors: Zahira Anane, Abdelhafid Bayadi

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Corona in the HV overhead transmission lines is an important source of attenuation and distortion of overvoltage surges. This phenomenon of distortion, which is superimposed on the distortion by skin effect, is due to the dissipation of energy by injection of space charges around the conductor, this process with place as soon as the instantaneous voltage exceeds the threshold voltage of the corona effect conductors. This paper presents a mathematical model to determine the corona inception voltage, the critical electric field and the corona radius, to predict the capacitive changes at conductor of transmission line due to corona. This model has been incorporated into the Alternative Transients Program version of the Electromagnetic Transients Program (ATP/EMTP) as a user defined component, using the MODELS interface with NORTON TYPE94 of this program and using the foreign subroutine. For obtained the displacement of corona charge hell, dichotomy mathematical method is used for this computation. The present corona model can be used for computing of distortion and attenuation of transient overvoltage waves being propagated in a transmission line of the very high voltage electric power.

Keywords: high voltage, corona, Type94 NORTON, dichotomy, ATP/EMTP, MODELS, distortion, foreign model

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Authors: Victor Breux, Jérôme Boutet, Alain Goret, Viviane Cattin

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Early detection of anomalies in data centers is important to reduce downtimes and the costs of periodic maintenance. However, there is little research on this topic and even fewer on the fusion of sensor data for the detection of abnormal events. The goal of this paper is to propose a method for anomaly detection in data centers by combining sensor data (temperature, humidity, power) and deep learning models. The model described in the paper uses one autoencoder per sensor to reconstruct the inputs. The auto-encoders contain Long-Short Term Memory (LSTM) layers and are trained using the normal samples of the relevant sensors selected by correlation analysis. The difference signal between the input and its reconstruction is then used to classify the samples using feature extraction and a random forest classifier. The data measured by the sensors of a data center between January 2019 and May 2020 are used to train the model, while the data between June 2020 and May 2021 are used to assess it. Performances of the model are assessed a posteriori through F1-score by comparing detected anomalies with the data center’s history. The proposed model outperforms the state-of-the-art reconstruction method, which uses only one autoencoder taking multivariate sequences and detects an anomaly with a threshold on the reconstruction error, with an F1-score of 83.60% compared to 24.16%.

Keywords: anomaly detection, autoencoder, data centers, deep learning

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Authors: Seetanah Boopen, R. V. Sannassee

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The objective of the present study is two-fold. Firstly, to assess the impact of air access liberalization on tourism demand for Mauritius and secondly to analyses the dual impact of the interplay between air access liberalization and marketing promotion efforts on tourism demand. Using an Autoregressive Distributed Lag model, the results suggest that air access liberalization is an important ingredient, albeit to a lesser extent as compared to other classical explanatory variables, of tourism demand. The results also highlight the fact that Mauritius is perceived as a luxurious destination and tourists are deemed price sensitive. Moreover, our dynamic approach interestingly confirms the presence of repeat tourism in the island. Finally, the findings also uncover the positive impact of the interplay between air access liberalization and marketing promotion efforts on fostering tourism demand.

Keywords: air access liberalization, ARDL, SIDS, time series

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Authors: Ashique Mahmud, MD. Ataul Gani Osmani, Shoria Sharmin

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In the first quarter of the twenty-first century, the most substantial global concern is environmental contamination, and it has gained the prioritization of both the national and international community. Keeping in mind this crucial fact, this study conducted different statistical and econometrical methods to identify whether the gross national income of the country has a significant impact on electricity production from nonrenewable sources and different air pollutants like carbon dioxide, nitrous oxide, and methane emissions. Besides, the primary objective of this research was to analyze whether the environmental Kuznets curve hypothesis holds for the examined variables. After analyzing different statistical properties of the variables, this study came to the conclusion that the environmental Kuznets curve hypothesis holds for gross national income and carbon dioxide emission in Bangladesh in the short run as well as the long run. This study comes to this conclusion based on the findings of ordinary least square estimations, ARDL bound tests, short-run causality analysis, the Error Correction Model, and other pre-diagnostic and post-diagnostic tests that have been employed in the structural model. Moreover, this study wants to demonstrate that the outline of gross national income and carbon dioxide emissions is in its initial stage of development and will increase up to the optimal peak. The compositional effect will then force the emission to decrease, and the environmental quality will be restored in the long run.

Keywords: environmental Kuznets curve hypothesis, carbon dioxide emission in Bangladesh, gross national income in Bangladesh, autoregressive distributed lag model, granger causality, error correction model

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Authors: Jae-Chang Kwak, Yong-Seo Koo

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The high efficiency power management IC (PMIC) with switching device is presented in this paper. PMIC is controlled with PFM control method in order to have high power efficiency at high current level. Dynamic Threshold voltage CMOS (DT-CMOS) with low on-resistance is designed to decrease conduction loss. The threshold voltage of DT-CMOS drops as the gate voltage increase, resulting in a much higher current handling capability than standard MOSFET. PFM control circuits consist of a generator, AND gate and comparator. The generator is made to have 1.2MHz oscillation voltage. The DC-DC converter based on PFM control circuit and low on-resistance switching device is presented in this paper.

Keywords: DT-CMOS, PMIC, PFM, DC-DC converter

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Authors: Carlos Huertas, Reyes Juarez-Ramirez

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Public health is one of the most critical issues today; therefore, there is great interest to improve technologies in the area of diseases detection. With machine learning and feature selection, it has been possible to aid the diagnosis of several diseases such as cancer. In this work, we present an extension to the Heat Map Based Feature Selection algorithm, this modification allows automatic threshold parameter selection that helps to improve the generalization performance of high dimensional data such as mass spectrometry. We have performed a comparison analysis using multiple cancer datasets and compare against the well known Recursive Feature Elimination algorithm and our original proposal, the results show improved classification performance that is very competitive against current techniques.

Keywords: biomarker discovery, cancer, feature selection, mass spectrometry

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Authors: Danladi Ali

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In this paper, we measured GSM signal strength in the Dnepropetrovsk city in order to predict path loss in study area using nonlinear autoregressive neural network prediction and we also, used neural network clustering to determine average GSM signal strength receive at the study area. The nonlinear auto-regressive neural network predicted that the GSM signal is attenuated with the mean square error (MSE) of 2.6748dB, this attenuation value is used to modify the COST 231 Hata and the Okumura-Hata models. The neural network clustering revealed that -75dB to -95dB is received more frequently. This means that the signal strength received at the study is mostly weak signal

Keywords: one-dimensional multilevel wavelets, path loss, GSM signal strength, propagation, urban environment and model

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Authors: Jelili Kunle Adedeji, Toeb Akorede Akinbola

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The problem of vehicle mishap as a result of miscalculation, recklessness, or malfunction of some part in a vehicle is acknowledged to be a global issue. In most of the cases, it results into death or life injuries, all over the world; the issue becomes a nightmare to the stakeholders on how to curb mishaps on our roads due to these endemic factors. Hence this research typically examined the design of a device, specifically for learners that can lead to a society of intelligent vehicles (traffic) without withdrawing the driving authority from them, unlike pre-existing systems. Though ILASS shears a lot of principle with existing advance drivers assistance systems, yet there are two fundamental differences between ILASS system and existing systems. Firstly ILASS is meant to accept continuous input from the throttle at all time such that the devices will not constraint the driving process unnecessarily and ensure a change of speed at any point in time. Secondly, it made use of a variable threshold distance between the host vehicle and front vehicle which can be set by the host driver under the constraint of road maintenance agency, who communicates the minimum possible threshold for a different lane to the host vehicle. The results obtained from the simulation of the ILASS system concluded that ILASS is a good solution to road accidents, particularly road accident which occurs as a result of driving at high speed.

Keywords: front-vehicle, host-speed, threshold-distance, ILASS

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Authors: Rachid Belhachemi, Pierre Rostan, Alexandra Rostan

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This paper develops a discrete-time option pricing model for index options. The model consists of two key ingredients. First, daily stock return innovations are driven by a continuous hidden threshold mixed skew-normal (HTSN) distribution which generates conditional non-normality that is needed to fit daily index return. The most important feature of the HTSN is the inclusion of a latent state variable with a continuum of states, unlike the traditional mixture distributions where the state variable is discrete with little number of states. The HTSN distribution belongs to the class of univariate probability distributions where parameters of the distribution capture the dependence between the variable of interest and the continuous latent state variable (the regime). The distribution has an interpretation in terms of a mixture distribution with time-varying mixing probabilities. It has been shown empirically that this distribution outperforms its main competitor, the mixed normal (MN) distribution, in terms of capturing the stylized facts known for stock returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence. Second, heteroscedasticity in the model is captured by a threeexogenous-factor GARCH model (GARCHX), where the factors are taken from the principal components analysis of various world indices and presents an application to option pricing. The factors of the GARCHX model are extracted from a matrix of world indices applying principal component analysis (PCA). The empirically determined factors are uncorrelated and represent truly different common components driving the returns. Both factors and the eight parameters inherent to the HTSN distribution aim at capturing the impact of the state of the economy on price levels since distribution parameters have economic interpretations in terms of conditional volatilities and correlations of the returns with the hidden continuous state. The PCA identifies statistically independent factors affecting the random evolution of a given pool of assets -in our paper a pool of international stock indices- and sorting them by order of relative importance. The PCA computes a historical cross asset covariance matrix and identifies principal components representing independent factors. In our paper, factors are used to calibrate the HTSN-GARCHX model and are ultimately responsible for the nature of the distribution of random variables being generated. We benchmark our model to the MN-GARCHX model following the same PCA methodology and the standard Black-Scholes model. We show that our model outperforms the benchmark in terms of RMSE in dollar losses for put and call options, which in turn outperforms the analytical Black-Scholes by capturing the stylized facts known for index returns, namely, volatility clustering, leverage effect, skewness, kurtosis and regime dependence.

Keywords: continuous hidden threshold, factor models, GARCHX models, option pricing, risk-premium

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Authors: Photjanat Phimnom, Haruetai Lohasiriwat

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In today’s world, the LED display has been used for presenting visual information under various circumstances. Such information is an important intermediary in the human information processing. Researchers have been investigated diverse factors that influence this process effectiveness. The letter size is undoubtedly one major factor that has been tested and recommended by many standards and guidelines. However, viewing information on the display from direct perpendicular position is a typical assumption whereas many actual events are required viewing from the angles. This current research aims to study the effect of oblique viewing angle and viewing distance on ability to recognize alphabet, number, and English word. The total of ten participants was volunteered to our 3 x 4 x 4 within subject study. Independent variables include three distance levels (2, 6, and 12 m), four oblique angle (0, 45, 60, 75 degree), and four target types (alphabet, number, short words, and long words). Following the method of constant stimuli we found that the larger oblique angle, ranging from 0 to 75 degree from the line of sight, results in significant higher legibility threshold or larger font size required (p-value < 0.05). Viewing distance factor also shows to have significant effect on the threshold (p-value < 0.05). However, the effect from distance factor is expected to be confounded by the quality of the screen we used in our experiment. Lastly, our results show that single alphabet as well as single number are recognized at significant lower threshold (smaller font size) as compared to both short and long words (p-value < 0.05). Therefore, it is recommended that when designs information to be presented on LED display, understanding of all possible ranges of oblique angle should be taken into account in order to specify the preferred letter size. Additionally, the recommendation of letter size for 100 % readability in our tested conditions is provided in the paper.

Keywords: letter size, oblique angle, viewing distance, legibility threshold

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Authors: Intan Maisarah Abd Rahim, Herlina Abdul Rahim, Rashidah Ghazali

Abstract:

Diabetes is a medical condition that can lead to various diseases such as stroke, heart disease, blindness and obesity. In clinical practice, the concern of the diabetic patients towards the blood glucose examination is rather alarming as some of the individual describing it as something painful with pinprick and pinch. As for some patient with high level of glucose level, pricking the fingers multiple times a day with the conventional glucose meter for close monitoring can be tiresome, time consuming and painful. With these concerns, several non-invasive techniques were used by researchers in measuring the glucose level in blood, including ultrasonic sensor implementation, multisensory systems, absorbance of transmittance, bio-impedance, voltage intensity, and thermography. This paper is discussing the application of the near-infrared (NIR) spectroscopy as a non-invasive method in measuring the glucose level and the implementation of the linear system identification model in predicting the output data for the NIR measurement. In this study, the wavelengths considered are at the 1450 nm and 1950 nm. Both of these wavelengths showed the most reliable information on the glucose presence in blood. Then, the linear Autoregressive Moving Average Exogenous model (ARMAX) model with both un-regularized and regularized methods was implemented in predicting the output result for the NIR measurement in order to investigate the practicality of the linear system in this study. However, the result showed only 50.11% accuracy obtained from the system which is far from the satisfying results that should be obtained.

Keywords: diabetes, glucose level, linear, near-infrared, non-invasive, prediction system

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Authors: Deniz Sari, Selahattin İncecik, Nesimi Ozkurt

Abstract:

Surface ozone, which named as one of the most critical pollutants in the 21th century, threats to human health, forest and vegetation. Specifically, in rural areas surface ozone cause significant influences on agricultural productions and trees. In this study, in order to understand to the surface ozone levels in rural areas we focus on the north-western side of Biga Peninsula which covers by the mountainous and forested area. Ozone concentrations were measured for the first time with passive sampling at 10 sites and two online monitoring stations in this rural area from 2013 and 2015. Using with the daytime hourly O3 measurements during light hours (08:00–20:00) exceeding the threshold of 40 ppb over the 3 months (May, June and July) for agricultural crops, and over the six months (April to September) for forest trees AOT40 (Accumulated hourly O3 concentrations Over a Threshold of 40 ppb) cumulative index was calculated. AOT40 is defined by EU Directive 2008/50/EC to evaluate whether ozone pollution is a risk for vegetation, and is calculated by using hourly ozone concentrations from monitoring systems. In the present study, we performed the trajectory analysis by The Hybrid Single-Particle Lagrangian Integrated Trajectory (HYSPLIT) model to follow the long-range transport sources contributing to the high ozone levels in the region. The ozone episodes observed between 2013 and 2015 were analysed using the HYSPLIT model developed by the NOAA-ARL. In addition, the cluster analysis is used to identify homogeneous groups of air mass transport patterns can be conducted through air trajectory clustering by grouping similar trajectories in terms of air mass movement. Backward trajectories produced for 3 years by HYSPLIT model were assigned to different clusters according to their moving speed and direction using a k-means clustering algorithm. According to cluster analysis results, northerly flows to study area cause to high ozone levels in the region. The results present that the ozone values in the study area are above the critical levels for forest and vegetation based on EU Directive 2008/50/EC.

Keywords: AOT40, Biga Peninsula, HYSPLIT, surface ozone

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Authors: Sumit Sen, Sohan Khedekar, Umang Shinde, Shivam Bhargava

Abstract:

This study has been undertaken to investigate whether the deep learning models are able to predict the future stock prices by training the model with the historical stock price data. Since this work required time series analysis, various models are present today to perform time series analysis such as Recurrent Neural Network LSTM, ARIMA and Facebook Prophet. Applying these models the movement of stock price of stocks are predicted and also tried to provide the future prediction of the stock price of a stock. Final product will be a stock price prediction web application that is developed for providing the user the ease of analysis of the stocks and will also provide the predicted stock price for the next seven days.

Keywords: Autoregressive Integrated Moving Average, Deep Learning, Long Short Term Memory, Time-series

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Authors: Jung-Ho Moon, Myung-Gon Yoon, Tae Kwon Ha

Abstract:

This paper presents a wireless sensor network protocol for a car parking monitoring system. A wireless sensor network for the purpose is composed of multiple sensor nodes, a sink node, a gateway, and a server. Each of the sensor nodes is equipped with a 3-axis AMR sensor and deployed in the center of a parking space. The sensor node reads its sensor values periodically and transmits the data to the sink node if the current and immediate past sensor values show a difference exceeding a threshold value. The operations of the sink and sensor nodes are described in detail along with flow diagrams. The protocol allows a low-duty cycle operation of the sensor nodes and a flexible adjustment of the threshold value used by the sensor nodes.

Keywords: car parking monitoring, sensor node, wireless sensor network, network protocol

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Authors: Mohamed Mohamed, Philip Bonello, Peter Russhard

Abstract:

Blade Tip Timing (BTT) is a technology concerned with the estimation of both frequency and amplitude of rotating blades. A BTT system comprises two main parts: (a) the arrival time measurement system, and (b) the analysis algorithms. Simulators play an important role in the development of the analysis algorithms since they generate blade tip displacement data from the simulated blade vibration under controlled conditions. This enables an assessment of the performance of the different algorithms with respect to their ability to accurately reproduce the original simulated vibration. Such an assessment is usually not possible with real engine data since there is no practical alternative to BTT for blade vibration measurement. Most simulators used in the literature are based on a simple spring-mass-damper model to determine the vibration. In this work, a more realistic experimentally validated simulator based on the Finite Element (FE) model of a bladed disc (blisk) is first presented. It is then used to generate the necessary data for the assessment of different BTT algorithms. The FE modelling is validated using both a hammer test and two firewire cameras for the mode shapes. A number of autoregressive methods, fitting methods and state-of-the-art inverse methods (i.e. Russhard) are compared. All methods are compared with respect to both synchronous and asynchronous excitations with both single and simultaneous frequencies. The study assesses the applicability of each method for different conditions of vibration, amount of sampling data, and testing facilities, according to its performance and efficiency under these conditions.

Keywords: blade tip timing, blisk, finite element, vibration measurement

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Authors: A. N. Moulai Khatir

Abstract:

SOI-Multifin-FETs are placed to be the workhorse of the industry for the coming few generations, and thus, in a few years because their excellent transistor characteristics, ideal sub-threshold swing, low drain induced barrier lowering (DIBL) without pocket implantation, and negligible body bias dependency. The corner effect may also exist in the two lower corners; this effect is called the BOX effect, which can also occur in the direction X-Z. The electric field lines from the source and drain cross the bottom oxide and arrive in the silicon. This effect is also called DIVSB (Drain Induced Virtual Substrate Basing). The potential in the silicon film in particular near the drain is increased by the drain bias. It is similar to DIBL and result in a decrease of the threshold voltage. This work provides an understanding of the limitation of this effect by reducing the fin width for components with increased fin number.

Keywords: SOI, finFET, corner effect, dual-gate, tri-gate, BOX, multi-finFET

Procedia PDF Downloads 463