Search results for: wiener filter

Authors: Rodrigo S. Moreira, Nelson F. F. Ebecken

Abstract:

This paper proposes a maritime vessel tracker composed of an ensemble of WiSARD weightless neural network classifiers. A failure detector analyzes vessel movement with a Kalman filter and corrects the tracking, if necessary, using FFT matching. The use of the WiSARD neural network to track objects is uncommon. The additional contributions of the present study include a performance comparison with four state-of-art trackers, an experimental study of the features that improve maritime vessel tracking, the first use of an ensemble of classifiers to track maritime vessels and a new quantization algorithm that compares the values of pixel pairs.

Keywords: ram memory, WiSARD weightless neural network, object tracking, quantization

Procedia PDF Downloads 284

Authors: Eiman Kattan, Hong Wei

Abstract:

In using Convolutional Neural Network (CNN) for classification, there is a set of hyperparameters available for the configuration purpose. This study aims to evaluate the impact of a range of parameters in CNN architecture i.e. AlexNet on land cover classification based on four remotely sensed datasets. The evaluation tests the influence of a set of hyperparameters on the classification performance. The parameters concerned are epoch values, batch size, and convolutional filter size against input image size. Thus, a set of experiments were conducted to specify the effectiveness of the selected parameters using two implementing approaches, named pertained and fine-tuned. We first explore the number of epochs under several selected batch size values (32, 64, 128 and 200). The impact of kernel size of convolutional filters (1, 3, 5, 7, 10, 15, 20, 25 and 30) was evaluated against the image size under testing (64, 96, 128, 180 and 224), which gave us insight of the relationship between the size of convolutional filters and image size. To generalise the validation, four remote sensing datasets, AID, RSD, UCMerced and RSCCN, which have different land covers and are publicly available, were used in the experiments. These datasets have a wide diversity of input data, such as number of classes, amount of labelled data, and texture patterns. A specifically designed interactive deep learning GPU training platform for image classification (Nvidia Digit) was employed in the experiments. It has shown efficiency in both training and testing. The results have shown that increasing the number of epochs leads to a higher accuracy rate, as expected. However, the convergence state is highly related to datasets. For the batch size evaluation, it has shown that a larger batch size slightly decreases the classification accuracy compared to a small batch size. For example, selecting the value 32 as the batch size on the RSCCN dataset achieves the accuracy rate of 90.34 % at the 11th epoch while decreasing the epoch value to one makes the accuracy rate drop to 74%. On the other extreme, setting an increased value of batch size to 200 decreases the accuracy rate at the 11th epoch is 86.5%, and 63% when using one epoch only. On the other hand, selecting the kernel size is loosely related to data set. From a practical point of view, the filter size 20 produces 70.4286%. The last performed image size experiment shows a dependency in the accuracy improvement. However, an expensive performance gain had been noticed. The represented conclusion opens the opportunities toward a better classification performance in various applications such as planetary remote sensing.

Keywords: CNNs, hyperparamters, remote sensing, land cover, land use

Procedia PDF Downloads 145

Authors: Mohammad A. Obeidat, Ayman M. Mansour

Abstract:

Capturing the dynamic behavior of the heart to improve control performance, enhance robustness, and support diagnosis is very important in establishing real time models for the heart. Control Techniques and strategies have been utilized to improve system costs, reliability, and estimation accuracy for different types of systems such as biomedical, industrial, and other systems that required tuning input/output relation and/or monitoring. Simulations are performed to illustrate potential applications of the technology. In this research, a new control technology scheme is used to enhance the performance of the Af system and meet the design specifications.

Keywords: atrial fibrillation, dynamic behavior, closed loop, signal, filter

Procedia PDF Downloads 386

Authors: Mihaela Popescu, Alexandru Bitoleanu

Abstract:

This paper is focused on the reference current calculation in the compensation mode of the active DC traction substations. The so-called p-q theory of the instantaneous reactive power is used as theoretical foundation. The compensation goal of total compensation is taken into consideration for the operation under both sinusoidal and nonsinusoidal voltage conditions, through the two objectives of unity power factor and perfect harmonic cancelation. Four blocks of reference current generation implement the conceived algorithms and they are included in a specific Simulink library, which is useful in a DSP dSPACE-based platform working under Matlab/Simulink. The simulation results validate the correctness of the implementation and fulfillment of the compensation tasks.

Keywords: active power filter, DC traction, p-q theory, Simulink library

Procedia PDF Downloads 638

Authors: Bjorn Kierulf, Arun Chundru

Abstract:

Over the past decade, collegiate rocketry teams have emerged across the country with various goals: space, liquid-fueled flight, etc. A critical piece of the development of knowledge within a club is the use of so-called "sounding rockets," whose goal is to take in-flight measurements that inform future rocket design. Common measurements include acceleration from inertial measurement units (IMU's), and altitude from barometers. With a properly tuned filter, these measurements can be used to find velocity, but are susceptible to noise, offset, and filter settings. Instead, velocity can be measured more directly and more instantaneously using a pitot tube, which operates by measuring the stagnation pressure. At supersonic speeds, an additional thermodynamic property is necessary to constrain the upstream state. One possibility is the stagnation temperature, measured by a thermocouple in the pitot tube. The routing of the pitot tube from the nosecone tip down to a pressure transducer is complicated by the nosecone's structure. Commercial-off-the-shelf (COTS) nosecones come with a removable metal tip (without a pitot tube). This provides the opportunity to make custom tips with integrated measurement systems without making the nosecone from scratch. The main design constraint is how the nosecone tip is held down onto the nosecone, using the tension in a threaded rod anchored to a bulkhead below. Because the threaded rod connects into a threaded hole in the center of the nosecone tip, the pitot tube follows a winding path, and the pressure fitting is off-center. Two designs will be presented in the paper, one with a curved pitot tube and a coaxial design that eliminates the need for the winding path by routing pressure through a structural tube. Additionally, three manufacturing methods will be presented for these designs: bound powder filament metal 3D printing, stereo-lithography (SLA) 3D printing, and traditional machining. These will employ three different materials, copper, steel, and proprietary resin. These manufacturing methods and materials are relatively low cost, thus accessible to student researchers. These designs and materials cover multiple use cases, based on how fast the sounding rocket is expected to travel and how important heating effects are - to measure and to avoid melting. This paper will include drawings showing key features and an overview of the design changes necessitated by the manufacture. It will also include a look at the successful use of these nosecone tips and the data they have gathered to date.

Keywords: additive manufacturing, machining, pitot tube, sounding rocketry

Procedia PDF Downloads 138

Authors: Rana Mahmoud

Abstract:

This study represents a systematic study of the Operational Transconductance Amplifiers capacitance (OTA-C) filters or as it is often called Gm-C filters. OTA-C filters have been paid a great attention for the last decades. As Gm-C filters operate in an open loop topology, this makes them flexible to perform in low and high frequencies. As such, Gm-C filters can be used in various wireless communication applications. Another property of Gm-C filters is its electronic tunability, thus different filter frequency characteristics can be obtained without changing the inductance and resistance values. This can be achieved by an OTA (Operational Transconductance Amplifier) and a capacitor. By tuning the OTA transconductance, the cut-off frequency will be tuned and different frequency responses are achieved. Different high-order analog filters can be design using Gm-C filters including low pass, high pass and band pass filters. 1st and 2nd order low pass, high pass and band pass filters are presented in this paper.

Keywords: Gm-C, filters, low-pass, high-pass, band-pass

Procedia PDF Downloads 98

Authors: Sou Watanabe, Hiromichi Ogi, Atsuhiro Shibata, Kazunori Nomura

Abstract:

As a part of STRAD project conducted by JAEA, condensation of radioactive liquid waste containing various chemical compounds using reverse osmosis (RO) membrane filter was examined for efficient and safety treatment of the liquid wastes accumulated inside hot laboratories. NH₄⁺ ion in the feed solution was successfully concentrated, and NH₄⁺ ion involved in the effluents became lower than target value; 100 ppm. Solidification of simulated aqueous and organic liquid wastes was also tested. Those liquids were successfully solidified by adding cement or coagulants. Nevertheless, optimization in materials for confinement of chemicals is required for long time storage of the final solidified wastes.

Keywords: condensation, radioactive liquid waste, solidification, STRAD project

Procedia PDF Downloads 121

Authors: Humphrey Agevi, Harrison Tsingalia, Richard Onwonga, Shem Kuyah

Abstract:

Most of the world ecosystems have been affected by the effects of climate change. Efforts have been made to mitigate against climate change effects. While most studies have been done in forest ecosystems and pure plant plantations, trees on farms including agroforestry have only received attention recently. Agroforestry systems and tree cover on agricultural lands make an important contribution to climate change mitigation but are not systematically accounted for in the global carbon budgets. This study sought to: (i) determine tree diversity in different agroforestry practices; (ii) determine tree biomass in different agroforestry practices. Study area was determined according to the Land degradation surveillance framework (LSDF). Two study sites were established. At each of the site, a 5km x 10km block was established on a map using Google maps and satellite images. Way points were then uploaded in a GPS helped locate the blocks on the ground. In each of the blocks, Nine (8) sentinel clusters measuring 1km x 1km were randomized. Randomization was done in a common spreadsheet program and later be downloaded to a Global Positioning System (GPS) so that during surveys the researchers were able to navigate to the sampling points. In each of the sentinel cluster, two farm boundaries were randomly identified for convenience and to avoid bias. This led to 16 farms in Kakamega South and 16 farms in Kakamega North totalling to 32 farms in Kakamega Site. Species diversity was determined using Shannon wiener index. Tree biomass was determined using allometric equation. Two agroforestry practices were found; homegarden and hedgerow. Species diversity ranged from 0.25-2.7 with a mean of 1.8 ± 0.10. Species diversity in homegarden ranged from 1-2.7 with a mean of 1.98± 0.14. Hedgerow species diversity ranged from 0.25-2.52 with a mean of 1.74± 0.11. Total Aboveground Biomass (AGB) determined was 13.96±0.37 Mgha-1. Homegarden with the highest abundance of trees had higher above ground biomass (AGB) compared to hedgerow agroforestry. This study is timely as carbon budgets in the agroforestry can be incorporated in the global carbon budgets and improve the accuracy of national reporting of greenhouse gases.

Keywords: agroforestry, allometric equations, biomass, climate change

Procedia PDF Downloads 328

Authors: Gilberto Goracci, Fabio Curti

Abstract:

This work presents a robust, light, and inexpensive algorithm to perform autonomous orbit determination using onboard magnetometer data in real-time. Magnetometers are low-cost and reliable sensors typically available on a spacecraft for attitude determination purposes, thus representing an interesting choice to perform real-time orbit determination without the need to add additional sensors to the spacecraft itself. Magnetic field measurements can be exploited by Extended/Unscented Kalman Filters (EKF/UKF) for orbit determination purposes to make up for GPS outages, yielding errors of a few kilometers and tens of meters per second in the position and velocity of a spacecraft, respectively. While this level of accuracy shows that Kalman filtering represents a solid baseline for autonomous orbit determination, it is not enough to provide a reliable state estimation in the absence of GPS signals. This work combines the solidity and reliability of the EKF with the versatility of a Recurrent Neural Network (RNN) architecture to further increase the precision of the state estimation. Deep learning models, in fact, can grasp nonlinear relations between the inputs, in this case, the magnetometer data and the EKF state estimations, and the targets, namely the true position, and velocity of the spacecraft. The model has been pre-trained on Sun-Synchronous orbits (SSO) up to 2126 kilometers of altitude with different initial conditions and levels of noise to cover a wide range of possible real-case scenarios. The orbits have been propagated considering J2-level dynamics, and the geomagnetic field has been modeled using the International Geomagnetic Reference Field (IGRF) coefficients up to the 13th order. The training of the module can be completed offline using the expected orbit of the spacecraft to heavily reduce the onboard computational burden. Once the spacecraft is launched, the model can use the GPS signal, if available, to fine-tune the parameters on the actual orbit onboard in real-time and work autonomously during GPS outages. In this way, the provided module shows versatility, as it can be applied to any mission operating in SSO, but at the same time, the training is completed and eventually fine-tuned, on the specific orbit, increasing performances and reliability. The results provided by this study show an increase of one order of magnitude in the precision of state estimate with respect to the use of the EKF alone. Tests on simulated and real data will be shown.

Keywords: artificial intelligence, extended Kalman filter, orbit determination, magnetic field

Procedia PDF Downloads 67

Authors: Apkar Salatian

Abstract:

To relieve the burden of reasoning on a point to point basis, in many domains there is a need to reduce large and noisy data sets into trends for qualitative reasoning. In this paper we propose and describe a new architectural design pattern called REDUCER for reducing large and noisy data sets that can be tailored for particular situations. REDUCER consists of 2 consecutive processes: Filter which takes the original data and removes outliers, inconsistencies or noise; and Compression which takes the filtered data and derives trends in the data. In this seminal article, we also show how REDUCER has successfully been applied to 3 different case studies.

Keywords: design pattern, filtering, compression, architectural design

Procedia PDF Downloads 183

Authors: Acacia A. Salomão, Willian L. Gomes da Silva, Gustavo G. Shimamoto, Matthieu Tubino

Abstract:

Biodiesel physical and chemical properties depend on the raw material composition used in its synthesis. Saturated fatty acid esters confer high oxidative stability, while unsaturated fatty acid esters improve the cold flow properties. In this study, an alternative vegetal source - the macauba kernel oil - was used in the biodiesel synthesis instead of conventional sources. Macauba can be collected from native palm trees and is found in several regions in Brazil. Its oil is a promising source when compared to several other oils commonly obtained from food products, such as soybean, corn or canola oil, due to its specific characteristics. However, the usage of biodiesel made from macauba oil alone is not recommended due to the difficulty of producing macauba in large quantities. For this reason, this project proposes the usage of blends of the macauba oil with conventional oils. These blends were prepared by mixing the macauba biodiesel with biodiesels obtained from soybean, corn, and from residual frying oil, in the following proportions: 20:80, 50:50 e 80:20 (w/w). Three parameters were evaluated, using the standard methods, in order to check the quality of the produced biofuel and its blends: oxidative stability, cold filter plugging point (CFPP), and iodine value. The induction period (IP) expresses the oxidative stability of the biodiesel, the CFPP expresses the lowest temperature in which the biodiesel flows through a filter without plugging the system and the iodine value is a measure of the number of double bonds in a sample. The biodiesels obtained from soybean, residual frying oil and corn presented iodine values higher than 110 g/100 g, low oxidative stability and low CFPP. The IP values obtained from these biodiesels were lower than 8 h, which is below the recommended standard value. On the other hand, the CFPP value was found within the allowed limit (5 ºC is the maximum). Regarding the macauba biodiesel, a low iodine value was observed (31.6 g/100 g), which indicates the presence of high content of saturated fatty acid esters. The presence of saturated fatty acid esters should imply in a high oxidative stability (which was found accordingly, with IP = 64 h), and high CFPP, but curiously the latter was not observed (-3 ºC). This behavior can be explained by looking at the size of the carbon chains, as 65% of this biodiesel is composed by short chain saturated fatty acid esters (less than 14 carbons). The high oxidative stability and the low CFPP of macauba biodiesel are what make this biofuel a promising source. The soybean, corn and residual frying oil biodiesels also have low CFPP, but low oxidative stability. Therefore the blends proposed in this work, if compared to the common biodiesels, maintain the flow properties but present enhanced oxidative stability.

Keywords: biodiesel, blends, macauba kernel oil, stability oxidative

Procedia PDF Downloads 505

Authors: Ping-Ben Liu, Chien-Chou Tseng

Abstract:

The objective of this study is to investigate the relationship between the lift coefficient and dynamic behaviors of cavitating flow around a two-dimensional Clark Y hydrofoil at 8° angle of attack, cavitation number of 0.8, and Reynolds number of 7.10⁵. The flow field is investigated numerically by using a vapor transfer equation and a modified turbulence model which applies the filter and local density correction. The results including time-averaged lift/drag coefficient and shedding frequency agree well with experimental observations, which confirmed the reliability of this simulation. According to the variation of lift coefficient, the cycle which consists of growth and shedding of cavitation can be divided into three stages, and the lift coefficient at each stage behaves similarly due to the formation and shedding of the cavity around the trailing edge.

Keywords: Computational Fluid Dynamics, cavitation, turbulence, lift coefficient

Procedia PDF Downloads 319

Authors: Shield B. Lin, Sameer Abdali

Abstract:

Computer simulations were performed using MATLAB/Simulink for a vibration isolation system for astronaut’s exercise platform. Simulation parameters initially were based on an on-going experiment in a laboratory at NASA Johnson Space Center. The authors expanded later simulations to include other parameters. A discrete proportional-integral-derivative controller with a low-pass filter commanding a linear actuator served as the active control unit to push and pull a counterweight in balancing the disturbance forces. A spring-damper device is used as an optional passive control unit. Simulation results indicated such design could achieve near complete vibration isolation with small displacements of the exercise platform.

Keywords: control, counterweight, isolation, vibration

Procedia PDF Downloads 120

Authors: Eman A. Al-Hilo, Hawraa H. Al-Waelly

Abstract:

In this work, fractal compression (FIC) technique is introduced based on using moment features to block indexing the zero-mean range-domain blocks. The moment features have been used to speed up the IFS-matching stage. Its moments ratio descriptor is used to filter the domain blocks and keep only the blocks that are suitable to be IFS matched with tested range block. The results of tests conducted on Lena picture and Cat picture (256 pixels, resolution 24 bits/pixel) image showed a minimum encoding time (0.89 sec for Lena image and 0.78 of Cat image) with appropriate PSNR (30.01dB for Lena image and 29.8 of Cat image). The reduction in ET is about 12% for Lena and 67% for Cat image.

Keywords: fractal gray level image, fractal compression technique, iterated function system, moments feature, zero-mean range-domain block

Procedia PDF Downloads 473

Authors: Roshank Haghighat, Laleh Maleknia

Abstract:

In this study, electrospun TiO2/nylon-6 nanofiber mats were successfully prepared. The nanofiber mats were characterized by SEM, FE-SEM, TEM, XRD, WCA, and EDX analyses. The results revealed that fibers in different distinct sizes (nano and subnano scale) were obtained with the electrospinning parameters. The presence of a small amount of TiO2 in nylon-6 solution was found to improve the hydrophilicity (antifouling effect), mechanical strength, antimicrobial and UV protecting ability of electrospun mats. The resultant nylon-6/TiO2 antimicrobial spider-net like composite mat with antifouling effect may be a potential candidate for future water filter applications, and its improved UV blocking ability will also make it a potential candidate for protective clothing.

Keywords: electrospinning, hydrophilicity, antimicrobial, nanocomposite, nylon-6/TiO2

Procedia PDF Downloads 326

Authors: G. Balakrishnan

Abstract:

Stereo Correspondence plays a major role in estimation of distance of an object from the stereo camera pair for various applications. In this paper, a stereo correspondence algorithm based on block-matching technique is presented. Initially, an energy matrix is calculated for every disparity obtained using modified Sum of Absolute Difference (SAD). Higher energy matrix errors are removed by using threshold value in order to reduce the mismatch errors. A smoothening filter is applied to eliminate unreliable disparity estimate across the object boundaries. The purpose is to improve the reliability of calculation of disparity map. The experimental results obtained shows that the final depth map produce better results and can be used to all the applications using stereo cameras.

Keywords: stereo matching, filters, energy matrix, disparity

Procedia PDF Downloads 180

Authors: B. G. Sampath, K. C. R. Perera, W. A. S. I. Wijesuriya, V. P. C. Dassanayake

Abstract:

In this paper the design, development and testing of a stabilizer control system for a Quad-rotor is presented which is focused on the maneuverability. The mechanical design is performed along with the design of the controlling algorithm which is devised using fuzzy logic controller. The inputs for the system are the angular positions and angular rates of the Quad-Rotor relative to three axes. Then the output data is filtered from an accelerometer and a gyroscope through a Kalman filter. In the development of the stability controlling system Mandani Fuzzy Model is incorporated. The results prove that the fuzzy based stabilizer control system is superior in high dynamic disturbances compared to the traditional systems which use PID integrated stabilizer control systems.

Keywords: fuzzy stabilizer, maneuverability, PID, quad-rotor

Procedia PDF Downloads 293

Authors: Bukola Dawodu, Charles Onyema

Abstract:

The phytoplankton and environmental characteristics of Tarkwa Bay, Lagos in South-western Nigeria were investigated from January to June 2012. Environmental characteristics within the Bay were largely determined by floodwater inflow in the wet months (April – June) and increased tidal marine conditions in the dry months (January – March). Similarly, rainfall distribution and possibly tidal seawater inflow were the key factors that govern the variation in phytoplankton distribution, species diversity, chlorophyll a concentration and environmental characteristics of the bay. Values for physico-chemical parameters were indicative of high levels of fluctuations inwards from the East mole towards Tarkwa Bay (e.g. T.S.S > 11mg/L, T.D.S > 33541.0mg/L, D.O. < 5.4). Chlorophyll A values did not show any discernable pattern and correlated negatively with total dissolved solids and total suspended solids (r = -0.27 and -0.04) as both were inconsistent throughout the study period. Four phytoplankton divisions were observed throughout the sampling period with the Bacillariophyta (diatoms) being the dominant group followed by Dinophyta (dinoflagellates), Cyanophyta (the blue-green algae) and Chlorophyta (the green algae). A total of twenty-one species from nine genera were recorded during the period of study. Diatoms formed the most abundant group making fifteen species from five genera. The centric forms dominated over the pennates in the diatom group with Skeletonema sp. Chaetoceros spp. and Coscinodiscus spp. being the dominant centric diatoms while Navicula spp. was the more dominant pennate form. The Dinoflagellates were represented by six species from one genus, the blue-green algae with five species from two genera while the green algae had one species from one genus. Comparatively, total biomass was more in the dry months (Jan. - Mar.) and decreased in the 'wet months' (Apr. – Jun.). Species diversity (S), Shannon Wiener index (Hs), Margalef Index (d) and Equitability Index (j) values were higher during the dry months while reduced value marked the wet months possibly as a result of dilution of rain effects. Outcomes of bio-indices variations were reflections of the degree of occurrence and abundance of species linked to seasons operating in the study site.

Keywords: coastal waters, phytoplankton, species abundance, ecosystems

Procedia PDF Downloads 150

Authors: Irtaza M. Syed, Kaamran Raahemifar

Abstract:

This paper presents modeling of a Alternating Current (AC) Photovoltaic (PV) module using Matlab/Simulink. The proposed AC-PV module model is simple, realistic, and application oriented. The model is derived on module level as compared to cell level directly from the information provided by the manufacturer data sheet. DC-PV module, MPPT control, BC, VSI and LC filter, all were treated as a single unit. The model accounts for changes in variations of both irradiance and temperature. The AC-PV module proposed model is simulated and the results are compared with the datasheet projected numbers to validate model’s accuracy and effectiveness. Implementation and results demonstrate simplicity and accuracy, as well as reliability of the model.

Keywords: PV modeling, AC PV Module, datasheet, VI curves irradiance, temperature, MPPT, Matlab/Simulink

Procedia PDF Downloads 539

Authors: Dávid Kovács, Bálint Csanády, Dániel Boros, Iván Ivkovic, Lóránt Nagy, Dalma Tóth-Lakits, László Márkus, András Lukács

Abstract:

The modeling practice of financial instruments has seen significant change over the last decade due to the recognition of time-dependent and stochastically changing correlations among the market prices or the prices and market characteristics. To represent this phenomenon, the Stochastic Correlation Process (SCP) has come to the fore in the joint modeling of prices, offering a more nuanced description of their interdependence. This approach has allowed for the attainment of realistic tail dependencies, highlighting that prices tend to synchronize more during intense or volatile trading periods, resulting in stronger correlations. Evidence in statistical literature suggests that, similarly to the volatility, the SCP of certain stock prices follows rough paths, which can be described using fractional differential equations. However, estimating parameters for these equations often involves complex and computation-intensive algorithms, creating a necessity for alternative solutions. In this regard, the Fractional Ornstein-Uhlenbeck (fOU) process from the family of fractional processes offers a promising path. We can effectively describe the rough SCP by utilizing certain transformations of the fOU. We employed neural networks to understand the behavior of these processes. We had to develop a fast algorithm to generate a valid and suitably large sample from the appropriate process to train the network. With an extensive training set, the neural network can estimate the process parameters accurately and efficiently. Although the initial focus was the fOU, the resulting model displayed broader applicability, thus paving the way for further investigation of other processes in the realm of financial mathematics. The utility of SCP extends beyond its immediate application. It also serves as a springboard for a deeper exploration of fractional processes and for extending existing models that use ordinary Wiener processes to fractional scenarios. In essence, deploying both SCP and fractional processes in financial models provides new, more accurate ways to depict market dynamics.

Keywords: fractional Ornstein-Uhlenbeck process, fractional stochastic processes, Heston model, neural networks, stochastic correlation, stochastic differential equations, stochastic volatility

Procedia PDF Downloads 83

Authors: M. Babul Hasan

Abstract:

Management sciences (MS), big group of companies and industries or government policies (GP) is affiliated with a huge number of decision ingredients and complicated restrictions. Every factor in MS, every product in Industries or decision in GP is not always bankable in practice. After formulating these models there arises large-scale mixed integer programming (MIP) problem. In this paper, we developed decomposition-based pricing procedure to filter the unnecessary decision ingredients from MIP where the variables in huge number will be abated and the complicacy of restrictions will be elementary. A real life numerical example has been illustrated to demonstrate the methods. We develop the computer techniques for these methods by using a mathematical programming language (AMPL).

Keywords: Lagrangian relaxation, decomposition, sub-problem, master-problem, pricing, mixed IP, AMPL

Procedia PDF Downloads 477

Authors: Pratik Gandhi, Kavitha Chandra, Charles Thompson

Abstract:

A computational model of the acoustic room impulse response between transmitters and receivers located in an enclosed cavity under the influence of frequency-dependent reflection coefficients of the walls is presented. The characteristic features of the impulse responses that differentiate these results from frequency-independent reflecting surfaces are discussed. The image-source model is derived from the first principle solution to Green's function of the acoustic wave equation. The post-processing of the computed impulse response with a band-pass filter to better represents the response of a loud-speaker is demonstrated.

Keywords: acoustic room impulse response, frequency dependent reflection coefficients, Green's function, image model

Procedia PDF Downloads 199

Authors: Wali Ullah, Muhammad Nishat

Abstract:

The study investigates the extent to which the so called Nelson-Siegel model (DNS) and its extended version that accounts for time varying volatility (DNS-EGARCH) can optimally fit the yield curve and predict its future path in the context of an emerging economy. For the in-sample fit, both models fit the curve remarkably well even in the emerging markets. However, the DNS-EGARCH model fits the curve slightly better than the DNS. Moreover, both specifications of yield curve that are based on the Nelson-Siegel functional form outperform the benchmark VAR forecasts at all forecast horizons. The DNS-EGARCH comes with more precise forecasts than the DNS for the 6- and 12-month ahead forecasts, while the two have almost similar performance in terms of RMSE for the very short forecast horizons.

Keywords: yield curve, forecasting, emerging markets, Kalman filter, EGARCH

Procedia PDF Downloads 513

Authors: Daleesha M. Viswanathan, Sumam Mary Idicula

Abstract:

Dynamic hand gestures are an intrinsic component in sign language communication. Extracting spatial temporal features of the hand gesture trajectory plays an important role in a dynamic gesture recognition system. Finding a discrete feature descriptor for the motion trajectory based on the orientation feature is the main concern of this paper. Kalman filter algorithm and Hidden Markov Models (HMM) models are incorporated with this recognition system for hand trajectory tracking and for spatial temporal classification, respectively.

Keywords: orientation features, discrete feature vector, HMM., Indian sign language

Procedia PDF Downloads 342

Authors: M. H. Al-Mansoori, W. S. Al-Ghaithi, F. N. Hasoon

Abstract:

In this paper, we experimentally investigate the performance of an efficient high gain triple-pass L-band Erbium-Doped Fiber (EDF) amplifier structure with a single pump source. The amplifier gain and noise figure variation with EDF pump power, input signal power and wavelengths have been investigated. The generated backward Amplified Spontaneous Emission (ASE) noise of the first amplifier stage is suppressed by using a tunable band-pass filter. The amplifier achieves a signal gain of 55 dB with low noise figure of 3.8 dB at -50 dBm input signal power. The amplifier gain shows significant improvement of 12.8 dB compared to amplifier structure without ASE suppression.

Keywords: optical amplifiers, EDFA, L-band, optical networks

Procedia PDF Downloads 319

Authors: V. Stejskal, K. Lundova, R. Sebesta, T. Vanina, S. Roje

Abstract:

Pure strain of Arctic char (AC) Salvelinus alpinus and hybrid (HB) Salvelinus alpinus vs. Salvelinus fontinalis Mitchill belong to fish, which with great potential for culture in recirculating aquaculture systems (RAS). Aquaculture of these fish currently use flow-through systems (FTS), especially in Nordic countries such as Iceland (biggest producer), Norway, Sweden, and Canada. Four different water saturation regimes included normoxia (NOR), permanent hyperoxia (HYP), intermittent hyperoxia (HYP ± ) and regimes where one day of normoxia was followed by one day of hyperoxia (HYP1/1) were tested during 63 days of experiment in both species in two parallel experiments. Fish were reared in two identical RAS system consisted of 24 plastic round tanks (300 L each), drum filter, biological filter with moving beads and submerged biofilter. The temperature was maintained using flow-through cooler during at level of 13.6 ± 0.8 °C. Different water saturation regimes were achieved by mixing of pure oxygen (O₂) with water in three (one for each hyperoxic regime) mixing tower equipped with flowmeter for regulation of gas inflow. The water in groups HYP, HYP1/1 and HYP± was enriched with oxygen up to saturation of 120-130%. In HYP group was this level kept during whole day. In HYP ± group was hyperoxia kept for daylight phase (08:00-20:00) only and during night time was applied normoxia in this group. The oxygen saturation of 80-90% in NOR group was created using intensive aeration in header tank. The fish were fed with commercial feed to slight excess at 2 h intervals within the light phase of the day. Water quality parameters like pH, temperature and level of oxygen was monitoring three times (7 am, 10 am and 6 pm) per day using handy multimeter. Ammonium, nitrite and nitrate were measured in two day interval using spectrophotometry. Initial body weight (BW) was 40.9 ± 8.7 g and 70.6 ± 14.8 in AC and HB group, respectively. Final survival of AC ranged from 96.3 ± 4.6 (HYP) to 100 ± 0.0% in all other groups without significant differences among these groups. Similarly very high survival was reached in trial with HB with levels from 99.2 ± 1.3 (HYP, HYP1/1 and NOR) to 100 ± 0.0% (HYP ± ). HB fish showed best growth performance in NOR group reached final body weight (BW) 180.4 ± 2.3 g. Fish growth under different hyperoxic regimes was significantly reduced and final BW was 164.4 ± 7.6, 162.1 ± 12.2 and 151.7 ± 6.8 g in groups HY1/1, HYP ± and HYP, respectively. AC showed different preference for hyperoxic regimes as there were no significant difference in BW among NOR, HY1/1 and HYP± group with final values of 72.3 ± 11.3, 68.3 ± 8.4 and 77.1 ± 6.1g. Significantly reduced growth (BW 61.8 ± 6.8 g) was observed in HYP group. It is evident from present study that there are differences between pure bred Arctic char and hybrid in relation to hyperoxic regimes. The study was supported by projects 'CENAKVA' (No. CZ.1.05/2.1.00/01.0024), 'CENAKVA II' (No. LO1205 under the NPU I program), NAZV (QJ1510077) and GAJU (No. 060/2016/Z).

Keywords: recirculating aquaculture systems, Salmonidae, hyperoxia, abiotic factors

Procedia PDF Downloads 150

Authors: Minakshi Mainaji Sonawane, Bharti W. Gawali, Sudhir Mendhekar, Ramesh R. Manza

Abstract:

People's lives and health are severely impacted by skin diseases. A new study proposes an effective method for identifying the different forms of skin diseases. Image denoising is a technique for improving image quality after it has been harmed by noise. The proposed technique is based on the usage of the wavelet transform. Wavelet transform is the best method for analyzing the image due to the ability to split the image into the sub-band, which has been used to estimate the noise ratio at the noisy image. According to experimental results, the proposed method presents the best values for MSE, PSNR, and Entropy for denoised images. we can found in Also, by using different types of wavelet transform filters is make the proposed approach can obtain the best results 23.13, 20.08, 50.7 for the image denoising process

Keywords: MSE, PSNR, entropy, Gaussian filter, DWT

Procedia PDF Downloads 193

Authors: Sheng-Chuan Hsu

Abstract:

Because the existing structure of ambient light sensor is most silicon photodiode device, it is extremely sensitive in the red and infrared regions. Even though the IR-Cut filter had added, it still cannot completely eliminate the influence of infrared light, and the spectral response of infrared light was stronger than that of the human eyes. Therefore, it is not able to present the vision spectrum of the human eye reacts with the ambient light. Then it needs to consider that the human eye feels the spectra that show significant differences between light and dark place. Consequently, in practical applications, we must create and develop advanced device of human-like photosensor which can solve these problems of ambient light sensor and let cognitive lighting system to provide suitable light to achieve the goals of vision spectrum of human eye and save energy.

Keywords: ambient light sensor, vision spectrum, cognitive lighting system, human eye

Procedia PDF Downloads 314

Authors: Natsuki Kishizawa, Keiko Nakano, Hussam Organji, Amer Shaiban, Mohammad Albeirutty

Abstract:

One of the most important tasks in operating desalination plants using a reverse osmosis (RO) method is preventing RO membrane fouling caused by foulants found in seawater. Optimal design of the pre-treatment process of RO process for plants enables the reduction of foulants. Therefore, a quantitative evaluation of the fouling risk in pre-treated water, which is fed to RO, is required for optimal design. Some measurement methods for water quality such as silt density index (SDI) and total organic carbon (TOC) have been conservatively applied for evaluations. However, these methods have not been effective in some situations for evaluating the fouling risk of RO feed water. Furthermore, stable management of plants will be possible by alerts and appropriate control of the pre-treatment process by using the method if it can be applied to the inline monitoring system for the fouling risk of RO feed water. The purpose of this study is to develop a method to evaluate the fouling risk of RO feed water. We applied a quartz crystal microbalance (QCM) to measure the amount of foulants found in seawater using a sensor whose surface is coated with polyamide thin film, which is the main material of a RO membrane. The increase of the weight of the sensor after a certain length of time in which the sample water passes indicates the fouling risk of the sample directly. We classified the values as “FP: Fouling Potential”. The characteristics of the method are to measure the very small amount of substances in seawater in a short time: < 2h, and from a small volume of the sample water: < 50mL. Using some RO cell filtration units, a higher correlation between the pressure increase given by RO fouling and the FP from the method than SDI and TOC was confirmed in the laboratory-scale test. Then, to establish the correlation in the actual bench-scale RO membrane module, and to confirm the feasibility of the monitoring system as a control tool for the pre-treatment process, we have started a long-term test at an experimental desalination site by the Red Sea in Jeddah, Kingdom of Saudi Arabia. Implementing inline equipment for the method made it possible to measure FP intermittently (4 times per day) and automatically. Moreover, for two 3-month long operations, the RO operation pressure among feed water samples of different qualities was compared. The pressure increase through a RO membrane module was observed at a high FP RO unit in which feed water was treated by a cartridge filter only. On the other hand, the pressure increase was not observed at a low FP RO unit in which feed water was treated by an ultra-filter during the operation. Therefore, the correlation in an actual scale RO membrane was established in two runs of two types of feed water. The result suggested that the FP method enables the evaluation of the fouling risk of RO feed water.

Keywords: fouling, monitoring, QCM, water quality

Procedia PDF Downloads 187

Authors: Maryam Sheikhzadeh Noshabadi

Abstract:

There is no doubt that the Internet has connected the entire world. As a result of this flexible environment, virtual businesses have grown in importance and become one of the most important types of businesses. Although many governments use the internet and have free access to it, some are not happy with the free space and wide accessibility. As a result of recent events and civil protests in Iran, the country's government leaders have decided to once again cut off and filter its free and global Internet. Several issues were impacted by this decision; this includes the lives of businesses that were formed in virtual spaces platform. In this study, we explored the definitive impact of the Internet in Iran in September 1401, using semi-structured interviews with 20 digital marketing activists. This group was discussed in detail in terms of their financial and psychological damages. As a result of these conditions, this group has experienced a crisis of livelihood.

Keywords: internet, Iran, filtering, digital marketing.

Procedia PDF Downloads 48