Search results for: inverse methods

Authors: H. Ogras, M. Turk

Abstract:

In this study, a system of encryption based on chaotic sequences is described. The system is used for encrypting digital image data for the purpose of secure image transmission. An image secure communication scheme based on Logistic map chaotic sequences with a nonlinear function is proposed in this paper. Encryption and decryption keys are obtained by one-dimensional Logistic map that generates secret key for the input of the nonlinear function. Receiver can recover the information using the received signal and identical key sequences through the inverse system technique. The results of computer simulations indicate that the transmitted source image can be correctly and reliably recovered by using proposed scheme even under the noisy channel. The performance of the system will be discussed through evaluating the quality of recovered image with and without channel noise.

Keywords: Digital image, Image encryption, Secure communication

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Authors: Jörg Lassig, Stefanie Thiem

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The objective of this paper is the introduction to a unified optimization framework for research and education. The OPTILIB framework implements different general purpose algorithms for combinatorial optimization and minimum search on standard continuous test functions. The preferences of this library are the straightforward integration of new optimization algorithms and problems as well as the visualization of the optimization process of different methods exploring the search space exclusively or for the real time visualization of different methods in parallel. Further the usage of several implemented methods is presented on the basis of two use cases, where the focus is especially on the algorithm visualization. First it is demonstrated how different methods can be compared conveniently using OPTILIB on the example of different iterative improvement schemes for the TRAVELING SALESMAN PROBLEM. A second study emphasizes how the framework can be used to find global minima in the continuous domain.

Keywords: Global Optimization Heuristics, Particle Swarm Optimization, Ensemble Based Threshold Accepting, Ruin and Recreate

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Authors: Bayar Shahab

Abstract:

The fast development of technology that has advanced neuroscience and human interaction with computers has enabled solutions to various problems and issues of this new era. The Brain-Computer Interface (BCI) has opened the door to several new research areas and have been able to provide solutions to critical and vital issues such as supporting a paralyzed patient to interact with the outside world, controlling a robot arm, playing games in VR with the brain, driving a wheelchair. This review presents the state-of-the-art methods and improvements of canonical correlation analyses (CCA), an SSVEP-based BCI method. These are the methods used to extract EEG signal features or, to be said differently, the features of interest that we are looking for in the EEG analyses. Each of the methods from oldest to newest has been discussed while comparing their advantages and disadvantages. This would create a great context and help researchers understand the most state-of-the-art methods available in this field, their pros and cons, and their mathematical representations and usage. This work makes a vital contribution to the existing field of study. It differs from other similar recently published works by providing the following: (1) stating most of the main methods used in this field in a hierarchical way, (2) explaining the pros and cons of each method and their performance, (3) presenting the gaps that exist at the end of each method that can improve the understanding and open doors to new researches or improvements. 

Keywords: BCI, CCA, SSVEP, EEG

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Authors: S. Sarumathi, N. Shanthi, M. Sharmila

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Over the past epoch a rampant amount of work has been done in the data clustering research under the unsupervised learning technique in Data mining. Furthermore several algorithms and methods have been proposed focusing on clustering different data types, representation of cluster models, and accuracy rates of the clusters. However no single clustering algorithm proves to be the most efficient in providing best results. Accordingly in order to find the solution to this issue a new technique, called Cluster ensemble method was bloomed. This cluster ensemble is a good alternative approach for facing the cluster analysis problem. The main hope of the cluster ensemble is to merge different clustering solutions in such a way to achieve accuracy and to improve the quality of individual data clustering. Due to the substantial and unremitting development of new methods in the sphere of data mining and also the incessant interest in inventing new algorithms, makes obligatory to scrutinize a critical analysis of the existing techniques and the future novelty. This paper exposes the comparative study of different cluster ensemble methods along with their features, systematic working process and the average accuracy and error rates of each ensemble methods. Consequently this speculative and comprehensive analysis will be very useful for the community of clustering practitioners and also helps in deciding the most suitable one to rectify the problem in hand.

Keywords: Clustering, Cluster Ensemble methods, Co-association matrix, Consensus function, Median partition.

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Authors: Sangjun Park, Sangbae Jeong, Moonsung Han, Minsoo hahn

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In this paper, a target signal detection method using multiple signal classification (MUSIC) algorithm is proposed. The MUSIC algorithm is a subspace-based direction of arrival (DOA) estimation method. The algorithm detects the DOAs of multiple sources using the inverse of the eigenvalue-weighted eigen spectra. To apply the algorithm to target signal detection for GSC-based beamforming, we utilize its spectral response for the target DOA in noisy conditions. For evaluation of the algorithm, the performance of the proposed target signal detection method is compared with that of the normalized cross-correlation (NCC), the fixed beamforming, and the power ratio method. Experimental results show that the proposed algorithm significantly outperforms the conventional ones in receiver operating characteristics(ROC) curves.

Keywords: Beamforming, direction of arrival, multiple signal classification, target signal detection.

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Authors: Ming Cong, Yinghua Wu, Dong Liu, Haiying Wen, Junfa Yu

Abstract:

In order to improve control performance and eliminate steady, a coupling compensation for 6-DOF parallel robot is presented. Taking dynamic load Tank Simulator as the research object, this paper analyzes the coupling of 6-DOC parallel robot considering the degree of freedom of the 6-DOF parallel manipulator. The coupling angle and coupling velocity are derived based on inverse kinematics model. It uses the mechanism-model combined method which takes practical moving track that considering the performance of motion controller and motor as its input to make the study. Experimental results show that the coupling compensation improves motion stability as well as accuracy. Besides, it decreases the dither amplitude of dynamic load Tank Simulator.

Keywords: coupling compensation, screw theory, parallel robot, mechanism-model combined motion

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Authors: Dylan M. Copeland

Abstract:

We present new finite element methods for Helmholtz and Maxwell equations on general three-dimensional polyhedral meshes, based on domain decomposition with boundary elements on the surfaces of the polyhedral volume elements. The methods use the lowest-order polynomial spaces and produce sparse, symmetric linear systems despite the use of boundary elements. Moreover, piecewise constant coefficients are admissible. The resulting approximation on the element surfaces can be extended throughout the domain via representation formulas. Numerical experiments confirm that the convergence behavior on tetrahedral meshes is comparable to that of standard finite element methods, and equally good performance is attained on more general meshes.

Keywords: Boundary elements, finite elements, Helmholtz equation, Maxwell equations.

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Authors: Yuri B. Cesarino, Vinícius R. Domingues, Darym J. F. Campos

Abstract:

Developing countries have some restrains towards the adoption of new technologies and construction methods. Some nations, such as Brazil, still use conventional construction methodologies, knowing its lesser cost-effectiveness. This research has been conducted to demonstrate how industrialized construction methods should be implemented in Brazil, especially in times of need. Using the common sense among different authors with different perspectives, it is clear that the second method is more suitable for construction development because of its great advantages. However, it is unlikely for this process to be adopted in the country as a result of several social-economic restraints. Nonetheless, Brazilian engineers have a major challenge ahead of them, and it will take more than creativity to solve such an issue.

Keywords: Brazilian engineers, construction methods, industrialized construction, infrastructure.

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Authors: I. Otete, A. I. Ejere, I. S. Okunzuwa

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In this work, we used the Hulthen-Yukawa potential to obtain the bound state energy eigenvalues of the Schrödinger equation in D-dimensions within the frame work of the Nikiforov-Uvarov (NU) method. We demonstrated the graphical behaviour of the Hulthen and the Yukawa potential and investigated how the screening parameter and the potential depth affected the structure and the nature of the bound state eigenvalues. The results we obtained showed that increasing the screening parameter lowers the energy eigenvalues. Also, the eigenvalues acted as an inverse function of the potential depth. That is, increasing the potential depth reduces the energy eigenvalues.

Keywords: Schrödinger's equation, bound state, Hulthen-Yukawa potential, Nikiforov-Uvarov, D-dimensions

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Authors: Steven W. Su , Hung Nguyen, Rob Jarman, Joe Zhu, David Lowe, Peter McLean, Shoudong Huang, Nghia T. Nguyen, Russell Nicholson, Kaili Weng

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This paper proposed a nonlinear model predictive control (MPC) method for the control of gantry crane. One of the main motivations to apply MPC to control gantry crane is based on its ability to handle control constraints for multivariable systems. A pre-compensator is constructed to compensate the input nonlinearity (nonsymmetric dead zone with saturation) by using its inverse function. By well tuning the weighting function matrices, the control system can properly compromise the control between crane position and swing angle. The proposed control algorithm was implemented for the control of gantry crane system in System Control Lab of University of Technology, Sydney (UTS), and achieved desired experimental results.

Keywords: Model Predictive Control, Control constraints, Input nonlinearity compensation, Overhead gantry crane.

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Authors: Sergun Kurtoglu

Abstract:

The struggle between modern and postmodern understanding is also displayed in terms of the superiorities of quantitative and qualitative methods to each other which are evaluated within the scope of these understandings. By way of assuming that the quantitative researches (modern) are able to account for structure while the qualitative researches (postmodern) explain the process, these methods are turned into a means for worldviews specific to a period. In fact, process is not a functioning independent of structure. In addition to this issue, the ability of quantitative methods to provide scientific knowledge is also controversial so long as they exclude the dialectical method. For this reason, the critiques charged against modernism in terms of quantitative methods are, in a sense, legitimate. Nevertheless, the main issue is in which parameters postmodernist critique tries to legitimize its critiques and whether these parameters represent a point of view enabling democratic solutions. In this respect, the scientific knowledge covered in Turkish media as a means through which ordinary people have access to scientific knowledge will be evaluated by means of content analysis within a new objectivity conception.

Keywords: knowledge and objectivity, dialectic method, qualitative and quantitative methods, modernism/postmodernism.

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Authors: Faranak Rabiei, Fudziah Ismail, S. Norazak, Saeid Emadi

Abstract:

In this paper we developed the Improved Runge-Kutta Nystrom (IRKN) method for solving second order ordinary differential equations. The methods are two step in nature and require lower number of function evaluations per step compared with the existing Runge-Kutta Nystrom (RKN) methods. Therefore, the methods are computationally more efficient at achieving the higher order of local accuracy. Algebraic order conditions of the method are obtained and the third and fourth order method are derived with two and three stages respectively. The numerical results are given to illustrate the efficiency of the proposed method compared to the existing RKN methods.

Keywords: Improved Runge-Kutta Nystrom method, Two step method, Second-order ordinary differential equations, Order conditions

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Authors: Ahmed Kadry, Gwyn Dodd

Abstract:

There has been a growing call globally for police forces to embed evidence-based policing research methods into police interventions in order to better understand and evaluate their impact. This research study highlights the success and challenges that police forces may encounter when trying to embed evidence-based research methods within their organisation. Ten in-depth qualitative interviews were conducted with police officers and staff at Greater Manchester Police (GMP) who were tasked with integrating evidence-based research methods into their operational interventions. The findings of the study indicate that with adequate resources and individual expertise, evidence-based research methods can be applied to operational work, including the testing of initiatives with strict controls in order to fully evaluate the impact of an intervention. However, the findings also indicate that this may only be possible where an operational intervention is heavily resourced with police officers and staff who have a strong understanding of evidence-based policing research methods, attained for example through their own graduate studies. In addition, the findings reveal that ample planning time was needed to trial operational interventions that would require strict parameters for what would be tested and how it would be evaluated. In contrast, interviewees underscored that operational interventions with the need for a speedy implementation were less likely to have evidence-based research methods applied. The study contributes to the wider literature on evidence-based policing by providing considerations for police forces globally wishing to apply evidence-based research methods to more of their operational work in order to understand their impact. The study also provides considerations for academics who work closely with police forces in assisting them to embed evidence-based policing. This includes how academics can provide their expertise to police decision makers wanting to underpin their work through evidence-based research methods, such as providing guidance on how to evaluate the impact of their work with varying research methods that they may otherwise be unaware of.

Keywords: evidence based policing, evidence-based practice, operational policing, organisational change

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Authors: Assem M. F. Sallam, Ah. El-S. Makled

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In this paper, there is an implementation, verification, and graphical demonstration of a software application, which can be used swiftly over different preliminary orbit determination methods. A passive orbit determination method is used in this study to determine the location of a satellite or a flying body. It is named a passive orbit determination because it depends on observation without the use of any aids (radio and laser) installed on satellite. In order to understand how these methods work and how their output is accurate when compared with available verification data, the built models help in knowing the different inputs used with each method. Output from the different orbit determination methods (Gibbs, Lambert, and Gauss) will be compared with each other and verified by the data obtained from Satellite Tool Kit (STK) application. A modified model including all of the orbit determination methods using the same input will be introduced to investigate different models output (orbital parameters) for the same input (azimuth, elevation, and time). Simulation software is implemented using MATLAB. A Graphical User Interface (GUI) application named OrDet is produced using the GUI of MATLAB. It includes all the available used inputs and it outputs the current Classical Orbital Elements (COE) of satellite under observation. Produced COE are then used to propagate for a complete revolution and plotted on a 3-D view. Modified model which uses an adapter to allow same input parameters, passes these parameters to the preliminary orbit determination methods under study. Result from all orbit determination methods yield exactly the same COE output, which shows the equality of concept in determination of satellite’s location, but with different numerical methods.

Keywords: Orbit determination, STK, MATLAB-GUI, satellite tracking.

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Authors: Ch. Surawut, D. Sukawat

Abstract:

In order to utilize results from global climate models, dynamical and statistical downscaling techniques have been developed. For dynamical downscaling, usually a limited area numerical model is used, with associated high computational cost. This research proposes dynamic equation for specific space-time regional climate downscaling from the Educational Global Climate Model (EdGCM) for Southeast Asia. The equation is for surface air temperature. This equation provides downscaling values of surface air temperature at any specific location and time without running a regional climate model. In the proposed equations, surface air temperature is approximated from ground temperature, sensible heat flux and 2m wind speed. Results from the application of the equation show that the errors from the proposed equations are less than the errors for direct interpolation from EdGCM.

Keywords: Dynamic Equation, Downscaling, Inverse distance weight interpolation.

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Authors: Saheed A. Gbadegeshin

Abstract:

Commercialization method is a means to make inventions available at the market for final consumption. It is described as an important tool for keeping business enterprises sustainable and improving national economic growth. Thus, there are several scholarly publications on it, either presenting or testing different methods for commercialization. However, young entrepreneurs, technologists and scientists would like to know the best method to commercialize their innovations. Then, this question arises: What is the best commercialization method? To answer the question, a systematic literature review was conducted, and practitioners were interviewed. The literary results revealed that there are many methods but new methods are needed to improve commercialization especially during these times of economic crisis and political uncertainty. Similarly, the empirical results showed there are several methods, but the best method is the one that reduces costs, reduces the risks associated with uncertainty, and improves customer participation and acceptability. Therefore, it was concluded that new commercialization method is essential for today's high technologies and a method was presented.

Keywords: Commercialization method, high technology, lean start-up methodology, technology, knowledge.

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Authors: Xin Luo, Jin Huang, Pan Cheng

Abstract:

By means of Sidi-Israeli’s quadrature rules, mechanical quadrature methods (MQMs) for solving the first kind boundary integral equations (BIEs) of steady state Stokes problem are presented. The convergence of numerical solutions by MQMs is proved based on Anselone’s collective compact and asymptotical compact theory, and the asymptotic expansions with the odd powers of the errors are provided, which implies that the accuracy of the approximations by MQMs possesses high accuracy order O (h3). Finally, the numerical examples show the efficiency of our methods.

Keywords: Stokes problem, boundary integral equation, mechanical quadrature methods, asymptotic expansions.

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Authors: Sumachaya Harnsukworapanich, Tetsuo Ichimori

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The apportionment method is used by many countries, to calculate the distribution of seats in political bodies. For example, this method is used in the United States (U.S.) to distribute house seats proportionally based on the population of the electoral district. Famous apportionment methods include the divisor methods called the Adams Method, Dean Method, Hill Method, Jefferson Method and Webster Method. Sometimes the results from the implementation of these divisor methods are unfair and include errors. Therefore, it is important to examine the optimization of this method by using a bias measurement to figure out precise and fair results. In this research we investigate the bias of divisor methods in the U.S. Houses of Representatives toward large and small states by applying the Stolarsky Mean Method. We compare the bias of the apportionment method by using two famous bias measurements: the Balinski and Young measurement and the Ernst measurement. Both measurements have a formula for large and small states. The Third measurement however, which was created by the researchers, did not factor in the element of large and small states into the formula. All three measurements are compared and the results show that our measurement produces similar results to the other two famous measurements.

Keywords: Apportionment, Bias, Divisor, Fair, Simulation

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Authors: Yu-Shuai Chen , Chien-Ching Chiu , Chung-Hsin Huang, Chien-Hung Chen

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The bit error rate (BER) performance for ultra-wide band (UWB) indoor communication with impact of metallic furniture is investigated. The impulse responses of different indoor environments for any transmitter and receiver location are computed by shooting and bouncing ray/image and inverse Fourier transform techniques. By using the impulse responses of these multipath channels, the BER performance for binary pulse amplitude modulation (BPAM) impulse radio UWB communication system are calculated. Numerical results have shown that the multi-path effect by the metallic cabinets is an important factor for BER performance. Also the outage probability for the UWB multipath environment with metallic cabinets is more serious (about 18%) than with wooden cabinets. Finally, it is worth noting that in these cases the present work provides not only comparative information but also quantitative information on the performance reduction.

Keywords: UWB, multipath, outage probability.

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Authors: Ali Gholami, M.Esfadiari, M.H.Masihabadi

Abstract:

In this research three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed in the Western part of Isfahan province in the Iran country. For this purpose, the IRS satellite images and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. In these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods to separate land uses due to spread of the land uses, it-s suggested the visual interpretation of the map, to preparing the land use map in this region. The map prepared by visual interpretation is in high accuracy if it will be accompany with the visit of the region.

Keywords: Aghche Region, land use map, MaximumLikelihood, Mahalanobis Distance and Minimum Distance.

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Authors: Ka-Yan Yim, Chi-Wai Kan

Abstract:

This paper conducts a comparison study using KES-FB and PhabrOmeter to measure 58 selected warp knitted fabric hand properties. Fabric samples were selected and measured by both KES-FB and PhabrOmeter. Results show differences between these two measurement methods. Smoothness and stiffness values obtained by KES-FB were found significant correlated (p value = 0.003 and 0.022) to the PhabrOmeter results while softness values between two measurement methods did not show significant correlation (p value = 0.828). Disagreements among these two measurement methods imply limitations on different mechanism principles when facing warp knitted fabrics. Subjective measurement methods and further studies are suggested in order to ascertain deeper investigation on the mechanisms of fabric hand perceptions.

Keywords: Fabric hand, fabric objective measurement, KES-FB, PhabrOmeter.

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Authors: N.S. Tomer, Phool Singh, Manoj Kumar

Abstract:

The flow and heat transfer characteristics for natural convection along an inclined plate in a saturated porous medium with an applied magnetic field have been studied. The fluid viscosity has been assumed to be an inverse function of temperature. Assuming temperature vary as a power function of distance. The transformed ordinary differential equations have solved by numerical integration using Runge-Kutta method. The velocity and temperature profile components on the plate are computed and discussed in detail for various values of the variable viscosity parameter, inclination angle, magnetic field parameter, and real constant (λ). The results have also been interpreted with the aid of tables and graphs. The numerical values of Nusselt number have been calculated for the mentioned parameters.

Keywords: Heat Transfer, Magnetic Field, Porosity, Viscosity

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Authors: Yu Yuan, David Feng, Yu-Zhuo Zhong

Abstract:

Ringing effect is one of the most annoying visual artifacts in digital video. It is a significant factor of subjective quality deterioration. However, there is a widely-accepted misunderstanding of its cause. In this paper, we propose a reasonable interpretation of the cause of ringing effect. Based on the interpretation, we suggest further two methods to reduce ringing effect in DCT-based video coding. The methods adaptively adjust quantizers according to video features. Our experiments proved that the methods could efficiently improve subjective quality with acceptable additional computing costs.

Keywords: ringing effect, video coding, subjective quality, DCT.

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Authors: Sandeep Chandana, Rene V. Mayorga

Abstract:

The paper presents a new hybridization methodology involving Neural, Fuzzy and Rough Computing. A Rough Sets based approximation technique has been proposed based on a certain Neuro – Fuzzy architecture. A New Rough Neuron composition consisting of a combination of a Lower Bound neuron and a Boundary neuron has also been described. The conventional convergence of error in back propagation has been given away for a new framework based on 'Output Excitation Factor' and an inverse input transfer function. The paper also presents a brief comparison of performances, of the existing Rough Neural Networks and ANFIS architecture against the proposed methodology. It can be observed that the rough approximation based neuro-fuzzy architecture is superior to its counterparts.

Keywords: Boundary neuron, neuro-fuzzy, output excitation factor, RANFIS, rough approximation, rough neural computing.

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Authors: Damith Senanayake, Lakmal Muthugama, Laksheen Mendis, Tiroshan Madushanka

Abstract:

Customer churn prediction is one of the most useful areas of study in customer analytics. Due to the enormous amount of data available for such predictions, machine learning and data mining have been heavily used in this domain. There exist many machine learning algorithms directly applicable for the problem of customer churn prediction, and here, we attempt to experiment on a novel approach by using a cognitive learning based technique in an attempt to improve the results obtained by using a combination of supervised learning methods, with cognitive unsupervised learning methods.

Keywords: Growing Self Organizing Maps, Kernel Methods, Churn Prediction.

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Authors: H. D. Ibrahim, H. C. Chinwenyi, H. N. Ude

Abstract:

In this paper, efforts were made to examine and compare the algorithmic iterative solutions of conjugate gradient method as against other methods such as Gauss-Seidel and Jacobi approaches for solving systems of linear equations of the form Ax = b, where A is a real n x n symmetric and positive definite matrix. We performed algorithmic iterative steps and obtained analytical solutions of a typical 3 x 3 symmetric and positive definite matrix using the three methods described in this paper (Gauss-Seidel, Jacobi and Conjugate Gradient methods) respectively. From the results obtained, we discovered that the Conjugate Gradient method converges faster to exact solutions in fewer iterative steps than the two other methods which took much iteration, much time and kept tending to the exact solutions.

Keywords: conjugate gradient, linear equations, symmetric and positive definite matrix, Gauss-Seidel, Jacobi, algorithm

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Authors: V. K. Banga, R. Kumar, Y. Singh

Abstract:

In this paper, we present optimal control for movement and trajectory planning for four degrees-of-freedom robot using Fuzzy Logic (FL) and Genetic Algorithms (GAs). We have evaluated using Fuzzy Logic (FL) and Genetic Algorithms (GAs) for four degree-of-freedom (4 DOF) robotics arm, Uncertainties like; Movement, Friction and Settling Time in robotic arm movement have been compensated using Fuzzy logic and Genetic Algorithms. The development of a fuzzy genetic optimization algorithm is presented and discussed. The result are compared only GA and Fuzzy GA. This paper describes genetic algorithms, which is designed to optimize robot movement and trajectory. Though the model represents is a general model for redundant structures and could represent any n-link structures. The result is a complete trajectory planning with Fuzzy logic and Genetic algorithms demonstrating the flexibility of this technique of artificial intelligence.

Keywords: Inverse kinematics, Genetic algorithms (GAs), Fuzzy logic (FL), Trajectory planning.

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Authors: Sahar Noori, Seyed Amir Hossein, Mohammad Ebrahimi

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This paper is devoted to predict laminar and turbulent heating rates around blunt re-entry spacecraft at hypersonic conditions. Heating calculation of a hypersonic body is normally performed during the critical part of its flight trajectory. The procedure is of an inverse method, where a shock wave is assumed, and the body shape that supports this shock, as well as the flowfield between the shock and body, are calculated. For simplicity the normal momentum equation is replaced with a second order pressure relation; this simplification significantly reduces computation time. The geometries specified in this research, are parabola and ellipsoids which may have conical after bodies. An excellent agreement is observed between the results obtained in this paper and those calculated by others- research. Since this method is much faster than Navier-Stokes solutions, it can be used in preliminary design, parametric study of hypersonic vehicles.

Keywords: Aerodynamic Heating, Blunt Body, Hypersonic Flow, Laminar, Turbulent.

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Authors: Mahesh Pal

Abstract:

This paper proposes to use ETM+ multispectral data and panchromatic band as well as texture features derived from the panchromatic band for land cover classification. Four texture features including one 'internal texture' and three GLCM based textures namely correlation, entropy, and inverse different moment were used in combination with ETM+ multispectral data. Two data sets involving combination of multispectral, panchromatic band and its texture were used and results were compared with those obtained by using multispectral data alone. A decision tree classifier with and without boosting were used to classify different datasets. Results from this study suggest that the dataset consisting of panchromatic band, four of its texture features and multispectral data was able to increase the classification accuracy by about 2%. In comparison, a boosted decision tree was able to increase the classification accuracy by about 3% with the same dataset.

Keywords: Internal texture; GLCM; decision tree; boosting; classification accuracy.

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Authors: Pinho C., Madaleno M.

Abstract:

German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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