Search results for: Information Dispersal Algorithm
6516 An Enhanced Floor Estimation Algorithm for Indoor Wireless Localization Systems Using Confidence Interval Approach
Authors: Kriangkrai Maneerat, Chutima Prommak
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Indoor wireless localization systems have played an important role to enhance context-aware services. Determining the position of mobile objects in complex indoor environments, such as those in multi-floor buildings, is very challenging problems. This paper presents an effective floor estimation algorithm, which can accurately determine the floor where mobile objects located. The proposed algorithm is based on the confidence interval of the summation of online Received Signal Strength (RSS) obtained from the IEEE 802.15.4 Wireless Sensor Networks (WSN).We compare the performance of the proposed algorithm with those of other floor estimation algorithms in literature by conducting a real implementation of WSN in our facility. The experimental results and analysis showed that the proposed floor estimation algorithm outperformed the other algorithms and provided highest percentage of floor accuracy up to 100% with 95-percent confidence interval.
Keywords: Floor estimation algorithm, floor determination, multi-floor building, indoor wireless systems.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32046515 Fast Codevector Search Algorithm for 3-D Vector Quantized Codebook
Authors: H. B. Kekre, Tanuja K. Sarode
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This paper presents a very simple and efficient algorithm for codebook search, which reduces a great deal of computation as compared to the full codebook search. The algorithm is based on sorting and centroid technique for search. The results table shows the effectiveness of the proposed algorithm in terms of computational complexity. In this paper we also introduce a new performance parameter named as Average fractional change in pixel value as we feel that it gives better understanding of the closeness of the image since it is related to the perception. This new performance parameter takes into consideration the average fractional change in each pixel value.Keywords: Vector Quantization, Data Compression, Encoding, Searching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16126514 Markov Random Field-Based Segmentation Algorithm for Detection of Land Cover Changes Using Uninhabited Aerial Vehicle Synthetic Aperture Radar Polarimetric Images
Authors: Mehrnoosh Omati, Mahmod Reza Sahebi
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The information on land use/land cover changing plays an essential role for environmental assessment, planning and management in regional development. Remotely sensed imagery is widely used for providing information in many change detection applications. Polarimetric Synthetic aperture radar (PolSAR) image, with the discrimination capability between different scattering mechanisms, is a powerful tool for environmental monitoring applications. This paper proposes a new boundary-based segmentation algorithm as a fundamental step for land cover change detection. In this method, first, two PolSAR images are segmented using integration of marker-controlled watershed algorithm and coupled Markov random field (MRF). Then, object-based classification is performed to determine changed/no changed image objects. Compared with pixel-based support vector machine (SVM) classifier, this novel segmentation algorithm significantly reduces the speckle effect in PolSAR images and improves the accuracy of binary classification in object-based level. The experimental results on Uninhabited Aerial Vehicle Synthetic Aperture Radar (UAVSAR) polarimetric images show a 3% and 6% improvement in overall accuracy and kappa coefficient, respectively. Also, the proposed method can correctly distinguish homogeneous image parcels.
Keywords: Coupled Markov random field, environment, object-based analysis, Polarimetric SAR images.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8636513 Application of a New Hybrid Optimization Algorithm on Cluster Analysis
Authors: T. Niknam, M. Nayeripour, B.Bahmani Firouzi
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Clustering techniques have received attention in many areas including engineering, medicine, biology and data mining. The purpose of clustering is to group together data points, which are close to one another. The K-means algorithm is one of the most widely used techniques for clustering. However, K-means has two shortcomings: dependency on the initial state and convergence to local optima and global solutions of large problems cannot found with reasonable amount of computation effort. In order to overcome local optima problem lots of studies done in clustering. This paper is presented an efficient hybrid evolutionary optimization algorithm based on combining Particle Swarm Optimization (PSO) and Ant Colony Optimization (ACO), called PSO-ACO, for optimally clustering N object into K clusters. The new PSO-ACO algorithm is tested on several data sets, and its performance is compared with those of ACO, PSO and K-means clustering. The simulation results show that the proposed evolutionary optimization algorithm is robust and suitable for handing data clustering.
Keywords: Ant Colony Optimization (ACO), Data clustering, Hybrid evolutionary optimization algorithm, K-means clustering, Particle Swarm Optimization (PSO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21986512 FPGA Implementation of RSA Cryptosystem
Authors: Ridha Ghayoula, ElAmjed Hajlaoui, Talel Korkobi, Mbarek Traii, Hichem Trabelsi
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In this paper, the hardware implementation of the RSA public-key cryptographic algorithm is presented. The RSA cryptographic algorithm is depends on the computation of repeated modular exponentials. The Montgomery algorithm is used and modified to reduce hardware resources and to achieve reasonable operating speed for FPGA. An efficient architecture for modular multiplications based on the array multiplier is proposed. We have implemented a RSA cryptosystem based on Montgomery algorithm. As a result, it is shown that proposed architecture contributes to small area and reasonable speed.Keywords: RSA, Cryptosystem, Montgomery, Implementation.FPGA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24236511 An Efficient Multi Join Algorithm Utilizing a Lattice of Double Indices
Authors: Hanan A. M. Abd Alla, Lilac A. E. Al-Safadi
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In this paper, a novel multi join algorithm to join multiple relations will be introduced. The novel algorithm is based on a hashed-based join algorithm of two relations to produce a double index. This is done by scanning the two relations once. But instead of moving the records into buckets, a double index will be built. This will eliminate the collision that can happen from a complete hash algorithm. The double index will be divided into join buckets of similar categories from the two relations. The algorithm then joins buckets with similar keys to produce joined buckets. This will lead at the end to a complete join index of the two relations. without actually joining the actual relations. The time complexity required to build the join index of two categories is Om log m where m is the size of each category. Totaling time complexity to O n log m for all buckets. The join index will be used to materialize the joined relation if required. Otherwise, it will be used along with other join indices of other relations to build a lattice to be used in multi-join operations with minimal I/O requirements. The lattice of the join indices can be fitted into the main memory to reduce time complexity of the multi join algorithm.Keywords: Multi join, Relation, Lattice, Join indices.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12996510 Algorithm for Determining the Parameters of a Two-Layer Soil Model
Authors: Adekitan I. Aderibigbe, Fakolujo A. Olaosebikan
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The parameters of a two-layer soil can be determined by processing resistivity data obtained from resistivity measurements carried out on the soil of interest. The processing usually entails applying the resistivity data as inputs to an optimisation function. This paper proposes an algorithm which utilises the square error as an optimisation function. Resistivity data from previous works were applied to test the accuracy of the new algorithm developed and the result obtained conforms significantly to results from previous works.
Keywords: Algorithm, earthing, resistivity, two-layer soil-model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33316509 Elimination of Low Order Harmonics in Multilevel Inverter Using Nature-Inspired Metaheuristic Algorithm
Authors: N. Ould Cherchali, A. Tlemçani, M. S. Boucherit, A. Morsli
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Nature-inspired metaheuristic algorithms, particularly those founded on swarm intelligence, have attracted much attention over the past decade. Firefly algorithm has appeared in approximately seven years ago, its literature has enlarged considerably with different applications. It is inspired by the behavior of fireflies. The aim of this paper is the application of firefly algorithm for solving a nonlinear algebraic system. This resolution is needed to study the Selective Harmonic Eliminated Pulse Width Modulation strategy (SHEPWM) to eliminate the low order harmonics; results have been applied on multilevel inverters. The final results from simulations indicate the elimination of the low order harmonics as desired. Finally, experimental results are presented to confirm the simulation results and validate the efficaciousness of the proposed approach.
Keywords: Firefly algorithm, metaheuristic algorithm, multilelvel inverter, SHEPWM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7146508 A Balanced Cost Cluster-Heads Selection Algorithm for Wireless Sensor Networks
Authors: Ouadoudi Zytoune, Youssef Fakhri, Driss Aboutajdine
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This paper focuses on reducing the power consumption of wireless sensor networks. Therefore, a communication protocol named LEACH (Low-Energy Adaptive Clustering Hierarchy) is modified. We extend LEACHs stochastic cluster-head selection algorithm by a modifying the probability of each node to become cluster-head based on its required energy to transmit to the sink. We present an efficient energy aware routing algorithm for the wireless sensor networks. Our contribution consists in rotation selection of clusterheads considering the remoteness of the nodes to the sink, and then, the network nodes residual energy. This choice allows a best distribution of the transmission energy in the network. The cluster-heads selection algorithm is completely decentralized. Simulation results show that the energy is significantly reduced compared with the previous clustering based routing algorithm for the sensor networks.Keywords: Wireless Sensor Networks, Energy efficiency, WirelessCommunications, Clustering-based algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26456507 An Innovational Intermittent Algorithm in Networks-On-Chip (NOC)
Authors: Ahmad M. Shafiee, Mehrdad Montazeri, Mahdi Nikdast
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Every day human life experiences new equipments more automatic and with more abilities. So the need for faster processors doesn-t seem to finish. Despite new architectures and higher frequencies, a single processor is not adequate for many applications. Parallel processing and networks are previous solutions for this problem. The new solution to put a network of resources on a chip is called NOC (network on a chip). The more usual topology for NOC is mesh topology. There are several routing algorithms suitable for this topology such as XY, fully adaptive, etc. In this paper we have suggested a new algorithm named Intermittent X, Y (IX/Y). We have developed the new algorithm in simulation environment to compare delay and power consumption with elders' algorithms.Keywords: Computer architecture, parallel computing, NOC, routing algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16786506 Genetic Algorithm with Fuzzy Genotype Values and Its Application to Neuroevolution
Authors: Hidehiko Okada
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The author proposes an extension of genetic algorithm (GA) for solving fuzzy-valued optimization problems. In the proposed GA, values in the genotypes are not real numbers but fuzzy numbers. Evolutionary processes in GA are extended so that GA can handle genotype instances with fuzzy numbers. The proposed method is applied to evolving neural networks with fuzzy weights and biases. Experimental results showed that fuzzy neural networks evolved by the fuzzy GA could model hidden target fuzzy functions well despite the fact that no training data was explicitly provided.
Keywords: Evolutionary algorithm, genetic algorithm, fuzzy number, neural network, neuroevolution.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 23026505 Downtrend Algorithm and Hedging Strategy in Futures Market
Authors: S. Masteika, A.V. Rutkauskas, A. Tamosaitis
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The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical benefit of the research is a trading algorithm in falling markets and back-test analysis in futures markets. When based on daily data, the algorithm has generated positive results, especially when the market had downtrend period. Downtrend algorithm can be applied as a hedge strategy against possible sudden market crashes. The proposed strategy can be interesting for futures traders, hedge funds or scientific researchers performing technical or algorithmic market analysis based on momentum trend trading.Keywords: trading algorithm, chart pattern, downtrend trading, futures market, hedging
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33586504 A Conservative Multi-block Algorithm for Two-dimensional Numerical Model
Authors: Yaoxin Zhang, Yafei Jia, Sam S.Y. Wang
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A multi-block algorithm and its implementation in two-dimensional finite element numerical model CCHE2D are presented. In addition to a conventional Lagrangian Interpolation Method (LIM), a novel interpolation method, called Consistent Interpolation Method (CIM), is proposed for more accurate information transfer across the interfaces. The consistent interpolation solves the governing equations over the auxiliary elements constructed around the interpolation nodes using the same numerical scheme used for the internal computational nodes. With the CIM, the momentum conservation can be maintained as well as the mass conservation. An imbalance correction scheme is used to enforce the conservation laws (mass and momentum) across the interfaces. Comparisons of the LIM and the CIM are made using several flow simulation examples. It is shown that the proposed CIM is physically more accurate and produces satisfactory results efficiently.
Keywords: Multi-block algorithm, conservation, interpolation, numerical model, flow simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17936503 Approximation Incremental Training Algorithm Based on a Changeable Training Set
Authors: Yi-Fan Zhu, Wei Zhang, Xuan Zhou, Qun Li, Yong-Lin Lei
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The quick training algorithms and accurate solution procedure for incremental learning aim at improving the efficiency of training of SVR, whereas there are some disadvantages for them, i.e. the nonconvergence of the formers for changeable training set and the inefficiency of the latter for a massive dataset. In order to handle the problems, a new training algorithm for a changeable training set, named Approximation Incremental Training Algorithm (AITA), was proposed. This paper explored the reason of nonconvergence theoretically and discussed the realization of AITA, and finally demonstrated the benefits of AITA both on precision and efficiency.Keywords: support vector regression, incremental learning, changeable training set, quick training algorithm, accurate solutionprocedure
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14846502 Genetic Algorithm Approach for Solving the Falkner–Skan Equation
Authors: Indu Saini, Phool Singh, Vikas Malik
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A novel method based on Genetic Algorithm to solve the boundary value problems (BVPs) of the Falkner–Skan equation over a semi-infinite interval has been presented. In our approach, we use the free boundary formulation to truncate the semi-infinite interval into a finite one. Then we use the shooting method based on Genetic Algorithm to transform the BVP into initial value problems (IVPs). Genetic Algorithm is used to calculate shooting angle. The initial value problems arisen during shooting are computed by Runge-Kutta Fehlberg method. The numerical solutions obtained by the present method are in agreement with those obtained by previous authors.
Keywords: Boundary Layer Flow, Falkner–Skan equation, Genetic Algorithm, Shooting method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25096501 MCOKE: Multi-Cluster Overlapping K-Means Extension Algorithm
Authors: Said Baadel, Fadi Thabtah, Joan Lu
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Clustering involves the partitioning of n objects into k clusters. Many clustering algorithms use hard-partitioning techniques where each object is assigned to one cluster. In this paper we propose an overlapping algorithm MCOKE which allows objects to belong to one or more clusters. The algorithm is different from fuzzy clustering techniques because objects that overlap are assigned a membership value of 1 (one) as opposed to a fuzzy membership degree. The algorithm is also different from other overlapping algorithms that require a similarity threshold be defined a priori which can be difficult to determine by novice users.
Keywords: Data mining, k-means, MCOKE, overlapping.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27546500 Robust Adaptive ELS-QR Algorithm for Linear Discrete Time Stochastic Systems Identification
Authors: Ginalber L. O. Serra
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This work proposes a recursive weighted ELS algorithm for system identification by applying numerically robust orthogonal Householder transformations. The properties of the proposed algorithm show it obtains acceptable results in a noisy environment: fast convergence and asymptotically unbiased estimates. Comparative analysis with others robust methods well known from literature are also presented.Keywords: Stochastic Systems, Robust Identification, Parameter Estimation, Systems Identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14916499 A Study on RFID Privacy Mechanism using Mobile Phone
Authors: Haedong Lee, Dooho Choi, Sokjoon Lee, Howon Kim
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This paper is about hiding RFID tag identifier (ID) using handheld device like a cellular phone. By modifying the tag ID of objects periodically or manually using cellular phone built-in a RFID reader chip or with a external RFID reader device, we can prevent other people from gathering the information related with objects querying information server (like an EPC IS) with a tag ID or deriving the information from tag ID-s code structure or tracking the location of the objects and the owner of the objects. In this paper, we use a cryptographic algorithm for modification and restoring of RFID tag ID, and for one original tag ID, there are several different temporary tag ID, periodically.Keywords: EPC, RFID, Mobile RFID.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18046498 Pruning Algorithm for the Minimum Rule Reduct Generation
Authors: Şahin Emrah Amrahov, Fatih Aybar, Serhat Doğan
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In this paper we consider the rule reduct generation problem. Rule Reduct Generation (RG) and Modified Rule Generation (MRG) algorithms, that are used to solve this problem, are well-known. Alternative to these algorithms, we develop Pruning Rule Generation (PRG) algorithm. We compare the PRG algorithm with RG and MRG.
Keywords: Rough sets, Decision rules, Rule induction, Classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20496497 Using Multi-Thread Technology Realize Most Short-Path Parallel Algorithm
Authors: Chang-le Lu, Yong Chen
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The shortest path question is in a graph theory model question, and it is applied in many fields. The most short-path question may divide into two kinds: Single sources most short-path, all apexes to most short-path. This article mainly introduces the problem of all apexes to most short-path, and gives a new parallel algorithm of all apexes to most short-path according to the Dijkstra algorithm. At last this paper realizes the parallel algorithms in the technology of C # multithreading.Keywords: Dijkstra algorithm, parallel algorithms, multi-thread technology, most short-path, ratio.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21116496 Evaluation of the exIWO Algorithm Based On the Traveling Salesman Problem
Authors: Daniel Kostrzewa, Henryk Josiński
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The expanded Invasive Weed Optimization algorithm (exIWO) is an optimization metaheuristic modelled on the original IWO version created by the researchers from the University of Tehran. The authors of the present paper have extended the exIWO algorithm introducing a set of both deterministic and non-deterministic strategies of individuals’ selection. The goal of the project was to evaluate the exIWO by testing its usefulness for solving some test instances of the traveling salesman problem (TSP) taken from the TSPLIB collection which allows comparing the experimental results with optimal values.
Keywords: Expanded Invasive Weed Optimization algorithm (exIWO), Traveling Salesman Problem (TSP), heuristic approach, inversion operator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22536495 Indoor Localization Algorithm and Appropriate Implementation Using Wireless Sensor Networks
Authors: Adeniran Ademuwagun, Alastair Allen
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The relationship dependence between RSS and distance in an enclosed environment is an important consideration because it is a factor that can influence the reliability of any localization algorithm founded on RSS. Several algorithms effectively reduce the variance of RSS to improve localization or accuracy performance. Our proposed algorithm essentially avoids this pitfall and consequently, its high adaptability in the face of erratic radio signal. Using 3 anchors in close proximity of each other, we are able to establish that RSS can be used as reliable indicator for localization with an acceptable degree of accuracy. Inherent in this concept, is the ability for each prospective anchor to validate (guarantee) the position or the proximity of the other 2 anchors involved in the localization and vice versa. This procedure ensures that the uncertainties of radio signals due to multipath effects in enclosed environments are minimized. A major driver of this idea is the implicit topological relationship among sensors due to raw radio signal strength. The algorithm is an area based algorithm; however, it does not trade accuracy for precision (i.e the size of the returned area).Keywords: Anchor nodes, centroid algorithm, communication graph, received signal strength (RSS).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18826494 Optimization of Transmitter Aperture by Genetic Algorithm in Optical Satellite
Authors: Karim Kemih, Yacine Yaiche, Malek Benslama
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To establish optical communication between any two satellites, the transmitter satellite must track the beacon of the receiver satellite and point the information optical beam in its direction. Optical tracking and pointing systems for free space suffer during tracking from high-amplitude vibration because of background radiation from interstellar objects such as the Sun, Moon, Earth, and stars in the tracking field of view or the mechanical impact from satellite internal and external sources. The vibrations of beam pointing increase the bit error rate and jam communication between the two satellites. One way to overcome this problem is the use of very small transmitter beam divergence angles of too narrow divergence angle is that the transmitter beam may sometimes miss the receiver satellite, due to pointing vibrations. In this paper we propose the use of genetic algorithm to optimize the BER as function of transmitter optics aperture.Keywords: Optical Satellite Communication, Genetic Algorithm, Transmitter Optics Aperture
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19906493 Enhancing the Error-Correcting Performance of LDPC Codes through an Efficient Use of Decoding Iterations
Authors: Insah Bhurtah, P. Clarel Catherine, K. M. Sunjiv Soyjaudah
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The decoding of Low-Density Parity-Check (LDPC) codes is operated over a redundant structure known as the bipartite graph, meaning that the full set of bit nodes is not absolutely necessary for decoder convergence. In 2008, Soyjaudah and Catherine designed a recovery algorithm for LDPC codes based on this assumption and showed that the error-correcting performance of their codes outperformed conventional LDPC Codes. In this work, the use of the recovery algorithm is further explored to test the performance of LDPC codes while the number of iterations is progressively increased. For experiments conducted with small blocklengths of up to 800 bits and number of iterations of up to 2000, the results interestingly demonstrate that contrary to conventional wisdom, the error-correcting performance keeps increasing with increasing number of iterations.
Keywords: Error-correcting codes, information theory, low-density parity-check codes, sum-product algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17086492 Probability Density Estimation Using Advanced Support Vector Machines and the Expectation Maximization Algorithm
Authors: Refaat M Mohamed, Ayman El-Baz, Aly A. Farag
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This paper presents a new approach for the prob-ability density function estimation using the Support Vector Ma-chines (SVM) and the Expectation Maximization (EM) algorithms.In the proposed approach, an advanced algorithm for the SVM den-sity estimation which incorporates the Mean Field theory in the learning process is used. Instead of using ad-hoc values for the para-meters of the kernel function which is used by the SVM algorithm,the proposed approach uses the EM algorithm for an automatic optimization of the kernel. Experimental evaluation using simulated data set shows encouraging results.
Keywords: Density Estimation, SVM, Learning Algorithms, Parameters Estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25066491 An Analysis of Genetic Algorithm Based Test Data Compression Using Modified PRL Coding
Authors: K. S. Neelukumari, K. B. Jayanthi
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In this paper genetic based test data compression is targeted for improving the compression ratio and for reducing the computation time. The genetic algorithm is based on extended pattern run-length coding. The test set contains a large number of X value that can be effectively exploited to improve the test data compression. In this coding method, a reference pattern is set and its compatibility is checked. For this process, a genetic algorithm is proposed to reduce the computation time of encoding algorithm. This coding technique encodes the 2n compatible pattern or the inversely compatible pattern into a single test data segment or multiple test data segment. The experimental result shows that the compression ratio and computation time is reduced.Keywords: Backtracking, test data compression (TDC), x-filling, x-propagating and genetic algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18696490 Numerical Optimization within Vector of Parameters Estimation in Volatility Models
Authors: J. Arneric, A. Rozga
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In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26506489 All-Pairs Shortest-Paths Problem for Unweighted Graphs in O(n2 log n) Time
Authors: Udaya Kumar Reddy K. R, K. Viswanathan Iyer
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Given a simple connected unweighted undirected graph G = (V (G), E(G)) with |V (G)| = n and |E(G)| = m, we present a new algorithm for the all-pairs shortest-path (APSP) problem. The running time of our algorithm is in O(n2 log n). This bound is an improvement over previous best known O(n2.376) time bound of Raimund Seidel (1995) for general graphs. The algorithm presented does not rely on fast matrix multiplication. Our algorithm with slight modifications, enables us to compute the APSP problem for unweighted directed graph in time O(n2 log n), improving a previous best known O(n2.575) time bound of Uri Zwick (2002).
Keywords: Distance in graphs, Dynamic programming, Graphalgorithms, Shortest paths.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36906488 Over-Height Vehicle Detection in Low Headroom Roads Using Digital Video Processing
Authors: Vahid Khorramshahi, Alireza Behrad, Neeraj K. Kanhere
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In this paper we present a new method for over-height vehicle detection in low headroom streets and highways using digital video possessing. The accuracy and the lower price comparing to present detectors like laser radars and the capability of providing extra information like speed and height measurement make this method more reliable and efficient. In this algorithm the features are selected and tracked using KLT algorithm. A blob extraction algorithm is also applied using background estimation and subtraction. Then the world coordinates of features that are inside the blobs are estimated using a noble calibration method. As, the heights of the features are calculated, we apply a threshold to select overheight features and eliminate others. The over-height features are segmented using some association criteria and grouped using an undirected graph. Then they are tracked through sequential frames. The obtained groups refer to over-height vehicles in a scene.Keywords: Feature extraction, over-height vehicle detection, traffic monitoring, vehicle tracking.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28286487 Using Genetic Algorithms in Closed Loop Identification of the Systems with Variable Structure Controller
Authors: O.M. Mohamed vall, M. Radhi
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This work presents a recursive identification algorithm. This algorithm relates to the identification of closed loop system with Variable Structure Controller. The approach suggested includes two stages. In the first stage a genetic algorithm is used to obtain the parameters of switching function which gives a control signal rich in commutations (i.e. a control signal whose spectral characteristics are closest possible to those of a white noise signal). The second stage consists in the identification of the system parameters by the instrumental variable method and using the optimal switching function parameters obtained with the genetic algorithm. In order to test the validity of this algorithm a simulation example is presented.
Keywords: Closed loop identification, variable structure controller, pseud-random binary sequence, genetic algorithms.
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