Search results for: detection parameter

Authors: Taehyun Yoon, Keechul Jung

Abstract:

There are many researches to detect collision between real object and virtual object in 3D space. In general, these techniques are need to huge computing power. So, many research and study are constructed by using cloud computing, network computing, and distribute computing. As a reason of these, this paper proposed a novel fast 3D collision detection algorithm between real and virtual object using 2D intersection area. Proposed algorithm uses 4 multiple cameras and coarse-and-fine method to improve accuracy and speed performance of collision detection. In the coarse step, this system examines the intersection area between real and virtual object silhouettes from all camera views. The result of this step is the index of virtual sensors which has a possibility of collision in 3D space. To decide collision accurately, at the fine step, this system examines the collision detection in 3D space by using the visual hull algorithm. Performance of the algorithm is verified by comparing with existing algorithm. We believe proposed algorithm help many other research, study and application fields such as HCI, augmented reality, intelligent space, and so on.

Keywords: Collision Detection, Computer Vision, Human Computer Interaction, Visual Hull

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Authors: D. Beziakina, E. Bulgakova

Abstract:

The paper deals with cross-gender and cross-linguistic comparison of pitch characteristics for Tuvinian with two other Turkic languages - Uzbek and Azerbaijani, based on the results of statistical analysis of pitch parameter values and intonation patterns used by male and female speakers.

The main goal of our work is to obtain the ranges of pitch parameter values typical for Tuvinian speakers for the purpose of automatic language identification. We also propose a cross-gender analysis of declarative intonation in the poorly studied Tuvinian language.

The ranges of pitch parameter values were obtained by means of specially developed software that deals with the distribution of pitch values and allows us to obtain statistical language-specific pitch intervals.

Keywords: Speech analysis, Statistical analysis, Speaker recognition, Identification of person.

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Authors: Abdulrahman S. Alturki, John S. Loomis

Abstract:

This paper discusses a corner detection algorithm for camera calibration. Calibration is a necessary step in many computer vision and image processing applications. Robust corner detection for an image of a checkerboard is required to determine intrinsic and extrinsic parameters. In this paper, an algorithm for fully automatic and robust X-corner detection is presented. Checkerboard corner points are automatically found in each image without user interaction or any prior information regarding the number of rows or columns. The approach represents each X-corner with a quadratic fitting function. Using the fact that the X-corners are saddle points, the coefficients in the fitting function are used to identify each corner location. The automation of this process greatly simplifies calibration. Our method is robust against noise and different camera orientations. Experimental analysis shows the accuracy of our method using actual images acquired at different camera locations and orientations.

Keywords: Camera Calibration, Corner Detector, Saddle Points, X-Corners.

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Authors: S. Ben Said, K. Ben Saad, M. Benrejeb

Abstract:

This paper deals with bifurcation analyses in current programmed DC/DC Boost converter and exhibition of chaotic behavior. This phenomenon occurs due to variation of a set of the studied circuit parameters (input voltage and a reference current). Two different types of bifurcation paths have been observed as part as part of another bifurcation arising from variation of suitable chosen parameter.

Keywords: Bifurcation, Chaos, Boost converter, Current- programmed control, Initial parameters.

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Authors: Madina Hamiane, Amina Khunji

Abstract:

Detecting changes in multiple images of the same scene has recently seen increased interest due to the many contemporary applications including smart security systems, smart homes, remote sensing, surveillance, medical diagnosis, weather forecasting, speed and distance measurement, post-disaster forensics and much more. These applications differ in the scale, nature, and speed of change. This paper presents an application of image processing techniques to implement a real-time change detection system. Change is identified by comparing the RGB representation of two consecutive frames captured in real-time. The detection threshold can be controlled to account for various luminance levels. The comparison result is passed through a filter before decision making to reduce false positives, especially at lower luminance conditions. The system is implemented with a MATLAB Graphical User interface with several controls to manage its operation and performance.

Keywords: Image change detection, Image processing, image filtering, thresholding, B/W quantization.

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Authors: S. M. Ali, A. Salam Khan, A. U. Khan, M. Tariq, M. S. Hussain, B. A. Abbasi, I. Hussain, U. Farid

Abstract:

Environment and surrounding plays a pivotal rule in structuring life-style of the consumers. Living standards intern effect the energy consumption of the consumers. In smart grid paradigm, climate drifts, weather parameter and green environmental directly relates to the energy profiles of the various consumers, such as residential, commercial and industrial. Considering above factors helps policy in shaping utility load curves and optimal management of demand and supply. Thus, there is a pressing need to develop correlation models of load and weather parameters and critical analysis of the factors effecting energy profiles of smart grid consumers. In this paper, we elaborated various environment and weather parameter factors effecting demand of consumers. Moreover, we developed correlation models, such as Pearson, Spearman, and Kendall, an inter-relation between dependent (load) parameter and independent (weather) parameters. Furthermore, we validated our discussion with real-time data of Texas State. The numerical simulations proved the effective relation of climatic drifts with energy consumption of smart grid consumers.

Keywords: Climatic drifts, correlation analysis, energy consumption, smart grid, weather parameter.

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Authors: Hanieh Jalali, Ahmad Baraani

Abstract:

Nowaday-s, many organizations use systems that support business process as a whole or partially. However, in some application domains, like software development and health care processes, a normative Process Aware System (PAS) is not suitable, because a flexible support is needed to respond rapidly to new process models. On the other hand, a flexible Process Aware System may be vulnerable to undesirable and fraudulent executions, which imposes a tradeoff between flexibility and security. In order to make this tradeoff available, a genetic-based anomaly detection model for logs of Process Aware Systems is presented in this paper. The detection of an anomalous trace is based on discovering an appropriate process model by using genetic process mining and detecting traces that do not fit the appropriate model as anomalous trace; therefore, when used in PAS, this model is an automated solution that can support coexistence of flexibility and security.

Keywords: Anomaly Detection, Genetic Algorithm, ProcessAware Systems, Process Mining.

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Authors: M. Salman, B. Budiardjo, K. Ramli

Abstract:

Nowadays wireless technology plays an important role in public and personal communication. However, the growth of wireless networking has confused the traditional boundaries between trusted and untrusted networks. Wireless networks are subject to a variety of threats and attacks at present. An attacker has the ability to listen to all network traffic which becoming a potential intrusion. Intrusion of any kind may lead to a chaotic condition. In addition, improperly configured access points also contribute the risk to wireless network. To overcome this issue, a security solution that includes an intrusion detection and prevention system need to be implemented. In this paper, first the security drawbacks of wireless network will be analyzed then investigate the characteristics and also the limitations on current wireless intrusion detection and prevention system. Finally, the requirement of next wireless intrusion prevention system will be identified including some key issues which should be focused on in the future to overcomes those limitations.

Keywords: intrusion detection, intrusion prevention, wireless networks, proactive protection

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Authors: H. Bakhshi, E. Khayyamian

Abstract:

Cognitive radios have been recognized as one of the most promising technologies dealing with the scarcity of the radio spectrum. In cognitive radio systems, secondary users are allowed to utilize the frequency bands of primary users when the bands are idle. Hence, how to accurately detect the idle frequency bands has attracted many researchers’ interest. Detection performance is sensitive toward noise power and gain fluctuation. Since signal to noise ratio (SNR) between primary user and secondary users are not the same and change over the time, SNR and noise power estimation is essential. In this paper, we present a cooperative spectrum sensing algorithm using SNR estimation to improve detection performance in the real situation.

Keywords: Cognitive radio, cooperative spectrum sensing, energy detection, SNR estimation, spectrum sensing, Rayleigh fading channel.

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Authors: Magdalena Pejas

Abstract:

This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.

Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.

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Authors: Abdulaziz Alsadhan, Naveed Khan

Abstract:

In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion detection system (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw dataset for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle component analysis (PCA), Linear Discriminant Analysis (LDA) and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. This optimal feature subset is used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) are used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.

Keywords: Particle Swarm Optimization (PSO), Principle component analysis (PCA), Linear Discriminant Analysis (LDA), Local Binary Pattern (LBP), Support Vector Machine (SVM), Multilayer Perceptron (MLP).

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Authors: Zilong He, Yuesheng Zhu

Abstract:

Based on the combined shape feature and texture feature, a fast object detection method with rotation invariant features is proposed in this paper. A quick template matching scheme based online learning designed for online applications is also introduced in this paper. The experimental results have shown that the proposed approach has the features of lower computation complexity and higher detection rate, while keeping almost the same performance compared to the HOG-based method, and can be more suitable for run time applications.

Keywords: gradient feature, online learning, rotationinvariance, template feature

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Authors: Kuo-Lung Wu

Abstract:

The weighting exponent m is called the fuzzifier that can have influence on the clustering performance of fuzzy c-means (FCM) and mÎ[1.5,2.5] is suggested by Pal and Bezdek [13]. In this paper, we will discuss the robust properties of FCM and show that the parameter m will have influence on the robustness of FCM. According to our analysis, we find that a large m value will make FCM more robust to noise and outliers. However, if m is larger than the theoretical upper bound proposed by Yu et al. [14], the sample mean will become the unique optimizer. Here, we suggest to implement the FCM algorithm with mÎ[1.5,4] under the restriction when m is smaller than the theoretical upper bound.

Keywords: Fuzzy c-means, robust, fuzzifier.

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Authors: A. Jabbari, R. Jedermann, W. Lang

Abstract:

The new idea of this research is application of a new fault detection and isolation (FDI) technique for supervision of sensor networks in transportation system. In measurement systems, it is necessary to detect all types of faults and failures, based on predefined algorithm. Last improvements in artificial neural network studies (ANN) led to using them for some FDI purposes. In this paper, application of new probabilistic neural network features for data approximation and data classification are considered for plausibility check in temperature measurement. For this purpose, two-phase FDI mechanism was considered for residual generation and evaluation.

Keywords: Fault detection and Isolation, Neural network, Temperature measurement, measurement approximation and classification.

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Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

Bayesian approach can be used for parameter identification and extraction in state space models and its ability for analyzing sequence of data in dynamical system is proved in different literatures. In this paper, adaptive Kalman filter with Bayesian approach for identification of variances in measurement parameter noise is developed. Next, it is applied for estimation of the dynamical state and measurement data in discrete linear dynamical system. This algorithm at each step time estimates noise variance in measurement noise and state of system with Kalman filter. Next, approximation is designed at each step separately and consequently sufficient statistics of the state and noise variances are computed with a fixed-point iteration of an adaptive Kalman filter. Different simulations are applied for showing the influence of noise variance in measurement data on algorithm. Firstly, the effect of noise variance and its distribution on detection and identification performance is simulated in Kalman filter without Bayesian formulation. Then, simulation is applied to adaptive Kalman filter with the ability of noise variance tracking in measurement data. In these simulations, the influence of noise distribution of measurement data in each step is estimated, and true variance of data is obtained by algorithm and is compared in different scenarios. Afterwards, one typical modeling of nonlinear state space model with inducing noise measurement is simulated by this approach. Finally, the performance and the important limitations of this algorithm in these simulations are explained. 

Keywords: adaptive filtering, Bayesian approach Kalman filtering approach, variance tracking

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Authors: Rajoo Pandey

Abstract:

The performance of an image filtering system depends on its ability to detect the presence of noisy pixels in the image. Most of the impulse detection schemes assume the presence of salt and pepper noise in the images and do not work satisfactorily in case of uniformly distributed impulse noise. In this paper, a new algorithm is presented to improve the performance of switching median filter in detection of uniformly distributed impulse noise. The performance of the proposed scheme is demonstrated by the results obtained from computer simulations on various images.

Keywords: Switching median filter, Impulse noise, Imagefiltering, Impulse detection.

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Authors: Somnath Dey, Debasis Samanta

Abstract:

Iris-based biometric system is gaining its importance in several applications. However, processing of iris biometric is a challenging and time consuming task. Detection of iris part in an eye image poses a number of challenges such as, inferior image quality, occlusion of eyelids and eyelashes etc. Due to these problems it is not possible to achieve 100% accuracy rate in any iris-based biometric authentication systems. Further, iris detection is a computationally intensive task in the overall iris biometric processing. In this paper, we address these two problems and propose a technique to localize iris part efficiently and accurately. We propose scaling and color level transform followed by thresholding, finding pupil boundary points for pupil boundary detection and dilation, thresholding, vertical edge detection and removal of unnecessary edges present in the eye images for iris boundary detection. Scaling reduces the search space significantly and intensity level transform is helpful for image thresholding. Experimental results show that our approach is comparable with the existing approaches. Following our approach it is possible to detect iris part with 95-99% accuracy as substantiated by our experiments on CASIA Ver-3.0, ICE 2005, UBIRIS, Bath and MMU iris image databases.

Keywords: Iris recognition, iris localization, biometrics, image processing.

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Authors: Fathi Taibi, Fouad Mohammed Abbou, Md. Jahangir Alam

Abstract:

The complexity of today-s software systems makes collaborative development necessary to accomplish tasks. Frameworks are necessary to allow developers perform their tasks independently yet collaboratively. Similarity detection is one of the major issues to consider when developing such frameworks. It allows developers to mine existing repositories when developing their own views of a software artifact, and it is necessary for identifying the correspondences between the views to allow merging them and checking their consistency. Due to the importance of the requirements specification stage in software development, this paper proposes a framework for collaborative development of Object- Oriented formal specifications along with a similarity detection approach to support the creation, merging and consistency checking of specifications. The paper also explores the impact of using additional concepts on improving the matching results. Finally, the proposed approach is empirically evaluated.

Keywords: Collaborative Development, Formal methods, Object-Oriented, Similarity detection

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Authors: R. Loukil, M. Chtourou, T. Damak

Abstract:

In this work, we use the Fault detection and isolation and the Fault tolerant control based on sliding mode observer in order to introduce the well diagnosis of a nonlinear system. The robustness of the proposed observer for the two techniques is tested through a physical example. The results in this paper show the interaction between the Fault tolerant control and the Diagnosis procedure.

Keywords: Fault detection and isolation “FDI”, Fault tolerant control “FTC”, sliding mode observer, nonlinear system, robustness, stability.

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Authors: Maria Jokela, Matti Kutila, Jukka Laitinen, Florian Ahlers, Nicolas Hautière, TobiasSchendzielorz

Abstract:

It has been shown that in most accidents the driver is responsible due to being distracted or misjudging the situation. In order to solve such problems research has been dedicated to developing driver assistance systems that are able to monitor the traffic situation around the vehicle. This paper presents methods for recognizing several circumstances on a road. The methods use both the in-vehicle warning systems and the roadside infrastructure. Preliminary evaluation results for fog and ice-on-road detection are presented. The ice detection results are based on data recorded in a test track dedicated to tyre friction testing. The achieved results anticipate that ice detection could work at a performance of 70% detection with the right setup, which is a good foundation for implementation. However, the full benefit of the presented cooperative system is achieved by fusing the outputs of multiple data sources, which is the key point of discussion behind this publication.

Keywords: Smart roads, traffic monitoring, traffic scenedetection.

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Authors: Phool Singh, Ashok Jangid, N. S. Tomer, Deepa Sinha

Abstract:

The aim of this paper is to investigate twodimensional unsteady flow of a viscous incompressible fluid about stagnation point on permeable stretching sheet in presence of time dependent free stream velocity. Fluid is considered in the influence of transverse magnetic field in the presence of radiation effect. Rosseland approximation is use to model the radiative heat transfer. Using time-dependent stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained by using Runge-Kutta Fehlberg method with the help of Newton-Raphson shooting technique. In the present work the effect of unsteadiness parameter, magnetic field parameter, radiation parameter, stretching parameter and the Prandtl number on flow and heat transfer characteristics have been discussed. Skin-friction coefficient and Nusselt number at the sheet are computed and discussed. The results reported in the paper are in good agreement with published work in literature by other researchers.

Keywords: Magneto hydrodynamics, stretching sheet, thermal radiation, unsteady flow.

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Authors: R. Sridevi, G. Jagajothi

Abstract:

Artificial Immune Systems (AIS), inspired by the human immune system, are algorithms and mechanisms which are self-adaptive and self-learning classifiers capable of recognizing and classifying by learning, long-term memory and association. Unlike other human system inspired techniques like genetic algorithms and neural networks, AIS includes a range of algorithms modeling on different immune mechanism of the body. In this paper, a mechanism of a human immune system based on apoptosis is adopted to build an Intrusion Detection System (IDS) to protect computer networks. Features are selected from network traffic using Fisher Score. Based on the selected features, the record/connection is classified as either an attack or normal traffic by the proposed methodology. Simulation results demonstrates that the proposed AIS based on apoptosis performs better than existing AIS for intrusion detection.

Keywords: Apoptosis, Artificial Immune System (AIS), Fisher Score, KDD dataset, Network intrusion detection.

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Authors: Xiang Yu, Chuntao Feng, Lu Yang, Meiyang Song, Wenhao Zhou

Abstract:

The existing two-dimensional micro-Doppler features extraction ignores the correlation information between the spatial and temporal dimension features. For the range-Doppler map, the time dimension is introduced, and a frequency modulation continuous wave (FMCW) radar human fall detection algorithm based on time-varying range-Doppler features is proposed. Firstly, the range-Doppler sequence maps are generated from the echo signals of the continuous motion of the human body collected by the radar. Then the three-dimensional data cube composed of multiple frames of range-Doppler maps is input into the three-dimensional Convolutional Neural Network (3D CNN). The spatial and temporal features of time-varying range-Doppler are extracted by the convolution layer and pool layer at the same time. Finally, the extracted spatial and temporal features are input into the fully connected layer for classification. The experimental results show that the proposed fall detection algorithm has a detection accuracy of 95.66%.

Keywords: FMCW radar, fall detection, 3D CNN, time-varying range-Doppler features.

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Authors: Konstantinos Perifanos, Eirini Florou, Dionysis Goutsos

Abstract:

This paper presents and benchmarks a number of end-to-end Deep Learning based models for metaphor detection in Greek. We combine Convolutional Neural Networks and Recurrent Neural Networks with representation learning to bear on the metaphor detection problem for the Greek language. The models presented achieve exceptional accuracy scores, significantly improving the previous state-of-the-art results, which had already achieved accuracy 0.82. Furthermore, no special preprocessing, feature engineering or linguistic knowledge is used in this work. The methods presented achieve accuracy of 0.92 and F-score 0.92 with Convolutional Neural Networks (CNNs) and bidirectional Long Short Term Memory networks (LSTMs). Comparable results of 0.91 accuracy and 0.91 F-score are also achieved with bidirectional Gated Recurrent Units (GRUs) and Convolutional Recurrent Neural Nets (CRNNs). The models are trained and evaluated only on the basis of training tuples, the related sentences and their labels. The outcome is a state-of-the-art collection of metaphor detection models, trained on limited labelled resources, which can be extended to other languages and similar tasks.

Keywords: Metaphor detection, deep learning, representation learning, embeddings.

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Authors: Syadiah Nor Wan Shamsuddin, Valerie Lesk , Hassan Ugail

Abstract:

Early detection of dementia by testing the spatial memory can be applied using a virtual environment. This paper presents guidelines on how to design a virtual environment specifically for elderly in early detection of dementia. The specific design needs to be considered because the effectiveness of the technology relies on the ability of the end user to use it. The primary goal of these guidelines is to promote accessibility. Based on these guidelines, a virtual simulation was developed and evaluated. The results on usability of acceptance and satisfaction that are tested on young (control group) and elderly participants indicate that these guidelines are reliable and useful for use with elderly people.

Keywords: Virtual Environment, spatial memory, design, guidelines

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Authors: Kazuaki Maeda

Abstract:

This paper describes a code clone visualization method, called FC graph, and the implementation issues. Code clone detection tools usually show the results in a textual representation. If the results are large, it makes a problem to software maintainers with understanding them. One of the approaches to overcome the situation is visualization of code clone detection results. A scatter plot is a popular approach to the visualization. However, it represents only one-to-one correspondence and it is difficult to find correspondence of code clones over multiple files. FC graph represents correspondence among files, code clones and packages in Java. All nodes in FC graph are positioned using force-directed graph layout, which is dynami- cally calculated to adjust the distances of nodes until stabilizing them. We applied FC graph to some open source programs and visualized the results. In the author’s experience, FC graph is helpful to grasp correspondence of code clones over multiple files and also code clones with in a file.

Keywords: code clone detection, program comprehension, software maintenance, visualization

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Authors: M. Benattou, K. Tamine

Abstract:

This paper presents a distributed intrusion detection system IDS, based on the concept of specialized distributed agents community representing agents with the same purpose for detecting distributed attacks. The semantic of intrusion events occurring in a predetermined network has been defined. The correlation rules referring the process which our proposed IDS combines the captured events that is distributed both spatially and temporally. And then the proposed IDS tries to extract significant and broad patterns for set of well-known attacks. The primary goal of our work is to provide intrusion detection and real-time prevention capability against insider attacks in distributed and fully automated environments.

Keywords: Mobile agent, specialized agent, interpreter agent, event rules, correlation.

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Authors: Eric P. Jiang

Abstract:

As the Internet continues to grow at a rapid pace as the primary medium for communications and commerce and as telecommunication networks and systems continue to expand their global reach, digital information has become the most popular and important information resource and our dependence upon the underlying cyber infrastructure has been increasing significantly. Unfortunately, as our dependency has grown, so has the threat to the cyber infrastructure from spammers, attackers and criminal enterprises. In this paper, we propose a new machine learning based network intrusion detection framework for cyber security. The detection process of the framework consists of two stages: model construction and intrusion detection. In the model construction stage, a semi-supervised machine learning algorithm is applied to a collected set of network audit data to generate a profile of normal network behavior and in the intrusion detection stage, input network events are analyzed and compared with the patterns gathered in the profile, and some of them are then flagged as anomalies should these events are sufficiently far from the expected normal behavior. The proposed framework is particularly applicable to the situations where there is only a small amount of labeled network training data available, which is very typical in real world network environments.

Keywords: classification, data analysis and mining, network intrusion detection, semi-supervised learning.

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Authors: Hazem M. El-Bakry, Qiangfu Zhao

Abstract:

Recently, fast neural networks for object/face detection were presented in [1-3]. The speed up factor of these networks relies on performing cross correlation in the frequency domain between the input image and the weights of the hidden layer. But, these equations given in [1-3] for conventional and fast neural networks are not valid for many reasons presented here. In this paper, correct equations for cross correlation in the spatial and frequency domains are presented. Furthermore, correct formulas for the number of computation steps required by conventional and fast neural networks given in [1-3] are introduced. A new formula for the speed up ratio is established. Also, corrections for the equations of fast multi scale object/face detection are given. Moreover, commutative cross correlation is achieved. Simulation results show that sub-image detection based on cross correlation in the frequency domain is faster than classical neural networks.

Keywords: Conventional Neural Networks, Fast Neural Networks, Cross Correlation in the Frequency Domain.

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Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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