Search results for: Global approximation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1570

Search results for: Global approximation

1240 Facebook Spam and Spam Filter Using Artificial Neural Networks

Authors: Fahim A., Mutahira N. Naseem

Abstract:

Spam is any unwanted electronic message or material in any form posted too many people. As the world is growing as global world, social networking sites play an important role in making world global providing people from different parts of the world a platform to meet and express their views. Among different social networking sites Facebook become the leading one. With increase in usage different users start abusive use of Facebook by posting or creating ways to post spam. This paper highlights the potential spam types nowadays Facebook users’ faces. This paper also provide the reason how user become victim to spam attack. A methodology is proposed in the end discusses how to handle different types of spam.

Keywords: Artificial neural networks, Facebook spam, social networking sites, spam filter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3113
1239 Applying Wavelet Entropy Principle in Fault Classification

Authors: S. El Safty, A. El-Zonkoly

Abstract:

The ability to detect and classify the type of fault plays a great role in the protection of power system. This procedure is required to be precise with no time consumption. In this paper detection of fault type has been implemented using wavelet analysis together with wavelet entropy principle. The simulation of power system is carried out using PSCAD/EMTDC. Different types of faults were studied obtaining various current waveforms. These current waveforms were decomposed using wavelet analysis into different approximation and details. The wavelet entropy of such decompositions is analyzed reaching a successful methodology for fault classification. The suggested approach is tested using different fault types and proven successful identification for the type of fault.

Keywords: Fault classification, wavelet transform, waveletentropy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1906
1238 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1256
1237 An Integrated Framework for the Realtime Investigation of State Space Exploration

Authors: Jörg Lassig, Stefanie Thiem

Abstract:

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

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1355
1236 Single-Crystal Kerfless 2D Array Transducer for Volumetric Medical Imaging: Theoretical Study

Authors: Jurij Tasinkiewicz

Abstract:

The aim of this work is to present a theoretical analysis of a 2D ultrasound transducer comprised of crossed arrays of metal strips placed on both sides of thin piezoelectric layer (a). Such a structure is capable of electronic beam-steering of generated wavebeam both in elevation and azimuth. In this paper a semi-analytical model of the considered transducer is developed. It is based on generalization of the well-known BIS-expansion method. Specifically, applying the electrostatic approximation, the electric field components on the surface of the layer are expanded into fast converging series of double periodic spatial harmonics with corresponding amplitudes represented by the properly chosen Legendre polynomials. The problem is reduced to numerical solving of certain system of linear equations for unknown expansion coefficients.

Keywords: Beamforming, transducer array, BIS-expansion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1581
1235 Rotor Flow Analysis using Animplicit Harmonic Balance Method

Authors: D. Im, S. Choi, H. Kwon, S. H. Park, J. H. Kwon

Abstract:

This paper is an extension of a previous work where a diagonally implicit harmonic balance method was developed and applied to simulate oscillatory motions of pitching airfoil and wing. A more detailed study on the accuracy, convergence, and the efficiency of the method is carried out in the current paperby varying the number of harmonics in the solution approximation. As the main advantage of the method is itsusage for the design optimization of the unsteady problems, its application to more practical case of rotor flow analysis during forward flight is carried out and compared with flight test data and time-accurate computation results.

Keywords: Design optimization, Implicit harmonic balancemethod, number of harmonics, rotor flows

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1945
1234 Application of Method of Symmetries at a Calculation and Planning of Circular Plate with Variable Thickness

Authors: Kirill Trapezon, Alexandr Trapezon

Abstract:

A problem is formulated for the natural oscillations of a circular plate of linearly variable thickness on the basis of the symmetry method. The equations of natural frequencies and forms for a plate are obtained, providing that it is rigidly fixed along the inner contour. The first three eigenfrequencies are calculated, and the eigenmodes of the oscillations of the acoustic element are constructed. An algorithm for applying the symmetry method and the factorization method for solving problems in the theory of oscillations for plates of variable thickness is shown. The effectiveness of the approach is demonstrated on the basis of comparison of known results and those obtained in the article. It is shown that the results are more accurate and reliable.

Keywords: Vibrations, plate, thickness, symmetry, factorization, approximation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 766
1233 Producing Outdoor Design Conditions Based on the Dependency between Meteorological Elements: Copula Approach

Authors: Zhichao Jiao, Craig Farnham, Jihui Yuan, Kazuo Emura

Abstract:

It is common to use the outdoor design weather data to select the air-conditioning capacity in the building design stage. The meteorological elements of outdoor design weather data are usually selected based on their excess frequency separately while the dependency between the elements is not well considered. It means that the simultaneous occurrence probability of these elements is smaller than the original excess frequency which may cause an overestimation of selecting air-conditioning capacity. Therefore, the copula approach which can capture the dependency between multivariate data was used to model the joint distributions of the meteorological elements, like air temperature and global solar radiation. We suggest a method based on the specific simultaneous occurrence probability of these two elements of selecting more credible outdoor design conditions. The hourly weather data at 12 noon from 2001 to 2010 in Tokyo, Japan are used to analyze the dependency structure and joint distribution, the Gaussian copula represents the dependence of data best. According to calculating the air temperature and global solar radiation in specific simultaneous occurrence probability and the common exceeding, the results show that both the air temperature and global solar radiation based on simultaneous occurrence probability are lower than these based on the conventional method in the same probability.

Keywords: Copula approach, Design weather database, energy conservation, HVAC.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 304
1232 On the outlier Detection in Nonlinear Regression

Authors: Hossein Riazoshams, Midi Habshah, Jr., Mohamad Bakri Adam

Abstract:

The detection of outliers is very essential because of their responsibility for producing huge interpretative problem in linear as well as in nonlinear regression analysis. Much work has been accomplished on the identification of outlier in linear regression, but not in nonlinear regression. In this article we propose several outlier detection techniques for nonlinear regression. The main idea is to use the linear approximation of a nonlinear model and consider the gradient as the design matrix. Subsequently, the detection techniques are formulated. Six detection measures are developed that combined with three estimation techniques such as the Least-Squares, M and MM-estimators. The study shows that among the six measures, only the studentized residual and Cook Distance which combined with the MM estimator, consistently capable of identifying the correct outliers.

Keywords: Nonlinear Regression, outliers, Gradient, LeastSquare, M-estimate, MM-estimate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3141
1231 Sustainability Analysis and Quality Assessment of Rainwater Harvested from Green Roofs: A Review

Authors: Mst. Nilufa Sultana, Shatirah Akib, Muhammad Aqeel Ashraf, Mohamed Roseli Zainal Abidin

Abstract:

Most people today are aware that global climate change is not just a scientific theory but also a fact with worldwide consequences. Global climate change is due to rapid urbanization, industrialization, high population growth and current vulnerability of the climatic condition. Water is becoming scarce as a result of global climate change. To mitigate the problem arising due to global climate change and its drought effect, harvesting rainwater from green roofs, an environmentally-friendly and versatile technology, is becoming one of the best assessment criteria and gaining attention in Malaysia. This paper addresses the sustainability of green roofs and examines the quality of water harvested from green roofs in comparison to rainwater. The factors that affect the quality of such water, taking into account, for example, roofing materials, climatic conditions, the frequency of rainfall frequency and the first flush. A green roof was installed on the Humid Tropic Centre (HTC) is a place of the study on monitoring program for urban Stormwater Management Manual for Malaysia (MSMA), Eco-Hydrological Project in Kuala Lumpur, and the rainwater was harvested and evaluated on the basis of four parameters i.e., conductivity, dissolved oxygen (DO), pH and temperature. These parameters were found to fall between Class I and Class III of the Interim National Water Quality Standards (INWQS) and the Water Quality Index (WQI). Some preliminary treatment such as disinfection and filtration could likely to improve the value of these parameters to class I. This review paper clearly indicates that there is a need for more research to address other microbiological and chemical quality parameters to ensure that the harvested water is suitable for use potable water for domestic purposes. The change in all physical, chemical and microbiological parameters with respect to storage time will be a major focus of future studies in this field.

Keywords: Green roofs, INWQS, MSMA-SME, Rainwater harvesting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2866
1230 Scenarios of Societal Security and Business Continuity Cycles

Authors: Jiří F. Urbánek, Jiří Barta

Abstract:

Societal security, continuity scenarios and methodological cycling approach explained in this article. Namely societal security organizational challenges ask implementation of international standards BS 25999-2 & global ISO 22300 which is a family of standards for business continuity management system. Efficient global organization system is distinguished of high entity´s complexity, connectivity & interoperability, having not only cooperative relations in a fact. Competing business have numerous participating ´enemies´, which are in apparent or hidden opponent and antagonistic roles with prosperous organization system, resulting to a crisis scene or even to a battle theatre. Organization business continuity scenarios are necessary for such ´a play´ preparedness, planning, management & overmastering in real environments.

Keywords: Business Continuity, Societal Security Crisis Scenarios Cycles.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2135
1229 Global and Local Structure of Supported Pd Catalysts

Authors: V. Rednic, N. Aldea, P. Marginean, D. Macovei, C. M. Teodorescu, E. Dorolti, F. Matei

Abstract:

The supported Pd catalysts were analyzed by X-ray diffraction and X-ray absorption spectroscopy in order to determine their global and local structure. The average particle size of the supported Pd catalysts was determined by X-ray diffraction method. One of the main purposes of the present contribution is to focus on understanding the specific role of the Pd particle size determined by X-ray diffraction and that of the support oxide. Based on X-ray absorption fine structure spectroscopy analysis we consider that the whole local structure of the investigated samples are distorted concerning the atomic number but the distances between atoms are almost the same as for standard Pd sample. Due to the strong modifications of the Pd cluster local structure, the metal-support interface may influence the electronic properties of metal clusters and thus their reactivity for absorption of the reactant molecules.

Keywords: metal-support interaction, supported metal catalysts, synchrotron radiation, X-ray absorption spectroscopy, X-raydiffraction

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1510
1228 Face Localization Using Illumination-dependent Face Model for Visual Speech Recognition

Authors: Robert E. Hursig, Jane X. Zhang

Abstract:

A robust still image face localization algorithm capable of operating in an unconstrained visual environment is proposed. First, construction of a robust skin classifier within a shifted HSV color space is described. Then various filtering operations are performed to better isolate face candidates and mitigate the effect of substantial non-skin regions. Finally, a novel Bhattacharyya-based face detection algorithm is used to compare candidate regions of interest with a unique illumination-dependent face model probability distribution function approximation. Experimental results show a 90% face detection success rate despite the demands of the visually noisy environment.

Keywords: Audio-visual speech recognition, Bhattacharyyacoefficient, face detection,

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1598
1227 Alternating Implicit Block FDTD Method For Scalar Wave Equation

Authors: N. M. Nusi, M. Othman, M. Suleiman, F. Ismail, N. Alias

Abstract:

In this paper, an alternating implicit block method for solving two dimensional scalar wave equation is presented. The new method consist of two stages for each time step implemented in alternating directions which are very simple in computation. To increase the speed of computation, a group of adjacent points is computed simultaneously. It is shown that the presented method increase the maximum time step size and more accurate than the conventional finite difference time domain (FDTD) method and other existing method of natural ordering.

Keywords: FDTD, Scalar wave equation, alternating direction implicit (ADI), alternating group explicit (AGE), asymmetric approximation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1869
1226 Determination of Surface Deformations with Global Navigation Satellite System Time Series

Authors: I. Tiryakioglu, M. A. Ugur, C. Ozkaymak

Abstract:

The development of Global Navigation Satellite System (GNSS) technology has led to increasingly widely and successful applications of GNSS surveys for monitoring crustal movements. Instead of the multi-period GNSS solutions, this study utilizes GNSS time series that are required to more precisely determine the vertical deformations in the study area. In recent years, the surface deformations that are parallel and semi-parallel to Bolvadin fault have occurred in Western Anatolia. These surface deformations have continued to occur in Bolvadin settlement area that is located mostly on alluvium ground. Due to these surface deformations, a number of cracks in the buildings located in the residential areas and breaks in underground water and sewage systems have been observed. In order to determine the amount of vertical surface deformations, two continuous GNSS stations have been established in the region. The stations have been operating since 2015 and 2017, respectively. In this study, GNSS observations from the mentioned two GNSS stations were processed with GAMIT/GLOBK (GNSS Analysis Massachusetts Institute of Technology/GLOBal Kalman) program package to create coordinate time series. With the time series analyses, the GNSS stations’ behaviour models (linear, periodical, etc.), the causes of these behaviours, and mathematical models were determined. The study results from the time series analysis of these two 2 GNSS stations show approximately 50-90 mm/yr vertical movement.

Keywords: Bolvadin fault, GAMIT, GNSS time series, surface deformations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 785
1225 Monte Carlo Simulation of the Transport Phenomena in Degenerate Hg0.8Cd0.2Te

Authors: N. Dahbi, M. Daoudi, A.Belghachi

Abstract:

The present work deals with the calculation of transport properties of Hg0.8Cd0.2Te (MCT) semiconductor in degenerate case. Due to their energy-band structure, this material becomes degenerate at moderate doping densities, which are around 1015 cm-3, so that the usual Maxwell-Boltzmann approximation is inaccurate in the determination of transport parameters. This problem is faced by using Fermi-Dirac (F-D) statistics, and the non-parabolic behavior of the bands may be approximated by the Kane model. The Monte Carlo (MC) simulation is used here to determinate transport parameters: drift velocity, mean energy and drift mobility versus electric field and the doped densities. The obtained results are in good agreement with those extracted from literature.

Keywords: degeneracy case, Hg0.8Cd0.2Te semiconductor, Monte Carlo simulation, transport parameters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1792
1224 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order initial value problems (IVP­s­) in ordinary differential equations (ODE­s­) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: Block Method, First Order Ordinary Differential Equations, Hybrid, Self starting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2756
1223 Unsupervised Segmentation using Fuzzy Logicbased Texture Spectrum for MRI Brain Images

Authors: G.Wiselin Jiji, L.Ganesan

Abstract:

Textures are replications, symmetries and combinations of various basic patterns, usually with some random variation one of the gray-level statistics. This article proposes a new approach to Segment texture images. The proposed approach proceeds in 2 stages. First, in this method, local texture information of a pixel is obtained by fuzzy texture unit and global texture information of an image is obtained by fuzzy texture spectrum. The purpose of this paper is to demonstrate the usefulness of fuzzy texture spectrum for texture Segmentation. The 2nd Stage of the method is devoted to a decision process, applying a global analysis followed by a fine segmentation, which is only focused on ambiguous points. The above Proposed approach was applied to brain image to identify the components of brain in turn, used to locate the brain tumor and its Growth rate.

Keywords: Fuzzy Texture Unit, Fuzzy Texture Spectrum, andPattern Recognition, segmentation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1672
1222 Comparing the Efficiency of Simpson’s 1/3 and 3/8 Rules for the Numerical Solution of First Order Volterra Integro-Differential Equations

Authors: N. M. Kamoh, D. G. Gyemang, M. C. Soomiyol

Abstract:

This paper compared the efficiency of Simpson’s 1/3 and 3/8 rules for the numerical solution of first order Volterra integro-differential equations. In developing the solution, collocation approximation method was adopted using the shifted Legendre polynomial as basis function. A block method approach is preferred to the predictor corrector method for being self-starting. Experimental results confirmed that the Simpson’s 3/8 rule is more efficient than the Simpson’s 1/3 rule.

Keywords: Collocation shifted Legendre polynomials, Simpson’s rule and Volterra integro-differential equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 942
1221 STM Spectroscopy of Alloyed Nanocrystal Composite CdSxSe1-X

Authors: T. Abdallah, K. Easawi, A. Khalid, S. Negm, H. Talaat

Abstract:

Nanocrystals (NC) alloyed composite CdSxSe1-x(x=0 to 1) have been prepared using the chemical solution deposition technique. The energy band gap of these alloyed nanocrystals of approximately the same size, have been determined by scanning tunneling spectroscopy (STS) technique at room temperature. The values of the energy band gap obtained directly using STS are compared to those measured by optical spectroscopy. Increasing the molar fraction ratio x from 0 to 1 causes clearly observed increase in the band gap of the alloyed composite nanocrystal. Vegard-s law was applied to calculate the parameters of the effective mass approximation (EMA) model and the dimension obtained were compared to the values measured by STM. The good agreement of the calculated and measured values is a direct result of applying Vegard's law in the nanocomposites.

Keywords: Alloy semiconductor nanocrystals, STM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1442
1220 ICCFMS - Enhancing a Competitive Advantage for Thailand’s IT Entrepreneurs

Authors: T. Niracharapa, W. Angkana

Abstract:

Since information and communication technology (ICT) plays a critical role in enhancing national competitiveness, it is a driving force for social and economic growth and prosperity. The ASEAN Economic Community (AEC) will integrate this into ASEAN countries as a new mechanism and a measure that will improve economic performance as a global economy. Government policies may support or impede such harmonization. This study was to investigate, analyze the status of Thai IT entrepreneurs and define key strategies to enhance their competitive advantage. Data were collected based on in-depth interviews, questionnaires, focus groups, seminars and fieldwork on information technology excluding communication. SWOT was used as a tool to analyze the study. The results of this study can be used to enable the government to guide policy, measures and strategies for creating a competitive advantage for Thailand’s IT entrepreneurs in the global market.

Keywords: AEC, ASEAN, competitive advantage, IT entrepreneurs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2056
1219 3D Mesh Coarsening via Uniform Clustering

Authors: Shuhua Lai, Kairui Chen

Abstract:

In this paper, we present a fast and efficient mesh coarsening algorithm for 3D triangular meshes. Theis approach can be applied to very complex 3D meshes of arbitrary topology and with millions of vertices. The algorithm is based on the clustering of the input mesh elements, which divides the faces of an input mesh into a given number of clusters for clustering purpose by approximating the Centroidal Voronoi Tessellation of the input mesh. Once a clustering is achieved, it provides us an efficient way to construct uniform tessellations, and therefore leads to good coarsening of polygonal meshes. With proliferation of 3D scanners, this coarsening algorithm is particularly useful for reverse engineering applications of 3D models, which in many cases are dense, non-uniform, irregular and arbitrary topology. Examples demonstrating effectiveness of the new algorithm are also included in the paper.

Keywords: Coarsening, mesh clustering, shape approximation, mesh simplification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1378
1218 New Fourth Order Explicit Group Method in the Solution of the Helmholtz Equation

Authors: Norhashidah Hj. Mohd Ali, Teng Wai Ping

Abstract:

In this paper, the formulation of a new group explicit method with a fourth order accuracy is described in solving the two dimensional Helmholtz equation. The formulation is based on the nine-point fourth order compact finite difference approximation formula. The complexity analysis of the developed scheme is also presented. Several numerical experiments were conducted to test the feasibility of the developed scheme. Comparisons with other existing schemes will be reported and discussed. Preliminary results indicate that this method is a viable alternative high accuracy solver to the Helmholtz equation.

Keywords: Explicit group method, finite difference, Helmholtz equation, five-point formula, nine-point formula.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2049
1217 A Weighted Least Square Algorithm for Low-Delay FIR Filters with Piecewise Variable Stopbands

Authors: Yasunori Sugita, Toshinori Yoshikawa, Naoyuki Aikawa

Abstract:

Variable digital filters are useful for various signal processing and communication applications where the frequency characteristics, such as fractional delays and cutoff frequencies, can be varied. In this paper, we propose a design method of variable FIR digital filters with an approximate linear phase characteristic in the passband. The proposed variable FIR filters have some large attenuation in stopband and their large attenuation can be varied by spectrum parameters. In the proposed design method, a quasi-equiripple characteristic can be obtained by using an iterative weighted least square method. The usefulness of the proposed design method is verified through some examples.

Keywords: Weighted Least Squares Approximation, Variable FIR Filters, Low-Delay, Quasi-Equiripple

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1631
1216 Analysis of Temperature Change under Global Warming Impact using Empirical Mode Decomposition

Authors: Md. Khademul Islam Molla, Akimasa Sumi, M. Sayedur Rahman

Abstract:

The empirical mode decomposition (EMD) represents any time series into a finite set of basis functions. The bases are termed as intrinsic mode functions (IMFs) which are mutually orthogonal containing minimum amount of cross-information. The EMD successively extracts the IMFs with the highest local frequencies in a recursive way, which yields effectively a set low-pass filters based entirely on the properties exhibited by the data. In this paper, EMD is applied to explore the properties of the multi-year air temperature and to observe its effects on climate change under global warming. This method decomposes the original time-series into intrinsic time scale. It is capable of analyzing nonlinear, non-stationary climatic time series that cause problems to many linear statistical methods and their users. The analysis results show that the mode of EMD presents seasonal variability. The most of the IMFs have normal distribution and the energy density distribution of the IMFs satisfies Chi-square distribution. The IMFs are more effective in isolating physical processes of various time-scales and also statistically significant. The analysis results also show that the EMD method provides a good job to find many characteristics on inter annual climate. The results suggest that climate fluctuations of every single element such as temperature are the results of variations in the global atmospheric circulation.

Keywords: Empirical mode decomposition, instantaneous frequency, Hilbert spectrum, Chi-square distribution, anthropogenic impact.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2114
1215 Basket Option Pricing under Jump Diffusion Models

Authors: Ali Safdari-Vaighani

Abstract:

Pricing financial contracts on several underlying assets received more and more interest as a demand for complex derivatives. The option pricing under asset price involving jump diffusion processes leads to the partial integral differential equation (PIDEs), which is an extension of the Black-Scholes PDE with a new integral term. The aim of this paper is to show how basket option prices in the jump diffusion models, mainly on the Merton model, can be computed using RBF based approximation methods. For a test problem, the RBF-PU method is applied for numerical solution of partial integral differential equation arising from the two-asset European vanilla put options. The numerical result shows the accuracy and efficiency of the presented method.

Keywords: Radial basis function, basket option, jump diffusion, RBF-PUM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1180
1214 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2171
1213 The Effects of the Russian Crisis on Turkish Tourism Sector: A Case of Antalya Province, Turkey

Authors: Huseyin Cetin, Halil Akmese, Sercan Aras, Vahit Aytekin

Abstract:

Economic crisis, terrorism, global crisis and the relations between countries are the factors affecting tourism industry and tourism industry is vulnerable against these factors. In our study, there are two dimensions about Russian crisis. The crisis between Russia and Ukraine and decreased oil prices in global market have been entailed Russian economic crisis. This crisis has induced that the ruble, Russian currency, has depreciated against American dollars and consequently the purchasing power of Russian has weakened. This is the first dimension of our study. Second dimension is a political crisis between Turkey and Russia owing to the fact that the Russian Warcraft was brought down by Turkish army. The aim of this study is to explain the impact of the consequences of Russian crisis on Turkish tourism industry. The study has been limited only Antalya province.

Keywords: Economic crisis, Turkey-Russian crisis, Turkey's tourism industry, tourism in Turkey.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1542
1212 Exact Analysis of Resonance Frequencies of Simply Supported Cylindrical Shells

Authors: A. Farshidianfar, P. Oliazadeh, M. H. Farshidianfar

Abstract:

In order to study the free vibration of simply supported circular cylindrical shells; an analytical procedure is developed and discussed in detail. To identify its’ validity, the exact technique was applied to four different shell theories 1) Soedel, 2) Flugge, 3) Morley-Koiter, and 4) Donnell. The exact procedure was compared favorably with experimental results and those obtained using the numerical finite element method. A literature review reveals that beam functions are used extensively as an approximation for simply supported boundary conditions. The effects of this approximate method were also investigated on the natural frequencies by comparing results with those of the exact analysis.

Keywords: Circular Cylindrical Shell, Free Vibration, Natural Frequency.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3552
1211 Universal Qibla and Prayer Time Finder

Authors: M. Z. Ibrahim, M. Z. Norashikin

Abstract:

People nowadays love to travel around the world. Regardless of their location and time, they especially Muslims still need to perform their five times prayer. Normally for travelers, they need to bring maps, compass and for Muslim, they even have to bring Qibla pointer when they travel. It is slightly difficult to determine the Qibla direction and to know the time for each prayer. In this paper we present a new electronic device called Universal Qibla and Prayer Time Finder to locate the Qibla direction and to determine each prayer time based on the current user-s location. This device use PIC microcontroller equipped with digital compass and Global Positioning System (GPS) where it will display the exact Qibla direction and prayer time automatically at any place in the world. This device is reliable, user friendly and accurate in determining the Qibla direction and prayer time.

Keywords: Digital compass, embedded system, global position system, prayer time, qibla

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3931