Search results for: target location estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2435

Search results for: target location estimation

2045 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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2044 New Enhanced Hexagon-Based Search Using Point-Oriented Inner Search for Fast Block Motion Estimation

Authors: Lai-Man Po, Chi-Wang Ting, Ka-Ho Ng

Abstract:

Recently, an enhanced hexagon-based search (EHS) algorithm was proposed to speedup the original hexagon-based search (HS) by exploiting the group-distortion information of some evaluated points. In this paper, a second version of the EHS is proposed with a new point-oriented inner search technique which can further speedup the HS in both large and small motion environments. Experimental results show that the enhanced hexagon-based search version-2 (EHS2) is faster than the HS up to 34% with negligible PSNR degradation.

Keywords: Inner search, fast motion estimation, block-matching, hexagon search

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2043 Reliability Evaluation of Distribution System Considering Distributed Generation

Authors: Raju Kaduru, Narsaiah Srinivas Gondlala

Abstract:

This paper presents an analytical approach for evaluating distribution system reliability indices in the presence of distributed generation. Modeling distributed generation and evaluation of distribution system reliability indices using the frequency duration technique. Using model implements and case studies are discussed. Results showed that location of DG and its effect in distribution reliability indices. In this respect, impact of DG on distribution system is investigated using the IEEE Roy Billinton test system (RBTS2) included feeder 1. Therefore, it will help to the distribution system planners in the DG resource placement.

Keywords: Distributed Generation, DG Location, Distribution System, Reliability Indices.

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2042 Intelligent Path Planning for Rescue Robot

Authors: Sohrab Khanmohammadi, Raana Soltani Zarrin

Abstract:

In this paper, a heuristic method for simultaneous rescue robot path-planning and mission scheduling is introduced based on project management techniques, multi criteria decision making and artificial potential fields path-planning. Groups of injured people are trapped in a disastrous situation. These people are categorized into several groups based on the severity of their situation. A rescue robot, whose ultimate objective is reaching injured groups and providing preliminary aid for them through a path with minimum risk, has to perform certain tasks on its way towards targets before the arrival of rescue team. A decision value is assigned to each target based on the whole degree of satisfaction of the criteria and duties of the robot toward the target and the importance of rescuing each target based on their category and the number of injured people. The resulted decision value defines the strength of the attractive potential field of each target. Dangerous environmental parameters are defined as obstacles whose risk determines the strength of the repulsive potential field of each obstacle. Moreover, negative and positive energies are assigned to the targets and obstacles, which are variable with respects to the factors involved. The simulation results show that the generated path for two cases studies with certain differences in environmental conditions and other risk factors differ considerably.

Keywords: Artificial potential field, GERT, path planning

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2041 Exponential State Estimation for Neural Networks with Leakage, Discrete and Distributed Delays

Authors: Liyuan Wang, Shouming Zhong

Abstract:

In this paper, the design problem of state estimator for neural networks with the mixed time-varying delays are investigated by constructing appropriate Lyapunov-Krasovskii functionals and using some effective mathematical techniques. In order to derive several conditions to guarantee the estimation error systems to be globally exponential stable, we transform the considered systems into the neural-type time-delay systems. Then with a set of linear inequalities(LMIs), we can obtain the stable criteria. Finally, three numerical examples are given to show the effectiveness and less conservatism of the proposed criterion.

Keywords: State estimator, Neural networks, Globally exponential stability.

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2040 Study of Unsteady Behaviour of Dynamic Shock Systems in Supersonic Engine Intakes

Authors: Siddharth Ahuja, T. M. Muruganandam

Abstract:

An analytical investigation is performed to study the unsteady response of a one-dimensional, non-linear dynamic shock system to external downstream pressure perturbations in a supersonic flow in a varying area duct. For a given pressure ratio across a wind tunnel, the normal shock's location can be computed as per one-dimensional steady gas dynamics. Similarly, for some other pressure ratio, the location of the normal shock will change accordingly, again computed using one-dimensional gas dynamics. This investigation focuses on the small-time interval between the first steady shock location and the new steady shock location (corresponding to different pressure ratios). In essence, this study aims to shed light on the motion of the shock from one steady location to another steady location. Further, this study aims to create the foundation of the Unsteady Gas Dynamics field enabling further insight in future research work. According to the new pressure ratio, a pressure pulse, generated at the exit of the tunnel which travels and perturbs the shock from its original position, setting it into motion. During such activity, other numerous physical phenomena also happen at the same time. However, three broad phenomena have been focused on, in this study - Traversal of a Wave, Fluid Element Interactions and Wave Interactions. The above mentioned three phenomena create, alter and kill numerous waves for different conditions. The waves which are created by the above-mentioned phenomena eventually interact with the shock and set it into motion. Numerous such interactions with the shock will slowly make it settle into its final position owing to the new pressure ratio across the duct, as estimated by one-dimensional gas dynamics. This analysis will be extremely helpful in the prediction of inlet 'unstart' of the flow in a supersonic engine intake and its prominence with the incoming flow Mach number, incoming flow pressure and the external perturbation pressure is also studied to help design more efficient supersonic intakes for engines like ramjets and scramjets.

Keywords: Analytical investigation, compression and expansion waves, fluid element interactions, shock trajectory, supersonic flow, unsteady gas dynamics, varying area duct, wave interactions.

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2039 On Bounds For The Zeros of Univariate Polynomial

Authors: Matthias Dehmer1 Jürgen Kilian

Abstract:

Problems on algebraical polynomials appear in many fields of mathematics and computer science. Especially the task of determining the roots of polynomials has been frequently investigated.Nonetheless, the task of locating the zeros of complex polynomials is still challenging. In this paper we deal with the location of zeros of univariate complex polynomials. We prove some novel upper bounds for the moduli of the zeros of complex polynomials. That means, we provide disks in the complex plane where all zeros of a complex polynomial are situated. Such bounds are extremely useful for obtaining a priori assertations regarding the location of zeros of polynomials. Based on the proven bounds and a test set of polynomials, we present an experimental study to examine which bound is optimal.

Keywords: complex polynomials, zeros, inequalities

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2038 Column Size for R.C. Frames with High Drift

Authors: Sunil S. Mayengbam, S. Choudhury

Abstract:

A method to predict the column size for displacement based design of reinforced concrete frame buildings with higher target inter storey drift is reported here. The column depth derived from empirical relation as a function of given beam section, target inter-story drift, building plan features and common displacement based design parameters is used. Regarding the high drift requirement, a minimum column-beam moment capacity ratio is maintained during capacity design. The method is used in designing four, eight and twelve story frame buildings with displacement based design for three percent target inter storey drift. Non linear time history analysis of the designed buildings are performed under five artificial ground motions to show that the columns are found elastic enough to avoid column sway mechanism assuring that for the design the column size can be used with or without minor changes.

Keywords: Column size, point of contra flexure, displacement based design, capacity design.

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2037 Solution of Logistics Center Selection Problem Using the Axiomatic Design Method

Authors: Fulya Zaralı, Harun Resit Yazgan

Abstract:

Logistics centers represent areas that all national and international logistics and activities related to logistics can be implemented by the various businesses. Logistics centers have a key importance in joining the transport stream and the transport system operations. Therefore, it is important where these centers are positioned to be effective and efficient and to show the expected performance of the centers. In this study, the location selection problem to position the logistics center is discussed. Alternative centers are evaluated according certain criteria. The most appropriate center is identified using the axiomatic design method.

Keywords: Logistic center, axiomatic design, facility location, information systems.

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2036 Estimation of Shock Velocity and Pressure of Detonations and Finding Their Flow Parameters

Authors: Mahmoud Zarrini, R. N. Pralhad

Abstract:

In this paper, mathematical modeling of detonation in the ground is studied. Estimation of flow parameters such as velocity, maximum velocity, acceleration, maximum acceleration, shock pressure as a result of an explosion in the ground have been computed in an appropriate dynamic model approach. The variation of these parameters with the diameter of detonation place (L), density of earth or stone (¤ü), time decay of detonation (T), peak pressure (Pm), and time (t) have been analyzed. The model has been developed from the concept of underwater explosions [Refs. [1]-[3]] with appropriate changes to the present model requirements.

Keywords: Shock velocity, detonation, shock acceleration, shock pressure.

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2035 Zero Inflated Strict Arcsine Regression Model

Authors: Y. N. Phang, E. F. Loh

Abstract:

Zero inflated strict arcsine model is a newly developed model which is found to be appropriate in modeling overdispersed count data. In this study, we extend zero inflated strict arcsine model to zero inflated strict arcsine regression model by taking into consideration the extra variability caused by extra zeros and covariates in count data. Maximum likelihood estimation method is used in estimating the parameters for this zero inflated strict arcsine regression model.

Keywords: Overdispersed count data, maximum likelihood estimation, simulated annealing.

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2034 Parameters Influencing the Output Precision of a Lens-Lens Beam Generator Solar Concentrator

Authors: M. Tawfik, X. Tonnellier, C. Sansom

Abstract:

The Lens-Lens Beam Generator (LLBG) is a Fresnel-based optical concentrating technique which provides flexibility in selecting the solar receiver location compared to conventional techniques through generating a powerful concentrated collimated solar beam. In order to achieve that, two successive lenses are used and followed by a flat mirror. Hence the generated beam emerging from the LLBG has a high power flux which impinges on the target receiver, it is important to determine the precision of the system output. In this present work, mathematical investigation of different parameters affecting the precision of the output beam is carried out. These parameters include: Deflection in sun-facing lens and its holding arm, delay in updating the solar tracking system, and the flat mirror surface flatness. Moreover, relationships that describe the power lost due to the effect of each parameter are derived in this study.

Keywords: Fresnel lens, LLBG, solar concentrator, solar tracking.

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2033 Save Lives: The Application of Geolocation-Awareness Service in Iranian Pre-Hospital EMS Information Management System

Authors: Somayeh Abedian, Pirhossein Kolivand, Hamid Reza Lornejad, Amin Karampour, Ebrahim Keshavarz Safari

Abstract:

For emergency and relief service providers such as pre-hospital emergencies, quick arrival at the scene of an accident or any EMS mission is one of the most important requirements of effective service delivery. EMS Response time (the interval between the time of the call and the time of arrival on scene) is a critical factor in determining the quality of pre-hospital Emergency Medical Services (EMS). This is especially important for heart attack, stroke, or accident patients that seconds are vital in saving their lives. Location-based e-services can be broadly defined as any service that provides information pertinent to the current location of an active mobile handset or precise address of landline phone call at a specific time window, regardless of the underlying delivery technology used to convey the information. According to research, one of the effective methods of meeting this goal is determining the location of the caller via the cooperation of landline and mobile phone operators in the country. The follow-up of the Communications Regulatory Authority (CRA) organization has resulted in the receipt of two separate secured electronic web services. Thus, to ensure human privacy, a secure technical architecture was required for launching the services in the pre-hospital EMS information management system. In addition, to quicken medics’ arrival at the patient's bedside, rescue vehicles should make use of an intelligent transportation system to estimate road traffic using a GPS-based mobile navigation system independent of the Internet. This paper seeks to illustrate the architecture of the practical national model used by the Iranian EMS organization.

Keywords: response time, geographic location inquiry service, location-based services, emergency medical services information system

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2032 Voltage Problem Location Classification Using Performance of Least Squares Support Vector Machine LS-SVM and Learning Vector Quantization LVQ

Authors: Khaled Abduesslam. M, Mohammed Ali, Basher H Alsdai, Muhammad Nizam, Inayati

Abstract:

This paper presents the voltage problem location classification using performance of Least Squares Support Vector Machine (LS-SVM) and Learning Vector Quantization (LVQ) in electrical power system for proper voltage problem location implemented by IEEE 39 bus New- England. The data was collected from the time domain simulation by using Power System Analysis Toolbox (PSAT). Outputs from simulation data such as voltage, phase angle, real power and reactive power were taken as input to estimate voltage stability at particular buses based on Power Transfer Stability Index (PTSI).The simulation data was carried out on the IEEE 39 bus test system by considering load bus increased on the system. To verify of the proposed LS-SVM its performance was compared to Learning Vector Quantization (LVQ). The results showed that LS-SVM is faster and better as compared to LVQ. The results also demonstrated that the LS-SVM was estimated by 0% misclassification whereas LVQ had 7.69% misclassification.

Keywords: IEEE 39 bus, Least Squares Support Vector Machine, Learning Vector Quantization, Voltage Collapse.

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2031 Prediction of the Thermal Parameters of a High-Temperature Metallurgical Reactor Using Inverse Heat Transfer

Authors: Mohamed Hafid, Marcel Lacroix

Abstract:

This study presents an inverse analysis for predicting the thermal conductivities and the heat flux of a high-temperature metallurgical reactor simultaneously. Once these thermal parameters are predicted, the time-varying thickness of the protective phase-change bank that covers the inside surface of the brick walls of a metallurgical reactor can be calculated. The enthalpy method is used to solve the melting/solidification process of the protective bank. The inverse model rests on the Levenberg-Marquardt Method (LMM) combined with the Broyden method (BM). A statistical analysis for the thermal parameter estimation is carried out. The effect of the position of the temperature sensors, total number of measurements and measurement noise on the accuracy of inverse predictions is investigated. Recommendations are made concerning the location of temperature sensors.

Keywords: Inverse heat transfer, phase change, metallurgical reactor, Levenberg–Marquardt method, Broyden method, bank thickness.

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2030 Genetic Algorithm for In-Theatre Military Logistics Search-and-Delivery Path Planning

Authors: Jean Berger, Mohamed Barkaoui

Abstract:

Discrete search path planning in time-constrained uncertain environment relying upon imperfect sensors is known to be hard, and current problem-solving techniques proposed so far to compute near real-time efficient path plans are mainly bounded to provide a few move solutions. A new information-theoretic –based open-loop decision model explicitly incorporating false alarm sensor readings, to solve a single agent military logistics search-and-delivery path planning problem with anticipated feedback is presented. The decision model consists in minimizing expected entropy considering anticipated possible observation outcomes over a given time horizon. The model captures uncertainty associated with observation events for all possible scenarios. Entropy represents a measure of uncertainty about the searched target location. Feedback information resulting from possible sensor observations outcomes along the projected path plan is exploited to update anticipated unit target occupancy beliefs. For the first time, a compact belief update formulation is generalized to explicitly include false positive observation events that may occur during plan execution. A novel genetic algorithm is then proposed to efficiently solve search path planning, providing near-optimal solutions for practical realistic problem instances. Given the run-time performance of the algorithm, natural extension to a closed-loop environment to progressively integrate real visit outcomes on a rolling time horizon can be easily envisioned. Computational results show the value of the approach in comparison to alternate heuristics.

Keywords: Search path planning, false alarm, search-and-delivery, entropy, genetic algorithm.

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2029 The Effects of Detector Spacing on Travel Time Prediction on Freeways

Authors: Piyali Chaudhuri, Peter T. Martin, Aleksandar Z. Stevanovic, Chongkai Zhu

Abstract:

Loop detectors report traffic characteristics in real time. They are at the core of traffic control process. Intuitively, one would expect that as density of detection increases, so would the quality of estimates derived from detector data. However, as detector deployment increases, the associated operating and maintenance cost increases. Thus, traffic agencies often need to decide where to add new detectors and which detectors should continue receiving maintenance, given their resource constraints. This paper evaluates the effect of detector spacing on freeway travel time estimation. A freeway section (Interstate-15) in Salt Lake City metropolitan region is examined. The research reveals that travel time accuracy does not necessarily deteriorate with increased detector spacing. Rather, the actual location of detectors has far greater influence on the quality of travel time estimates. The study presents an innovative computational approach that delivers optimal detector locations through a process that relies on Genetic Algorithm formulation.

Keywords: Detector, Freeway, Genetic algorithm, Travel timeestimate.

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2028 Recursive Filter for Coastal Displacement Estimation

Authors: Efstratios Doukakis, Nikolaos Petrelis

Abstract:

All climate models agree that the temperature in Greece will increase in the range of 1° to 2°C by the year 2030 and mean sea level in Mediterranean is expected to rise at the rate of 5 cm/decade. The aim of the present paper is the estimation of the coastline displacement driven by the climate change and sea level rise. In order to achieve that, all known statistical and non-statistical computational methods are employed on some Greek coastal areas. Furthermore, Kalman filtering techniques are for the first time introduced, formulated and tested. Based on all the above, shoreline change signals and noises are computed and an inter-comparison between the different methods can be deduced to help evaluating which method is most promising as far as the retrieve of shoreline change rate is concerned.

Keywords: Climate Change, Coastal Displacement, KalmanFilter

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2027 Evaluation of a New Method for Detection of Kidney Stone during Laparoscopy Using 3D Conceptual Modeling

Authors: Elnaz Afshari, Siamak Najarian, Naser Simforoosh, Siamak Hajizadeh Farkoush

Abstract:

Minimally invasive surgery (MIS) is now being widely used as a preferred choice for various types of operations. The need to detect various tactile properties, justifies the key role of tactile sensing that is currently missing in MIS. In this regard, Laparoscopy is one of the methods of minimally invasive surgery that can be used in kidney stone removal surgeries. At this moment, determination of the exact location of stone during laparoscopy is one of the limitations of this method that no scientific solution has been found for so far. Artificial tactile sensing is a new method for obtaining the characteristics of a hard object embedded in a soft tissue. Artificial palpation is an important application of artificial tactile sensing that can be used in different types of surgeries. In this study, a new method for determining the exact location of stone during laparoscopy is presented. In the present study, the effects of stone existence on the surface of kidney were investigated using conceptual 3D model of kidney containing a simulated stone. Having imitated palpation and modeled it conceptually, indications of stone existence that appear on the surface of kidney were determined. A number of different cases were created and solved by the software and using stress distribution contours and stress graphs, it is illustrated that the created stress patterns on the surface of kidney show not only the existence of stone inside, but also its exact location. So three-dimensional analysis leads to a novel method of predicting the exact location of stone and can be directly applied to the incorporation of tactile sensing in artificial palpation, helping surgeons in non-invasive procedures.

Keywords: Kidney Stone, Laparoscopic Surgery, Artificial Tactile Sensing, Finite Element Method.

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2026 A Simulation for Estimation of the Blood Pressure using Arterial Pressure-volume Model

Authors: Gye-rok Jeon, Jae-hee Jung, In-cheol Kim, Ah-young Jeon, Sang-hwa Yoon, Jung-man Son, Jae-hyung Kim, Soo-young Ye, Jung-hoon Ro, Dong-hyun Kim, Chul-han Kim

Abstract:

A analysis on the conventional the blood pressure estimation method using an oscillometric sphygmomanometer was performed through a computer simulation using an arterial pressure-volume (APV) model. Traditionally, the maximum amplitude algorithm (MAP) was applied on the oscillation waveforms of the APV model to obtain the mean arterial pressure and the characteristic ratio. The estimation of mean arterial pressure and characteristic ratio was significantly affected with the shape of the blood pressure waveforms and the cutoff frequency of high-pass filter (HPL) circuitry. Experimental errors are due to these effects when estimating blood pressure. To find out an algorithm independent from the influence of waveform shapes and parameters of HPL, the volume oscillation of the APV model and the phase shift of the oscillation with fast fourier transform (FFT) were testified while increasing the cuff pressure from 1 mmHg to 200 mmHg (1 mmHg per second). The phase shift between the ranges of volume oscillation was then only observed between the systolic and the diastolic blood pressures. The same results were also obtained from the simulations performed on two different the arterial blood pressure waveforms and one hyperthermia waveform.

Keywords: Arterial blood pressure, oscillometric method

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2025 Human Action Recognition System Based on Silhouette

Authors: S. Maheswari, P. Arockia Jansi Rani

Abstract:

Human action is recognized directly from the video sequences. The objective of this work is to recognize various human actions like run, jump, walk etc. Human action recognition requires some prior knowledge about actions namely, the motion estimation, foreground and background estimation. Region of interest (ROI) is extracted to identify the human in the frame. Then, optical flow technique is used to extract the motion vectors. Using the extracted features similarity measure based classification is done to recognize the action. From experimentations upon the Weizmann database, it is found that the proposed method offers a high accuracy.

Keywords: Background subtraction, human silhouette, optical flow, classification.

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2024 A Convolutional Neural Network-Based Vehicle Theft Detection, Location, and Reporting System

Authors: Michael Moeti, Khuliso Sigama, Thapelo Samuel Matlala

Abstract:

One of the principal challenges that the world is confronted with is insecurity. The crime rate is increasing exponentially, and protecting our physical assets, especially in the motorist sector, is becoming impossible when applying our own strength. The need to develop technological solutions that detect and report theft without any human interference is inevitable. This is critical, especially for vehicle owners, to ensure theft detection and speedy identification towards recovery efforts in cases where a vehicle is missing or attempted theft is taking place. The vehicle theft detection system uses Convolutional Neural Network (CNN) to recognize the driver's face captured using an installed mobile phone device. The location identification function uses a Global Positioning System (GPS) to determine the real-time location of the vehicle. Upon identification of the location, Global System for Mobile Communications (GSM) technology is used to report or notify the vehicle owner about the whereabouts of the vehicle. The installed mobile app was implemented by making use of Python as it is undoubtedly the best choice in machine learning. It allows easy access to machine learning algorithms through its widely developed library ecosystem. The graphical user interface was developed by making use of JAVA as it is better suited for mobile development. Google's online database (Firebase) was used as a means of storage for the application. The system integration test was performed using a simple percentage analysis. 60 vehicle owners participated in this study as a sample, and questionnaires were used in order to establish the acceptability of the system developed. The result indicates the efficiency of the proposed system, and consequently, the paper proposes that the use of the system can effectively monitor the vehicle at any given place, even if it is driven outside its normal jurisdiction. More so, the system can be used as a database to detect, locate and report missing vehicles to different security agencies.

Keywords: Convolutional Neural Network, CNN, location identification, tracking, GPS, GSM.

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2023 Genetic Algorithms Multi-Objective Model for Project Scheduling

Authors: Elsheikh Asser

Abstract:

Time and cost are the main goals of the construction project management. The first schedule developed may not be a suitable schedule for beginning or completing the project to achieve the target completion time at a minimum total cost. In general, there are trade-offs between time and cost (TCT) to complete the activities of a project. This research presents genetic algorithms (GAs) multiobjective model for project scheduling considering different scenarios such as least cost, least time, and target time.

Keywords: Genetic algorithms, Time-cost trade-off.

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2022 Coherence Analysis between Respiration and PPG Signal by Bivariate AR Model

Authors: Yue-Der Lin, Wei-Ting Liu, Ching-Che Tsai, Wen-Hsiu Chen

Abstract:

PPG is a potential tool in clinical applications. Among such, the relationship between respiration and PPG signal has attracted attention in past decades. In this research, a bivariate AR spectral estimation method was utilized for the coherence analysis between these two signals. Ten healthy subjects participated in this research with signals measured at different respiratory rates. The results demonstrate that high coherence exists between respiration and PPG signal, whereas the coherence disappears in breath-holding experiments. These results imply that PPG signal reveals the respiratory information. The utilized method may provide an attractive alternative approach for the related researches.

Keywords: Coherence analysis, photoplethysmography (PPG), bivariate AR spectral estimation.

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2021 EU, US and Tax Incentives: An Application

Authors: Carlos F. Liard-Muriente

Abstract:

The purpose of this paper is to shed light on the controversial subject of tax incentives to promote regional development. Although extensive research has been conducted, a review of the literature gives an inconclusive answer to whether economic incentives are effective. One reason is the fact that for some researchers “effective" means the significant location of new firms in targeted areas, while for others the creation of jobs regardless if new firms are arriving in a significant fashion. We present this dichotomy by analyzing a tax incentive program via both alternatives: location and job creation. The contribution of the paper is to inform policymakers about the potential opportunities and pitfalls when designing incentive strategies. This is particularly relevant, given that both the US and Europe have been promoting incentives as a tool for regional economic development.

Keywords: Employment, Foreign Investment, Tax Incentives.

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2020 Unscented Grid Filtering and Smoothing for Nonlinear Time Series Analysis

Authors: Nikolay Nikolaev, Evgueni Smirnov

Abstract:

This paper develops an unscented grid-based filter and a smoother for accurate nonlinear modeling and analysis of time series. The filter uses unscented deterministic sampling during both the time and measurement updating phases, to approximate directly the distributions of the latent state variable. A complementary grid smoother is also made to enable computing of the likelihood. This helps us to formulate an expectation maximisation algorithm for maximum likelihood estimation of the state noise and the observation noise. Empirical investigations show that the proposed unscented grid filter/smoother compares favourably to other similar filters on nonlinear estimation tasks.

Keywords:

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2019 Application of Seismic Wave Method in Early Estimation of Wencheng Earthquake

Authors: Wenlong Liu, Yucheng Liu

Abstract:

This paper introduces the application of seismic wave method in earthquake prediction and early estimation. The advantages of the seismic wave method over the traditional earthquake prediction method are demonstrated. An example is presented in this study to show the accuracy and efficiency of using the seismic wave method in predicting a medium-sized earthquake swarm occurred in Wencheng, Zhejiang, China. By applying this method, correct predictions were made on the day after this earthquake swarm started and the day the maximum earthquake occurred, which provided scientific bases for governmental decision-making.

Keywords: earthquake prediction, earthquake swarm, seismicactivity method, seismic wave method, Wencheng earthquake

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2018 Orthogonal Polynomial Density Estimates: Alternative Representation and Degree Selection

Authors: Serge B. Provost, Min Jiang

Abstract:

The density estimates considered in this paper comprise a base density and an adjustment component consisting of a linear combination of orthogonal polynomials. It is shown that, in the context of density approximation, the coefficients of the linear combination can be determined either from a moment-matching technique or a weighted least-squares approach. A kernel representation of the corresponding density estimates is obtained. Additionally, two refinements of the Kronmal-Tarter stopping criterion are proposed for determining the degree of the polynomial adjustment. By way of illustration, the density estimation methodology advocated herein is applied to two data sets.

Keywords: kernel density estimation, orthogonal polynomials, moment-based methodologies, density approximation.

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2017 Code-Aided Turbo Channel Estimation for OFDM Systems with NB-LDPC Codes

Authors: Ł. Januszkiewicz, G. Bacci, H. Gierszal, M. Luise

Abstract:

In this paper channel estimation techniques are considered as the support methods for OFDM transmission systems based on Non Binary LDPC (Low Density Parity Check) codes. Standard frequency domain pilot aided LS (Least Squares) and LMMSE (Linear Minimum Mean Square Error) estimators are investigated. Furthermore, an iterative algorithm is proposed as a solution exploiting the NB-LDPC channel decoder to improve the performance of the LMMSE estimator. Simulation results of signals transmitted through fading mobile channels are presented to compare the performance of the proposed channel estimators.

Keywords: LDPC codes, LMMSE, OFDM, turbo channelestimation.

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2016 Enhancing the Performance of H.264/AVC in Adaptive Group of Pictures Mode Using Octagon and Square Search Pattern

Authors: S. Sowmyayani, P. Arockia Jansi Rani

Abstract:

This paper integrates Octagon and Square Search pattern (OCTSS) motion estimation algorithm into H.264/AVC (Advanced Video Coding) video codec in Adaptive Group of Pictures (AGOP) mode. AGOP structure is computed based on scene change in the video sequence. Octagon and square search pattern block-based motion estimation method is implemented in inter-prediction process of H.264/AVC. Both these methods reduce bit rate and computational complexity while maintaining the quality of the video sequence respectively. Experiments are conducted for different types of video sequence. The results substantially proved that the bit rate, computation time and PSNR gain achieved by the proposed method is better than the existing H.264/AVC with fixed GOP and AGOP. With a marginal gain in quality of 0.28dB and average gain in bitrate of 132.87kbps, the proposed method reduces the average computation time by 27.31 minutes when compared to the existing state-of-art H.264/AVC video codec.

Keywords: Block Distortion Measure, Block Matching Algorithms, H.264/AVC, Motion estimation, Search patterns, Shot cut detection.

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