Search results for: hybrid database

Authors: Pei Wen Liao, Tsung Hau Jen

Abstract:

the data of Taiwanese 8th grader in the 4th cycle of Trends in International Mathematics and Science Study (TIMSS) are analyzed to examine the influence of the science teachers- preference in experimental teaching on the relationships between the affective variables ( the perceived usefulness of science, ease of using science and science learning interest) and the academic achievement in science. After dealing with the missing data, 3711 students and 145 science teacher-s data were analyzed through a Hierarchical Linear Modeling technique. The major objective of this study was to determine the role of the experimental teaching moderates the relationship between perceived usefulness and achievement.

Keywords: TIMSS database, Science achievement, Experimental teaching, Perceived Usefulness, Perceived Ease of Use

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1611

Authors: Yi Chao Huang, Yu Ling Liao, Chiu Shuang Lin

Abstract:

A data cutting and sorting method (DCSM) is proposed to optimize the performance of data mining. DCSM reduces the calculation time by getting rid of redundant data during the data mining process. In addition, DCSM minimizes the computational units by splitting the database and by sorting data with support counts. In the process of searching for the relationship between metabolic syndrome and lifestyles with the health examination database of an electronics manufacturing company, DCSM demonstrates higher search efficiency than the traditional Apriori algorithm in tests with different support counts.

Keywords: Data mining, Data cutting and sorting method, Apriori algorithm, Metabolic syndrome

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1551

Authors: Xun Ge, Jianhua Gong

Abstract:

 

ankings for output of Chinese main agricultural commodity in the world for 1978, 1980, 1990, 2000, 2006, 2007 and 2008 have been released in United Nations FAO Database. Unfortunately, where the ranking of output of Chinese cotton lint in the world for 2008 was missed. This paper uses sequential data mining methods with decision rules filling this gap. This new data mining method will be help to give a further improvement for United Nations FAO Database.

Keywords: Ranking, output of the main agricultural commodity, gross domestic product, decision table, information system, data mining, decision rule

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1675

Authors: Wei Yee Teoh, Chee Wei Tan

Abstract:

The issue of unintentional islanding in PV grid interconnection still remains as a challenge in grid-connected photovoltaic (PV) systems. This paper discusses the overview of popularly used anti-islanding detection methods, practically applied in PV grid-connected systems. Anti-islanding methods generally can be classified into four major groups, which include passive methods, active methods, hybrid methods and communication base methods. Active methods have been the preferred detection technique over the years due to very small non-detected zone (NDZ) in small scale distribution generation. Passive method is comparatively simpler than active method in terms of circuitry and operations. However, it suffers from large NDZ that significantly reduces its performance. Communication base methods inherit the advantages of active and passive methods with reduced drawbacks. Hybrid method which evolved from the combination of both active and passive methods has been proven to achieve accurate anti-islanding detection by many researchers. For each of the studied anti-islanding methods, the operation analysis is described while the advantages and disadvantages are compared and discussed. It is difficult to pinpoint a generic method for a specific application, because most of the methods discussed are governed by the nature of application and system dependent elements. This study concludes that the setup and operation cost is the vital factor for anti-islanding method selection in order to achieve minimal compromising between cost and system quality.

Keywords: Active method, hybrid method, islanding detection, passive method, photovoltaic (PV), utility method

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9715

Authors: Mohammadhossein Moghimi, Robert Stone, Pia Rotshtein

Abstract:

Recording psychological and physiological correlates of human performance within virtual environments and interpreting their impacts on human engagement, ‘immersion’ and related emotional or ‘effective’ states is both academically and technologically challenging. By exposing participants to an effective, real-time (game-like) virtual environment, designed and evaluated in an earlier study, a psychophysiological database containing the EEG, GSR and Heart Rate of 30 male and female gamers, exposed to 10 games, was constructed. Some 174 features were subsequently identified and extracted from a number of windows, with 28 different timing lengths (e.g. 2, 3, 5, etc. seconds). After reducing the number of features to 30, using a feature selection technique, K-Nearest Neighbour (KNN) and Support Vector Machine (SVM) methods were subsequently employed for the classification process. The classifiers categorised the psychophysiological database into four effective clusters (defined based on a 3-dimensional space – valence, arousal and dominance) and eight emotion labels (relaxed, content, happy, excited, angry, afraid, sad, and bored). The KNN and SVM classifiers achieved average cross-validation accuracies of 97.01% (±1.3%) and 92.84% (±3.67%), respectively. However, no significant differences were found in the classification process based on effective clusters or emotion labels.

Keywords: Virtual Reality, effective computing, effective VR, emotion-based effective physiological database.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 958

Authors: Chutima Prommak, Airisa Jantaweetip

Abstract:

In wireless networks, bandwidth is scare resource and it is essential to utilize it effectively. This paper analyses effects of using different bandwidth management techniques on the network performances of the Wireless Local Area Networks (WLANs) that use hybrid load balancing scheme. In particular, we study three bandwidth management schemes, namely Complete Sharing (CS), Complete Partitioning (CP), and Partial Sharing (PS). Performances of these schemes are evaluated by simulation experiments in term of percentage of network association blocking. Our results show that the CS scheme can provide relatively low blocking percentage in various network traffic scenarios whereas the PS scheme can enhance quality of services of the multimedia traffic with rather small expenses on the blocking percentage of the best effort traffic.

Keywords: Bandwidth management, Load Balancing, WLANs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1431

Authors: A. M. Sagir

Abstract:

In this paper, linear multistep technique using power series as the basis function is used to develop the block methods which are suitable for generating direct solution of the special second order ordinary differential equations with associated initial or boundary conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain two different four discrete schemes, each of order (5,5,5,5)T, which were used in block form for parallel or sequential solutions of the problems. The computational burden and computer time wastage involved in the usual reduction of second order problem into system of first order equations are avoided by this approach. Furthermore, a stability analysis and efficiency of the block methods are tested on linear and non-linear ordinary differential equations and the results obtained compared favorably with the exact solution.

Keywords: Block Method, Hybrid, Linear Multistep Method, Self – starting, Special Second Order.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1438

Authors: J.W. Xiang, M. Liang

Abstract:

This paper presents a method to detect multiple cracks based on frequency information. When a structure is subjected to dynamic or static loads, cracks may develop and the modal frequencies of the cracked structure may change. To detect cracks in a structure, we construct a high precision wavelet finite element (EF) model of a certain structure using the B-spline wavelet on the interval (BSWI). Cracks can be modeled by rotational springs and added to the FE model. The crack detection database will be obtained by solving that model. Then the crack locations and depths can be determined based on the frequency information from the database. The performance of the proposed method has been numerically verified by a rotor example.

Keywords: Rotor, frequency measurement, multiple cracks, wavelet finite element method, identification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1591

Authors: A. Giraldo, A. Lapatka, A. Namyslak, S. Pilny, J. B. Miima

Abstract:

This paper explains how the New Jersey Institute of Technology surveying student team members designed and created an interactive GIS map, the purpose of which is to be useful to the land surveyor and engineer for project management. This was achieved by building a research and storage database that can be easily integrated into any land surveyor’s current operations through the use of ArcGIS 10, Arc Catalog, and AutoCAD. This GIS database allows for visual representation and information querying for multiple job sites, and simple access to uploaded data, which is geospatially referenced to each individual job site or project. It can also be utilized by engineers to determine design criteria, or to store important files. This cost-effective approach to a surveying map not only saves time, but saves physical storage space and paper resources.

Keywords: Data Storage, GIS, Land Surveying, Mapping.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1869

Authors: Achuthsankar S. Nair, J. S. Jayasudha

Abstract:

The ever increasing use of World Wide Web in the existing network, results in poor performance. Several techniques have been developed for reducing web traffic by compressing the size of the file, saving the web pages at the client side, changing the burst nature of traffic into constant rate etc. No single method was adequate enough to access the document instantly through the Internet. In this paper, adaptive hybrid algorithms are developed for reducing web traffic. Intelligent agents are used for monitoring the web traffic. Depending upon the bandwidth usage, user-s preferences, server and browser capabilities, intelligent agents use the best techniques to achieve maximum traffic reduction. Web caching, compression, filtering, optimization of HTML tags, and traffic dispersion are incorporated into this adaptive selection. Using this new hybrid technique, latency is reduced to 20 – 60 % and cache hit ratio is increased 40 – 82 %.

Keywords: Bandwidth, Congestion, Intelligent Agents, Prefetching, Web Caching.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1709

Authors: Qiu Chen, Feifei Lee, Koji Kotani, Tadahiro Ohmi

Abstract:

In this paper, we propose an efficient hierarchical DNA sequence search method to improve the search speed while the accuracy is being kept constant. For a given query DNA sequence, firstly, a fast local search method using histogram features is used as a filtering mechanism before scanning the sequences in the database. An overlapping processing is newly added to improve the robustness of the algorithm. A large number of DNA sequences with low similarity will be excluded for latter searching. The Smith-Waterman algorithm is then applied to each remainder sequences. Experimental results using GenBank sequence data show the proposed method combining histogram information and Smith-Waterman algorithm is more efficient for DNA sequence search.

Keywords: Fast search, DNA sequence, Histogram feature, Smith-Waterman algorithm, Local search

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1298

Authors: Yong ZHANG, Xiamu NIU, Dongning ZHAO

Abstract:

With the development of Internet and databases application techniques, the demand that lots of databases in the Internet are permitted to remote query and access for authorized users becomes common, and the problem that how to protect the copyright of relational databases arises. This paper simply introduces the knowledge of cloud model firstly, includes cloud generators and similar cloud. And then combined with the property of the cloud, a method of protecting relational databases copyright with cloud watermark is proposed according to the idea of digital watermark and the property of relational databases. Meanwhile, the corresponding watermark algorithms such as cloud watermark embedding algorithm and detection algorithm are proposed. Then, some experiments are run and the results are analyzed to validate the correctness and feasibility of the watermark scheme. In the end, the foreground of watermarking relational database and its research direction are prospected.

Keywords: cloud watermark, copyright protection, digitalwatermark, relational database

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1878

Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu

Abstract:

Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.

Keywords: genetic algorithm, Genetic-BS, option pricing model.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2200

Authors: Mohamed Al-Badrashiny, Abdelghani Bellaachia

Abstract:

This paper presents a classifier ensemble approach for predicting the survivability of the breast cancer patients using the latest database version of the Surveillance, Epidemiology, and End Results (SEER) Program of the National Cancer Institute. The system consists of two main components; features selection and classifier ensemble components. The features selection component divides the features in SEER database into four groups. After that it tries to find the most important features among the four groups that maximizes the weighted average F-score of a certain classification algorithm. The ensemble component uses three different classifiers, each of which models different set of features from SEER through the features selection module. On top of them, another classifier is used to give the final decision based on the output decisions and confidence scores from each of the underlying classifiers. Different classification algorithms have been examined; the best setup found is by using the decision tree, Bayesian network, and Na¨ıve Bayes algorithms for the underlying classifiers and Na¨ıve Bayes for the classifier ensemble step. The system outperforms all published systems to date when evaluated against the exact same data of SEER (period of 1973-2002). It gives 87.39% weighted average F-score compared to 85.82% and 81.34% of the other published systems. By increasing the data size to cover the whole database (period of 1973-2014), the overall weighted average F-score jumps to 92.4% on the held out unseen test set.

Keywords: Classifier ensemble, breast cancer survivability, data mining, SEER.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1633

Authors: Kyi Lin Lin Kyaw

Abstract:

Nowadays, we are facing with network threats that cause enormous damage to the Internet community day by day. In this situation, more and more people try to prevent their network security using some traditional mechanisms including firewall, Intrusion Detection System, etc. Among them honeypot is a versatile tool for a security practitioner, of course, they are tools that are meant to be attacked or interacted with to more information about attackers, their motives and tools. In this paper, we will describe usefulness of low-interaction honeypot and high-interaction honeypot and comparison between them. And then we propose hybrid honeypot architecture that combines low and high -interaction honeypot to mitigate the drawback. In this architecture, low-interaction honeypot is used as a traffic filter. Activities like port scanning can be effectively detected by low-interaction honeypot and stop there. Traffic that cannot be handled by low-interaction honeypot is handed over to high-interaction honeypot. In this case, low-interaction honeypot is used as proxy whereas high-interaction honeypot offers the optimal level realism. To prevent the high-interaction honeypot from infections, containment environment (VMware) is used.

Keywords: Low-interaction honeypot, High-interactionhoneypot, VMware, Proxy

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2910

Authors: Rehab F. Abdel-Kader, Rabab M. Ramadan, Rawya Y. Rizk

Abstract:

The recognition of human faces, especially those with different orientations is a challenging and important problem in image analysis and classification. This paper proposes an effective scheme for rotation invariant face recognition using Log-Polar Transform and Discrete Cosine Transform combined features. The rotation invariant feature extraction for a given face image involves applying the logpolar transform to eliminate the rotation effect and to produce a row shifted log-polar image. The discrete cosine transform is then applied to eliminate the row shift effect and to generate the low-dimensional feature vector. A PSO-based feature selection algorithm is utilized to search the feature vector space for the optimal feature subset. Evolution is driven by a fitness function defined in terms of maximizing the between-class separation (scatter index). Experimental results, based on the ORL face database using testing data sets for images with different orientations; show that the proposed system outperforms other face recognition methods. The overall recognition rate for the rotated test images being 97%, demonstrating that the extracted feature vector is an effective rotation invariant feature set with minimal set of selected features.

Keywords: Discrete Cosine Transform, Face Recognition, Feature Extraction, Log Polar Transform, Particle SwarmOptimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1838

Authors: Kyoung-Jae Kim, Hyunchul Ahn

Abstract:

This study proposes novel hybrid social network analysis and collaborative filtering approach to enhance the performance of recommender systems. The proposed model selects subgroups of users in Internet community through social network analysis (SNA), and then performs clustering analysis using the information about subgroups. Finally, it makes recommendations using cluster-indexing CF based on the clustering results. This study tries to use the cores in subgroups as an initial seed for a conventional clustering algorithm. This model chooses five cores which have the highest value of degree centrality from SNA, and then performs clustering analysis by using the cores as initial centroids (cluster centers). Then, the model amplifies the impact of friends in social network in the process of cluster-indexing CF.

Keywords: Social network analysis, Recommender systems, Collaborative filtering, Customer relationship management

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2736

Authors: S. Kikuchi, Y. Hashimoto, T. Takayama, T. Ikeda, Y. Murata

Abstract:

Recently, lots of researchers are attracted to retrieving multimedia database by using some impression words and their values. Ikezoe-s research is one of the representatives and uses eight pairs of opposite impression words. We had modified its retrieval interface and proposed '2D-RIB'. In '2D-RIB', after a retrieval person selects a single basic music, the system visually shows some other music around the basic one along relative position. He/she can select one of them fitting to his/her intention, as a retrieval result. The purpose of this paper is to improve his/her satisfaction level to the retrieval result in 2D-RIB. One of our extensions is to define and introduce the following two measures: 'melody goodness' and 'general acceptance'. We implement them in different five combinations. According to an evaluation experiment, both of these two measures can contribute to the improvement. Another extension is three types of customization. We have implemented them and clarified which customization is effective.

Keywords: Multimedia database, impression-based retrieval, interface, satisfaction level.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1269

Authors: Alexander G. Yushchenko

Abstract:

From a multi-science point of view, we analyze threats to security resulting from globalization of international information space and information and communication aggression of Russia. A definition of Ruschism is formulated as an ideology supporting aggressive actions of modern Russia against the Euro-Atlantic community. Stages of the hybrid war Russia is leading against Ukraine are described, including the elements of subversive activity of the special services, the activation of the military phase and the gradual shift of the focus of confrontation to the realm of information and communication technologies. We reveal an emergence of a threat for democratic states resulting from the destabilizing impact of a target state’s mass media and social networks being exploited by Russian secret services under freedom-of-speech disguise. Thus, we underline the vulnerability of cyber- and information security of the network society in regard of hybrid war. We propose to define the latter a synergetic war. Our analysis is supported with a long-term qualitative monitoring of representation of top state officials on popular TV channels and Facebook. From the memetics point of view, we have detected a destructive psycho-information technology used by the Kremlin, a kind of information catastrophe, the essence of which is explained in detail. In the conclusion, a comprehensive plan for information protection of the public consciousness and mentality of Euro-Atlantic citizens from the aggression of the enemy is proposed.

Keywords: Cyber and information security, psycho-information technology, hybrid war, synergetic war, WWIII, Ruschism.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 964

Authors: Parisut Jitpakdee, Pakinee Aimmanee, Bunyarit Uyyanonvara

Abstract:

Color Image quantization (CQ) is an important problem in computer graphics, image and processing. The aim of quantization is to reduce colors in an image with minimum distortion. Clustering is a widely used technique for color quantization; all colors in an image are grouped to small clusters. In this paper, we proposed a new hybrid approach for color quantization using firefly algorithm (FA) and K-means algorithm. Firefly algorithm is a swarmbased algorithm that can be used for solving optimization problems. The proposed method can overcome the drawbacks of both algorithms such as the local optima converge problem in K-means and the early converge of firefly algorithm. Experiments on three commonly used images and the comparison results shows that the proposed algorithm surpasses both the base-line technique k-means clustering and original firefly algorithm.

Keywords: Clustering, Color quantization, Firefly algorithm, Kmeans.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2189

Authors: Ahmet Güven, Ö. Özgür Bozkurt, Oya Kalıpsız

Abstract:

Number of documents being created increases at an increasing pace while most of them being in already known topics and little of them introducing new concepts. This fact has started a new era in information retrieval discipline where the requirements have their own specialties. That is digging into topics and concepts and finding out subtopics or relations between topics. Up to now IR researches were interested in retrieving documents about a general topic or clustering documents under generic subjects. However these conventional approaches can-t go deep into content of documents which makes it difficult for people to reach to right documents they were searching. So we need new ways of mining document sets where the critic point is to know much about the contents of the documents. As a solution we are proposing to enhance LSI, one of the proven IR techniques by supporting its vector space with n-gram forms of words. Positive results we have obtained are shown in two different application area of IR domain; querying a document database, clustering documents in the document database.

Keywords: Document clustering, Information Extraction, Information Retrieval, LSI, n-gram.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1763

Authors: Hossein Nezamabadi-pour, Saeid Saryazdi

Abstract:

In this paper, we present a new and effective image indexing technique that extracts features directly from DCT domain. Our proposed approach is an object-based image indexing. For each block of size 8*8 in DCT domain a feature vector is extracted. Then, feature vectors of all blocks of image using a k-means algorithm is clustered into groups. Each cluster represents a special object of the image. Then we select some clusters that have largest members after clustering. The centroids of the selected clusters are taken as image feature vectors and indexed into the database. Also, we propose an approach for using of proposed image indexing method in automatic image classification. Experimental results on a database of 800 images from 8 semantic groups in automatic image classification are reported.

Keywords: Object-based image retrieval, DCT domain, Image indexing, Image classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1992

Authors: M. R. Ghasemi, A. Ehsani

Abstract:

In this paper, the optimum weight and cost of a laminated composite plate is seeked, while it undergoes the heaviest load prior to a complete failure. Various failure criteria are defined for such structures in the literature. In this work, the Tsai-Hill theory is used as the failure criterion. The theory of analysis was based on the Classical Lamination Theory (CLT). A newly type of Genetic Algorithm (GA) as an optimization technique with a direct use of real variables was employed. Yet, since the optimization via GAs is a long process, and the major time is consumed through the analysis, Radial Basis Function Neural Networks (RBFNN) was employed in predicting the output from the analysis. Thus, the process of optimization will be carried out through a hybrid neuro-GA environment, and the procedure will be carried out until a predicted optimum solution is achieved.

Keywords: Composite Laminates, GA, Multi-objectiveOptimisation, Neural Networks, RBFNN.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1594

Authors: A. Won-Yong Chae, B. Hyung-Nam Kim, C. Kyoung-Jun Lee, D. Hee-Je Kim

Abstract:

The renewable energy has been attracting attention as a new alternative energy due to the problem of environmental pollution and resource depletion. In particular, daylighting and PV system are regarded as the solutions. In this paper, the hybrid dimming control system supplied by solar cell and daylighting system was designed. Daylighting system is main source and PV system is spare source. PV system operates the LED lamp which supports daylighting system because daylighting system is unstable due to the variation of irradiance. In addition, PV system has a role charging batteries. Battery charging has a benefit that PV system operate LED lamp in the bad weather. However, LED lamp always can`t turn on that-s why dimming control system was designed. In particular, the solar charging robot was designed to check the interior irradiance intensity. These systems and the application of the solar charging robot are expected to contribute developing alternative energy in the near future.

Keywords: Daylighting system, PV system, LED lamp, Suntracking robot.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1777

Authors: Teh Raihana Nazirah Roslan, Siti Zulaiha Ibrahim, Sharmila Karim

Abstract:

A warrant is a financial contract that confers the right but not the obligation, to buy or sell a security at a certain price before expiration. The standard procedure to value equity warrants using call option pricing models such as the Black–Scholes model had been proven to contain many flaws, such as the assumption of constant interest rate and constant volatility. In fact, existing alternative models were found focusing more on demonstrating techniques for pricing, rather than empirical testing. Therefore, a mathematical model for pricing and analyzing equity warrants which comprises stochastic interest rate and stochastic volatility is essential to incorporate the dynamic relationships between the identified variables and illustrate the real market. Here, the aim is to develop dynamic pricing formulations for hybrid equity warrants by incorporating stochastic interest rates from the Cox-Ingersoll-Ross (CIR) model, along with stochastic volatility from the Heston model. The development of the model involves the derivations of stochastic differential equations that govern the model dynamics. The resulting equations which involve Cauchy problem and heat equations are then solved using partial differential equation approaches. The analytical pricing formulas obtained in this study comply with the form of analytical expressions embedded in the Black-Scholes model and other existing pricing models for equity warrants. This facilitates the practicality of this proposed formula for comparison purposes and further empirical study.

Keywords: Cox-Ingersoll-Ross model, equity warrants, Heston model, hybrid models, stochastic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 533

Authors: Karima Siham Aoubid, Mohamed Boulemden

Abstract:

The development of the signal compression algorithms is having compressive progress. These algorithms are continuously improved by new tools and aim to reduce, an average, the number of bits necessary to the signal representation by means of minimizing the reconstruction error. The following article proposes the compression of Arabic speech signal by a hybrid method combining the wavelet transform and the linear prediction. The adopted approach rests, on one hand, on the original signal decomposition by ways of analysis filters, which is followed by the compression stage, and on the other hand, on the application of the order 5, as well as, the compression signal coefficients. The aim of this approach is the estimation of the predicted error, which will be coded and transmitted. The decoding operation is then used to reconstitute the original signal. Thus, the adequate choice of the bench of filters is useful to the transform in necessary to increase the compression rate and induce an impercevable distortion from an auditive point of view.

Keywords: Compression, linear prediction analysis, multiresolution analysis, speech signal.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1296

Authors: Michal Martinovič, Jaroslav Polec, Kvetoslava Kotuliaková

Abstract:

In this paper we proposed multistage adaptive ARQ/HARQ/HARQ scheme. This method combines pure ARQ (Automatic Repeat reQuest) mode in low channel bit error rate and hybrid ARQ method using two different Reed-Solomon codes in middle and high error rate conditions. It follows, that our scheme has three stages. The main goal is to increase number of states in adaptive HARQ methods and be able to achieve maximum throughput for every channel bit error rate. We will prove the proposal by calculation and then with simulations in land mobile satellite channel environment. Optimization of scheme system parameters is described in order to maximize the throughput in the whole defined Signal-to- Noise Ratio (SNR) range in selected channel environment.

Keywords: Signal-to-noise ratio, throughput, forward error correction (FEC), pure and hybrid automatic repeat request (ARQ).

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1932

Authors: R. K. Agrawal, Rajni Bala

Abstract:

Developing an accurate classifier for high dimensional microarray datasets is a challenging task due to availability of small sample size. Therefore, it is important to determine a set of relevant genes that classify the data well. Traditionally, gene selection method often selects the top ranked genes according to their discriminatory power. Often these genes are correlated with each other resulting in redundancy. In this paper, we have proposed a hybrid method using feature ranking and wrapper method (Genetic Algorithm with multiclass SVM) to identify a set of relevant genes that classify the data more accurately. A new fitness function for genetic algorithm is defined that focuses on selecting the smallest set of genes that provides maximum accuracy. Experiments have been carried on four well-known datasets1. The proposed method provides better results in comparison to the results found in the literature in terms of both classification accuracy and number of genes selected.

Keywords: Gene selection, genetic algorithm, microarray datasets, multi-class SVM.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2027

Authors: A. Q. Sobia, M. S. Hamidah, I. Azmi, S. F. A. Rafeeqi

Abstract:

Fibre-reinforced polymer (FRP) strengthened reinforced concrete (RC) structures are susceptible to intense deterioration when exposed to elevated temperatures, particularly in the incident of fire. FRP has the tendency to lose bond with the substrate due to the low glass transition temperature of epoxy; the key component of FRP matrix.  In the past few decades, various types of high performance cementitious composites (HPCC) were explored for the protection of RC structural members against elevated temperature. However, there is an inadequate information on the influence of elevated temperature on the ultra high performance fibre-reinforced cementitious composites (UHPFRCC) containing ground granulated blast furnace slag (GGBS) as a replacement of high alumina cement (HAC) in conjunction with hybrid fibres (basalt and polypropylene fibres), which could be a prospective fire resisting material for the structural components. The influence of elevated temperatures on the compressive as well as flexural strength of UHPFRCC, made of HAC-GGBS and hybrid fibres, were examined in this study. Besides control sample (without fibres), three other samples, containing 0.5%, 1% and 1.5% of basalt fibres by total weight of mix and 1 kg/m³ of polypropylene fibres, were prepared and tested. Another mix was also prepared with only 1 kg/m³ of polypropylene fibres. Each of the samples were retained at ambient temperature as well as exposed to 400, 700 and 1000 °C followed by testing after 28 and 56 days of conventional curing. Investigation of results disclosed that the use of hybrid fibres significantly helped to improve the ambient temperature compressive and flexural strength of UHPFRCC, which was found to be 80 and 14.3 MPa respectively. However, the optimum residual compressive strength was marked by UHPFRCC-CP (with polypropylene fibres only), equally after both curing days (28 and 56 days), i.e. 41%. In addition, the utmost residual flexural strength, after 28 and 56 days of curing, was marked by UHPFRCC– CP and UHPFRCC– CB2 (1 kg/m³ of PP fibres + 1% of basalt fibres) i.e. 39% and 48.5% respectively.

Keywords: Fibre reinforced polymer materials, ground granulated blast furnace slag, high-alumina cement, hybrid fibres.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1091

Authors: Nebojsa B. Raicevic, Teodoros S. Prokic, Vladan Golubovic

Abstract:

Recently, bianisotropic media again received increasing importance in electromagnetic theory because of advances in material science which enable the manufacturing of complex bianisotropic materials. By using Maxwell's equations and corresponding boundary conditions, the electromagnetic field distribution in bianisotropic solenoid coils is determined and the influence of the bianisotropic behaviour of coil to the impedance and Q-factor is considered. Bianisotropic media are the largest class of linear media which is able to describe the macroscopic material properties of artificial dielectrics, artificial magnetics, artificial chiral materials, left-handed materials, metamaterials, and other composite materials. Several special cases of coils, filled with complex substance, have been analyzed. Results obtained by using the analytical approach are compared with values calculated by numerical methods, especially by our new hybrid EEM/BEM method and FEM.

Keywords: Bianisotropic media, impedance and Q-factor, Maxwell`s equations, hybrid EEM/BEM method.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1809