Search results for: real time data.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12975

Search results for: real time data.

12555 A Detailed Timber Harvest Simulator Coupled with 3-D Visualization

Authors: Jürgen Roßmann, Gerrit Alves

Abstract:

In today-s world, the efficient utilization of wood resources comes more and more to the mind of forest owners. It is a very complex challenge to ensure an efficient harvest of the wood resources. This is one of the scopes the project “Virtual Forest II" addresses. Its core is a database with data about forests containing approximately 260 million trees located in North Rhine-Westphalia (NRW). Based on this data, tree growth simulations and wood mobilization simulations can be conducted. This paper focuses on the latter. It describes a discrete-event-simulation with an attached 3-D real time visualization which simulates timber harvest using trees from the database with different crop resources. This simulation can be displayed in 3-D to show the progress of the wood crop. All the data gathered during the simulation is presented as a detailed summary afterwards. This summary includes cost-benefit calculations and can be compared to those of previous runs to optimize the financial outcome of the timber harvest by exchanging crop resources or modifying their parameters.

Keywords: Timber harvest, simulation, 3-D, optimization.

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12554 Vision-Based Daily Routine Recognition for Healthcare with Transfer Learning

Authors: Bruce X. B. Yu, Yan Liu, Keith C. C. Chan

Abstract:

We propose to record Activities of Daily Living (ADLs) of elderly people using a vision-based system so as to provide better assistive and personalization technologies. Current ADL-related research is based on data collected with help from non-elderly subjects in laboratory environments and the activities performed are predetermined for the sole purpose of data collection. To obtain more realistic datasets for the application, we recorded ADLs for the elderly with data collected from real-world environment involving real elderly subjects. Motivated by the need to collect data for more effective research related to elderly care, we chose to collect data in the room of an elderly person. Specifically, we installed Kinect, a vision-based sensor on the ceiling, to capture the activities that the elderly subject performs in the morning every day. Based on the data, we identified 12 morning activities that the elderly person performs daily. To recognize these activities, we created a HARELCARE framework to investigate into the effectiveness of existing Human Activity Recognition (HAR) algorithms and propose the use of a transfer learning algorithm for HAR. We compared the performance, in terms of accuracy, and training progress. Although the collected dataset is relatively small, the proposed algorithm has a good potential to be applied to all daily routine activities for healthcare purposes such as evidence-based diagnosis and treatment.

Keywords: Daily activity recognition, healthcare, IoT sensors, transfer learning.

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12553 Futures Trading: Design of a Strategy

Authors: Jan Zeman

Abstract:

The paper describes the futures trading and aims to design the speculators trading strategy. The problem is formulated as the decision making task and such as is solved. The solution of the task leads to complex mathematical problems and the approximations of the decision making is demanded. Two kind of approximation are used in the paper: Monte Carlo for the multi-step prediction and iteration spread in time for the optimization. The solution is applied to the real-market data and the results of the off-line experiments are presented.

Keywords: futures trading, decision making

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12552 EUDIS-An Encryption Scheme for User-Data Security in Public Networks

Authors: S. Balaji, M. Rajaram

Abstract:

The method of introducing the proxy interpretation for sending and receiving requests increase the capability of the server and our approach UDIV (User-Data Identity Security) to solve the data and user authentication without extending size of the data makes better than hybrid IDS (Intrusion Detection System). And at the same time all the security stages we have framed have to pass through less through that minimize the response time of the request. Even though an anomaly detected, before rejecting it the proxy extracts its identity to prevent it to enter into system. In case of false anomalies, the request will be reshaped and transformed into legitimate request for further response. Finally we are holding the normal and abnormal requests in two different queues with own priorities.

Keywords: IDS, Data & User authentication, UDIS.

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12551 Self-adaptation of Ontologies to Folksonomies in Semantic Web

Authors: Francisco Echarte, José Javier Astrain, Alberto Córdoba, Jesús Villadangos

Abstract:

Ontologies and tagging systems are two different ways to organize the knowledge present in the current Web. In this paper we propose a simple method to model folksonomies, as tagging systems, with ontologies. We show the scalability of the method using real data sets. The modeling method is composed of a generic ontology that represents any folksonomy and an algorithm to transform the information contained in folksonomies to the generic ontology. The method allows representing folksonomies at any instant of time.

Keywords: Folksonomies, ontologies, OWL, semantic web.

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12550 Place Recommendation Using Location-Based Services and Real-time Social Network Data

Authors: Kanda Runapongsa Saikaew, Patcharaporn Jiranuwattanawong, Patinya Taearak

Abstract:

Currently, there is excessively growing information about places on Facebook, which is the largest social network but such information is not explicitly organized and ranked. Therefore users cannot exploit such data to recommend places conveniently and quickly. This paper proposes a Facebook application and an Android application that recommend places based on the number of check-ins of those places, the distance of those places from the current location, the number of people who like Facebook page of those places, and the number of talking about of those places. Related Facebook data is gathered via Facebook API requests. The experimental results of the developed applications show that the applications can recommend places and rank interesting places from the most to the least. We have found that the average satisfied score of the proposed Facebook application is 4.8 out of 5. The users’ satisfaction can increase by adding the app features that support personalization in terms of interests and preferences.

Keywords: Mobile computing, location-based services, recommendation system, social network analysis.

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12549 Arterial CO2 Pressure Drives Ventilation with a Time Delay during Recovery from an Impulse-like Exercise without Metabolic Acidosis

Authors: R. Afroundeh, T. Arimitsu, R. Yamanaka, C. S. Lian, T. Yunoki, T. Yano, K. Shirakawa

Abstract:

We investigated this hypothesis that arterial CO2 pressure (PaCO2) drives ventilation (V.E) with a time delay duringrecovery from short impulse-like exercise (10 s) with work load of 200 watts. V.E and end tidal CO2 pressure (PETCO2) were measured continuously during rest, warming up, exercise and recovery periods. PaCO2 was predicted (PaCO2 pre) from PETCO2 and tidal volume (VT). PETCO2 and PaCO2 pre peaked at 20 s of recovery. V.E increased and peaked at the end of exercise and then decreased during recovery; however, it peaked again at 30 s of recovery, which was 10 s later than the peak of PaCO2 pre. The relationship between V. E and PaCO2pre was not significant by using data of them obtained at the same time but was significant by using data of V.E obtained 10 s later for data of PaCO2 pre. The results support our hypothesis that PaCO2 drives V.E with a time delay.

Keywords: Arterial CO2 pressure, impulse-like exercise, time delay, ventilation.

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12548 Hardware-in-the-Loop Test for Automatic Voltage Regulator of Synchronous Condenser

Authors: Ha Thi Nguyen, Guangya Yang, Arne Hejde Nielsen, Peter Højgaard Jensen

Abstract:

Automatic voltage regulator (AVR) plays an important role in volt/var control of synchronous condenser (SC) in power systems. Test AVR performance in steady-state and dynamic conditions in real grid is expensive, low efficiency, and hard to achieve. To address this issue, we implement hardware-in-the-loop (HiL) test for the AVR of SC to test the steady-state and dynamic performances of AVR in different operating conditions. Startup procedure of the system and voltage set point changes are studied to evaluate the AVR hardware response. Overexcitation, underexcitation, and AVR set point loss are tested to compare the performance of SC with the AVR hardware and that of simulation. The comparative results demonstrate how AVR will work in a real system. The results show HiL test is an effective approach for testing devices before deployment and is able to parameterize the controller with lower cost, higher efficiency, and more flexibility.

Keywords: Automatic voltage regulator, hardware-in-the-loop, synchronous condenser, real time digital simulator.

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12547 Advances on the Understanding of Sequence Convergence Seen from the Perspective of Mathematical Working Spaces

Authors: Paula Verdugo-Hernández, Patricio Cumsille

Abstract:

We analyze a first-class on the convergence of real number sequences, named hereafter sequences, to foster exploration and discovery of concepts through graphical representations before engaging students in proving. The main goal was to differentiate between sequences and continuous functions-of-a-real-variable and better understand concepts at an initial stage. We applied the analytic frame of Mathematical Working Spaces, which we expect to contribute to extending to sequences since, as far as we know, it has only developed for other objects, and which is relevant to analyze how mathematical work is built systematically by connecting the epistemological and cognitive perspectives, and involving the semiotic, instrumental, and discursive dimensions.

Keywords: Convergence, graphical representations, Mathematical Working Spaces, paradigms of real analysis, real number sequences.

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12546 Noise Performance Optimization of a Fast Wavelength Calibration Algorithm for OSAs

Authors: Thomas Fuhrmann

Abstract:

A new fast correlation algorithm for calibrating the wavelength of Optical Spectrum Analyzers (OSAs) was introduced in [1]. The minima of acetylene gas spectra were measured and correlated with saved theoretical data [2]. So it is possible to find the correct wavelength calibration data using a noisy reference spectrum. First tests showed good algorithmic performance for gas line spectra with high noise. In this article extensive performance tests were made to validate the noise resistance of this algorithm. The filter and correlation parameters of the algorithm were optimized for improved noise performance. With these parameters the performance of this wavelength calibration was simulated to predict the resulting wavelength error in real OSA systems. Long term simulations were made to evaluate the performance of the algorithm over the lifetime of a real OSA.

Keywords: correlation, gas reference, optical spectrum analyzer, wavelength calibration

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12545 Benchmarking of Pentesting Tools

Authors: Esteban Alejandro Armas Vega, Ana Lucila Sandoval Orozco, Luis Javier García Villalba

Abstract:

The benchmarking of tools for dynamic analysis of vulnerabilities in web applications is something that is done periodically, because these tools from time to time update their knowledge base and search algorithms, in order to improve their accuracy. Unfortunately, the vast majority of these evaluations are made by software enthusiasts who publish their results on blogs or on non-academic websites and always with the same evaluation methodology. Similarly, academics who have carried out this type of analysis from a scientific approach, the majority, make their analysis within the same methodology as well the empirical authors. This paper is based on the interest of finding answers to questions that many users of this type of tools have been asking over the years, such as, to know if the tool truly test and evaluate every vulnerability that it ensures do, or if the tool, really, deliver a real report of all the vulnerabilities tested and exploited. This kind of questions have also motivated previous work but without real answers. The aim of this paper is to show results that truly answer, at least on the tested tools, all those unanswered questions. All the results have been obtained by changing the common model of benchmarking used for all those previous works.

Keywords: Cybersecurity, IDS, security, web scanners, web vulnerabilities.

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12544 Study of Efficiency and Capability LZW++ Technique in Data Compression

Authors: Yusof. Mohd Kamir, Mat Deris. Mohd Sufian, Abidin. Ahmad Faisal Amri

Abstract:

The purpose of this paper is to show efficiency and capability LZWµ in data compression. The LZWµ technique is enhancement from existing LZW technique. The modification the existing LZW is needed to produce LZWµ technique. LZW read one by one character at one time. Differ with LZWµ technique, where the LZWµ read three characters at one time. This paper focuses on data compression and tested efficiency and capability LZWµ by different data format such as doc type, pdf type and text type. Several experiments have been done by different types of data format. The results shows LZWµ technique is better compared to existing LZW technique in term of file size.

Keywords: Data Compression, Huffman Encoding, LZW, LZWµ, RLL, Size.

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12543 High Accuracy ESPRIT-TLS Technique for Wind Turbine Fault Discrimination

Authors: Saad Chakkor, Mostafa Baghouri, Abderrahmane Hajraoui

Abstract:

ESPRIT-TLS method appears a good choice for high resolution fault detection in induction machines. It has a very high effectiveness in the frequency and amplitude identification. Contrariwise, it presents a high computation complexity which affects its implementation in real time fault diagnosis. To avoid this problem, a Fast-ESPRIT algorithm that combined the IIR band-pass filtering technique, the decimation technique and the original ESPRIT-TLS method was employed to enhance extracting accurately frequencies and their magnitudes from the wind stator current with less computation cost. The proposed algorithm has been applied to verify the wind turbine machine need in the implementation of an online, fast, and proactive condition monitoring. This type of remote and periodic maintenance provides an acceptable machine lifetime, minimize its downtimes and maximize its productivity. The developed technique has evaluated by computer simulations under many fault scenarios. Study results prove the performance of Fast- ESPRIT offering rapid and high resolution harmonics recognizing with minimum computation time and less memory cost.

Keywords: Spectral Estimation, ESPRIT-TLS, Real Time, Diagnosis, Wind Turbine Faults, Band-Pass Filtering, Decimation.

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12542 Parallelization of Ensemble Kalman Filter (EnKF) for Oil Reservoirs with Time-lapse Seismic Data

Authors: Md Khairullah, Hai-Xiang Lin, Remus G. Hanea, Arnold W. Heemink

Abstract:

In this paper we describe the design and implementation of a parallel algorithm for data assimilation with ensemble Kalman filter (EnKF) for oil reservoir history matching problem. The use of large number of observations from time-lapse seismic leads to a large turnaround time for the analysis step, in addition to the time consuming simulations of the realizations. For efficient parallelization it is important to consider parallel computation at the analysis step. Our experiments show that parallelization of the analysis step in addition to the forecast step has good scalability, exploiting the same set of resources with some additional efforts.

Keywords: EnKF, Data assimilation, Parallel computing, Parallel efficiency.

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12541 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models

Authors: Dursun Aydın

Abstract:

In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.

Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.

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12540 Data Mining Techniques in Computer-Aided Diagnosis: Non-Invasive Cancer Detection

Authors: Florin Gorunescu

Abstract:

Diagnosis can be achieved by building a model of a certain organ under surveillance and comparing it with the real time physiological measurements taken from the patient. This paper deals with the presentation of the benefits of using Data Mining techniques in the computer-aided diagnosis (CAD), focusing on the cancer detection, in order to help doctors to make optimal decisions quickly and accurately. In the field of the noninvasive diagnosis techniques, the endoscopic ultrasound elastography (EUSE) is a recent elasticity imaging technique, allowing characterizing the difference between malignant and benign tumors. Digitalizing and summarizing the main EUSE sample movies features in a vector form concern with the use of the exploratory data analysis (EDA). Neural networks are then trained on the corresponding EUSE sample movies vector input in such a way that these intelligent systems are able to offer a very precise and objective diagnosis, discriminating between benign and malignant tumors. A concrete application of these Data Mining techniques illustrates the suitability and the reliability of this methodology in CAD.

Keywords: Endoscopic ultrasound elastography, exploratorydata analysis, neural networks, non-invasive cancer detection.

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12539 Human Motion Regeneration in 2-Dimension as Stick Figure Animation with Accelerometers

Authors: Alpha Agape Gopalai, Darwin Gouwanda, S.M.N. Arosha Senanayake

Abstract:

This paper explores the opportunity of using tri-axial wireless accelerometers for supervised monitoring of sports movements. A motion analysis system for the upper extremities of lawn bowlers in particular is developed. Accelerometers are placed on parts of human body such as the chest to represent the shoulder movements, the back to capture the trunk motion, back of the hand, the wrist and one above the elbow, to capture arm movements. These sensors placement are carefully designed in order to avoid restricting bowler-s movements. Data is acquired from these sensors in soft-real time using virtual instrumentation; the acquired data is then conditioned and converted into required parameters for motion regeneration. A user interface was also created to facilitate in the acquisition of data, and broadcasting of commands to the wireless accelerometers. All motion regeneration in this paper deals with the motion of the human body segment in the X and Y direction, looking into the motion of the anterior/ posterior and lateral directions respectively.

Keywords: Motion Regeneration, Virtual Instrumentation, Wireless Accelerometers

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12538 Iterative Clustering Algorithm for Analyzing Temporal Patterns of Gene Expression

Authors: Seo Young Kim, Jae Won Lee, Jong Sung Bae

Abstract:

Microarray experiments are information rich; however, extensive data mining is required to identify the patterns that characterize the underlying mechanisms of action. For biologists, a key aim when analyzing microarray data is to group genes based on the temporal patterns of their expression levels. In this paper, we used an iterative clustering method to find temporal patterns of gene expression. We evaluated the performance of this method by applying it to real sporulation data and simulated data. The patterns obtained using the iterative clustering were found to be superior to those obtained using existing clustering algorithms.

Keywords: Clustering, microarray experiment, temporal pattern of gene expression data.

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12537 Computationally Efficient Adaptive Rate Sampling and Adaptive Resolution Analysis

Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

Abstract:

Mostly the real life signals are time varying in nature. For proper characterization of such signals, time-frequency representation is required. The STFT (short-time Fourier transform) is a classical tool used for this purpose. The limitation of the STFT is its fixed time-frequency resolution. Thus, an enhanced version of the STFT, which is based on the cross-level sampling, is devised. It can adapt the sampling frequency and the window function length by following the input signal local variations. Therefore, it provides an adaptive resolution time-frequency representation of the input. The computational complexity of the proposed STFT is deduced and compared to the classical one. The results show a significant gain of the computational efficiency and hence of the processing power. The processing error of the proposed technique is also discussed.

Keywords: Level Crossing Sampling, Activity Selection, Adaptive Resolution Analysis, Computational Complexity

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12536 Comparative Study on Swarm Intelligence Techniques for Biclustering of Microarray Gene Expression Data

Authors: R. Balamurugan, A. M. Natarajan, K. Premalatha

Abstract:

Microarray gene expression data play a vital in biological processes, gene regulation and disease mechanism. Biclustering in gene expression data is a subset of the genes indicating consistent patterns under the subset of the conditions. Finding a biclustering is an optimization problem. In recent years, swarm intelligence techniques are popular due to the fact that many real-world problems are increasingly large, complex and dynamic. By reasons of the size and complexity of the problems, it is necessary to find an optimization technique whose efficiency is measured by finding the near optimal solution within a reasonable amount of time. In this paper, the algorithmic concepts of the Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL) and Cuckoo Search (CS) algorithms have been analyzed for the four benchmark gene expression dataset. The experiment results show that CS outperforms PSO and SFL for 3 datasets and SFL give better performance in one dataset. Also this work determines the biological relevance of the biclusters with Gene Ontology in terms of function, process and component.

Keywords: Particle swarm optimization, Shuffled frog leaping, Cuckoo search, biclustering, gene expression data.

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12535 Performance Improvement of Moving Object Recognition and Tracking Algorithm using Parallel Processing of SURF and Optical Flow

Authors: Jungho Choi, Youngwan Cho

Abstract:

The paper proposes a way of parallel processing of SURF and Optical Flow for moving object recognition and tracking. The object recognition and tracking is one of the most important task in computer vision, however disadvantage are many operations cause processing speed slower so that it can-t do real-time object recognition and tracking. The proposed method uses a typical way of feature extraction SURF and moving object Optical Flow for reduce disadvantage and real-time moving object recognition and tracking, and parallel processing techniques for speed improvement. First analyse that an image from DB and acquired through the camera using SURF for compared to the same object recognition then set ROI (Region of Interest) for tracking movement of feature points using Optical Flow. Secondly, using Multi-Thread is for improved processing speed and recognition by parallel processing. Finally, performance is evaluated and verified efficiency of algorithm throughout the experiment.

Keywords: moving object recognition, moving object tracking, SURF, Optical Flow, Multi-Thread.

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12534 The Application of Queuing Theory in Multi-Stage Production Lines

Authors: Hani Shafeek, Muhammed Marsudi

Abstract:

The purpose of this work is examining the multiproduct multi-stage in a battery production line. To improve the performances of an assembly production line by determine the efficiency of each workstation. Data collected from every workstation. The data are throughput rate, number of operator, and number of parts that arrive and leaves during part processing. Data for the number of parts that arrives and leaves are collected at least at the amount of ten samples to make the data is possible to be analyzed by Chi-Squared Goodness Test and queuing theory. Measures of this model served as the comparison with the standard data available in the company. Validation of the task time value resulted by comparing it with the task time value based on the company database. Some performance factors for the multi-product multi-stage in a battery production line in this work are shown. The efficiency in each workstation was also shown. Total production time to produce each part can be determined by adding the total task time in each workstation. To reduce the queuing time and increase the efficiency based on the analysis any probably improvement should be done. One probably action is by increasing the number of operators how manually operate this workstation.

Keywords: Production line, manufacturing, performance measurement, queuing theory.

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12533 An Implementation of a Configurable UART-to-Ethernet Converter

Authors: Jungho Moon, Myunggon Yoon

Abstract:

This paper presents an implementation of a configurable UART-to-Ethernet converter using an ARM-based 32-bit microcontroller as well as a dedicated configuration program running on a PC for configuring the operating parameters of the converter. The program was written in Python. Various parameters pertaining to the operation of the converter can be modified by the configuration program through the Ethernet interface of the converter. The converter supports 3 representative asynchronous serial communication protocols, RS-232, RS-422, and RS-485 and supports 3 network modes, TCP/IP server, TCP/IP client, and UDP client. The TCP/IP and UDP protocols were implemented on the microcontroller using an open source TCP/IP protocol stack called lwIP (A lightweight TCP/IP) and FreeRTOS, a free real-time operating system for embedded systems. Due to the use of a real-time operating system, the firmware of the converter was implemented as a multi-thread application and as a result becomes more modular and easier to develop. The converter can provide a seamless bridge between a serial port and an Ethernet port, thereby allowing existing legacy apparatuses with no Ethernet connectivity to communicate using the Ethernet protocol.

Keywords: Converter, embedded systems, Ethernet, lwIP, UART.

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12532 An Efficient Approach to Mining Frequent Itemsets on Data Streams

Authors: Sara Ansari, Mohammad Hadi Sadreddini

Abstract:

The increasing importance of data stream arising in a wide range of advanced applications has led to the extensive study of mining frequent patterns. Mining data streams poses many new challenges amongst which are the one-scan nature, the unbounded memory requirement and the high arrival rate of data streams. In this paper, we propose a new approach for mining itemsets on data stream. Our approach SFIDS has been developed based on FIDS algorithm. The main attempts were to keep some advantages of the previous approach and resolve some of its drawbacks, and consequently to improve run time and memory consumption. Our approach has the following advantages: using a data structure similar to lattice for keeping frequent itemsets, separating regions from each other with deleting common nodes that results in a decrease in search space, memory consumption and run time; and Finally, considering CPU constraint, with increasing arrival rate of data that result in overloading system, SFIDS automatically detect this situation and discard some of unprocessing data. We guarantee that error of results is bounded to user pre-specified threshold, based on a probability technique. Final results show that SFIDS algorithm could attain about 50% run time improvement than FIDS approach.

Keywords: Data stream, frequent itemset, stream mining.

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12531 Dynamic Background Updating for Lightweight Moving Object Detection

Authors: Kelemewerk Destalem, Jungjae Cho, Jaeseong Lee, Ju H. Park, Joonhyuk Yoo

Abstract:

Background subtraction and temporal difference are often used for moving object detection in video. Both approaches are computationally simple and easy to be deployed in real-time image processing. However, while the background subtraction is highly sensitive to dynamic background and illumination changes, the temporal difference approach is poor at extracting relevant pixels of the moving object and at detecting the stopped or slowly moving objects in the scene. In this paper, we propose a simple moving object detection scheme based on adaptive background subtraction and temporal difference exploiting dynamic background updates. The proposed technique consists of histogram equalization, a linear combination of background and temporal difference, followed by the novel frame-based and pixel-based background updating techniques. Finally, morphological operations are applied to the output images. Experimental results show that the proposed algorithm can solve the drawbacks of both background subtraction and temporal difference methods and can provide better performance than that of each method.

Keywords: Background subtraction, background updating, real time and lightweight algorithm, temporal difference.

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12530 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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12529 Conceptual Multidimensional Model

Authors: Manpreet Singh, Parvinder Singh, Suman

Abstract:

The data is available in abundance in any business organization. It includes the records for finance, maintenance, inventory, progress reports etc. As the time progresses, the data keep on accumulating and the challenge is to extract the information from this data bank. Knowledge discovery from these large and complex databases is the key problem of this era. Data mining and machine learning techniques are needed which can scale to the size of the problems and can be customized to the application of business. For the development of accurate and required information for particular problem, business analyst needs to develop multidimensional models which give the reliable information so that they can take right decision for particular problem. If the multidimensional model does not possess the advance features, the accuracy cannot be expected. The present work involves the development of a Multidimensional data model incorporating advance features. The criterion of computation is based on the data precision and to include slowly change time dimension. The final results are displayed in graphical form.

Keywords: Multidimensional, data precision.

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12528 Unstructured-Data Content Search Based on Optimized EEG Signal Processing and Multi-Objective Feature Extraction

Authors: Qais M. Yousef, Yasmeen A. Alshaer

Abstract:

Over the last few years, the amount of data available on the globe has been increased rapidly. This came up with the emergence of recent concepts, such as the big data and the Internet of Things, which have furnished a suitable solution for the availability of data all over the world. However, managing this massive amount of data remains a challenge due to their large verity of types and distribution. Therefore, locating the required file particularly from the first trial turned to be a not easy task, due to the large similarities of names for different files distributed on the web. Consequently, the accuracy and speed of search have been negatively affected. This work presents a method using Electroencephalography signals to locate the files based on their contents. Giving the concept of natural mind waves processing, this work analyses the mind wave signals of different people, analyzing them and extracting their most appropriate features using multi-objective metaheuristic algorithm, and then classifying them using artificial neural network to distinguish among files with similar names. The aim of this work is to provide the ability to find the files based on their contents using human thoughts only. Implementing this approach and testing it on real people proved its ability to find the desired files accurately within noticeably shorter time and retrieve them as a first choice for the user.

Keywords: Artificial intelligence, data contents search, human active memory, mind wave, multi-objective optimization.

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12527 Lower Bound of Time Span Product for a General Class of Signals in Fractional Fourier Domain

Authors: Sukrit Shankar, Chetana Shanta Patsa, Jaydev Sharma

Abstract:

Fractional Fourier Transform is a generalization of the classical Fourier Transform which is often symbolized as the rotation in time- frequency plane. Similar to the product of time and frequency span which provides the Uncertainty Principle for the classical Fourier domain, there has not been till date an Uncertainty Principle for the Fractional Fourier domain for a generalized class of finite energy signals. Though the lower bound for the product of time and Fractional Fourier span is derived for the real signals, a tighter lower bound for a general class of signals is of practical importance, especially for the analysis of signals containing chirps. We hence formulate a mathematical derivation that gives the lower bound of time and Fractional Fourier span product. The relation proves to be utmost importance in taking the Fractional Fourier Transform with adaptive time and Fractional span resolutions for a varied class of complex signals.

Keywords: Fractional Fourier Transform, uncertainty principle, Fractional Fourier Span, amplitude, phase.

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12526 Fuzzy Hierarchical Clustering Applied for Quality Estimation in Manufacturing System

Authors: Y. Q. Lv, C.K.M. Lee

Abstract:

This paper develops a quality estimation method with the application of fuzzy hierarchical clustering. Quality estimation is essential to quality control and quality improvement as a precise estimation can promote a right decision-making in order to help better quality control. Normally the quality of finished products in manufacturing system can be differentiated by quality standards. In the real life situation, the collected data may be vague which is not easy to be classified and they are usually represented in term of fuzzy number. To estimate the quality of product presented by fuzzy number is not easy. In this research, the trapezoidal fuzzy numbers are collected in manufacturing process and classify the collected data into different clusters so as to get the estimation. Since normal hierarchical clustering methods can only be applied for real numbers, fuzzy hierarchical clustering is selected to handle this problem based on quality standards.

Keywords: Quality Estimation, Fuzzy Quality Mean, Fuzzy Hierarchical Clustering, Fuzzy Number, Manufacturing system

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