Search results for: vector autoregression.

Authors: Jan Sindelar

Abstract:

The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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Authors: Wang Shou-Dao, Xiao Chuang-Bai, Lin Yu

Abstract:

In high bitrate information hiding techniques, 1 bit is embedded within each 4 x 4 Discrete Cosine Transform (DCT) coefficient block by means of vector quantization, then the hidden bit can be effectively extracted in terminal end. In this paper high bitrate information hiding algorithms are summarized, and the scheme of video in video is implemented. Experimental result shows that the host video which is embedded numerous auxiliary information have little visually quality decline. Peak Signal to Noise Ratio (PSNR)Y of host video only degrades 0.22dB in average, while the hidden information has a high percentage of survives and keeps a high robustness in H.264/AVC compression, the average Bit Error Rate(BER) of hiding information is 0.015%.

Keywords: Information Hiding, Embed, Quantification, Extract

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Authors: Pınar Yardımcı

Abstract:

This paper tries to answer to the questions whether or not trade openness causes economic growth and trade policy changes are good for Turkey as a developing country in global economy before and after 1980. We employ Johansen co-integration and Granger causality tests with error correction modeling based on vector autoregressive. Using WDI data from the pre-1980 and the post-1980, we find that trade openness and economic growth are cointegrated in the second term only. Also the results suggest a lack of long-run causality between our two variables. These findings may imply that trade policy of Turkey should concentrate more on extra complementary economic reforms.

Keywords: Globalization, Trade Policy, Economic Growth, Openness, Co-integration, Turkey.

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Authors: T. Hussain, M. W. Siddiqi, A. Iqbal

Abstract:

The study is aimed to test causal relationship between growth and unemployment, using time series data for Pakistan from 1972 to 2006. Growth is considered to be a pathway to decrease the level of unemployment. Unemployment is a social and political issue. It is a phenomenon where human resources are wasted leading to deacceleration in growth. Johanson Cointegration shows that there is long run relationship between growth and unemployment. For short run dynamics and causality, the study utilizes Vector Error Correction Model (VECM). The results of VECM indicate that there is short and long run causal relation between growth and unemployment including capital, labor and human capital as explanatory variables.

Keywords: Economic Growth, Unemployment, Cointegrationand Causality.

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Authors: Sijie Fu, Pascal-Henry Biwolé, Christian Mathis

Abstract:

Among modern airflow measurement methods, Particle Image Velocimetry (PIV) and Particle Tracking Velocimetry (PTV), as visualized and non-instructive measurement techniques, are playing more important role. This paper conducts a comparative experimental study for airflow measurement employing both techniques with the same condition. Velocity vector fields, velocity contour fields, voticity profiles and turbulence profiles are selected as the comparison indexes. The results show that the performance of both PIV and PTV techniques for airflow measurement is satisfied, but some differences between the both techniques are existed, it suggests that selecting the measurement technique should be based on a comprehensive consideration.

Keywords: PIV, PTV, airflow measurement.

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Authors: P. V. V. Rama Rao, M. V. Srikanth, S. Dileep Kumar Varma

Abstract:

With advances in solid-state power electronic devices and microprocessors, various pulse-width-modulation (PWM) techniques have been developed for industrial applications. This paper presents the comparison of two different PWM techniques, the sinusoidal PWM (SPWM) technique and the space-vector PWM (SVPWM) technique applied to two level VSI for micro grid applications. These two methods are compared by discussing their ease of implementation and by analyzing the output harmonic spectra of various output voltages (line-to-neutral voltages, and line-to-line voltages) and their total harmonic distortion (THD). The SVPWM technique in the under-modulation region can increase the fundamental output voltage by 15.5% over the SPWM technique.

Keywords: SPWM, SVPWM, VSI, Modulation Index.

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Authors: Dj. Cherifi, Y. Miloud, A. Tahri

Abstract:

The primary objective of this paper is to elimination of the problem of sensitivity to parameter variation of induction motor drive. The proposed sensorless strategy is based on an algorithm permitting a better simultaneous estimation of the rotor speed and the stator resistance including an adaptive mechanism based on the lyaponov theory. To study the reliability and the robustness of the sensorless technique to abnormal operations, some simulation tests have been performed under several cases.

The proposed sensorless vector control scheme showed a good performance behavior in the transient and steady states, with an excellent disturbance rejection of the load torque.

Keywords: Induction Motor Drive, field-oriented control, adaptive speed observer, stator resistance estimation.

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Authors: V. Zangeneh, S. Mohammadi

Abstract:

Today, node-disjoint routing becomes inessential technique in communication of packets among various nodes in networks. Meanwhile AODV (Ad Hoc On-demand Multipath Distance Vector) creates single-path route between a pair of source and destination nodes. Some researches has done so far to make multipath node-disjoint routing based on AODV protocol. But however their overhead and end-to-end delay are relatively high, while the detail of their code is not available too. This paper proposes a new approach of multipath node-disjoint routing based on AODV protocol. Then the algorithm of analytical model is presented. The extensive results of this algorithm will be presented in the next paper.

Keywords: AODV; MANET; Multipath Routing; Node-disjoint;transmission delay.

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Authors: Tamal Bose, Zhurun Zhang, Miloje Radenkovic, Ojas Chauhan

Abstract:

In this paper, a novel approach is presented for designing multiplier-free state-space digital filters. The multiplier-free design is obtained by finding power-of-2 coefficients and also quantizing the state variables to power-of-2 numbers. Expressions for the noise variance are derived for the quantized state vector and the output of the filter. A “structuretransformation matrix" is incorporated in these expressions. It is shown that quantization effects can be minimized by properly designing the structure-transformation matrix. Simulation results are very promising and illustrate the design algorithm.

Keywords: Digital filters, minimum noise, multiplier-free, quantization, state-space.

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Authors: Vesna Kirandziska, Nevena Ackovska, Ana Madevska Bogdanova

Abstract:

The problem of emotion recognition is a challenging problem. It is still an open problem from the aspect of both intelligent systems and psychology. In this paper, both voice features and facial features are used for building an emotion recognition system. A Support Vector Machine classifiers are built by using raw data from video recordings. In this paper, the results obtained for the emotion recognition are given, and a discussion about the validity and the expressiveness of different emotions is presented. A comparison between the classifiers build from facial data only, voice data only and from the combination of both data is made here. The need for a better combination of the information from facial expression and voice data is argued.

Keywords: Emotion recognition, facial recognition, signal processing, machine learning.

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Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.

Keywords: HRLS algorithm, eigenvalue spread, misalignment.

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Authors: Syahanim Mohd Salleh, Zaihosnita Hood, Hairulliza Mohd Judi, Marini Abu Bakar

Abstract:

CFlow is a flow chart software, it contains facilities to draw and evaluate a flow chart. A flow chart evaluation applies a simulation method to enable presentation of work flow in a flow chart solution. Flow chart simulation of CFlow is executed by manipulating the CFlow data file which is saved in a graphical vector format. These text-based data are organised by using a data classification technic based on a Library classification-scheme. This paper describes the file format for flow chart simulation software of CFlow.

Keywords: CFlow, flow chart, file format.

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Authors: I. Naeem, R. Naz

Abstract:

The group invariant solution for Prandtl-s boundary layer equations for an incompressible fluid governing the flow in radial free, wall and liquid jets having finite fluid velocity at the orifice are investigated. For each jet a symmetry is associated with the conserved vector that was used to derive the conserved quantity for the jet elsewhere. This symmetry is then used to construct the group invariant solution for the third-order partial differential equation for the stream function. The general form of the group invariant solution for radial jet flows is derived. The general form of group invariant solution and the general form of the similarity solution which was obtained elsewhere are the same.

Keywords: Two-dimensional jets, radial jets, group invariant solution.

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Authors: R. Chakib, A. Essadki, M. Cherkaoui

Abstract:

This paper proposes the study of a robust control of the doubly fed induction generator (DFIG) used in a wind energy production. The proposed control is based on the linear active disturbance rejection control (ADRC) and it is applied to the control currents rotor of the DFIG, the DC bus voltage and active and reactive power exchanged between the DFIG and the network. The system under study and the proposed control are simulated using MATLAB/SIMULINK.

Keywords: Doubly fed induction generator DFIG, Active disturbance rejection control ADRC, Vector control, MPPT, Extended state observer, back to back converter, Wind turbine.

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Authors: Nebi Gedik

Abstract:

The goal of motor image brain computer interface research is to create a link between the central nervous system and a computer or device. The most important signal for brain-computer interface is the electroencephalogram. The aim of this research is to explore a set of effective features from EEG signals, separated into frequency bands, using wave atom sub-bands to discriminate right and left-hand motor imagery signals. Over the transform coefficients, feature vectors are constructed for each frequency range and each transform sub-band, and their classification performances are tested. The method is validated using EEG signals from the BCI competition III dataset IIIa and classifiers such as support vector machine and k-nearest neighbors.

Keywords: motor imagery, EEG, Wave atom transform sub-bands, SVM, k-NN

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Authors: Nazar Zaki, Safaai Deris, Hany Alashwal

Abstract:

Detecting protein-protein interactions is a central problem in computational biology and aberrant such interactions may have implicated in a number of neurological disorders. As a result, the prediction of protein-protein interactions has recently received considerable attention from biologist around the globe. Computational tools that are capable of effectively identifying protein-protein interactions are much needed. In this paper, we propose a method to detect protein-protein interaction based on substring similarity measure. Two protein sequences may interact by the mean of the similarities of the substrings they contain. When applied on the currently available protein-protein interaction data for the yeast Saccharomyces cerevisiae, the proposed method delivered reasonable improvement over the existing ones.

Keywords: Protein-Protein Interaction, support vector machine, feature extraction, pairwise alignment, Smith-Waterman score.

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Authors: Young-Seok Choi

Abstract:

This paper presents a subband adaptive filter (SAF) for a system identification where an impulse response is sparse and disturbed with an impulsive noise. Benefiting from the uses of l1-norm optimization and l0-norm penalty of the weight vector in the cost function, the proposed l0-norm sign SAF (l0-SSAF) achieves both robustness against impulsive noise and much improved convergence behavior than the classical adaptive filters. Simulation results in the system identification scenario confirm that the proposed l0-norm SSAF is not only more robust but also faster and more accurate than its counterparts in the sparse system identification in the presence of impulsive noise.

Keywords: Subband adaptive filter, l0-norm, sparse system, robustness, impulsive interference.

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Authors: Imran Usman, Asifullah Khan, Rafiullah Chamlawi, Abdul Majid

Abstract:

Information hiding for authenticating and verifying the content integrity of the multimedia has been exploited extensively in the last decade. We propose the idea of using genetic algorithm and non-deterministic dependence by involving the un-watermarkable coefficients for digital image authentication. Genetic algorithm is used to intelligently select coefficients for watermarking in a DCT based image authentication scheme, which implicitly watermark all the un-watermarkable coefficients also, in order to thwart different attacks. Experimental results show that such intelligent selection results in improvement of imperceptibility of the watermarked image, and implicit watermarking of all the coefficients improves security against attacks such as cover-up, vector quantization and transplantation.

Keywords: Digital watermarking, fragile watermarking, geneticalgorithm, Image authentication.

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Authors: H. Nasiraghdam, A. Jalilian

Abstract:

DSTATCOM is one of the equipments for voltage sag mitigation in power systems. In this paper a new control method for balanced and unbalanced voltage sag mitigation using DSTATCOM is proposed. The control system has two loops in order to regulate compensator current and load voltage. Delayed signal cancellation has been used for sequence separation. The compensator should protect sensitive loads against different types of voltage sag. Performance of the proposed method is investigated under different types of voltage sags for linear and nonlinear loads. Simulation results show appropriate operation of the proposed control system.

Keywords: Custom power, power quality, voltage sagmitigation, current vector control.

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Authors: Liubov Evstigneeva

Abstract:

In this paper an attempt is made to establish causal nexuses between innovation and international trade in Russia. The topicality of this issue is determined by the necessity of choosing policy instruments for economic modernization and transition to innovative development. The vector auto regression (VAR) model and Granger test are applied for the Russian monthly data from 2005 until the second quartile of 2015. Both lagged import and export at the national level cause innovation, the latter starts to stimulate foreign trade since it is a remote lag. In comparison to aggregate data, the results by patent’s categories are more diverse. Importing technologies from foreign countries stimulates patent activity, while innovations created in Russia are only Granger causality for import to Commonwealth of Independent States.

Keywords: Export, import, innovation, patents.

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Authors: Jyh-Yang Wu, Sheng-Gwo Chen

Abstract:

In this paper, we present a simple effective numerical geometric method to estimate the divergence of a vector field over a curved surface. The conservation law is an important principle in physics and mathematics. However, many well-known numerical methods for solving diffusion equations do not obey conservation laws. Our presented method in this paper combines the divergence theorem with a generalized finite difference method and obeys the conservation law on discrete closed surfaces. We use the similar method to solve the Cahn-Hilliard equations on evolving spherical surfaces and observe stability results in our numerical simulations.

Keywords: Conservation laws, diffusion equations, Cahn-Hilliard Equations, evolving surfaces.

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Authors: E. Ahvar, M. Fathy

Abstract:

Ad hoc networks are characterized by multihop wireless connectivity, frequently changing network topology and the need for efficient dynamic routing protocols. We compare the performance of three routing protocols for mobile ad hoc networks: Dynamic Source Routing (DSR), Ad Hoc On-Demand Distance Vector Routing (AODV), location-aided routing (LAR1).Our evaluation is based on energy consumption in mobile ad hoc networks. The performance differentials are analyzed using varying network load, mobility, and network size. We simulate protocols with GLOMOSIM simulator. Based on the observations, we make recommendations about when the performance of either protocol can be best.

Keywords: Ad hoc Network, energy consumption, Glomosim, routing protocols.

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Authors: I. Khutsishvili, G. Sirbiladze, B. Ghvaberidze

Abstract:

This work proposes a fuzzy methodology to support the investment decisions. While choosing among competitive investment projects, the methodology makes ranking of projects using the new aggregation OWA operator – AsPOWA, presented in the environment of possibility uncertainty. For numerical evaluation of the weighting vector associated with the AsPOWA operator the mathematical programming problem is constructed. On the basis of the AsPOWA operator the projects’ group ranking maximum criteria is constructed. The methodology also allows making the most profitable investments into several of the project using the method developed by the authors for discrete possibilistic bicriteria problems. The article provides an example of the investment decision-making that explains the work of the proposed methodology.

Keywords: Expert evaluations, investment decision making, OWA operator, possibility uncertainty.

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Authors: D. Jakovčević, M. Mihelja Žaja

Abstract:

The purpose of this paper is to analyze the influence and relative share of underwriting risks in explaining the variation in insurance cycles in subsequent periods. Through the insurance contracts they underwrite, insurance companies assume risks. Underwriting risks include pricing risk, reserve risk, reinsurance risk and occurrence risk. These risks pose major risks for property and liability insurers, and therefore their impact on the insurance cycle is important. The main goal of this paper is to determine the relative proportion of underwriting risks in explaining the variation of insurance cycle. In order to fulfill the main goal of the paper vector autoregressive model, VAR, will be applied.

Keywords: Insurance cycle, insurance risks, combined ratio, Republic of Croatia.

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Authors: Elteyeb Eljack, Takashi Ohta

Abstract:

Proper orthogonal decomposition (POD) is used to reconstruct spatio-temporal data of a fully developed turbulent channel flow with density variation at Reynolds number of 150, based on the friction velocity and the channel half-width, and Prandtl number of 0.71. To apply POD to the fully developed turbulent channel flow with density variation, the flow field (velocities, density, and temperature) is scaled by the corresponding root mean square values (rms) so that the flow field becomes dimensionless. A five-vector POD problem is solved numerically. The reconstructed second-order moments of velocity, temperature, and density from POD eigenfunctions compare favorably to the original Direct Numerical Simulation (DNS) data.

Keywords: Pattern Recognition, POD, Coherent Structures, Low dimensional modelling.

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Authors: Afif Saleh Abugharsa

Abstract:

The IEEE 802.15.4 standard is designed for low-rate wireless personal area networks (LR-WPAN) with focus on enabling wireless sensor networks. It aims to give a low data rate, low power consumption, and low cost wireless networking on the device-level communication. The objective of this study is to investigate the performance of IEEE 802.15.4 based networks using simulation tool. In this project the network simulator 2 NS2 was used to several performance measures of wireless sensor networks. Three scenarios were considered, multi hop network with a single coordinator, star topology, and an ad hoc on demand distance vector AODV. Results such as packet delivery ratio, hop delay, and number of collisions are obtained from these scenarios.

Keywords: ZigBee, wireless sensor networks, IEEE 802.15.4, low power, low data rate

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Authors: M. Sinecen, M. Makinacı

Abstract:

The purpose of this paper is to assess the value of neural networks for classification of cancer and noncancer prostate cells. Gauss Markov Random Fields, Fourier entropy and wavelet average deviation features are calculated from 80 noncancer and 80 cancer prostate cell nuclei. For classification, artificial neural network techniques which are multilayer perceptron, radial basis function and learning vector quantization are used. Two methods are utilized for multilayer perceptron. First method has single hidden layer and between 3-15 nodes, second method has two hidden layer and each layer has between 3-15 nodes. Overall classification rate of 86.88% is achieved.

Keywords: Artificial neural networks, texture classification, cancer diagnosis.

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Authors: Ishak Suleiman, Ahmad Kamsani Samingan, Yeoh Chun Yeow, Abdul Aziz Bin Abdul Rahman

Abstract:

In this paper, we evaluate the benefits of distributed 4x4 MIMO LTE downlink systems compared to that of the co-located 4x4 MIMO LTE downlink system. The performance evaluation was carried out experimentally by using Wireless Open-Access Research Platform (WARP), where the comparison between the 4x4 MIMO LTE transmission downlink system in distributed and co-located techniques was examined. The measured Error Vector Magnitude (EVM) results showed that the distributed technique achieved better system performance compared to the co-located arrangement.

Keywords: Multiple-input-multiple-output, MIMO, distributed MIMO, co-located MIMO, LTE.

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Authors: Nisha Goyal, R.K. Gupta

Abstract:

Einstein vacuum equations, that is a system of nonlinear partial differential equations (PDEs) are derived from Weyl metric by using relation between Einstein tensor and metric tensor. The symmetries of Einstein vacuum equations for static axisymmetric gravitational fields are obtained using the Lie classical method. We have examined the optimal system of vector fields which is further used to reduce nonlinear PDE to nonlinear ordinary differential equation (ODE). Some exact solutions of Einstein vacuum equations in general relativity are also obtained.

Keywords: Gravitational fields, Lie Classical method, Exact solutions.

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Authors: Tudor Barbu

Abstract:

An automatic moment-based texture segmentation approach is proposed in this paper. First, we describe the related work in this computer vision domain. Our texture feature extraction, the first part of the texture recognition process, produces a set of moment-based feature vectors. For each image pixel, a texture feature vector is computed as a sequence of area moments. Then, an automatic pixel classification approach is proposed. The feature vectors are clustered using an unsupervised classification algorithm, the optimal number of clusters being determined using a measure based on validation indexes. From the resulted pixel classes one determines easily the desired texture regions of the image.

Keywords: Image segmentation, moment-based texture analysis, automatic classification, validity indexes.

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