Search results for: Bayesian vector autoregression
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 880

Search results for: Bayesian vector autoregression

430 A Novel SVM-Based OOK Detector in Low SNR Infrared Channels

Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.

Keywords: Least square-support vector machine, on-off keying, matched filter, maximum likelihood detector, wireless infrared communication.

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429 Transmission Model for Plasmodium Vivax Malaria: Conditions for Bifurcation

Authors: P. Pongsumpun, I.M. Tang

Abstract:

Plasmodium vivax malaria differs from P. falciparum malaria in that a person suffering from P. vivax infection can suffer relapses of the disease. This is due the parasite being able to remain dormant in the liver of the patients where it is able to re-infect the patient after a passage of time. During this stage, the patient is classified as being in the dormant class. The model to describe the transmission of P. vivax malaria consists of a human population divided into four classes, the susceptible, the infected, the dormant and the recovered. The effect of a time delay on the transmission of this disease is studied. The time delay is the period in which the P. vivax parasite develops inside the mosquito (vector) before the vector becomes infectious (i.e., pass on the infection). We analyze our model by using standard dynamic modeling method. Two stable equilibrium states, a disease free state E0 and an endemic state E1, are found to be possible. It is found that the E0 state is stable when a newly defined basic reproduction number G is less than one. If G is greater than one the endemic state E1 is stable. The conditions for the endemic equilibrium state E1 to be a stable spiral node are established. For realistic values of the parameters in the model, it is found that solutions in phase space are trajectories spiraling into the endemic state. It is shown that the limit cycle and chaotic behaviors can only be achieved with unrealistic parameter values.

Keywords: Equilibrium states, Hopf bifurcation, limit cyclebehavior, local stability, Plasmodium Vivax, time delay.

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428 Growth and Anatomical Responses of Lycopersicon esculentum (Tomatoes) under Microgravity and Normal Gravity Conditions

Authors: Gbenga F. Akomolafe, Joseph Omojola, Ezekiel S. Joshua, Seyi C. Adediwura, Elijah T. Adesuji, Michael O. Odey, Oyinade A. Dedeke, Ayo H. Labulo

Abstract:

Microgravity is known to be a major abiotic stress in space which affects plants depending on the duration of exposure. In this work, tomatoes seeds were exposed to long hours of simulated microgravity condition using a one-axis clinostat. The seeds were sown on a 1.5% combination of plant nutrient and agar-agar solidified medium in three Petri dishes. One of the Petri dishes was mounted on the clinostat and allowed to rotate at the speed of 20 rpm for 72 hours, while the others were subjected to the normal gravity vector. The anatomical sections of both clinorotated and normal gravity plants were made after 72 hours and observed using a Phase-contrast digital microscope. The percentage germination, as well as the growth rate of the normal gravity seeds, was higher than the clinorotated ones. The germinated clinorotated roots followed different directions unlike the normal gravity ones which grew towards the direction of gravity vector. The clinostat was able to switch off gravistimulation. Distinct cellular arrangement was observed for tomatoes under normal gravity condition, unlike those of clinorotated ones. The root epidermis and cortex of normal gravity are thicker than the clinorotated ones. This implied that under long-term microgravity influence, plants do alter their anatomical features as a way of adapting to the stress condition.

Keywords: Anatomy, Clinostat, Germination, Microgravity, Lycopersicon esculentum.

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427 Least Square-SVM Detector for Wireless BPSK in Multi-Environmental Noise

Authors: J. P. Dubois, Omar M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a statistical learning tool developed to a more complex concept of structural risk minimization (SRM). In this paper, SVM is applied to signal detection in communication systems in the presence of channel noise in various environments in the form of Rayleigh fading, additive white Gaussian background noise (AWGN), and interference noise generalized as additive color Gaussian noise (ACGN). The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these advanced stochastic noise models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to conventional binary signaling optimal model-based detector driven by binary phase shift keying (BPSK) modulation. We show that the SVM performance is superior to that of conventional matched filter-, innovation filter-, and Wiener filter-driven detectors, even in the presence of random Doppler carrier deviation, especially for low SNR (signal-to-noise ratio) ranges. For large SNR, the performance of the SVM was similar to that of the classical detectors. However, the convergence between SVM and maximum likelihood detection occurred at a higher SNR as the noise environment became more hostile.

Keywords: Colour noise, Doppler shift, innovation filter, least square-support vector machine, matched filter, Rayleigh fading, Wiener filter.

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426 Numerical Analysis of the SIR-SI Differential Equations with Application to Dengue Disease Mapping in Kuala Lumpur, Malaysia

Authors: N. A. Samat, D. F. Percy

Abstract:

The main aim of this study is to describe and introduce a method of numerical analysis in obtaining approximate solutions for the SIR-SI differential equations (susceptible-infectiverecovered for human populations; susceptible-infective for vector populations) that represent a model for dengue disease transmission. Firstly, we describe the ordinary differential equations for the SIR-SI disease transmission models. Then, we introduce the numerical analysis of solutions of this continuous time, discrete space SIR-SI model by simplifying the continuous time scale to a densely populated, discrete time scale. This is followed by the application of this numerical analysis of solutions of the SIR-SI differential equations to the estimation of relative risk using continuous time, discrete space dengue data of Kuala Lumpur, Malaysia. Finally, we present the results of the analysis, comparing and displaying the results in graphs, table and maps. Results of the numerical analysis of solutions that we implemented offers a useful and potentially superior model for estimating relative risks based on continuous time, discrete space data for vector borne infectious diseases specifically for dengue disease. 

Keywords: Dengue disease, disease mapping, numerical analysis, SIR-SI differential equations.

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425 A Human Activity Recognition System Based On Sensory Data Related to Object Usage

Authors: M. Abdullah-Al-Wadud

Abstract:

Sensor-based Activity Recognition systems usually accounts which sensors have been activated to perform an activity. The system then combines the conditional probabilities of those sensors to represent different activities and takes the decision based on that. However, the information about the sensors which are not activated may also be of great help in deciding which activity has been performed. This paper proposes an approach where the sensory data related to both usage and non-usage of objects are utilized to make the classification of activities. Experimental results also show the promising performance of the proposed method.

Keywords: Naïve Bayesian-based classification, Activity recognition, sensor data, object-usage model.

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424 A Machine Learning Approach for Earthquake Prediction in Various Zones Based on Solar Activity

Authors: Viacheslav Shkuratskyy, Aminu Bello Usman, Michael O’Dea, Mujeeb Ur Rehman, Saifur Rahman Sabuj

Abstract:

This paper examines relationships between solar activity and earthquakes, it applied machine learning techniques: K-nearest neighbour, support vector regression, random forest regression, and long short-term memory network. Data from the SILSO World Data Center, the NOAA National Center, the GOES satellite, NASA OMNIWeb, and the United States Geological Survey were used for the experiment. The 23rd and 24th solar cycles, daily sunspot number, solar wind velocity, proton density, and proton temperature were all included in the dataset. The study also examined sunspots, solar wind, and solar flares, which all reflect solar activity, and earthquake frequency distribution by magnitude and depth. The findings showed that the long short-term memory network model predicts earthquakes more correctly than the other models applied in the study, and solar activity is more likely to effect earthquakes of lower magnitude and shallow depth than earthquakes of magnitude 5.5 or larger with intermediate depth and deep depth

.

Keywords: K-Nearest Neighbour, Support Vector Regression, Random Forest Regression, Long Short-Term Memory Network, earthquakes, solar activity, sunspot number, solar wind, solar flares.

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423 Currency Exchange Rate Forecasts Using Quantile Regression

Authors: Yuzhi Cai

Abstract:

In this paper, we discuss a Bayesian approach to quantile autoregressive (QAR) time series model estimation and forecasting. Together with a combining forecasts technique, we then predict USD to GBP currency exchange rates. Combined forecasts contain all the information captured by the fitted QAR models at different quantile levels and are therefore better than those obtained from individual models. Our results show that an unequally weighted combining method performs better than other forecasting methodology. We found that a median AR model can perform well in point forecasting when the predictive density functions are symmetric. However, in practice, using the median AR model alone may involve the loss of information about the data captured by other QAR models. We recommend that combined forecasts should be used whenever possible.

Keywords: Exchange rate, quantile regression, combining forecasts.

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422 Integrating Agents and Computational Intelligence Techniques in E-learning Environments

Authors: Konstantinos C. Giotopoulos, Christos E. Alexakos, Grigorios N. Beligiannis, Spiridon D.Likothanassis

Abstract:

In this contribution a newly developed elearning environment is presented, which incorporates Intelligent Agents and Computational Intelligence Techniques. The new e-learning environment is constituted by three parts, the E-learning platform Front-End, the Student Questioner Reasoning and the Student Model Agent. These parts are distributed geographically in dispersed computer servers, with main focus on the design and development of these subsystems through the use of new and emerging technologies. These parts are interconnected in an interoperable way, using web services for the integration of the subsystems, in order to enhance the user modelling procedure and achieve the goals of the learning process.

Keywords: E-learning environments, intelligent agents, user modeling, Bayesian Networks, computational intelligence.

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421 Computational Intelligence Techniques and Agents- Technology in E-learning Environments

Authors: Konstantinos C. Giotopoulos, Christos E. Alexakos, Grigorios N. Beligiannis, Spiridon D.Likothanassis

Abstract:

In this contribution a newly developed e-learning environment is presented, which incorporates Intelligent Agents and Computational Intelligence Techniques. The new e-learning environment is constituted by three parts, the E-learning platform Front-End, the Student Questioner Reasoning and the Student Model Agent. These parts are distributed geographically in dispersed computer servers, with main focus on the design and development of these subsystems through the use of new and emerging technologies. These parts are interconnected in an interoperable way, using web services for the integration of the subsystems, in order to enhance the user modelling procedure and achieve the goals of the learning process.

Keywords: Computational Intelligence, E-learning Environments, Intelligent Agents, User Modelling, Bayesian Networks.

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420 Simulation of Lid Cavity Flow in Rectangular, Half-Circular and Beer Bucket Shapes using Quasi-Molecular Modeling

Authors: S. Kulsri, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

We developed a new method based on quasimolecular modeling to simulate the cavity flow in three cavity shapes: rectangular, half-circular and bucket beer in cgs units. Each quasi-molecule was a group of particles that interacted in a fashion entirely analogous to classical Newtonian molecular interactions. When a cavity flow was simulated, the instantaneous velocity vector fields were obtained by using an inverse distance weighted interpolation method. In all three cavity shapes, fluid motion was rotated counter-clockwise. The velocity vector fields of the three cavity shapes showed a primary vortex located near the upstream corners at time t ~ 0.500 s, t ~ 0.450 s and t ~ 0.350 s, respectively. The configurational kinetic energy of the cavities increased as time increased until the kinetic energy reached a maximum at time t ~ 0.02 s and, then, the kinetic energy decreased as time increased. The rectangular cavity system showed the lowest kinetic energy, while the half-circular cavity system showed the highest kinetic energy. The kinetic energy of rectangular, beer bucket and half-circular cavities fluctuated about stable average values 35.62 x 103, 38.04 x 103 and 40.80 x 103 ergs/particle, respectively. This indicated that the half-circular shapes were the most suitable shape for a shrimp pond because the water in shrimp pond flows best when we compared with rectangular and beer bucket shape.

Keywords: Quasi-molecular modelling, particle modelling, lid driven cavity flow.

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419 Feature Reduction of Nearest Neighbor Classifiers using Genetic Algorithm

Authors: M. Analoui, M. Fadavi Amiri

Abstract:

The design of a pattern classifier includes an attempt to select, among a set of possible features, a minimum subset of weakly correlated features that better discriminate the pattern classes. This is usually a difficult task in practice, normally requiring the application of heuristic knowledge about the specific problem domain. The selection and quality of the features representing each pattern have a considerable bearing on the success of subsequent pattern classification. Feature extraction is the process of deriving new features from the original features in order to reduce the cost of feature measurement, increase classifier efficiency, and allow higher classification accuracy. Many current feature extraction techniques involve linear transformations of the original pattern vectors to new vectors of lower dimensionality. While this is useful for data visualization and increasing classification efficiency, it does not necessarily reduce the number of features that must be measured since each new feature may be a linear combination of all of the features in the original pattern vector. In this paper a new approach is presented to feature extraction in which feature selection, feature extraction, and classifier training are performed simultaneously using a genetic algorithm. In this approach each feature value is first normalized by a linear equation, then scaled by the associated weight prior to training, testing, and classification. A knn classifier is used to evaluate each set of feature weights. The genetic algorithm optimizes a vector of feature weights, which are used to scale the individual features in the original pattern vectors in either a linear or a nonlinear fashion. By this approach, the number of features used in classifying can be finely reduced.

Keywords: Feature reduction, genetic algorithm, pattern classification, nearest neighbor rule classifiers (k-NNR).

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418 Enhancing Temporal Extrapolation of Wind Speed Using a Hybrid Technique: A Case Study in West Coast of Denmark

Authors: B. Elshafei, X. Mao

Abstract:

The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.

Keywords: Data fusion, Gaussian process regression, signal denoise, temporal extrapolation.

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417 Modelling the Occurrence of Defects and Change Requests during User Acceptance Testing

Authors: Kevin McDaid, Simon P. Wilson

Abstract:

Software developed for a specific customer under contract typically undergoes a period of testing by the customer before acceptance. This is known as user acceptance testing and the process can reveal both defects in the system and requests for changes to the product. This paper uses nonhomogeneous Poisson processes to model a real user acceptance data set from a recently developed system. In particular a split Poisson process is shown to provide an excellent fit to the data. The paper explains how this model can be used to aid the allocation of resources through the accurate prediction of occurrences both during the acceptance testing phase and before this activity begins.

Keywords: User acceptance testing. Software reliability growth modelling. Split Poisson process. Bayesian methods.

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416 Comparative Evaluation of Accuracy of Selected Machine Learning Classification Techniques for Diagnosis of Cancer: A Data Mining Approach

Authors: Rajvir Kaur, Jeewani Anupama Ginige

Abstract:

With recent trends in Big Data and advancements in Information and Communication Technologies, the healthcare industry is at the stage of its transition from clinician oriented to technology oriented. Many people around the world die of cancer because the diagnosis of disease was not done at an early stage. Nowadays, the computational methods in the form of Machine Learning (ML) are used to develop automated decision support systems that can diagnose cancer with high confidence in a timely manner. This paper aims to carry out the comparative evaluation of a selected set of ML classifiers on two existing datasets: breast cancer and cervical cancer. The ML classifiers compared in this study are Decision Tree (DT), Support Vector Machine (SVM), k-Nearest Neighbor (k-NN), Logistic Regression, Ensemble (Bagged Tree) and Artificial Neural Networks (ANN). The evaluation is carried out based on standard evaluation metrics Precision (P), Recall (R), F1-score and Accuracy. The experimental results based on the evaluation metrics show that ANN showed the highest-level accuracy (99.4%) when tested with breast cancer dataset. On the other hand, when these ML classifiers are tested with the cervical cancer dataset, Ensemble (Bagged Tree) technique gave better accuracy (93.1%) in comparison to other classifiers.

Keywords: Artificial neural networks, breast cancer, cancer dataset, classifiers, cervical cancer, F-score, logistic regression, machine learning, precision, recall, support vector machine.

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415 Speech Enhancement by Marginal Statistical Characterization in the Log Gabor Wavelet Domain

Authors: Suman Senapati, Goutam Saha

Abstract:

This work presents a fusion of Log Gabor Wavelet (LGW) and Maximum a Posteriori (MAP) estimator as a speech enhancement tool for acoustical background noise reduction. The probability density function (pdf) of the speech spectral amplitude is approximated by a Generalized Laplacian Distribution (GLD). Compared to earlier estimators the proposed method estimates the underlying statistical model more accurately by appropriately choosing the model parameters of GLD. Experimental results show that the proposed estimator yields a higher improvement in Segmental Signal-to-Noise Ratio (S-SNR) and lower Log-Spectral Distortion (LSD) in two different noisy environments compared to other estimators.

Keywords: Speech Enhancement, Generalized Laplacian Distribution, Log Gabor Wavelet, Bayesian MAP Marginal Estimator.

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414 Choosing between the Regression Correlation, the Rank Correlation, and the Correlation Curve

Authors: Roger L Goodwin

Abstract:

This paper presents a rank correlation curve. The traditional correlation coefficient is valid for both continuous variables and for integer variables using rank statistics. Since the correlation coefficient has already been established in rank statistics by Spearman, such a calculation can be extended to the correlation curve. This paper presents two survey questions. The survey collected non-continuous variables. We will show weak to moderate correlation. Obviously, one question has a negative effect on the other. A review of the qualitative literature can answer which question and why. The rank correlation curve shows which collection of responses has a positive slope and which collection of responses has a negative slope. Such information is unavailable from the flat, ”first-glance” correlation statistics.

Keywords: Bayesian estimation, regression model, rank statistics, correlation, correlation curve.

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413 Efficiency of Robust Heuristic Gradient Based Enumerative and Tunneling Algorithms for Constrained Integer Programming Problems

Authors: Vijaya K. Srivastava, Davide Spinello

Abstract:

This paper presents performance of two robust gradient-based heuristic optimization procedures based on 3n enumeration and tunneling approach to seek global optimum of constrained integer problems. Both these procedures consist of two distinct phases for locating the global optimum of integer problems with a linear or non-linear objective function subject to linear or non-linear constraints. In both procedures, in the first phase, a local minimum of the function is found using the gradient approach coupled with hemstitching moves when a constraint is violated in order to return the search to the feasible region. In the second phase, in one optimization procedure, the second sub-procedure examines 3n integer combinations on the boundary and within hypercube volume encompassing the result neighboring the result from the first phase and in the second optimization procedure a tunneling function is constructed at the local minimum of the first phase so as to find another point on the other side of the barrier where the function value is approximately the same. In the next cycle, the search for the global optimum commences in both optimization procedures again using this new-found point as the starting vector. The search continues and repeated for various step sizes along the function gradient as well as that along the vector normal to the violated constraints until no improvement in optimum value is found. The results from both these proposed optimization methods are presented and compared with one provided by popular MS Excel solver that is provided within MS Office suite and other published results.

Keywords: Constrained integer problems, enumerative search algorithm, Heuristic algorithm, tunneling algorithm.

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412 Color Image Segmentation using Adaptive Spatial Gaussian Mixture Model

Authors: M.Sujaritha, S. Annadurai

Abstract:

An adaptive spatial Gaussian mixture model is proposed for clustering based color image segmentation. A new clustering objective function which incorporates the spatial information is introduced in the Bayesian framework. The weighting parameter for controlling the importance of spatial information is made adaptive to the image content to augment the smoothness towards piecewisehomogeneous region and diminish the edge-blurring effect and hence the name adaptive spatial finite mixture model. The proposed approach is compared with the spatially variant finite mixture model for pixel labeling. The experimental results with synthetic and Berkeley dataset demonstrate that the proposed method is effective in improving the segmentation and it can be employed in different practical image content understanding applications.

Keywords: Adaptive; Spatial, Mixture model, Segmentation, Color.

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411 Parallel Pipelined Conjugate Gradient Algorithm on Heterogeneous Platforms

Authors: Sergey Kopysov, Nikita Nedozhogin, Leonid Tonkov

Abstract:

The article presents a parallel iterative solver for large sparse linear systems which can be used on a heterogeneous platform. Traditionally, the problem of solving linear systems do not scale well on cluster containing multiple Central Processing Units (multi-CPUs cluster) or cluster containing multiple Graphics Processing Units (multi-GPUs cluster). For example, most of the attempts to implement the classical conjugate gradient method were at best counted in the same amount of time as the problem was enlarged. The paper proposes the pipelined variant of the conjugate gradient method (PCG), a formulation that is potentially better suited for hybrid CPU/GPU computing since it requires only one synchronization point per one iteration, instead of two for standard CG (Conjugate Gradient). The standard and pipelined CG methods need the vector entries generated by current GPU and other GPUs for matrix-vector product. So the communication between GPUs becomes a major performance bottleneck on miltiGPU cluster. The article presents an approach to minimize the communications between parallel parts of algorithms. Additionally, computation and communication can be overlapped to reduce the impact of data exchange. Using pipelined version of the CG method with one synchronization point, the possibility of asynchronous calculations and communications, load balancing between the CPU and GPU for solving the large linear systems allows for scalability. The algorithm is implemented with the combined use of technologies: MPI, OpenMP and CUDA. We show that almost optimum speed up on 8-CPU/2GPU may be reached (relatively to a one GPU execution). The parallelized solver achieves a speedup of up to 5.49 times on 16 NVIDIA Tesla GPUs, as compared to one GPU.

Keywords: Conjugate Gradient, GPU, parallel programming, pipelined algorithm.

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410 Evaluation of Ensemble Classifiers for Intrusion Detection

Authors: M. Govindarajan

Abstract:

One of the major developments in machine learning in the past decade is the ensemble method, which finds highly accurate classifier by combining many moderately accurate component classifiers. In this research work, new ensemble classification methods are proposed with homogeneous ensemble classifier using bagging and heterogeneous ensemble classifier using arcing and their performances are analyzed in terms of accuracy. A Classifier ensemble is designed using Radial Basis Function (RBF) and Support Vector Machine (SVM) as base classifiers. The feasibility and the benefits of the proposed approaches are demonstrated by the means of standard datasets of intrusion detection. The main originality of the proposed approach is based on three main parts: preprocessing phase, classification phase, and combining phase. A wide range of comparative experiments is conducted for standard datasets of intrusion detection. The performance of the proposed homogeneous and heterogeneous ensemble classifiers are compared to the performance of other standard homogeneous and heterogeneous ensemble methods. The standard homogeneous ensemble methods include Error correcting output codes, Dagging and heterogeneous ensemble methods include majority voting, stacking. The proposed ensemble methods provide significant improvement of accuracy compared to individual classifiers and the proposed bagged RBF and SVM performs significantly better than ECOC and Dagging and the proposed hybrid RBF-SVM performs significantly better than voting and stacking. Also heterogeneous models exhibit better results than homogeneous models for standard datasets of intrusion detection. 

Keywords: Data mining, ensemble, radial basis function, support vector machine, accuracy.

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409 The Use of Information for Inventory Decision in the Healthcare Industry

Authors: H. L. Chan, T. M. Choi, C. L. Hui, S. F. Ng

Abstract:

In this study, we explore the use of information for inventory decision in the healthcare organization (HO). We consider the scenario when the HO can make use of the information collected from some correlated products to enhance its inventory planning. Motivated by our real world observations that HOs adopt RFID and bar-coding system for information collection purpose, we examine the effectiveness of these systems for inventory planning with Bayesian information updating. We derive the optimal ordering decision and study the issue of Pareto improvement in the supply chain. Our analysis demonstrates that RFID system will outperform the bar-coding system when the RFID system installation cost and the tag cost reduce to a level that is comparable with that of the barcoding system. We also show how an appropriately set wholesale pricing contract can achieve Pareto improvement in the HO supply chain.

Keywords: Efficient consumer response program, healthcare, inventory management, RFID system, bar-coding system.

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408 Development of A Jacobean Model for A 4-Axes Indigenously Developed SCARA System

Authors: T.C.Manjunath, C. Ardil

Abstract:

This paper deals with the development of a Jacobean model for a 4-axes indigenously developed scara robot arm in the laboratory. This model is used to study the relation between the velocities and the forces in the robot while it is doing the pick and place operation.

Keywords: SCARA, Jacobean, Tool Configuration Vector, Computer Control , Visual Basic , Interfacing , Drivers,

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407 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information

Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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406 Semantic Enhanced Social Media Sentiments for Stock Market Prediction

Authors: K. Nirmala Devi, V. Murali Bhaskaran

Abstract:

Traditional document representation for classification follows Bag of Words (BoW) approach to represent the term weights. The conventional method uses the Vector Space Model (VSM) to exploit the statistical information of terms in the documents and they fail to address the semantic information as well as order of the terms present in the documents. Although, the phrase based approach follows the order of the terms present in the documents rather than semantics behind the word. Therefore, a semantic concept based approach is used in this paper for enhancing the semantics by incorporating the ontology information. In this paper a novel method is proposed to forecast the intraday stock market price directional movement based on the sentiments from Twitter and money control news articles. The stock market forecasting is a very difficult and highly complicated task because it is affected by many factors such as economic conditions, political events and investor’s sentiment etc. The stock market series are generally dynamic, nonparametric, noisy and chaotic by nature. The sentiment analysis along with wisdom of crowds can automatically compute the collective intelligence of future performance in many areas like stock market, box office sales and election outcomes. The proposed method utilizes collective sentiments for stock market to predict the stock price directional movements. The collective sentiments in the above social media have powerful prediction on the stock price directional movements as up/down by using Granger Causality test.

Keywords: Bag of Words, Collective Sentiments, Ontology, Semantic relations, Sentiments, Social media, Stock Prediction, Twitter, Vector Space Model and wisdom of crowds.

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405 Accelerating GLA with an M-Tree

Authors: Olli Luoma, Johannes Tuikkala, Olli Nevalainen

Abstract:

In this paper, we propose a novel improvement for the generalized Lloyd Algorithm (GLA). Our algorithm makes use of an M-tree index built on the codebook which makes it possible to reduce the number of distance computations when the nearest code words are searched. Our method does not impose the use of any specific distance function, but works with any metric distance, making it more general than many other fast GLA variants. Finally, we present the positive results of our performance experiments.

Keywords: Clustering, GLA, M-Tree, Vector Quantization .

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404 Transformations between Bivariate Polynomial Bases

Authors: Dimitris Varsamis, Nicholas Karampetakis

Abstract:

It is well known, that any interpolating polynomial p (x, y) on the vector space Pn,m of two-variable polynomials with degree less than n in terms of x and less than m in terms of y, has various representations that depends on the basis of Pn,m that we select i.e. monomial, Newton and Lagrange basis e.t.c.. The aim of this short note is twofold : a) to present transformations between the coordinates of the polynomial p (x, y) in the aforementioned basis and b) to present transformations between these bases.

Keywords: Bivariate interpolation polynomial, Polynomial basis, Transformations.

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403 A Sentence-to-Sentence Relation Network for Recognizing Textual Entailment

Authors: Isaac K. E. Ampomah, Seong-Bae Park, Sang-Jo Lee

Abstract:

Over the past decade, there have been promising developments in Natural Language Processing (NLP) with several investigations of approaches focusing on Recognizing Textual Entailment (RTE). These models include models based on lexical similarities, models based on formal reasoning, and most recently deep neural models. In this paper, we present a sentence encoding model that exploits the sentence-to-sentence relation information for RTE. In terms of sentence modeling, Convolutional neural network (CNN) and recurrent neural networks (RNNs) adopt different approaches. RNNs are known to be well suited for sequence modeling, whilst CNN is suited for the extraction of n-gram features through the filters and can learn ranges of relations via the pooling mechanism. We combine the strength of RNN and CNN as stated above to present a unified model for the RTE task. Our model basically combines relation vectors computed from the phrasal representation of each sentence and final encoded sentence representations. Firstly, we pass each sentence through a convolutional layer to extract a sequence of higher-level phrase representation for each sentence from which the first relation vector is computed. Secondly, the phrasal representation of each sentence from the convolutional layer is fed into a Bidirectional Long Short Term Memory (Bi-LSTM) to obtain the final sentence representations from which a second relation vector is computed. The relations vectors are combined and then used in then used in the same fashion as attention mechanism over the Bi-LSTM outputs to yield the final sentence representations for the classification. Experiment on the Stanford Natural Language Inference (SNLI) corpus suggests that this is a promising technique for RTE.

Keywords: Deep neural models, natural language inference, recognizing textual entailment, sentence-to-sentence relation.

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402 New Adaptive Linear Discriminante Analysis for Face Recognition with SVM

Authors: Mehdi Ghayoumi

Abstract:

We have applied new accelerated algorithm for linear discriminate analysis (LDA) in face recognition with support vector machine. The new algorithm has the advantage of optimal selection of the step size. The gradient descent method and new algorithm has been implemented in software and evaluated on the Yale face database B. The eigenfaces of these approaches have been used to training a KNN. Recognition rate with new algorithm is compared with gradient.

Keywords: lda, adaptive, svm, face recognition.

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401 Impedance of an Encircling Coil due to a Cylindrical Tube with Varying Properties

Authors: Valentina Koliskina

Abstract:

Change in impedance of an encircling coil is obtained in the present paper for the case where the electric conductivity and magnetic permeability of a metal cylindrical tube depend on the radial coordinate. The system of equations for the vector potential is solved by means of the Fourier cosine transform. The solution is expressed in terms of improper integral containing modified Bessel functions of complex order.

Keywords: Eddy currents, magnetic permeability, Besselfunctions

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