Search results for: Variance based Haar-Like feature.

Authors: Nazar Zaki, Safaai Deris

Abstract:

The amount of the information being churned out by the field of biology has jumped manifold and now requires the extensive use of computer techniques for the management of this information. The predominance of biological information such as protein sequence similarity in the biological information sea is key information for detecting protein evolutionary relationship. Protein sequence similarity typically implies homology, which in turn may imply structural and functional similarities. In this work, we propose, a learning method for detecting remote protein homology. The proposed method uses a transformation that converts protein sequence into fixed-dimensional representative feature vectors. Each feature vector records the sensitivity of a protein sequence to a set of amino acids substrings generated from the protein sequences of interest. These features are then used in conjunction with support vector machines for the detection of the protein remote homology. The proposed method is tested and evaluated on two different benchmark protein datasets and it-s able to deliver improvements over most of the existing homology detection methods.

Keywords: Protein homology detection; support vectormachine; string kernel.

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Authors: Frantisek Bozek, Lenka Jesonkova, Jiri Dvorak

Abstract:

Trihalogenmethanes are the most significant byproducts of the reaction of disinfection agent with organic precursors naturally present in ground and surface waters.Their incidence negatively affects the quality of drinking water in relation to their nephrotoxic, hepatotoxic and genotoxic effects on human health. Taking into consideration the considerable volatility of monitored contaminants it could be assumed that their incidence in drinking water would depend on the distance of sampling from the area of disinfection. Based on the concentration of trihalogenmethanes determined with the help of gas chromatography with mass detector and the analysis of variance (ANOVA) such dependence has been proved as statistically significant. The acquired outcomes will be used for assessing the non-carcinogenic and genotoxic risks to consumers.

Keywords: disinfection byproducts, drinking water, trihalogenmethanes

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Authors: Tooraj Hakim Elahi, Abdolamir Nekoubin

Abstract:

In many applications, magnetic suspension systems are required to operate over large variations in air gap. As a result, the nonlinearities inherent in most types of suspensions have a significant impact on performance. Specifically, it may be difficult to design a linear controller which gives satisfactory performance, stability, and disturbance rejection over a wide range of operating points. in this paper an optimal controller based on discontinuous mathematical model of the system for an electromagnetic suspension system which is applied in magnetic trains has been designed . Simulations show that the new controller can adapt well to the variance of suspension mass and gap, and keep its dynamic performance, thus it is superior to the classic controller.

Keywords: Magnetic Levitation, optimal controller, mass and gap

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Authors: Jin Xu, Albert Y.S. Lam, Victor O.K. Li

Abstract:

Stock portfolio selection is a classic problem in finance, and it involves deciding how to allocate an institution-s or an individual-s wealth to a number of stocks, with certain investment objectives (return and risk). In this paper, we adopt the classical Markowitz mean-variance model and consider an additional common realistic constraint, namely, the cardinality constraint. Thus, stock portfolio optimization becomes a mixed-integer quadratic programming problem and it is difficult to be solved by exact optimization algorithms. Chemical Reaction Optimization (CRO), which mimics the molecular interactions in a chemical reaction process, is a population-based metaheuristic method. Two different types of CRO, named canonical CRO and Super Molecule-based CRO (S-CRO), are proposed to solve the stock portfolio selection problem. We test both canonical CRO and S-CRO on a benchmark and compare their performance under two criteria: Markowitz efficient frontier (Pareto frontier) and Sharpe ratio. Computational experiments suggest that S-CRO is promising in handling the stock portfolio optimization problem.

Keywords: Stock portfolio selection, Markowitz model, Chemical Reaction Optimization, Sharpe ratio

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Authors: Ozan Mut, Mehmet Göktürk

Abstract:

Matching algorithms have significant importance in speaker recognition. Feature vectors of the unknown utterance are compared to feature vectors of the modeled speakers as a last step in speaker recognition. A similarity score is found for every model in the speaker database. Depending on the type of speaker recognition, these scores are used to determine the author of unknown speech samples. For speaker verification, similarity score is tested against a predefined threshold and either acceptance or rejection result is obtained. In the case of speaker identification, the result depends on whether the identification is open set or closed set. In closed set identification, the model that yields the best similarity score is accepted. In open set identification, the best score is tested against a threshold, so there is one more possible output satisfying the condition that the speaker is not one of the registered speakers in existing database. This paper focuses on closed set speaker identification using a modified version of a well known matching algorithm. The results of new matching algorithm indicated better performance on YOHO international speaker recognition database.

Keywords: Automatic Speaker Recognition, Voice Recognition, Pattern Recognition, Digital Audio Signal Processing.

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Authors: Mahdi Masoumi, Mehrdad Ardebilipoor, Seyed Aidin Bassam

Abstract:

This paper proposes a novel frequency offset (FO) estimator for orthogonal frequency division multiplexing. Simplicity is most significant feature of this algorithm and can be repeated to achieve acceptable accuracy. Also fractional and integer part of FO is estimated jointly with use of the same algorithm. To do so, instead of using conventional algorithms that usually use correlation function, we use DFT of received signal. Therefore, complexity will be reduced and we can do synchronization procedure by the same hardware that is used to demodulate OFDM symbol. Finally, computer simulation shows that the accuracy of this method is better than other conventional methods.

Keywords: DFT, Estimator, Frequency Offset, IEEE802.11a, OFDM.

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Authors: G. Renukadevi, K. Rajambal

Abstract:

This paper presents a generalized d-q model of n- phase induction motor drive. Multi -phase (n-phase) induction motor (more than three phases) drives possess several advantages over conventional three-phase drives, such as reduced current/phase without increasing voltage/phase, lower torque pulsation, higher torque density, fault tolerance, stability, high efficiency and lower current ripple. When the number of phases increases, it is also possible to increase the power in the same frame. In this paper, a generalized dq-axis model is developed in Matlab/Simulink for an n-phase induction motor. The simulation results are presented for 5, 6, 7, 9 and 12 phase induction motor under varying load conditions. Transient response of the multi-phase induction motors are given for different number of phases. Fault tolerant feature is also analyzed for 5-phase induction motor drive.

Keywords: d-q model, dynamic Response, fault tolerant feature, Matlab/Simulink, multi-phase induction motor, transient response.

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Authors: Luciano Nieddu, Giuseppe Manfredi

Abstract:

In this paper a Pattern Recognition algorithm based on a constrained version of the k-means clustering algorithm will be presented. The proposed algorithm is a non parametric supervised statistical pattern recognition algorithm, i.e. it works under very mild assumptions on the dataset. The performance of the algorithm will be tested, togheter with a feature extraction technique that captures the information on the closed two-dimensional contour of an image, on images of industrial mineral ores.

Keywords: K-means, Industrial ores classification, Invariant Features, Supervised Classification.

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Authors: Vesile Evrim, Aliyu Awwal

Abstract:

Today, there is a large number of political transcripts available on the Web to be mined and used for statistical analysis, and product recommendations. As the online political resources are used for various purposes, automatically determining the political orientation on these transcripts becomes crucial. The methodologies used by machine learning algorithms to do an automatic classification are based on different features that are classified under categories such as Linguistic, Personality etc. Considering the ideological differences between Liberals and Conservatives, in this paper, the effect of Personality traits on political orientation classification is studied. The experiments in this study were based on the correlation between LIWC features and the BIG Five Personality traits. Several experiments were conducted using Convote U.S. Congressional- Speech dataset with seven benchmark classification algorithms. The different methodologies were applied on several LIWC feature sets that constituted by 8 to 64 varying number of features that are correlated to five personality traits. As results of experiments, Neuroticism trait was obtained to be the most differentiating personality trait for classification of political orientation. At the same time, it was observed that the personality trait based classification methodology gives better and comparable results with the related work.

Keywords: Politics, personality traits, LIWC, machine learning.

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

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In this paper, we present local image descriptor using VQ-SIFT for more effective and efficient image retrieval. Instead of SIFT's weighted orientation histograms, we apply vector quantization (VQ) histogram as an alternate representation for SIFT features. Experimental results show that SIFT features using VQ-based local descriptors can achieve better image retrieval accuracy than the conventional algorithm while the computational cost is significantly reduced.

Keywords: SIFT feature, Vector quantization histogram, Localdescriptor, Image retrieval.

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Authors: K. Sakthivel, R. Nallusamy, C. Kavitha

Abstract:

The goal of image segmentation is to cluster pixels into salient image regions. Segmentation could be used for object recognition, occlusion boundary estimation within motion or stereo systems, image compression, image editing, or image database lookup. In this paper, we present a color image segmentation using support vector machine (SVM) pixel classification. Firstly, the pixel level color and texture features of the image are extracted and they are used as input to the SVM classifier. These features are extracted using the homogeneity model and Gabor Filter. With the extracted pixel level features, the SVM Classifier is trained by using FCM (Fuzzy C-Means).The image segmentation takes the advantage of both the pixel level information of the image and also the ability of the SVM Classifier. The Experiments show that the proposed method has a very good segmentation result and a better efficiency, increases the quality of the image segmentation compared with the other segmentation methods proposed in the literature.

Keywords: Image Segmentation, Support Vector Machine, Fuzzy C–Means, Pixel Feature, Texture Feature, Homogeneity model, Gabor Filter.

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Authors: J. Arneric, A. Rozga

Abstract:

In this paper usefulness of quasi-Newton iteration procedure in parameters estimation of the conditional variance equation within BHHH algorithm is presented. Analytical solution of maximization of the likelihood function using first and second derivatives is too complex when the variance is time-varying. The advantage of BHHH algorithm in comparison to the other optimization algorithms is that requires no third derivatives with assured convergence. To simplify optimization procedure BHHH algorithm uses the approximation of the matrix of second derivatives according to information identity. However, parameters estimation in a/symmetric GARCH(1,1) model assuming normal distribution of returns is not that simple, i.e. it is difficult to solve it analytically. Maximum of the likelihood function can be founded by iteration procedure until no further increase can be found. Because the solutions of the numerical optimization are very sensitive to the initial values, GARCH(1,1) model starting parameters are defined. The number of iterations can be reduced using starting values close to the global maximum. Optimization procedure will be illustrated in framework of modeling volatility on daily basis of the most liquid stocks on Croatian capital market: Podravka stocks (food industry), Petrokemija stocks (fertilizer industry) and Ericsson Nikola Tesla stocks (information-s-communications industry).

Keywords: Heteroscedasticity, Log-likelihood Maximization, Quasi-Newton iteration procedure, Volatility.

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Authors: Petar Sarajcev, Josip Vasilj, Damir Jakus

Abstract:

This paper presents a novel statistical description of the counterpoise effective length due to lightning surges, where the (impulse) effective length had been obtained by means of regressive formulas applied to the transient simulation results. The effective length is described in terms of a statistical distribution function, from which median, mean, variance, and other parameters of interest could be readily obtained. The influence of lightning current amplitude, lightning front duration, and soil resistivity on the effective length has been accounted for, assuming statistical nature of these parameters. A method for determining the optimal counterpoise length, in terms of the statistical impulse effective length, is also presented. It is based on estimating the number of dangerous events associated with lightning strikes. Proposed statistical description and the associated method provide valuable information which could aid the design engineer in optimising physical lengths of counterpoises in different grounding arrangements and soil resistivity situations.

Keywords: Counterpoise, Grounding conductor, Effective length, Lightning, Monte Carlo method, Statistical distribution.

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Authors: Lae-Jeong Park, Jung-Ho Moon

Abstract:

People detection from images has a variety of applications such as video surveillance and driver assistance system, but is still a challenging task and more difficult in crowded environments such as shopping malls in which occlusion of lower parts of human body often occurs. Lack of the full-body information requires more effective features than common features such as HOG. In this paper, new features are introduced that exploits global self-symmetry (GSS) characteristic in head-shoulder patterns. The features encode the similarity or difference of color histograms and oriented gradient histograms between two vertically symmetric blocks. The domain-specific features are rapid to compute from the integral images in Viola-Jones cascade-of-rejecters framework. The proposed features are evaluated with our own head-shoulder dataset that, in part, consists of a well-known INRIA pedestrian dataset. Experimental results show that the GSS features are effective in reduction of false alarmsmarginally and the gradient GSS features are preferred more often than the color GSS ones in the feature selection.

Keywords: Pedestrian detection, cascade of rejecters, feature extraction, self-symmetry, HOG.

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Authors: Yen-Cheng Chen, Fu-Chen Yang

Abstract:

IETF defines mobility support in IPv6, i.e. MIPv6, to allow nodes to remain reachable while moving around in the IPv6 internet. When a node moves and visits a foreign network, it is still reachable through the indirect packet forwarding from its home network. This triangular routing feature provides node mobility but increases the communication latency between nodes. This deficiency can be overcome by using a Binding Update (BU) scheme, which let nodes keep up-to-date IP addresses and communicate with each other through direct IP routing. To further protect the security of BU, a Return Routability (RR) procedure was developed. However, it has been found that RR procedure is vulnerable to many attacks. In this paper, we will propose a lightweight RR procedure based on geometric computing. In consideration of the inherent limitation of computing resources in mobile node, the proposed scheme is developed to minimize the cost of computations and to eliminate the overhead of state maintenance during binding updates. Compared with other CGA-based BU schemes, our scheme is more efficient and doesn-t need nonce tables in nodes.

Keywords: Mobile IPv6, Binding update, Geometric computing.

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Authors: Danielle Shackley, Yetunde Folajimi

Abstract:

As more people turn to the internet seeking health related information, there is more risk of finding false, inaccurate, or dangerous information. Sentiment analysis is a natural language processing technique that assigns polarity scores of text, ranging from positive, neutral and negative. In this research, we evaluate the weight of a sentiment analysis feature added to fake health news classification models. The dataset consists of existing reliably labeled health article headlines that were supplemented with health information collected about COVID-19 from social media sources. We started with data preprocessing, tested out various vectorization methods such as Count and TFIDF vectorization. We implemented 3 Naive Bayes classifier models, including Bernoulli, Multinomial and Complement. To test the weight of the sentiment analysis feature on the dataset, we created benchmark Naive Bayes classification models without sentiment analysis, and those same models were reproduced and the feature was added. We evaluated using the precision and accuracy scores. The Bernoulli initial model performed with 90% precision and 75.2% accuracy, while the model supplemented with sentiment labels performed with 90.4% precision and stayed constant at 75.2% accuracy. Our results show that the addition of sentiment analysis did not improve model precision by a wide margin; while there was no evidence of improvement in accuracy, we had a 1.9% improvement margin of the precision score with the Complement model. Future expansion of this work could include replicating the experiment process, and substituting the Naive Bayes for a deep learning neural network model.

Keywords: Sentiment analysis, Naive Bayes model, natural language processing, topic analysis, fake health news classification model.

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Authors: K. Muthukannan, P. Latha

Abstract:

In addition to environmental parameters like rain, temperature diseases on crop is a major factor which affects production quality & quantity of crop yield. Hence disease management is a key issue in agriculture. For the management of disease, it needs to be detected at early stage. So, treat it properly & control spread of the disease. Now a day, it is possible to use the images of diseased leaf to detect the type of disease by using image processing techniques. This can be achieved by extracting features from the images which can be further used with classification algorithms or content based image retrieval systems. In this paper, color image is used to extract the features such as mean and standard deviation after the process of region cropping. The selected features are taken from the cropped image with different image size samples. Then, the extracted features are taken in to the account for classification using Fuzzy Inference System (FIS).

Keywords: Image Cropping, Classification, Color, Fuzzy Rule, Feature Extraction.

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Authors: Ben-Edigbe J, RahmanR

Abstract:

Since primary school trips usually start from home, attention by many scholars have been focused on the home end for data gathering. Thereafter category analysis has often been relied upon when predicting school travel demands. In this paper, school end was relied on for data gathering and multivariate regression for future travel demand prediction. 9859 pupils were surveyed by way of questionnaires at 21 primary schools. The town was divided into 5 zones. The study was carried out in Skudai Town, Malaysia. Based on the hypothesis that the number of primary school trip ends are expected to be the same because school trips are fixed, the choice of trip end would have inconsequential effect on the outcome. The study compared empirical data for home and school trip end productions and attractions. Variance from both data results was insignificant, although some claims from home based family survey were found to be grossly exaggerated. Data from the school trip ends was relied on for travel demand prediction because of its completeness. Accessibility, trip attraction and trip production were then related to school trip rates under daylight and dry weather conditions. The paper concluded that, accessibility is an important parameter when predicting demand for future school trip rates.

Keywords: Trip generation, regression analysis, multiple linearregressions

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Authors: Hajar Bouirouga, Sanaa El Fkihi , Abdeilah Jilbab, Driss Aboutajdine

Abstract:

In this paper we propose a method for recognition of adult video based on support vector machine (SVM). Different kernel features are proposed to classify adult videos. SVM has an advantage that it is insensitive to the relative number of training example in positive (adult video) and negative (non adult video) classes. This advantage is illustrated by comparing performance between different SVM kernels for the identification of adult video.

Keywords: Skin detection, Support vector machine, Pornographic videos, Feature extraction, Video filtering, Classification.

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Authors: Sungju Yun, Anjin Park, Keechul Jung

Abstract:

Motion capture devices have been utilized in producing several contents, such as movies and video games. However, since motion capture devices are expensive and inconvenient to use, motions segmented from captured data was recycled and synthesized to utilize it in another contents, but the motions were generally segmented by contents producers in manual. Therefore, automatic motion segmentation is recently getting a lot of attentions. Previous approaches are divided into on-line and off-line, where on-line approaches segment motions based on similarities between neighboring frames and off-line approaches segment motions by capturing the global characteristics in feature space. In this paper, we propose a graph-based high-level motion segmentation method. Since high-level motions consist of several repeated frames within temporal distances, we consider all similarities among all frames within the temporal distance. This is achieved by constructing a graph, where each vertex represents a frame and the edges between the frames are weighted by their similarity. Then, normalized cuts algorithm is used to partition the constructed graph into several sub-graphs by globally finding minimum cuts. In the experiments, the results using the proposed method showed better performance than PCA-based method in on-line and GMM-based method in off-line, as the proposed method globally segment motions from the graph constructed based similarities between neighboring frames as well as similarities among all frames within temporal distances.

Keywords: Capture Devices, High-Level Motion, Motion Segmentation, Normalized Cuts

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Authors: M. R. Homaeinezhad, E. Tavakkoli, M. Habibi, S. A. Atyabi, A. Ghaffari

Abstract:

This paper describes a new supervised fusion (hybrid) electrocardiogram (ECG) classification solution consisting of a new QRS complex geometrical feature extraction as well as a new version of the learning vector quantization (LVQ) classification algorithm aimed for overcoming the stability-plasticity dilemma. Toward this objective, after detection and delineation of the major events of ECG signal via an appropriate algorithm, each QRS region and also its corresponding discrete wavelet transform (DWT) are supposed as virtual images and each of them is divided into eight polar sectors. Then, the curve length of each excerpted segment is calculated and is used as the element of the feature space. To increase the robustness of the proposed classification algorithm versus noise, artifacts and arrhythmic outliers, a fusion structure consisting of five different classifiers namely as Support Vector Machine (SVM), Modified Learning Vector Quantization (MLVQ) and three Multi Layer Perceptron-Back Propagation (MLP–BP) neural networks with different topologies were designed and implemented. The new proposed algorithm was applied to all 48 MIT–BIH Arrhythmia Database records (within–record analysis) and the discrimination power of the classifier in isolation of different beat types of each record was assessed and as the result, the average accuracy value Acc=98.51% was obtained. Also, the proposed method was applied to 6 number of arrhythmias (Normal, LBBB, RBBB, PVC, APB, PB) belonging to 20 different records of the aforementioned database (between– record analysis) and the average value of Acc=95.6% was achieved. To evaluate performance quality of the new proposed hybrid learning machine, the obtained results were compared with similar peer– reviewed studies in this area.

Keywords: Feature Extraction, Curve Length Method, SupportVector Machine, Learning Vector Quantization, Multi Layer Perceptron, Fusion (Hybrid) Classification, Arrhythmia Classification, Supervised Learning Machine.

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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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Authors: T. Pishbin, S.M.P. Firoozabadi, N. Jafarnia Dabanloo, F. Mohammadi, S. Koozehgari

Abstract:

Heart-s electric field can be measured anywhere on the surface of the body (ECG). When individuals touch, one person-s ECG signal can be registered in other person-s EEG and elsewhere on his body. Now, the aim of this study was to test the hypothesis that physical contact (hand-holding) of two persons changes their heart rate variability. Subjects were sixteen healthy female (age: 20- 26) which divided into eight sets. In each sets, we had two friends that they passed intimacy test of J.sternberg. ECG of two subjects (each set) acquired for 5 minutes before hand-holding (as control group) and 5 minutes during they held their hands (as experimental group). Then heart rate variability signals were extracted from subjects' ECG and analyzed in linear feature space (time and frequency domain) and nonlinear feature space. Considering the results, we conclude that physical contact (hand-holding of two friends) increases parasympathetic activity, as indicate by increase SD1, SD1/SD2, HF and MF power (p<0.05) and decreases sympathetic activity, as indicate by decrease LF power (p<0.01) and LF/HF ratio (p<0.05).

Keywords: Autonomic nervous system (ANS), Hand- holding, Heart rate variability (HRV), Power spectral density analysis.

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Authors: Ta-Min Hung, Tien-Lung Sun

Abstract:

Thanks to VR technology advanced, there are many researches had used VR technology to develop a training system. Using VR characteristics can simulate many kinds of situations to reach our training-s goal. However, a good training system not only considers real simulation but also considers learner-s learning motivation. So, there are many researches started to conduct game-s features into VR training system. We typically called this is a serious game. It is using game-s features to engage learner-s learning motivation. However, VR or Serious game has another important advantage. That is simulating feature. Using this feature can create any kinds of pressured environments. Because in the real environment may happen any emergent situations. So, increasing the trainees- pressure is more important when they are training. Most pervious researches are investigated serious game-s applications and learning performance. Seldom researches investigated how to increase the learner-s mental workload when they are training. So, in our study, we will introduce a real case study and create two types training environments. Comparing the learner-s mental workload between VR training and serious game.

Keywords: Intrinsic Motivation, Mental Workload, VR Training, Serious Game

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Authors: Snezana Rajkovic, Miroslava Markovic, Radoslav Rajkovic, Ljubinko Rakonjac

Abstract:

Grey mold on grape is caused by the fungus Botrytis cinerea Pers. Trichodex WP, a new biofungicide, that contains fungal spores of Trichoderma harzianum Rifai, was used for biological control of Grey mold on grape. The efficacy of Trichodex WP has been reported from many experiments. Experiments were carried out in the locality – Banatski Karlovac, on grapevine species – talijanski rizling. The trials were set according to instructions of methods PP1/152(2) and PP1/17(3) , according to a fully randomized block design. Phytotoxicity was estimated by PP methods 1/135(2), the intensity of infection according to Towsend Heuberger , the efficiency by Abbott, the analysis of variance with Duncan test and PP/181(2). Application of Trichodex WP is limited to the first two treatments. Other treatments are performed with the fungicides based on a.i. procymidone, vinclozoline and iprodione.

Keywords: Biofungicides, efficacy, grey mold, Trichodex WP.

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Authors: R. K. Chaurasiya, N. D. Londhe, S. Ghosh

Abstract:

The study of the electrical signals produced by neural activities of human brain is called Electroencephalography. In this paper, we propose an automatic and efficient EEG signal classification approach. The proposed approach is used to classify the EEG signal into two classes: epileptic seizure or not. In the proposed approach, we start with extracting the features by applying Discrete Wavelet Transform (DWT) in order to decompose the EEG signals into sub-bands. These features, extracted from details and approximation coefficients of DWT sub-bands, are used as input to Principal Component Analysis (PCA). The classification is based on reducing the feature dimension using PCA and deriving the supportvectors using Support Vector Machine (SVM). The experimental are performed on real and standard dataset. A very high level of classification accuracy is obtained in the result of classification.

Keywords: Discrete Wavelet Transform, Electroencephalogram, Pattern Recognition, Principal Component Analysis, Support Vector Machine.

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Authors: B. Marasović, S. Pivac, S. V. Vukasović

Abstract:

Constructing a portfolio of investments is one of the most significant financial decisions facing individuals and institutions. In accordance with the modern portfolio theory maximization of return at minimal risk should be the investment goal of any successful investor. In addition, the costs incurred when setting up a new portfolio or rebalancing an existing portfolio must be included in any realistic analysis. In this paper rebalancing an investment portfolio in the presence of transaction costs on the Croatian capital market is analyzed. The model applied in the paper is an extension of the standard portfolio mean-variance optimization model in which transaction costs are incurred to rebalance an investment portfolio. This model allows different costs for different securities, and different costs for buying and selling. In order to find efficient portfolio, using this model, first, the solution of quadratic programming problem of similar size to the Markowitz model, and then the solution of a linear programming problem have to be found. Furthermore, in the paper the impact of transaction costs on the efficient frontier is investigated. Moreover, it is shown that global minimum variance portfolio on the efficient frontier always has the same level of the risk regardless of the amount of transaction costs. Although efficient frontier position depends of both transaction costs amount and initial portfolio it can be concluded that extreme right portfolio on the efficient frontier always contains only one stock with the highest expected return and the highest risk.

Keywords: Croatian capital market, Fractional quadratic programming, Markowitz model, Portfolio optimization, Transaction costs.

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Authors: Umber Iqbal, Shaleeza Sohail, Muhammad Younas Javed

Abstract:

True integration of multimedia services over wired or wireless networks increase the productivity and effectiveness in today-s networks. IP Multimedia Subsystems are Next Generation Network architecture to provide the multimedia services over fixed or mobile networks. This paper proposes an extended SIP-based QoS Management architecture for IMS services over underlying IP access networks. To guarantee the end-to-end QoS for IMS services in interconnection backbone, SIP based proxy Modules are introduced to support the QoS provisioning and to reduce the handoff disruption time over IP access networks. In our approach these SIP Modules implement the combination of Diffserv and MPLS QoS mechanisms to assure the guaranteed QoS for real-time multimedia services. To guarantee QoS over access networks, SIP Modules make QoS resource reservations in advance to provide best QoS to IMS users over heterogeneous networks. To obtain more reliable multimedia services, our approach allows the use of SCTP protocol over SIP instead of UDP due to its multi-streaming feature. This architecture enables QoS provisioning for IMS roaming users to differentiate IMS network from other common IP networks for transmission of realtime multimedia services. To validate our approach simulation models are developed on short scale basis. The results show that our approach yields comparable performance for efficient delivery of IMS services over heterogeneous IP access networks.

Keywords: SIP-Based QoS Management Architecture, IPMultimedia Subsystems, IP Access Networks

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Authors: R. B. Ibrahim, M. S. Argungu, I. M. Mungadi

Abstract:

It is obvious in this present time, internet has become an indispensable part of human life since its inception. The Internet has provided diverse opportunities to make life so easy for human beings, through the adoption of various channels. Among these channels are email, internet banking, video conferencing, and the like. Email is one of the easiest means of communication hugely accepted among individuals and organizations globally. But over decades the security integrity of this platform has been challenged with malicious activities like Phishing. Email phishing is designed by phishers to fool the recipient into handing over sensitive personal information such as passwords, credit card numbers, account credentials, social security numbers, etc. This activity has caused a lot of financial damage to email users globally which has resulted in bankruptcy, sudden death of victims, and other health-related sicknesses. Although many methods have been proposed to detect email phishing, in this research, the results of multiple machine-learning methods for predicting email phishing have been compared with the use of filter-wrapper feature selection. It is worth noting that all three models performed substantially but one outperformed the other. The dataset used for these models is obtained from Kaggle online data repository, while three classifiers: decision tree, Naïve Bayes, and Logistic regression are ensemble (Bagging) respectively. Results from the study show that the Decision Tree (CART) bagging ensemble recorded the highest accuracy of 98.13% using PEF (Phishing Essential Features). This result further demonstrates the dependability of the proposed model.

Keywords: Ensemble, hybrid, filter-wrapper, phishing.

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Authors: Vickneswaran Jeyabalan, Andrews Samraj, Loo Chu Kiong

Abstract:

The noteworthy point in the advancement of Brain Machine Interface (BMI) research is the ability to accurately extract features of the brain signals and to classify them into targeted control action with the easiest procedures since the expected beneficiaries are of disabled. In this paper, a new feature extraction method using the combination of adaptive band pass filters and adaptive autoregressive (AAR) modelling is proposed and applied to the classification of right and left motor imagery signals extracted from the brain. The introduction of the adaptive bandpass filter improves the characterization process of the autocorrelation functions of the AAR models, as it enhances and strengthens the EEG signal, which is noisy and stochastic in nature. The experimental results on the Graz BCI data set have shown that by implementing the proposed feature extraction method, a LDA and SVM classifier outperforms other AAR approaches of the BCI 2003 competition in terms of the mutual information, the competition criterion, or misclassification rate.

Keywords: Adaptive autoregressive, adaptive bandpass filter, brain machine Interface, EEG, motor imaginary.

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