Search results for: Asymptotic error constant

Authors: N. Z. A. Hamid, M. S. M. Noorani

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This study is focused on the development of prediction models of the Ozone concentration time series. Prediction model is built based on chaotic approach. Firstly, the chaotic nature of the time series is detected by means of phase space plot and the Cao method. Then, the prediction model is built and the local linear approximation method is used for the forecasting purposes. Traditional prediction of autoregressive linear model is also built. Moreover, an improvement in local linear approximation method is also performed. Prediction models are applied to the hourly Ozone time series observed at the benchmark station in Malaysia. Comparison of all models through the calculation of mean absolute error, root mean squared error and correlation coefficient shows that the one with improved prediction method is the best. Thus, chaotic approach is a good approach to be used to develop a prediction model for the Ozone concentration time series.

Keywords: Chaotic approach, phase space, Cao method, local linear approximation method.

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Authors: N. S. Pradeep, M. Balasingh Moses, V. Aarthi

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Any signal transmitted over a channel is corrupted by noise and interference. A host of channel coding techniques has been proposed to alleviate the effect of such noise and interference. Among these Turbo codes are recommended, because of increased capacity at higher transmission rates and superior performance over convolutional codes. The multimedia elements which are associated with ample amount of data are best protected by Turbo codes. Turbo decoder employs Maximum A-posteriori Probability (MAP) and Soft Output Viterbi Decoding (SOVA) algorithms. Conventional Turbo coded systems employ Equal Error Protection (EEP) in which the protection of all the data in an information message is uniform. Some applications involve Unequal Error Protection (UEP) in which the level of protection is higher for important information bits than that of other bits. In this work, enhancement to the traditional Log MAP decoding algorithm is being done by using optimized scaling factors for both the decoders. The error correcting performance in presence of UEP in Additive White Gaussian Noise channel (AWGN) and Rayleigh fading are analyzed for the transmission of image with Discrete Cosine Transform (DCT) as source coding technique. This paper compares the performance of log MAP, Modified log MAP (MlogMAP) and Enhanced log MAP (ElogMAP) algorithms used for image transmission. The MlogMAP algorithm is found to be best for lower Eb/N0 values but for higher Eb/N0 ElogMAP performs better with optimized scaling factors. The performance comparison of AWGN with fading channel indicates the robustness of the proposed algorithm. According to the performance of three different message classes, class3 would be more protected than other two classes. From the performance analysis, it is observed that ElogMAP algorithm with UEP is best for transmission of an image compared to Log MAP and MlogMAP decoding algorithms.

Keywords: AWGN, BER, DCT, Fading, MAP, UEP.

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Authors: Seung You Na, Joo Hyun Jung, Jin Young Kim, Mohammad AhangarKiasari

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There are various kinds of medical equipment which requires relatively accurate positional adjustments for successful treatment. However, patients tend to move without notice during a certain span of operations. Therefore, it is common practice that accompanying operators adjust the focus of the equipment. In this paper, tracking controllers for medical equipment are suggested to replace the operators. The tracking controllers use AHRS sensor information to recognize the movements of patients. Sensor fusion is applied to reducing the error magnitudes through linear Kalman filters. The image processing of optical markers is included to adjust the accumulation errors of gyroscope sensor data especially for yaw angles. The tracking controller reduces the positional errors between the current focus of a device and the target position on the body of a patient. Since the sensing frequencies of AHRS sensors are very high compared to the physical movements, the control performance is satisfactory. The typical applications are, for example, ESWT or rTMS, which have the error ranges of a few centimeters.

Keywords: AHRS, Sensor fusion, Tracking control, Position and posture.

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Authors: F.Alilat, S.Loumi, H.Merrad, B.Sansal

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In this article a modification of the algorithm of the fuzzy ART network, aiming at returning it supervised is carried out. It consists of the search for the comparison, training and vigilance parameters giving the minimum quadratic distances between the output of the training base and those obtained by the network. The same process is applied for the determination of the parameters of the fuzzy ARTMAP giving the most powerful network. The modification consist in making learn the fuzzy ARTMAP a base of examples not only once as it is of use, but as many time as its architecture is in evolution or than the objective error is not reached . In this way, we don-t worry about the values to impose on the eight (08) parameters of the network. To evaluate each one of these three networks modified, a comparison of their performances is carried out. As application we carried out a classification of the image of Algiers-s bay taken by SPOT XS. We use as criterion of evaluation the training duration, the mean square error (MSE) in step control and the rate of good classification per class. The results of this study presented as curves, tables and images show that modified fuzzy ARTMAP presents the best compromise quality/computing time.

Keywords: Neural Networks, fuzzy ART, fuzzy ARTMAP, Remote sensing, multispectral Classification.

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Authors: M. Gooroochurn, M. Ovinis, D. Kerr, K. Bouazza-Marouf, M. Vloeberghs

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A registration framework for image-guided robotic surgery is proposed for three emergency neurosurgical procedures, namely Intracranial Pressure (ICP) Monitoring, External Ventricular Drainage (EVD) and evacuation of a Chronic Subdural Haematoma (CSDH). The registration paradigm uses CT and white light as modalities. This paper presents two simulation studies for a preliminary evaluation of the registration protocol: (1) The loci of the Target Registration Error (TRE) in the patient-s axial, coronal and sagittal views were simulated based on a Fiducial Localisation Error (FLE) of 5 mm and (2) Simulation of the actual framework using projected views from a surface rendered CT model to represent white light images of the patient. Craniofacial features were employed as the registration basis to map the CT space onto the simulated intraoperative space. Photogrammetry experiments on an artificial skull were also performed to benchmark the results obtained from the second simulation. The results of both simulations show that the proposed protocol can provide a 5mm accuracy for these neurosurgical procedures.

Keywords: Image-guided Surgery, Multimodality Registration, Photogrammetry, Preoperative to Intraoperative Registration.

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Authors: D. S. C. Soares, D. G. Costa, J. T. S., A. K. S. Abud, T. P. Nunes, A. M. Oliveira Júnior

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Mathematical models of drying are used for the purpose of understanding the drying process in order to determine important parameters for design and operation of the dryer. The jackfruit is a fruit with high consumption in the Northeast and perishability. It is necessary to apply techniques to improve their conservation for longer in order to diffuse it by regions with low consumption. This study aimed to analyze several mathematical models (Page, Lewis, and Midilli) to indicate one that best fits the conditions of convective drying process using performance indicators associated with each model: accuracy (Af) and noise factors (Bf), mean square error (RMSE) and standard error of prediction (% SEP). Jackfruit drying was carried out in convective type tray dryer at a temperature of 50°C for 9 hours. It is observed that the model Midili was more accurate with Af: 1.39, Bf: 1.33, RMSE: 0.01%, and SEP: 5.34. However, the use of the Model Midilli is not appropriate for purposes of control process due to need four tuning parameters. With the performance indicators used in this paper, the Page model showed similar results with only two parameters. It is concluded that the best correlation between the experimental and estimated data is given by the Page’s model.

Keywords: Drying, models, jackfruit.

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Authors: Odón R. Sánchez-Ccoyllo, Elizabeth Ayma-Choque, Alan Llacza

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Sulphur dioxide (SO₂) and surface-ozone (O₃) concentrations are associated with diseases. The objective of this research is to evaluate the effectiveness of the air-quality Weather Research and Forecasting model coupled to Chemistry (WRF-Chem) model with a horizontal resolution of 5 km x 5 km. For this purpose, the measurements of the hourly SO₂ and O₃ concentrations available in three air quality monitoring stations in Lima, Peru were used for the purpose of validating the simulations of the SO₂ and O₃ concentrations obtained with the WRF-Chem model in February 2018. For the quantitative evaluation of the simulations of these gases, statistical techniques were implemented, such as the average of the simulations; the average of the measurements; the Mean Bias (MeB); the Mean Error (MeE); and the Root Mean Square Error (RMSE). The results of these statistical metrics indicated that the simulated SO₂ and O₃ values over-predicted the SO₂ and O₃ measurements. For the SO₂ concentration, the MeB values varied from 0.58 to 26.35 µg/m³; the MeE values varied from 8.75 to 26.5 µg/m³; the RMSE values varied from 13.3 to 31.79 µg/m³; while for O₃ concentrations the statistical values of the MeB varied from 37.52 to 56.29 µg/m³; the MeE values varied from 37.54 to 56.70 µg/m³; the RMSE values varied from 43.05 to 69.56 µg/m³.

Keywords: Ground-ozone, Lima, Sulphur dioxide, WRF-Chem.

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Authors: Ali Roozbahani, Aref Mardani, Roohollah Jokar, Hamid Taghavifar

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Evaluating and measuring the performance parameters of wheels and tillage equipments under controlled conditions obligates the use of soil bin facility. In this research designing, constructing and evaluating a single-wheel tester has been studied inside a soil bin. The tested wheel was directly driven by the electric motor. Vertical load was applied by a power bolt on wheel. This tester can measure required draft force, the depth of tire sinkage, contact area between wheel and soil, and soil stress at different depths and in the both alongside and perpendicular to the direction of traversing. In order to evaluate the system preparation, traction force was measured by the connected S-shaped load cell as arms between the wheel-tester and carriage. Treatments of forward speed, slip, and vertical load at a constant pressure were investigated in a complete randomized block design. The results indicated that the traction force increased at constant wheel load. The results revealed that the maximum traction force was observed within the %15 of slip.

Keywords: Slip, single wheel-tester, soil bin, soil–machine, speed, traction.

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Authors: Pogula Rakesh, T. Kishore Kumar

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Speech enhancement is a long standing problem with numerous applications like teleconferencing, VoIP, hearing aids and speech recognition. The motivation behind this research work is to obtain a clean speech signal of higher quality by applying the optimal noise cancellation technique. Real-time adaptive filtering algorithms seem to be the best candidate among all categories of the speech enhancement methods. In this paper, we propose a speech enhancement method based on Recursive Least Squares (RLS) adaptive filter of speech signals. Experiments were performed on noisy data which was prepared by adding AWGN, Babble and Pink noise to clean speech samples at -5dB, 0dB, 5dB and 10dB SNR levels. We then compare the noise cancellation performance of proposed RLS algorithm with existing NLMS algorithm in terms of Mean Squared Error (MSE), Signal to Noise ratio (SNR) and SNR Loss. Based on the performance evaluation, the proposed RLS algorithm was found to be a better optimal noise cancellation technique for speech signals.

Keywords: Adaptive filter, Adaptive Noise Canceller, Mean Squared Error, Noise reduction, NLMS, RLS, SNR, SNR Loss.

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Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

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Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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Authors: Yağmur Karakuş, Fatih Aynacı, Ekin Kıpçak, Mesut Akgün

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Hydrogen is an important chemical in many industries and it is expected to become one of the major fuels for energy generation in the future. Unfortunately, hydrogen does not exist in its elemental form in nature and therefore has to be produced from hydrocarbons, hydrogen-containing compounds or water. Above its critical point (374.8oC and 22.1MPa), water has lower density and viscosity, and a higher heat capacity than those of ambient water. Mass transfer in supercritical water (SCW) is enhanced due to its increased diffusivity and transport ability. The reduced dielectric constant makes supercritical water a better solvent for organic compounds and gases. Hence, due to the aforementioned desirable properties, there is a growing interest toward studies regarding the gasification of organic matter containing biomass or model biomass solutions in supercritical water. In this study, hydrogen and biofuel production by the catalytic gasification of 2-Propanol in supercritical conditions of water was investigated. Pt/Al2O3and Ni/Al2O3were the catalysts used in the gasification reactions. All of the experiments were performed under a constant pressure of 25MPa. The effects of five reaction temperatures (400, 450, 500, 550 and 600°C) and five reaction times (10, 15, 20, 25 and 30 s) on the gasification yield and flammable component content were investigated.

Keywords: 2-Propanol, Gasification, Ni/Al2O3, Pt/Al2O3, Supercritical water.

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Authors: Tuqa Abdulrazzaq, Hussein Togun, M. K. A. Ariffin, S. N. Kazi, NM Adam, S. Masuri

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Turbulent heat transfer to fluid flow through channel with triangular ribs of different angles are presented in this paper. Ansys 14 ICEM and Ansys 14 Fluent are used for meshing process and solving Navier stokes equations respectively. In this investigation three angles of triangular ribs with the range of Reynolds number varied from 20000 to 60000 at constant surface temperature are considered. The results show that the Nusselt number increases with the increase of Reynolds number for all cases at constant surface temperature. According to the profile of local Nusselt number on ribs walled of channel, the peak is at the midpoint between the two ribs. The maximum value of average Nusselt number is obtained for triangular ribs of angel 60°and at Reynolds number of 60000 compared to the Nusselt number for the ribs of angel 90° and 45° and at same Reynolds number. The recirculation regions generated by the ribs corresponding to the velocity streamline show the largest recirculation region at triangular ribs of angle 60° which also provides the highest enhancement of heat transfer.

Keywords: Ribs channel, Turbulent flow, Heat transfer enhancement, Recirculation flow.

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Authors: Syed Zohaib Javaid Zaidi, W. Iqbal

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The industrial automation is dependent upon pneumatic control systems. The industrial units are now controlled with digital control systems to tackle the process variables like Temperature, Pressure, Flow rates and Composition.

This research work produces an evaluation of the response time fluctuations for proportional mode, proportional integral and proportional integral derivative modes of automated chemical process control. The controller output is measured for different values of gain with respect to time in three modes (P, PI and PID). In case of P-mode for different values of gain the controller output has negligible change. When the controller output of PI-mode is checked for constant gain, it can be seen that by decreasing the integral time the controller output has showed more fluctuations. The PID mode results have found to be more interesting in a way that when rate minute has changed, the controller output has also showed fluctuations with respect to time.  The controller output for integral mode and derivative mode are observed with lesser steady state error, minimum offset and larger response time to control the process variable.   The tuning parameters in case of P-mode are only steady state gain with greater errors with respect to controller output. The integral mode showed controller outputs with intermediate responses during integral gain (ki).  By increasing the rate minute the derivative gain (kd) also increased which showed the controlled oscillations in case of PID mode and lesser overshoot.

Keywords: Controller Output, P, PI &PID modes, Steady state gain.

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Authors: Sanjay Kanade, Danielle Camara, Dijana Petrovska-Delacretaz, Bernadette Dorizzi

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In this paper, a two factor scheme is proposed to generate cryptographic keys directly from biometric data, which unlike passwords, are strongly bound to the user. Hash value of the reference iris code is used as a cryptographic key and its length depends only on the hash function, being independent of any other parameter. The entropy of such keys is 94 bits, which is much higher than any other comparable system. The most important and distinct feature of this scheme is that it regenerates the reference iris code by providing a genuine iris sample and the correct user password. Since iris codes obtained from two images of the same eye are not exactly the same, error correcting codes (Hadamard code and Reed-Solomon code) are used to deal with the variability. The scheme proposed here can be used to provide keys for a cryptographic system and/or for user authentication. The performance of this system is evaluated on two publicly available databases for iris biometrics namely CBS and ICE databases. The operating point of the system (values of False Acceptance Rate (FAR) and False Rejection Rate (FRR)) can be set by properly selecting the error correction capacity (ts) of the Reed- Solomon codes, e.g., on the ICE database, at ts = 15, FAR is 0.096% and FRR is 0.76%.

Keywords:

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Authors: R. Thirumalaivasan, M.Janaki, Nagesh Prabhu

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In this paper, investigation of subsynchronous resonance (SSR) characteristics of a hybrid series compensated system and the design of voltage controller for three level 24-pulse Voltage Source Converter based Static Synchronous Series Compensator (SSSC) is presented. Hybrid compensation consists of series fixed capacitor and SSSC which is a active series FACTS controller. The design of voltage controller for SSSC is based on damping torque analysis, and Genetic Algorithm (GA) is adopted for tuning the controller parameters. The SSR Characteristics of SSSC with constant reactive voltage control modes has been investigated. The results show that the constant reactive voltage control of SSSC has the effect of reducing the electrical resonance frequency, which detunes the SSR.The analysis of SSR with SSSC is carried out based on frequency domain method, eigenvalue analysis and transient simulation. While the eigenvalue and damping torque analysis are based on D-Q model of SSSC, the transient simulation considers both D-Q and detailed three phase nonlinear system model using switching functions.

Keywords: FACTS, SSR, SSSC, damping torque, GA.

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Authors: M Nayeripour, H. Khorsand, A. Roosta, T. Niknam, E. Azad

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Series compensators have been used for many years, to increase the stability and load ability of transmission line. They compensate retarded or advanced volt drop of transmission lines by placing advanced or retarded voltage in series with them to compensate the effective reactance, which cause to increase load ability of transmission lines. In this paper, two method of fuzzy controller, based on power reference tracking and impedance reference tracking have been developed on TCSC controller in order to increase load ability and improving power oscillation damping of system. In these methods, fire angle of thyristors are determined directly through the special Rule-bases with the error and change of error as the inputs. The simulation results of two area four- machines power system show the good performance of power oscillation damping in system. Comparison of this method with classical PI controller shows the increasing speed of system response in power oscillation damping.

Keywords: TCSC, Two area network, Fuzzy controller, Power oscillation damping.

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Authors: Gyo Woo Lee, Man Young Kim

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A mathematical heat transfer model for the prediction of transient heating of the slab in a direct-fired walking beam type reheating furnace has been developed by considering the nongray thermal radiation with given furnace environments. The furnace is modeled as radiating nongray medium with carbon dioxide and water with five-zoned gas temperature and the furnace wall is considered as a constant temperature lower than furnace gas one. The slabs are moving with constant velocity depending on the residence time through the non-firing, charging, preheating, heating, and final soaking zones. Radiative heat flux obtained by considering the radiative heat exchange inside the furnace as well as convective one from the surrounding hot gases are introduced as boundary condition of the transient heat conduction within the slab. After validating thermal radiation model adopted in this work, thermal fields in both model and real reheating furnace are investigated in terms of radiative heat flux in the furnace and temperature inside the slab. The results show that the slab in the furnace can be more heated with higher slab emissivity and residence time.

Keywords: Reheating Furnace, Steel Slab, Radiative Heat Transfer, WSGGM, Emissivity, Residence Time.

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Authors: Worawit Somha, Hiroyuki Yamauchi

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This paper proposes, for the first time, how the challenges facing the guard-band designs including the margin assist-circuits scheme for the screening-test in the coming process generations should be addressed. The increased screening error impacts are discussed based on the proposed statistical analysis models. It has been shown that the yield-loss caused by the misjudgment on the screening test would become 5-orders of magnitude larger than that for the conventional one when the amplitude of random telegraph noise (RTN) caused variations approaches to that of random dopant fluctuation. Three fitting methods to approximate the RTN caused complex Gamma mixtures distributions by the simple Gaussian mixtures model (GMM) are proposed and compared. It has been verified that the proposed methods can reduce the error of the fail-bit predictions by 4-orders of magnitude.

Keywords: Mixtures of Gaussian, Random telegraph noise, EM algorithm, Long-tail distribution, Fail-bit analysis, Static random access memory, Guard band design.

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Authors: E. Praynlin, P. Latha

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Software Effort Estimation is the process of estimating the effort required to develop software. By estimating the effort, the cost and schedule required to estimate the software can be determined. Accurate Estimate helps the developer to allocate the resource accordingly in order to avoid cost overrun and schedule overrun. Several methods are available in order to estimate the effort among which soft computing based method plays a prominent role. Software cost estimation deals with lot of uncertainty among all soft computing methods neural network is good in handling uncertainty. In this paper Radial Basis Function Network is compared with the back propagation network and the results are validated using six data sets and it is found that RBFN is best suitable to estimate the effort. The Results are validated using two tests the error test and the statistical test.

Keywords: Software cost estimation, Radial Basis Function Network (RBFN), Back propagation function network, Mean Magnitude of Relative Error (MMRE).

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Authors: I Gede Puja Astawa, Yoedy Moegiharto, Ahmad Zainudin, Imam Dui Agus Salim, Nur Annisa Anggraeni

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Performance of Orthogonal Frequency Division Multiplexing (OFDM) system can be improved by adding channel coding (error correction code) to detect and correct errors that occur during data transmission. One can use the convolution code. This paper present performance of OFDM using Space Time Block Codes (STBC) diversity technique use QAM modulation with code rate ½. The evaluation is done by analyzing the value of Bit Error Rate (BER) vs. Energy per Bit to Noise Power Spectral Density Ratio (Eb/No). This scheme is conducted 256 subcarrier transmits Rayleigh multipath channel in OFDM system. To achieve a BER of 10^-3 is required 10dB SNR in SISO-OFDM scheme. For 2x2 MIMO-OFDM scheme requires 10 dB to achieve a BER of 10^-3. For 4x4 MIMO-OFDM scheme requires 5 dB while adding convolution in a 4x4 MIMO-OFDM can improve performance up to 0 dB to achieve the same BER. This proves the existence of saving power by 3 dB of 4x4 MIMO-OFDM system without coding, power saving 7dB of 2x2 MIMO-OFDM and significant power savings from SISO-OFDM system

Keywords: Convolution code, OFDM, MIMO, QAM, BER.

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Authors: Vanessa Vasconcelos, Mariza A. S. Bigonha

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Understanding and using the functional paradigm is a challenge for many programmers. Looking for logical errors in code may take a lot of a developer’s time when a program grows in size. In order to facilitate both processes, this paper presents HaskellFL, a tool that uses fault localization techniques to locate a logical error in Haskell code. The Haskell subset used in this work is sufficiently expressive for those studying Functional Programming to get immediate help debugging their code and to answer questions about key concepts associated with the functional paradigm. HaskellFL was tested against Functional Programming assignments submitted by students enrolled at the Functional Programming class at the Federal University of Minas Gerais and against exercises from the Exercism Haskell track that are publicly available in GitHub. This work also evaluated the effectiveness of two fault localization techniques, Tarantula and Ochiai, in the Haskell context. Furthermore, the EXAM score was chosen to evaluate the tool’s effectiveness, and results showed that HaskellFL reduced the effort needed to locate an error for all tested scenarios. The results also showed that the Ochiai method was more effective than Tarantula.

Keywords: Debug, fault localization, functional programming, Haskell.

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Authors: I. Yakubu, Y. Y. Ziggah, E. A. Gyamera

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The Global Navigation Satellite System (GNSS) started with the launch of the United State Department of Defense Global Positioning System (GPS). GNSS systems has grown over the years to include: GLONASS (Russia); Galileo (European Union); BeiDou (China). Any GNSS architecture consists of three major segments: Space, Control and User Segments. Errors such as; multipath, ionospheric and tropospheric effects, satellite clocks, receiver noise and orbit errors (relativity effect) have significant effects on GNSS positioning. To obtain centimeter level accuracy, the impacts of the relative motion of the satellites and earth need to be taken into account. This paper discusses the relevance of the theory of relativity as a source of error for GNSS receivers for position fix based on available relevant literature. Review of relevant literature reveals that due to relativity; Time dilation, Gravitational frequency shift and Sagnac effect cause significant influence on the use of GNSS receivers for positioning by an error range of ± 2.5 m based on pseudo-range computation.

Keywords: GNSS, relativistic effects, pseudo-range, accuracy.

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Authors: Yang Fu, Jaime Rodrigo Navarro, Jose F. Monserrat, Faiza Bouchmal, Oscar Carrasco Quilis

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Cellular Vehicle to Everything (C-V2X) is considered a promising solution for future autonomous driving. From Release 16 to Release 17, the Third Generation Partnership Project (3GPP) has introduced the definitions and services for 5G New Radio (NR) V2X. Since establishing a simulator for C-V2X communications is an essential preliminary step to achieve reliable and stable communication links, this paper proposes a complete framework of a link-level simulator based on the 3GPP specifications for the Physical Sidelink Share Channel (PSSCH) of the 5G NR Physical Layer (PHY). In this framework, several algorithms in the receiver part, i.e., sliding window in channel estimation and Minimum Mean Square Error (MMSE)-based equalization, are developed. Finally, the performance of the developed PSSCH receiver is validated through extensive simulations under different assumptions.

Keywords: Yang Fu, Jaime Rodrigo Navarro, Jose F. Monserrat, Faiza Bouchmal, Oscar Carrasco Quilis

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Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

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The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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Authors: Angela Unna Chukwu, Samuel Oluwafemi Oyamakin

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We proposed a Hyperbolic Gompertz Growth Model (HGGM), which was developed by introducing a shape parameter (allometric). This was achieved by convoluting hyperbolic sine function on the intrinsic rate of growth in the classical gompertz growth equation. The resulting integral solution obtained deterministically was reprogrammed into a statistical model and used in modeling the height and diameter of Pines (Pinus caribaea). Its ability in model prediction was compared with the classical gompertz growth model, an approach which mimicked the natural variability of height/diameter increment with respect to age and therefore provides a more realistic height/diameter predictions using goodness of fit tests and model selection criteria. The Kolmogorov Smirnov test and Shapiro-Wilk test was also used to test the compliance of the error term to normality assumptions while the independence of the error term was confirmed using the runs test. The mean function of top height/Dbh over age using the two models under study predicted closely the observed values of top height/Dbh in the hyperbolic gompertz growth models better than the source model (classical gompertz growth model) while the results of R2, Adj. R2, MSE and AIC confirmed the predictive power of the Hyperbolic Gompertz growth models over its source model.

Keywords: Height, Dbh, forest, Pinus caribaea, hyperbolic, gompertz.

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Authors: Mathew Wakefield, Matthew Mitchell, Lisa Wise, Christopher McCarthy

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This paper aims to provide an interpretation of artificial neural networks (ANNs) and explore some of its implications. The interpretation views ANNs as a memory which encodes instances of experience. An experiment explores the behavior of encoding and retrieval of instances from memory. A localised representation ANN is created that allows control over encoding and retrieved memory sample size and is experimented with using the MNIST digits dataset. The relationship between input familiarity, conflict within retrieved samples, and error rates is described and demonstrated to be an effective driver for memory encoding. Results indicate that selective encoding and retrieval samples that allow detection of memory conflicts produce optimal performance, and that error rates are normally distributed with input familiarity and conflict. By using input familiarity and sample consistency to guide memory encoding, the number of encoding trials on the dataset were reduced to 18.33% of the training data while maintaining good recognition performance on the test data.

Keywords: Artificial Neural Networks, ANNs, representation, memory, conflict monitoring, confidence.

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Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

Abstract:

Reduction of Single Input Single Output (SISO) continuous systems into Reduced Order Model (ROM), using a conventional and an evolutionary technique is presented in this paper. In the conventional technique, the mixed advantages of Mihailov stability criterion and continued fraction expansions (CFE) technique is employed where the reduced denominator polynomial is derived using Mihailov stability criterion and the numerator is obtained by matching the quotients of the Cauer second form of Continued fraction expansions. In the evolutionary technique method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical example.

Keywords: Reduced Order Modeling, Stability, Continued Fraction Expansions, Mihailov Stability Criterion, Particle Swarm Optimization, Integral Squared Error.

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Authors: Bing-Wen Chen, Alvin W. Y. Su, Yu-Lin Wang

Abstract:

Electromyography (EMG) is one of the important indicators during exercise, as it is closely related to the level of muscle activations. This work quantifies the muscle conditions of the lower limbs in a constant workload exercise. Surface EMG signals of the vastus laterals (VL), vastus medialis (VM), rectus femoris (RF), gastrocnemius medianus (GM), gastrocnemius lateral (GL) and Soleus (SOL) were recorded from fourteen healthy males. The EMG signals were segmented in two phases: activation segment (AS) and relaxation segment (RS). Period entropy (PE), peak count (PC), zero crossing (ZC), wave length (WL), mean power frequency (MPF), median frequency (MDF) and root mean square (RMS) are calculated to provide the quantitative information of the measured EMG segments. The outcomes reveal that the PE, PC, ZC and RMS have significantly changed (p<.001); WL presents moderately changed (p<.01); MPF and MDF show no changed (p>.05) during exercise. The results also suggest that the RS is also preferred for performance evaluation, while the results of the extracted features in AS are usually affected directly by the amplitudes. It is further found that the VL exhibits the most significant changes within six muscles during pedaling exercise. The proposed work could be applied to quantify the stamina analysis and to predict the instant muscle status in athletes.

Keywords: EMG, feature extraction, muscle status, pedaling exercise, relaxation segment.

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Authors: Chuan-Kun Liu, Chi-Wang Li

Abstract:

Simultaneous recovery of copper and DCA from simulated MEUF concentrated stream was investigated. Effects of surfactant (DCA) and metal (copper) concentrations, surfactant to metal molar ratio (S/M ratio), electroplating voltage, EDTA concentration, solution pH, and salt concentration on metal recovery and current efficiency were studied. Electric voltage of -0.5 V was shown to be optimum operation condition in terms of Cu recovery, current efficiency, and surfactant recovery. Increasing Cu recovery and current efficiency were observed with increases of Cu concentration while keeping concentration of DCA constant. However, increasing both Cu and DCA concentration while keeping S/M ratio constant at 2.5 showed detrimental effect on Cu recovery at DCA concentration higher than 15 mM. Cu recovery decreases with increasing pH while current efficiency showed an opposite trend. It is believed that conductivity is the main cause for discrepancy of Cu recovery and current efficiency observed at different pH. Finally, it was shown that EDTA had adverse effect on both Cu recovery and current efficiency while addition of NaCl salt had negative impact on current efficiency at concentration higher than 8000 mg/L.

Keywords: metal recovery, MEUF waste, surfactant, electroplating.

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Authors: Jih-Rue Pan, Feng-Chuan Pan

Abstract:

Today-s healthcare industries had become more patient-centric than profession-centric, from which the issues of quality of healthcare and the patient safety are the major concerns in the modern healthcare facilities. An unplanned extubation (UE) may be detrimental to the patient-s life, and thus is one of the major indexes of patient safety and healthcare quality. A high UE rate not only defeated the healthcare quality as well as the patient safety policy but also the nurses- morality, and job satisfaction. The UE problem in a psychiatric hospital is unique and may be a tough challenge for the healthcare professionals for the patients were mostly lacking communication capabilities. We reported with this essay a particular project that was organized to reduce the UE rate from the current 2.3% to a lower and satisfactory level in the long-term care units of a psychiatric hospital. The project was conducted between March 1st, 2011 and August 31st, 2011. Based on the error information gathered from varied units of the hospital, the team analyzed the root causes with possible solutions proposed to the meetings. Four solutions were then concluded with consensus and launched to the units in question. The UE rate was now reduced to a level of 0.17%. Experience from this project, the procedure and the tools adopted would be good reference to other hospitals.

Keywords: Unplanned extubation, patient safety, error information

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