Search results for: Step%20pulsed%20active%20thermography%20%28SPAT%29

Authors: Y. H. Tsai, Y. W. Chen

Abstract:

Facial features are frequently used to represent local properties of a human face image in computer vision applications. In this paper, we present a fast algorithm that can extract the facial features online such that they can give a satisfying representation of a face image. It includes one step for a coarse detection of each facial feature by AdaBoost and another one to increase the accuracy of the found points by Active Shape Models (ASM) in the regions of interest. The resulted facial features are evaluated by matching with artificial face models in the applications of physiognomy. The distance measure between the features and those in the fate models from the database is carried out by means of the Hausdorff distance. In the experiment, the proposed method shows the efficient performance in facial feature extractions and online system of physiognomy.

Keywords: Facial feature extraction, AdaBoost, Active shapemodel, Hausdorff distance

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Authors: Peter A. Bibby

Abstract:

Research has suggested that implicit learning tasks may rely on episodic processing to generate above chance performance on the standard classification tasks. The current research examines the invariant features task (McGeorge and Burton, 1990) and argues that such episodic processing is indeed important. The results of the experiment suggest that both rejection and similarity strategies are used by participants in this task to simultaneously reject unfamiliar items and to accept (falsely) familiar items. Primarily these decisions are based on the presence of low or high frequency goal based features of the stimuli presented in the incidental learning phase. It is proposed that a goal based analysis of the incidental learning task provides a simple step in understanding which features of the episodic processing are most important for explaining the match between incidental, implicit learning and test performance.

Keywords: Episodic processing, incidental learning, implicitlearning, invariant learning.

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Authors: Boualem El Kechebour, Djilali Benouar

Abstract:

The objective of this work is to present a expertise on flooding hazard analysis and how to reduce the risk. The analysis concerns the disaster induced by the flood on November 10/11, 2001 in the Bab El Oued district of the city of Algiers.The study begins by an expertise of damages in related with the urban environment and the history of the urban growth of the site. After this phase, the work is focalized on the identification of the existing correlations between the development of the town and its vulnerability. The final step consists to elaborate the interpretations on the interactions between the urban growth, the sewerage network and the vulnerability of the urban system.In conclusion, several recommendations are formulated permitting the mitigation of the risk in the future. The principal recommendations concern the new urban operations and the existing urbanized sites.

Keywords: urban growth, sewerage network, vulnerability of town, flooding risk, mitigation

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Authors: Abdolvahab Ehsani Rad, Mohd Shafry Mohd Rahim, Alireza Norouzi

Abstract:

Medical image analysis is one of the great effects of computer image processing. There are several processes to analysis the medical images which the segmentation process is one of the challenging and most important step. In this paper the segmentation method proposed in order to segment the dental radiograph images. Thresholding method has been applied to simplify the images and to morphologically open binary image technique performed to eliminate the unnecessary regions on images. Furthermore, horizontal and vertical integral projection techniques used to extract the each individual tooth from radiograph images. Segmentation process has been done by applying the level set method on each extracted images. Nevertheless, the experiments results by 90% accuracy demonstrate that proposed method achieves high accuracy and promising result.

Keywords: Integral production, level set method, morphological operation, segmentation.

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Authors: Chidentree Treesatayapun

Abstract:

A direct adaptive controller for a class of unknown nonlinear discrete-time systems is presented in this article. The proposed controller is constructed by fuzzy rules emulated network (FREN). With its simple structure, the human knowledge about the plant is transferred to be if-then rules for setting the network. These adjustable parameters inside FREN are tuned by the learning mechanism with time varying step size or learning rate. The variation of learning rate is introduced by main theorem to improve the system performance and stabilization. Furthermore, the boundary of adjustable parameters is guaranteed through the on-line learning and membership functions properties. The validation of the theoretical findings is represented by some illustrated examples.

Keywords: Neuro-Fuzzy, learning algorithm, nonlinear discrete time.

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Authors: Mohammad N. Alanazi, David A. Gustafson

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In this article, we introduce a new approach for analyzing UML designs to detect the inconsistencies between multiple state diagrams and sequence diagrams. The Super State Analysis (SSA) identifies the inconsistencies in super states, single step transitions, and sequences. Because SSA considers multiple UML state diagrams, it discovers inconsistencies that cannot be discovered when considering only a single UML state diagram. We have introduced a transition set that captures relationship information that is not specifiable in UML diagrams. The SSA model uses the transition set to link transitions of multiple state diagrams together. The analysis generates three different sets automatically. These sets are compared to the provided sets to detect the inconsistencies. SSA identifies five types of inconsistencies: impossible super states, unreachable super states, illegal transitions, missing transitions, and illegal sequences.

Keywords: Modeling Languages, Object-Oriented Analysis, Sequence Diagrams, Software Models, State Diagrams, UML.

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Authors: Wilfred Fritz

Abstract:

The accreditation process of engineering degree programmes is based on various reports evaluated by the relevant governing bodies of the institution of higher education. One of the aforementioned reports for the accreditation process is a self-assessment report which is to be completed by the applying institution. This paper seeks to emphasise the importance of analysis of internal quality management systems and self-examination processes in the engineering accreditation processes. A description of how the programme fulfils the criteria should be given. Relevant stakeholders all need to contribute in the writing and structuring of the self-assessment report. The last step is to gather evidence in the form of supporting documentation. In conclusion, the paper also identifies learning outcomes in a case study in seeking accreditation from an international relevant professional body.

Keywords: Accreditation, governing bodies, self-assessment report, quality management.

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Authors: Labiba I. Hussein, Maher Z. Elsabee, Eid A. Ismail, Hala F. Naguib, Hilda A. Aziz, Moataz A. Elsawy

Abstract:

Jojoba oil-wax is extracted from the seeds of the jojoba (Simmondsia chinensis Link Schneider), a perennial shrub that grows in semi desert areas in Egypt and in some parts of the world. The main uses of jojoba oil-wax are in the cosmetics and pharmaceutical industry, but new uses could arise related to the search of new energetic crops. This paper summarizes a process to convert the jojoba oil-wax to biodiesel by transesterification with ethanol and a series of aliphatic alcohols using a more economic and energy saving method in a domestic microwave. The effect of time and power of the microwave on the extent of the transesterification using ethanol and other aliphatic alcohols has been studied. The separation of the alkyl esters from the fatty alcohols rich fraction has been done in a single crystallization step at low temperature (−18°C) from low boiling point petroleum ether. Gas chromatography has been used to follow up the transesterification process. All products have been characterized by spectral analysis.

Keywords: Jojoba oil, transesterification, microwave, gas chromatography jojoba esters, Jojoba alcohol.

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Authors: Maythapolnun Athimethphat, Boontarika Lerteerawong

Abstract:

There are several approaches for handling multiclass classification. Aside from one-against-one (OAO) and one-against-all (OAA), hierarchical classification technique is also commonly used. A binary classification tree is a hierarchical classification structure that breaks down a k-class problem into binary sub-problems, each solved by a binary classifier. In each node, a set of classes is divided into two subsets. A good class partition should be able to group similar classes together. Many algorithms measure similarity in term of distance between class centroids. Classes are grouped together by a clustering algorithm when distances between their centroids are small. In this paper, we present a binary classification tree with tuned observation-based clustering (BCT-TOB) that finds a class partition by performing clustering on observations instead of class centroids. A merging step is introduced to merge any insignificant class split. The experiment shows that performance of BCT-TOB is comparable to other algorithms.

Keywords: multiclass classification, hierarchical classification, binary classification tree, clustering, observation-based clustering

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Authors: Lenka Krulikovská, Jaroslav Polec, Michal Martinovič

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In this paper we propose a method which improves the efficiency of video coding. Our method combines an adaptive GOP (group of pictures) structure and the shot cut detection. We have analyzed different approaches for shot cut detection with aim to choose the most appropriate one. The next step is to situate N frames to the positions of detected cuts during the process of video encoding. Finally the efficiency of the proposed method is confirmed by simulations and the obtained results are compared with fixed GOP structures of sizes 4, 8, 12, 16, 32, 64, 128 and GOP structure with length of entire video. Proposed method achieved the gain in bit rate from 0.37% to 50.59%, while providing PSNR (Peak Signal-to-Noise Ratio) gain from 1.33% to 0.26% in comparison to simulated fixed GOP structures.

Keywords: Adaptive GOP structure, video coding, video content, shot cut detection.

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Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

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In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.

Keywords: Adaptive filter, distributed estimation, sensor network, diffusion.

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Authors: Azam Akbari, Mohammadreza Omidkhah, Jafar Toufighi Darian

Abstract:

The mesoporous MoO3/γ-Al2O3 catalyst was prepared by incipient wetness impregnation method aiming to investigate the effect of drying method and molybdenum content on the catalyst property and performance towards the oxidation of benzothiophene (BT), dibenzothiophene (DBT) and 4,6-dimethyle dibenzothiophene (4,6-DMDBT) with H2O2 for deep oxidative desulfurization of diesel fuel. The catalyst was characterized by XRD, BET, BJH and SEM method. The catalyst with 10wt.% and 15wt.% Mo content represent same optimum performance for DBT and 4,6-DMDBT removal, but a catalyst with 10wt.% Mo has higher efficiency than 15wt.% Mo for BT conversion. The SEM images show that use of rotary evaporator in drying step reaches a more homogenous impregnation. The oxidation reactivity of different sulfur compounds was studied which followed the order of DBT>4,6-DMDBT>>BT.

Keywords: desulfurization, oxidation, MoO3/Al2O3 catalyst

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Authors: Chandrika M.J., Lariyah M.S., Alicia Y.C. Tang

Abstract:

Ontology is widely being used as a tool for organizing information, creating the relation between the subjects within the defined knowledge domain area. Various fields such as Civil, Biology, and Management have successful integrated ontology in decision support systems for managing domain knowledge and to assist their decision makers. Gross pollutant traps (GPT) are devices used in trapping and preventing large items or hazardous particles in polluting and entering our waterways. However choosing and determining GPT is a challenge in Malaysia as there are inadequate GPT data repositories being captured and shared. Hence ontology is needed to capture, organize and represent this knowledge into meaningful information which can be contributed to the efficiency of GPT selection in Malaysia urbanization. A GPT Ontology framework is therefore built as the first step to capture GPT knowledge which will then be integrated into the decision support system. This paper will provide several examples of the GPT ontology, and explain how it is constructed by using the Protégé tool.

Keywords: Gross pollutant Trap, Ontology, Protégé.

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Authors: Badr M. Alshammari, T. Guesmi

Abstract:

This study presents a modified version of the artificial bee colony (ABC) algorithm by including a local search technique for solving the non-convex economic power dispatch problem. The local search step is incorporated at the end of each iteration. Total system losses, valve-point loading effects and prohibited operating zones have been incorporated in the problem formulation. Thus, the problem becomes highly nonlinear and with discontinuous objective function. The proposed technique is validated using an IEEE benchmark system with ten thermal units. Simulation results demonstrate that the proposed optimization algorithm has better convergence characteristics in comparison with the original ABC algorithm.

Keywords: Economic power dispatch, artificial bee colony, valve-point loading effects, prohibited operating zones.

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Authors: K. Kumpas

Abstract:

Bologna process has influenced enhancing studentcentered learning in Estonian higher education since 2009, but there is no information about what helps or hinders students to achieve learning outcomes and how quality of student-centered learning might be improved. The purpose of this study is to analyze two questions from outcome-based course evaluation questionnaire which is used in Estonian Entrepreneurship University of Applied Sciences. In this qualitative research, 384 students from 22 different courses described what helped and hindered them to achieve learning outcomes. The analysis showed that the aspects that hinder students to achieve learning outcomes are mostly personal: time management, family and personal matters, motivation and non-academic activities. The results indicate that students- learning is commonly supported by school, where teacher, teaching and characteristics of teaching methods help mostly to achieve learning outcomes, also learning material, practical assignments and independent study was brought up as one of the key elements.

Keywords: Learning outcomes, learning quality, student-centered learning

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Authors: Valery Vodovozov, Zoja Raud, Tõnu Lehtla

Abstract:

This paper describes the design considerations of an experimental setup for research and exploring the drives of batteryfed electric vehicles. Effective setup composition and its components are discussed. With experimental setup described in this paper, durability and functional tests can be procured to the customers. Multiple experiments are performed in the form of steady-state system exploring, acceleration programs, multi-step tests (speed control, torque control), load collectives or close-to-reality driving tests (driving simulation). Main focus of the functional testing is on the measurements of power and energy efficiency and investigations in driving simulation mode, which are used for application purposes. In order to enable the examination of the drive trains beyond standard modes of operation, different other parameters can be studied also.

Keywords: Electric drive, electric vehicle, propulsion, test bench.

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Authors: S. S. Pati, L. Herojit Singh, A. C. Oliveira, V. K. Garg

Abstract:

Chitosan functionalized Fe3O4-Au core shell nanoparticles have been prepared using a two-step wet chemical approach using NaBH4 as reducing agent for formation of Au in ethylene glycol. X-ray diffraction studies shows individual phases of Fe3O4 and Au in the as prepared samples with crystallite size of 5.9 and 11.4 nm respectively. The functionalization of the core-shell nanostructure with Chitosan has been confirmed using Fourier transform infrared spectroscopy along with signatures of octahedral and tetrahedral sites of Fe3O4 below 600cm-1. Mössbauer spectroscopy shows decrease in particle-particle interaction in presence of Au shell (72% sextet) than pure oleic coated Fe3O4 nanoparticles (88% sextet) at room temperature. At 80K, oleic acid coated Fe3O4 shows only sextets whereas the Chitosan functionalized Fe3O4 and Chitosan functionalized Fe3O4@Au core shell show presence of 5 and 11% doublet, respectively.

Keywords: Magnetic nanoparticles, Fe3O4@Au core shell, iron oxide, Au nanoparticles.

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Authors: Sukhleen Bindra Narang, Dalveer Kaur, Kunal Pubby

Abstract:

Dielectric ceramic samples in the BaO-Re2O3-TiO2 ternary system were synthesized with structural formula Ba2- xRe4+2x/3Ti8O24 where Re= rare earth metal and Re= Sm and La where x varies from 0.0 to 0.6 with step size 0.1. Polycrystalline samples were prepared by the conventional solid state reaction technique. The dielectric, electrical and impedance analysis of all the samples in the frequency range 1KHz- 1MHz at room temperature (25°C) have been done to get the understanding of electrical conduction and dielectric relaxation and their correlation. Dielectric response of the samples at lower frequencies shows dielectric dispersion while at higher frequencies it shows dielectric relaxation. The ac conductivity is well fitted by the Jonscher law. The spectroscopic data in the impedance plane confirms the existence of grain contribution to the relaxation. All the properties are found out to be function of frequency as well as the amount of substitution.

Keywords: Dielectric ceramics, Dielectric constant, Loss tangent, AC conductivity, Impedance spectroscopy.

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Authors: Bhumica Agarwal, Priya Sengupta, Chandrajit Balomajumder

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The present study analyses the potential of acid treated chitosan for simultaneous co-adsorptive removal of phenol and cyanide from a binary waste water solution. The effects of parameters like pH, temperature, initial concentration, adsorbent dose, and adsorbent size were studied. At an optimum pH of 8, temperature of 30⁰C, initial phenol and cyanide concentration of 200 mg/L and 20 mg/L respectively, adsorbent dose of 30 g/L and size between 0.4-0.6 mm the maximum percentage removal of phenol and cyanide was found to be 60.97% and 90.86% respectively. Amongst the adsorption isotherms applied extended Freundlich best depicted the adsorption of both phenol and cyanide based on lowest MPSD value. The kinetics depicted that chemisorption was the adsorption mechanism and intraparticle diffusion is not the only rate controlling step of the reaction. Thermodynamic studies revealed that phenol adsorption was exothermic and spontaneous whereas that of cyanide was an endothermic process.

 

Keywords: Chitosan, Co-adsorption, Cyanide, Phenol.

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Authors: Wisam H. Muragaa, Kamaruzzaman Seman, Mohd Fadzli Marhusin

Abstract:

Software Defined Networking (SDN) is a paradigm designed to facilitate the way of controlling the network dynamically and with more agility. Network traffic is a set of flows, each of which contains a set of packets. In SDN, a matching process is performed on every packet coming to the network in the SDN switch. Only the headers of the new packets will be forwarded to the SDN controller. In terminology, the flow header fields are called tuples. Basically, these tuples are 5-tuple: the source and destination IP addresses, source and destination ports, and protocol number. This flow information is used to provide an overview of the network traffic. Our module is meant to extract this 5-tuple with the packets and flows numbers and show them as a list. Therefore, this list can be used as a first step in the way of detecting the DDoS attack. Thus, this module can be considered as the beginning stage of any flow-based DDoS detection method.

Keywords: Matching, OpenFlow tables, POX controller, SDN, table-miss.

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Authors: S. Chabrier, G. Molle, E. Conte, C. Carlier

Abstract:

Fishing has always been an essential component of the Polynesians- life. Fishhooks, mostly in pearl shell, found during archaeological excavations are the artifacts related to this activity the most numerous. Thanks to them, we try to reconstruct the ancient techniques of resources exploitation, inside the lagoons and offshore. They can also be used as chronological and cultural indicators. The shapes and dimensions of these artifacts allow comparisons and classifications used in both functional approach and chrono-cultural perspective. Hence it is very important for the ethno-archaeologists to dispose of reliable methods and standardized measurement of these artifacts. Such a reliable objective and standardized method have been previously proposed. But this method cannot be envisaged manually because of the very important time required to measure each fishhook manually and the quantity of fishhooks to measure (many hundreds). We propose in this paper a detailed acquisition protocol of fishhooks and an automation of every step of this method. We also provide some experimental results obtained on the fishhooks coming from three archaeological excavations sites.

Keywords: Automated measures, extraction, fishhook, segmentation.

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Authors: Vaclav David, Tereza Davidova

Abstract:

The restoration of extinct ponds is considered as one of ways to gain new retention capacities for water which is getting much more important issue with respect to expected impacts of a climate change. However, there are also other pressures on the landscape which must be all taken into consideration when making a decision on the possible restoration of extinct ponds. The research presented here focuses besides others on the restoration of former ponds which could be important for both the flood protection and drought impacts prevention. The first step of the methodology development for the assessment of such areas is the assessment of their present state. In this paper, the results of land use types assessment for 22 localities are presented. These results confirm the assumption that the most present land use type in such areas is the permanent grassland. However, the spectra of land use types present in extinct pond areas is very diverse and include besides others also airport areas and industry.

Keywords: Extinct pond, land use change, sustainable water resources management, pond restoration.

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Authors: Xiang Li, Kui Chen, Bin Wu, Min Zhou

Abstract:

Sclareolide is made from sclareol by oxidiative synthesis and subsequent crystallization, while the crystallization mother liquor still contains 15%~30%wt of sclareolide to be reclaimed. With the reaction material of sclareol is provided as plant extract, many sorts of complex impurities exist in the mother liquor. Due to the difficulty in recycling sclareolide after solvent recovery, it is common practice for the factories to discard the mother liquor, which not only results in loss of sclareolide, but also contributes extra environmental burden. In this paper, a process based on adsorption and elution has been presented for recycling of sclareolide from mother liquor. After pretreatment of the crystallization mother liquor by HZ-845 resin to remove parts of impurities, sclareolide is adsorbed by HZ-816 resin. The HZ-816 resin loaded with sclareolide is then eluted by elution solvent. Finally, the eluent containing sclareolide is concentrated and fed into the crystallization step in the process. By adoption of the recycle from mother liquor, total yield of sclareolide increases from 86% to 90% with a stable purity of the final sclareolide products maintained.

Keywords: Sclareolide, resin, adsorption, chromatography.

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Authors: Rima Grati, Khouloud Boukadi, Hanene Ben-Abdallah

Abstract:

Due to the dynamic nature of the Cloud, continuous monitoring of QoS requirements is necessary to manage the Cloud computing environment. The process of QoS monitoring and SLA violation detection consists of: collecting low and high level information pertinent to the service, analyzing the collected information, and taking corrective actions when SLA violations are detected. In this paper, we detail the architecture and the implementation of the first step of this process. More specifically, we propose an event-based approach to obtain run time information of services developed as BPEL processes. By catching particular events (i.e., the low level information), our approach recognizes the run-time execution path of a monitored service and uses the BPEL execution patterns to compute QoS of the composite service (i.e., the high level information).

Keywords: Monitoring of Web service composition, Cloud environment, Run-time extraction of execution path of BPEL.

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Authors: M. Cheraghi, B. Lorestani, N. Yousefi

Abstract:

Contamination of heavy metals represents one of the most pressing threats to water and soil resources as well as human health. Phytoremediation can be potentially used to remediate metalcontaminated sites. A major step towards the development of phytoremediation of heavy metal impacted soils is the discovery of the heavy metal hyperaccumulation in plants. In this study, the several established criteria to define a hyperaccumulator plant were applied. The case study was represented by a mining area in Hamedan province in the central west part of Iran. Obtained results showed that the most of sampled species were able to grow on heavily metal-contaminated soils and also were able to accumulate extraordinarily high concentrations of some metals such as Zn, Mn, Cu, Pb and Fe. Using the most common criteria, Euphorbia macroclada and Centaurea virgata can be classified as hyperaccumulators of some measured heavy metals and, therefore, they have suitable potential for phytoremediation of contaminated soils.

Keywords: Enrichment factor, Heavy metals, Hyperaccumulator, Phytoremediation, Translocation factor

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Authors: M. Al-Sugheir, M. Sakhreya, G. Alna'washi, F. Al-Dweri

Abstract:

In this work, the condensation fraction and transition temperature of neutral many bosonic system are studied within the static fluctuation approximation (SFA). The effect of the potential parameters such as the strength and range on the condensate fraction was investigated. A model potential consisting of a repulsive step potential and an attractive potential well was used. As the potential strength or the core radius of the repulsive part increases, the condensation fraction is found to be decreased at the same temperature. Also, as the potential depth or the range of the attractive part increases, the condensation fraction is found to be increased. The transition temperature is decreased as the potential strength or the core radius of the repulsive part increases, and it increases as the potential depth or the range of the attractive part increases.

Keywords: About four key words or phrases in alphabetical order, separated by commas

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Authors: Marius Gheju, Laura Cocheci

Abstract:

In this study, the reduction of Cr(VI) by use of scrap iron, a cheap and locally available industrial waste, was investigated in continuous system. The greater scrap iron efficiency observed for the first two sections of the column filling indicate that most of the reduction process was carried out in the bottom half of the column filling. This was ascribed to a constant decrease of Cr(VI) concentration inside the filling, as the water front passes from the bottom to the top end of the column. While the bottom section of the column filling was heavily passivated with secondary mineral phases, the top section was less affected by the passivation process; therefore the column filling would likely ensure the reduction of Cr(VI) for time periods longer than 216 hours. The experimental results indicate that fixed beds columns packed with scrap iron could be successfully used for the first step of Cr(VI) polluted wastewater treatment. However, the mass of scrap iron filling should be carefully estimated since it significantly affects the Cr(VI) reduction efficiency.

Keywords: hexavalent chromium, heavy metals, scrap iron, reduction capacity, wastewater treatment

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Authors: K. M. Yuen

Abstract:

This research examined the literature review of wedding preparation’s challenges and its developmental tasks of family transition under family life cycle. Five interviewees were invited to share their experiences on the differences with their parents in regard to wedding preparations and coping strategies. Some coping strategies and processes were highlighted for facilitating the family to achieve the developmental tasks during the wedding preparation. However, those coping strategies and processes may only act as the step and the behavior, while “concern towards parents” was found to be the essential element behind these behaviors. In addition to pre-marital counseling, a developmental group was suggested to develop under the framework of family life cycle and its related coping strategies on working with the newlyweds who encountered intergenerational differences in regard to their wedding preparations.

Keywords: Coping strategies, difference, family life cycle, developmental tasks, wedding preparation.

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Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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Authors: R.Mostafaei, A.Habiboghli, M.R.Meybodi

Abstract:

In distributed resource allocation a set of agents must assign their resources to a set of tasks. This problem arises in many real-world domains such as distributed sensor networks, disaster rescue, hospital scheduling and others. Despite the variety of approaches proposed for distributed resource allocation, a systematic formalization of the problem, explaining the different sources of difficulties, and a formal explanation of the strengths and limitations of key approaches is missing. We take a step towards this goal by using a formalization of distributed resource allocation that represents both dynamic and distributed aspects of the problem. In this paper we present a new idea for target tracking in sensor networks and compare it with previous approaches. The central contribution of the paper is a generalized mapping from distributed resource allocation to DDCSP. This mapping is proven to correctly perform resource allocation problems of specific difficulty. This theoretical result is verified in practice by a simulation on a realworld distributed sensor network.

Keywords: Distributed CSP, Target Tracking, Sensor Network

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