Search results for: large database of image

Authors: R. Krishnamoorthy, N. Amudhavalli, M.K. Sivakkolunthu

Abstract:

X-ray mammography is the most effective method for the early detection of breast diseases. However, the typical diagnostic signs such as microcalcifications and masses are difficult to detect because mammograms are of low-contrast and noisy. In this paper, a new algorithm for image denoising and enhancement in Orthogonal Polynomials Transformation (OPT) is proposed for radiologists to screen mammograms. In this method, a set of OPT edge coefficients are scaled to a new set by a scale factor called OPT scale factor. The new set of coefficients is then inverse transformed resulting in contrast improved image. Applications of the proposed method to mammograms with subtle lesions are shown. To validate the effectiveness of the proposed method, we compare the results to those obtained by the Histogram Equalization (HE) and the Unsharp Masking (UM) methods. Our preliminary results strongly suggest that the proposed method offers considerably improved enhancement capability over the HE and UM methods.

Keywords: mammograms, image enhancement, orthogonalpolynomials, contrast improvement

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Authors: Kuo-Yang Cheng, Yi-Lun Pan, Chang-Hsing Wu, His-En Yu, Hui-Shan Chen, Weicheng Huang

Abstract:

The main mission of Ezilla is to provide a friendly interface to access the virtual machine and quickly deploy the high performance computing environment. Ezilla has been developed by Pervasive Computing Team at National Center for High-performance Computing (NCHC). Ezilla integrates the Cloud middleware, virtualization technology, and Web-based Operating System (WebOS) to form a virtual computer in distributed computing environment. In order to upgrade the dataset and speedup, we proposed the sensor observation system to deal with a huge amount of data in the Cassandra database. The sensor observation system is based on the Ezilla to store sensor raw data into distributed database. We adopt the Ezilla Cloud service to create virtual machines and login into virtual machine to deploy the sensor observation system. Integrating the sensor observation system with Ezilla is to quickly deploy experiment environment and access a huge amount of data with distributed database that support the replication mechanism to protect the data security.

Keywords: Cloud, Virtualization, Cassandra, WebOS

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Authors: M. Vatsa, R. Singh, A. Noore

Abstract:

This paper presents a novel iris recognition system using 1D log polar Gabor wavelet and Euler numbers. 1D log polar Gabor wavelet is used to extract the textural features, and Euler numbers are used to extract topological features of the iris. The proposed decision strategy uses these features to authenticate an individual-s identity while maintaining a low false rejection rate. The algorithm was tested on CASIA iris image database and found to perform better than existing approaches with an overall accuracy of 99.93%.

Keywords: Iris recognition, textural features, topological features.

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Authors: Hassan Masoumi, Ahad Salimi, Nazanin Barhemmat, Babak Gholami

Abstract:

Artificial neural networks have gained a lot of interest as empirical models for their powerful representational capacity, multi input and output mapping characteristics. In fact, most feedforward networks with nonlinear nodal functions have been proved to be universal approximates. In this paper, we propose a new supervised method for color image classification based on selforganizing feature maps (SOFM). This algorithm is based on competitive learning. The method partitions the input space using self-organizing feature maps to introduce the concept of local neighborhoods. Our image classification system entered into RGB image. Experiments with simulated data showed that separability of classes increased when increasing training time. In additional, the result shows proposed algorithms are effective for color image classification.

Keywords: Classification, SOFM, neural network, RGB images.

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Authors: R. Senthilkumar

Abstract:

Most simple nonlinear thresholding rules for wavelet- based denoising assume that the wavelet coefficients are independent. However, wavelet coefficients of natural images have significant dependencies. This paper attempts to give a recipe for selecting one of the popular image-denoising algorithms based on VisuShrink, SureShrink, OracleShrink, BayesShrink and BiShrink and also this paper compares different Bivariate models used for image denoising applications. The first part of the paper compares different Shrinkage functions used for image-denoising. The second part of the paper compares different bivariate models and the third part of this paper uses the Bivariate model with modified marginal variance which is based on Laplacian assumption. This paper gives an experimental comparison on six 512x512 commonly used images, Lenna, Barbara, Goldhill, Clown, Boat and Stonehenge. The following noise powers 25dB,26dB, 27dB, 28dB and 29dB are added to the six standard images and the corresponding Peak Signal to Noise Ratio (PSNR) values are calculated for each noise level.

Keywords: BiShrink, Image-Denoising, PSNR, Shrinkage function

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Authors: M. Breška, I. Peruš, V. Stankovski

Abstract:

The number of Ground Motion Prediction Equations (GMPEs) used for predicting peak ground acceleration (PGA) and the number of earthquake recordings that have been used for fitting these equations has increased in the past decades. The current PF-L database contains 3550 recordings. Since the GMPEs frequently model the peak ground acceleration the goal of the present study was to refit a selection of 44 of the existing equation models for PGA in light of the latest data. The algorithm Levenberg-Marquardt was used for fitting the coefficients of the equations and the results are evaluated both quantitatively by presenting the root mean squared error (RMSE) and qualitatively by drawing graphs of the five best fitted equations. The RMSE was found to be as low as 0.08 for the best equation models. The newly estimated coefficients vary from the values published in the original works.

Keywords: Ground Motion Prediction Equations, Levenberg-Marquardt algorithm, refitting PF-L database.

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Authors: G. Ghodrati Amiri, M. Khorasani, Razavian Ameri, M.Mohamadi Dehcheshmeh, S.Fathi

Abstract:

Many studies have been conducted for derivation of attenuation relationships worldwide, however few relationships have been developed to use for the seismic region of Iranian plateau and only few of these studies have been conducted for derivation of attenuation relationships for parameters such as uniform duration. Uniform duration is the total time during which the acceleration is larger than a given threshold value (default is 5% of PGA). In this study, the database was same as that used previously by Ghodrati Amiri et al. (2007) with same correction methods for earthquake records in Iran. However in this study, records from earthquakes with MS< 4.0 were excluded from this database, each record has individually filtered afterward, and therefore the dataset has been expanded. These new set of attenuation relationships for Iran are derived based on tectonic conditions with soil classification into rock and soil. Earthquake parameters were chosen to be hypocentral distance and magnitude in order to make it easier to use the relationships for seismic hazard analysis. Tehran is the capital city of Iran wit ha large number of important structures. In this study, a probabilistic approach has been utilized for seismic hazard assessment of this city. The resulting uniform duration against return period diagrams are suggested to be used in any projects in the area.

Keywords: Attenuation Relationships, Iran, Probabilistic Seismic Hazard Analysis, Tehran, Uniform Duration

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Authors: Oh-Yeol Kwon, Sung-Il Chien

Abstract:

A conventional image posterization method occasionally fails to preserve the shape and color of objects due to the uneffective color reduction. This paper proposes a new image posterizartion method by using modified color quantization for preserving the shape and color of objects and color contrast enhancement for improving lightness contrast and saturation. Experiment results show that our proposed method can provide visually more satisfactory posterization result than that of the conventional method.

Keywords: Color contrast enhancement, color quantization, color segmentation, image posterization

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Authors: N. Nacereddine, M. Zelmat, S. S. Belaïfa, M. Tridi

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Industrial radiography is a famous technique for the identification and evaluation of discontinuities, or defects, such as cracks, porosity and foreign inclusions found in welded joints. Although this technique has been well developed, improving both the inspection process and operating time, it does suffer from several drawbacks. The poor quality of radiographic images is due to the physical nature of radiography as well as small size of the defects and their poor orientation relatively to the size and thickness of the evaluated parts. Digital image processing techniques allow the interpretation of the image to be automated, avoiding the presence of human operators making the inspection system more reliable, reproducible and faster. This paper describes our attempt to develop and implement digital image processing algorithms for the purpose of automatic defect detection in radiographic images. Because of the complex nature of the considered images, and in order that the detected defect region represents the most accurately possible the real defect, the choice of global and local preprocessing and segmentation methods must be appropriated.

Keywords: Digital image processing, global and localapproaches, radiographic film, weld defect.

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Authors: S. Esakkirajan, T. Veerakumar, V. Senthil Murugan, P. Navaneethan

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The existing image coding standards generally degrades at low bit-rates because of the underlying block based Discrete Cosine Transform scheme. Over the past decade, the success of wavelets in solving many different problems has contributed to its unprecedented popularity. Due to implementation constraints scalar wavelets do not posses all the properties such as orthogonality, short support, linear phase symmetry, and a high order of approximation through vanishing moments simultaneously, which are very much essential for signal processing. New class of wavelets called 'Multiwavelets' which posses more than one scaling function overcomes this problem. This paper presents a new image coding scheme based on non linear approximation of multiwavelet coefficients along with multistage vector quantization. The performance of the proposed scheme is compared with the results obtained from scalar wavelets.

Keywords: Image compression, Multiwavelets, Multi-stagevector quantization.

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Authors: Stefan Menzel

Abstract:

As a result of the daily workflow in the design development departments of companies, databases containing huge numbers of 3D geometric models are generated. According to the given problem engineers create CAD drawings based on their design ideas and evaluate the performance of the resulting design, e.g. by computational simulations. Usually, new geometries are built either by utilizing and modifying sets of existing components or by adding single newly designed parts to a more complex design. The present paper addresses the two facets of acquiring components from large design databases automatically and providing a reasonable overview of the parts to the engineer. A unified framework based on the topographic non-negative matrix factorization (TNMF) is proposed which solves both aspects simultaneously. First, on a given database meaningful components are extracted into a parts-based representation in an unsupervised manner. Second, the extracted components are organized and visualized on square-lattice 2D maps. It is shown on the example of turbine-like geometries that these maps efficiently provide a wellstructured overview on the database content and, at the same time, define a measure for spatial similarity allowing an easy access and reuse of components in the process of design development.

Keywords: Design decomposition, topographic non-negative matrix factorization, parts-based representation, self-organization, unsupervised feature extraction.

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Authors: Yung-Gi Wu

Abstract:

With the growing of computer and network, digital data can be spread to anywhere in the world quickly. In addition, digital data can also be copied or tampered easily so that the security issue becomes an important topic in the protection of digital data. Digital watermark is a method to protect the ownership of digital data. Embedding the watermark will influence the quality certainly. In this paper, Vector Quantization (VQ) is used to embed the watermark into the image to fulfill the goal of data hiding. This kind of watermarking is invisible which means that the users will not conscious the existing of embedded watermark even though the embedded image has tiny difference compared to the original image. Meanwhile, VQ needs a lot of computation burden so that we adopt a fast VQ encoding scheme by partial distortion searching (PDS) and mean approximation scheme to speed up the data hiding process. The watermarks we hide to the image could be gray, bi-level and color images. Texts are also can be regarded as watermark to embed. In order to test the robustness of the system, we adopt Photoshop to fulfill sharpen, cropping and altering to check if the extracted watermark is still recognizable. Experimental results demonstrate that the proposed system can resist the above three kinds of tampering in general cases.

Keywords: Data hiding, vector quantization, watermark.

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Authors: İsmail Karaca, Ömer Söner

Abstract:

The use of advanced methods has been increasing day by day in the maritime sector, which is one of the sectors least affected by the COVID-19 pandemic. It is aimed to minimize accidents, especially by using advanced methods in the investigation of marine accidents. This research aimed to conduct an exploratory statistical analysis of particular ship accidents in the Transport Safety Investigation Center of Turkey database. 46 ship accidents, which occurred between 2010-2018, have been selected from the database. In addition to the availability of a reliable and comprehensive database, taking advantage of the robust statistical models for investigation is critical to improving the safety of ships. Thus, descriptive analysis has been used in the research to identify causes and conditional factors related to different types of ship accidents. The research outcomes underline the fact that environmental factors and day and night ratio have great influence on ship safety.

Keywords: Descriptive analysis, maritime industry, maritime safety, marine accident analysis.

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Authors: A. Umemuro, M. Sato, M. Narita, S. Hori, S. Sakurai, T. Nakayama, A. Nakazawa, T. Ogura

Abstract:

Mammography requires the detection of very small calcifications, and physicians search for microcalcifications by magnifying the images as they read them. The mouse is necessary to zoom in on the images, but this can be tiring and distracting when many images are read in a single day. Therefore, an image magnification system combining an eye-detector and a simple electroencephalograph (EEG) scanner was devised, and its operability was evaluated. Two experiments were conducted in this study: the measurement of eye-detection error using an eye-detector and the measurement of the time required for image magnification using a simple EEG scanner. Eye-detector validation showed that the mean distance of eye-detection error ranged from 0.64 cm to 2.17 cm, with an overall mean of 1.24 ± 0.81 cm for the observers. The results showed that the eye detection error was small enough for the magnified area of the mammographic image. The average time required for point magnification in the verification of the simple EEG scanner ranged from 5.85 to 16.73 seconds, and individual differences were observed. The reason for this may be that the size of the simple EEG scanner used was not adjustable, so it did not fit well for some subjects. The use of a simple EEG scanner with size adjustment would solve this problem. Therefore, the image magnification system using the eye-detector and the simple EEG scanner is useful.

Keywords: EEG scanner, eye-detector, mammography, observers.

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Authors: Ali Ridho Barakbah, Yasushi Kiyoki

Abstract:

This paper presents a new approach for image segmentation by applying Pillar-Kmeans algorithm. This segmentation process includes a new mechanism for clustering the elements of high-resolution images in order to improve precision and reduce computation time. The system applies K-means clustering to the image segmentation after optimized by Pillar Algorithm. The Pillar algorithm considers the pillars- placement which should be located as far as possible from each other to withstand against the pressure distribution of a roof, as identical to the number of centroids amongst the data distribution. This algorithm is able to optimize the K-means clustering for image segmentation in aspects of precision and computation time. It designates the initial centroids- positions by calculating the accumulated distance metric between each data point and all previous centroids, and then selects data points which have the maximum distance as new initial centroids. This algorithm distributes all initial centroids according to the maximum accumulated distance metric. This paper evaluates the proposed approach for image segmentation by comparing with K-means and Gaussian Mixture Model algorithm and involving RGB, HSV, HSL and CIELAB color spaces. The experimental results clarify the effectiveness of our approach to improve the segmentation quality in aspects of precision and computational time.

Keywords: Image segmentation, K-means clustering, Pillaralgorithm, color spaces.

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Authors: J. Grira, Y. Bédard, S. Roche

Abstract:

The aim of this research is to design a collaborative framework that integrates risk analysis activities into the geospatial database design (GDD) process. Risk analysis is rarely undertaken iteratively as part of the present GDD methods in conformance to requirement engineering (RE) guidelines and risk standards. Accordingly, when risk analysis is performed during the GDD, some foreseeable risks may be overlooked and not reach the output specifications especially when user intentions are not systematically collected. This may lead to ill-defined requirements and ultimately in higher risks of geospatial data misuse. The adopted approach consists of 1) reviewing risk analysis process within the scope of RE and GDD, 2) analyzing the challenges of risk analysis within the context of GDD, and 3) presenting the components of a risk-based collaborative framework that improves the collection of the intended/forbidden usages of the data and helps geo-IT experts to discover implicit requirements and risks.

Keywords: Collaborative risk analysis, intention of use, Geospatial database design, Geospatial data misuse.

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Authors: Osama Mohamed Elrajubi, Idris El-Feghi, Mohamed Abu Baker Saghayer

Abstract:

This paper describes an identification of specific shapes within binary images using the morphological Hit-or-Miss Transform (HMT). Hit-or-Miss transform is a general binary morphological operation that can be used in searching of particular patterns of foreground and background pixels in an image. It is actually a basic operation of binary morphology since almost all other binary morphological operators are derived from it. The input of this method is a binary image and a structuring element (a template which will be searched in a binary image) while the output is another binary image. In this paper a modification of Hit-or-Miss transform has been proposed. The accuracy of algorithm is adjusted according to the similarity of the template and the sought template. The implementation of this method has been done by C language. The algorithm has been tested on several images and the results have shown that this new method can be used for similar shape detection.

Keywords: Hit-or/and-Miss Operator/Transform, HMT, binary morphological operation, shape detection, binary images processing.

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Authors: Su Su Yi Mon, Fang Jiancheng

Abstract:

Synthetic Aperture Radar (SAR) is an imaging radar form by taking full advantage of the relative movement of the antenna with respect to the target. Through the simultaneous processing of the radar reflections over the movement of the antenna via the Range Doppler Algorithm (RDA), the superior resolution of a theoretical wider antenna, termed synthetic aperture, is obtained. Therefore, SAR can achieve high resolution two dimensional imagery of the ground surface. In addition, two filtering steps in range and azimuth direction provide accurate enough result. This paper develops a simulation in which realistic SAR images can be generated. Also, the effect of velocity errors in the resulting image has also been investigated. Taking some velocity errors into account, the simulation results on the image resolution would be presented. Most of the times, algorithms need to be adjusted for particular datasets, or particular applications.

Keywords: Synthetic Aperture Radar (SAR), Range Doppler Algorithm (RDA), Image Resolution.

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Authors: Liyakathunisa, V. K. Ananthashayana

Abstract:

Crucial information barely visible to the human eye is often embedded in a series of low resolution images taken of the same scene. Super resolution reconstruction is the process of combining several low resolution images into a single higher resolution image. The ideal algorithm should be fast, and should add sharpness and details, both at edges and in regions without adding artifacts. In this paper we propose a super resolution blind reconstruction technique for linearly degraded images. In our proposed technique the algorithm is divided into three parts an image registration, wavelets based fusion and an image restoration. In this paper three low resolution images are considered which may sub pixels shifted, rotated, blurred or noisy, the sub pixel shifted images are registered using affine transformation model; A wavelet based fusion is performed and the noise is removed using soft thresolding. Our proposed technique reduces blocking artifacts and also smoothens the edges and it is also able to restore high frequency details in an image. Our technique is efficient and computationally fast having clear perspective of real time implementation.

Keywords: Affine Transforms, Denoiseing, DWT, Fusion, Image registration.

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Authors: Haluk Eren, Mucahit Karaduman

Abstract:

This paper presents 15-year trends for scientific studies in a scientific database considering 3D and vehicle words. Two words are selected to find their associated publications in IEEE scholar database. Both of keywords are entered individually for the years 2002, 2012, and 2016 on the database to identify the preferred subjects of researchers in same years. We have classified closer research fields after searching and listing. Three years (2002, 2012, and 2016) have been investigated to figure out progress in specified time intervals. The first one is assumed as the initial progress in between 2002-2012, and the second one is in 2012-2016 that is fast development duration. We have found very interesting and beneficial results to understand the scholars’ research field preferences for a decade. This information will be highly desirable in smart city-based research purposes consisting of 3D and vehicle-related issues.

Keywords: Vehicle, 3D, smart city, scholarly search, semantic.

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Authors: S. Samanta, D. Datta, S. S. Gautam

Abstract:

In this paper, quantitative evaluation of ultrasonic Cscan images through estimation of their Fractal Dimension (FD) is discussed. Necessary algorithm for evaluation of FD of any 2-D digitized image is implemented by developing a computer code. For the evaluation purpose several C-scan images of the Kevlar composite impacted by high speed bullet and glass fibre composite having flaw in the form of inclusion is used. This analysis automatically differentiates a C-scan image showing distinct damage zone, from an image that contains no such damage.

Keywords: C-scan, Impact, Fractal Dimension, Kevlar composite and Inclusion Flaw

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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: Abdelali Joumad, Abdelaziz Nasroallah

Abstract:

In unsupervised segmentation context, we propose a bi-dimensional hidden Markov chain model (X,Y) that we adapt to the image segmentation problem. The bi-dimensional observed process Y = (Y 1, Y 2) is such that Y 1 represents the noisy image and Y 2 represents a noisy supplementary information on the image, for example a noisy proportion of pixels of the same type in a neighborhood of the current pixel. The proposed model can be seen as a competitive alternative to the Hilbert-Peano scan. We propose a bayesian algorithm to estimate parameters of the considered model. The performance of this algorithm is globally favorable, compared to the bi-dimensional EM algorithm through numerical and visual data.

Keywords: Image segmentation, Hidden Markov chain with a bi-dimensional observed process, Peano-Hilbert scan, Bayesian approach, MCMC methods, Bi-dimensional EM algorithm.

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Authors: Alessandro Bevilacqua, Alessandro Gherardi, Filippo Piccinini

Abstract:

Image mosaicing techniques are usually employed to offer researchers a wider field of view of microscopic image of biological samples. a mosaic is commonly achieved using automated microscopes and often with one “color" channel, whether it refers to natural or fluorescent analysis. In this work we present a method to achieve three subsequent mosaics of the same part of a stem cell culture analyzed in phase contrast and in fluorescence, with a common non-automated inverted microscope. The mosaics obtained are then merged together to mark, in the original contrast phase images, nuclei and cytoplasm of the cells referring to a mosaic of the culture, rather than to single images. The experiments carried out prove the effectiveness of our approach with cultures of cells stained with calcein (green/cytoplasm and nuclei) and hoechst (blue/nuclei) probes.

Keywords: Microscopy, image mosaicing, fluorescence, stem cells.

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Authors: Srilekha Mukherjee, Subha Ash, Goutam Sanyal

Abstract:

Information security plays a major role in uplifting the standard of secured communications via global media. In this paper, we have suggested a technique of encryption followed by insertion before transmission. Here, we have implemented two different concepts to carry out the above-specified tasks. We have used a two-point crossover technique of the genetic algorithm to facilitate the encryption process. For each of the uniquely identified rows of pixels, different mathematical methodologies are applied for several conditions checking, in order to figure out all the parent pixels on which we perform the crossover operation. This is done by selecting two crossover points within the pixels thereby producing the newly encrypted child pixels, and hence the encrypted cover image. In the next lap, the first and second order derivative operators are evaluated to increase the security and robustness. The last lap further ensures reapplication of the crossover procedure to form the final stego-image. The complexity of this system as a whole is huge, thereby dissuading the third party interferences. Also, the embedding capacity is very high. Therefore, a larger amount of secret image information can be hidden. The imperceptible vision of the obtained stego-image clearly proves the proficiency of this approach.

Keywords: Steganography, Crossover, Differential Calculus, Peak Signal to Noise Ratio, Cross-correlation Coefficient.

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Authors: P. Mohamed Fathimal, P. Arockia Jansi Rani

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In this era of online communication, which transacts data in 0s and 1s, confidentiality is a priced commodity. Ensuring safe transmission of encrypted data and their uncorrupted recovery is a matter of prime concern. Among the several techniques for secure sharing of images, this paper proposes a k out of n region incrementing image sharing scheme for color images. The highlight of this scheme is the use of simple Boolean and arithmetic operations for generating shares and the Lagrange interpolation polynomial for authenticating shares. Additionally, this scheme addresses problems faced by existing algorithms such as color reversal and pixel expansion. This paper regenerates the original secret image whereas the existing systems regenerates only the half toned secret image.

Keywords: Threshold Secret Sharing Scheme, Access Control, Steganography, Authentication, Secret Image Sharing, XOR, Pixel Expansion.

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Authors: Gabriele Bedon, Marco Raciti Castelli, Ernesto Benini

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A dynamic stall-corrected Blade Element-Momentum algorithm based on a hybrid polar is validated through the comparison with Sandia experimental measurements on a 5-m diameter wind turbine of Troposkien shape. Different dynamic stall models are evaluated. The numerical predictions obtained using the extended aerodynamic coefficients provided by both Sheldal and Klimas and Raciti Castelli et al. are compared to experimental data, determining the potential of the hybrid database for the numerical prediction of vertical-axis wind turbine performances.

Keywords: Darrieus wind turbine, Blade Element-Momentum Theory, extended airfoil database, hybrid database, Sandia 5-m wind turbine.

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Authors: R. Suszynski, K. Wawryn, R. Wirski

Abstract:

The new concept of two–dimensional (2D) image processing implementation for auto-guiding system is shown in this paper. It is dedicated to astrophotography and operates with astronomy CCD guide cameras or with self-guided dual-detector CCD cameras and ST4 compatible equatorial mounts. This idea was verified by MATLAB model, which was used to test all procedures and data conversions. Next the circuit prototype was implemented at Altera MAX II CPLD device and tested for real astronomical object images. The digital processing speed of CPLD prototype board was sufficient for correct equatorial mount guiding in real-time system.

Keywords: DSO astrophotography, image processing, twodimensionalconvolution method, two-dimensional filtering.

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Authors: Sang Hoon Kang, Seong-Min Yoon

Abstract:

Little attention has been paid to information transmission between the portfolios of large stocks and small stocks in the Korean stock market. This study investigates the return and volatility transmission mechanisms between large and small stocks in the Korea Exchange (KRX). This study also explores whether bad news in the large stock market leads to a volatility of the small stock market that is larger than the good news volatility of the large stock market. By employing the Granger causality test, we found unidirectional return transmissions from the large stocks to medium and small stocks. This evidence indicates that pat information about the large stocks has a better ability to predict the returns of the medium and small stocks in the Korean stock market. Moreover, by using the asymmetric GARCH-BEKK model, we observed the unidirectional relationship of asymmetric volatility transmission from large stocks to the medium and small stocks. This finding suggests that volatility in the medium and small stocks following a negative shock in the large stocks is larger than that following a positive shock in the large stocks.

Keywords: Asymmetric GARCH-BEKK model, Asymmetric volatility transmission, Causality, Korean stock market, Spillover effect

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Authors: Nieves M. C. Talavera-Prieto, Abel G. M. Ferreira, António T. G. Portugal, Rui J. Moreira, Jaime B. Santos

Abstract:

The knowledge of biodiesel density over large ranges of temperature and pressure is important for predicting the behavior of fuel injection and combustion systems in diesel engines, and for the optimization of such systems. In this study, cottonseed oil was transesterified into biodiesel and its density was measured at temperatures between 288 K and 358 K and pressures between 0.1 MPa and 30 MPa, with expanded uncertainty estimated as ±1.6 kg⋅m- 3. Experimental pressure-volume-temperature (pVT) cottonseed data was used along with literature data relative to other 18 biodiesels, in order to build a database used to test the correlation of density with temperarure and pressure using the Goharshadi–Morsali–Abbaspour equation of state (GMA EoS). To our knowledge, this is the first that density measurements are presented for cottonseed biodiesel under such high pressures, and the GMA EoS used to model biodiesel density. The new tested EoS allowed correlations within 0.2 kg·m-3 corresponding to average relative deviations within 0.02%. The built database was used to develop and test a new full predictive model derived from the observed linear relation between density and degree of unsaturation (DU), which depended from biodiesel FAMEs profile. The average density deviation of this method was only about 3 kg.m-3 within the temperature and pressure limits of application. These results represent appreciable improvements in the context of density prediction at high pressure when compared with other equations of state.

Keywords: Biodiesel, Correlation, Density, Equation of state, Prediction.

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