Search results for: wrinkling pattern

Authors: Yizhi Gai, Yukinori Kobayashi, Yohei Hoshino, Takanori Emaru

Abstract:

Motion control of flexible arms is more difficult than that of rigid arms, however utilizing its dynamics enables improved performance such as a fast motion in short operation time. This paper investigates a ball throwing robot with one rigid link and one flexible link. This robot throws a ball at a set speed with a proper control torque. A mathematical model of this ball throwing robot is derived through Hamilton’s principle. Several patterns of torque input are designed and tested through the proposed simulation models. The parameters of each torque input pattern is optimized and determined by chaos embedded vector evaluated particle swarm optimization (CEVEPSO). Then, the residual vibration of the manipulator after throwing is suppressed with input shaping technique. Finally, a real experiment is set up for the model checking.

Keywords: Motion control, flexible robotic arm, CEVEPSO, ball throwing robot.

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Authors: Poramate Manoonpong, Frank Pasemann, Florentin Wörgötter

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This paper describes reactive neural control used to generate phototaxis and obstacle avoidance behavior of walking machines. It utilizes discrete-time neurodynamics and consists of two main neural modules: neural preprocessing and modular neural control. The neural preprocessing network acts as a sensory fusion unit. It filters sensory noise and shapes sensory data to drive the corresponding reactive behavior. On the other hand, modular neural control based on a central pattern generator is applied for locomotion of walking machines. It coordinates leg movements and can generate omnidirectional walking. As a result, through a sensorimotor loop this reactive neural controller enables the machines to explore a dynamic environment by avoiding obstacles, turn toward a light source, and then stop near to it.

Keywords: Recurrent neural networks, Walking robots, Modular neural control, Phototaxis, Obstacle avoidance behavior.

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Authors: Hyeyoung Cho, Sungho Kim, SangDong Lee

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I/O workload is a critical and important factor to analyze I/O pattern and file system performance. However tracing I/O operations on the fly distributed parallel file system is non-trivial due to collection overhead and a large volume of data. In this paper, we design and implement a parallel file system logging method for high performance computing using shared memory-based multi-layer scheme. It minimizes the overhead with reduced logging operation response time and provides efficient post-processing scheme through shared memory. Separated logging server can collect sequential logs from multiple clients in a cluster through packet communication. Implementation and evaluation result shows low overhead and high scalability of this architecture for high performance parallel logging analysis.

Keywords: I/O workload, PVFS, I/O Trace.

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Authors: A.Gjukaj, G.Kabashi, G.Pula, N.Avdiu, B.Prebreza

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This paper discusses aspects of re-design of loadshedding schemes with respect to actual developments in the Kosovo power system. Load-shedding is a type of emergency control that is designed to ensure system stability by reducing power system load to match the power generation supply. This paper presents a new adaptive load-shedding scheme that provides emergency protection against excess frequency decline, in cases when the Kosovo power system might be disconnected from the regional transmission network. The proposed load-shedding scheme uses the local frequency rate information to adapt the load-shedding pattern to suit the size and location of the occurring disturbance. The proposed scheme is tested in a software simulation on a large scale PSS/E model which represents nine power system areas of Southeast Europe including the Kosovo power system.

Keywords: About Load Shedding, Power System Transient, PSS/E Dynamic Simulation, Under-frequency Protection

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Authors: Siska Soesanti, Norihiro Nakai

Abstract:

Bandung city center can be deemed as economic, social and cultural center. However the city center suffers from deterioration. The retail activities tend to shift outward the city center. Numerous idyllic residences changed into business premises in two villages situated in the north part of the city during 1990s, especially after a new highway and flyover opened. According to space syntax theory, the pattern of spatial integration in the urban grid is a prime determinant of movement patterns in the system. The syntactic analysis results show the flyover has insignificant influence on street network in the city center. However the flyover has been generating a major difference in the new commercial area since it has become relatively as strategic as the city center. Besides street network, local government policy, rapid private motorization and particular condition of each site also played important roles in encouraging the current commercial areas to flourish.

Keywords: City center, commercial area, space syntax, street network.

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Authors: M. Kheirandish, S. Borhani

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In this experiment Polystyrene/Zinc-oxide (PS/ZnO) nanocomposite fibers were produced by electrospinning technique using limonene as a green solvent. First, the morphology of electrospun pure polystyrene (PS) and PS/ZnO nanocomposite fibers investigated by SEM. Results showed the PS fiber diameter decreased by increasing concentration of Zinc Oxide nanoparticles (ZnO NPs). Thermo Gravimetric Analysis (TGA) results showed thermal stability of nanocomposites increased by increasing ZnO NPs in PS electrospun fibers. Considering Differential Scanning Calorimeter (DSC) thermograms for electrospun PS fibers indicated that introduction of ZnO NPs into fibers affects the glass transition temperature (Tg) by reducing it. Also, UV protection properties of nanocomposite fibers were increased by increasing ZnO concentration. Evaluating the effect of metal oxide NPs amount on mechanical properties of electrospun layer showed that tensile strength and elasticity modulus of the electrospun layer of PS increased by addition of ZnO NPs. X-ray diffraction (XRD) pattern of nanopcomposite fibers confirmed the presence of NPs in the samples.

Keywords: Electrospininng, nanoparticle, polystyrene, ZnO.

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Authors: Walid M. Saad

Abstract:

techniques are examined to overcome the performance degradation caused by the channel dispersion using slow frequency hopping (SFH) with dynamic frequency hopping (DFH) pattern adaptation. In DFH systems, the frequency slots are selected by continuous quality monitoring of all frequencies available in a system and modification of hopping patterns for each individual link based on replacing slots which its signal to interference ratio (SIR) measurement is below a required threshold. Simulation results will show the improvements in BER obtained by DFH in comparison with matched frequency hopping (MFH), random frequency hopping (RFH) and multi-carrier code division multiple access (MC-CDMA) in multipath slowly fading dispersive channels using a generalized bandpass two-path transfer function model, and will show the improvement obtained according to the threshold selection.

Keywords: code division multiple access (CDMA), dynamic channel allocation (DCA), dynamic channel assignment, frequency hopping, matched frequency hopping (MFH).

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Authors: Marzieh. Savoj, S. Amirhassan. Monadjemi

Abstract:

Iris localization is a very important approach in biometric identification systems. Identification process usually is implemented in three levels: iris localization, feature extraction, and pattern matching finally. Accuracy of iris localization as the first step affects all other levels and this shows the importance of iris localization in an iris based biometric system. In this paper, we consider Daugman iris localization method as a standard method, propose a new method in this field and then analyze and compare the results of them on a standard set of iris images. The proposed method is based on the detection of circular edge of iris, and improved by fuzzy circles and surface energy difference contexts. Implementation of this method is so easy and compared to the other methods, have a rather high accuracy and speed. Test results show that the accuracy of our proposed method is about Daugman method and computation speed of it is 10 times faster.

Keywords: Convolution, Edge detector filter, Fuzzy circle, Identification

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Authors: Yanhui Zhang, Wenyu Yang

Abstract:

One of the difficulties of the vibration-based damage identification methods is the nonuniqueness of the results of damage identification. The different damage locations and severity may cause the identical response signal, which is even more severe for detection of the multiple damage. This paper proposes a new strategy for damage detection to avoid this nonuniqueness. This strategy firstly determines the approximates damage area based on the statistical pattern recognition method using the dynamic strain signal measured by the distributed fiber Bragg grating, and then accurately evaluates the damage information based on the Bayesian model updating method using the experimental modal data. The stochastic simulation method is then used to compute the high-dimensional integral in the Bayesian problem. Finally, an experiment of the plate structure, simulating one part of mechanical structure, is used to verify the effectiveness of this approach.

Keywords: Bayesian method, damage detection, fiber Bragg grating, structural health monitoring.

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Authors: T. Zhou, S. F. Mohd. Razali, Y. Zhou, H. Wang, L. Cheng

Abstract:

Thewake flow behind two yawed side-by-sidecircular  cylinders is investigated using athree-dimensional vorticity probe.  Four yaw angles (α), namely, 0°, 15°, 30° and 45° and twocylinder  spacing ratios T*  of 1.7 and 3.0 were tested. For T*  = 3.0, there exist  two vortex streets and the cylinders behave as independent and  isolated ones. The maximum contour value of the coherent streamwise  vorticity ~* ωx  is only about 10% of that of the spanwise vorticity ~* ωz .  With the increase of α,  ~* ωx  increases whereas ~* ωz  decreases. At α =  45°, ~* ωx  is about 67% of ~* ωz .For T* = 1.7, only a single peak is  detected in the energy spectrum. The spanwise vorticity contours have  an organized pattern only at α = 0°. The maximum coherent vorticity  contours of ~* ω x  and ~* ωz  for T*  = 1.7 are about 30% and 7% of those  for T*  = 3.0.The independence principle (IP)in terms of Strouhal  numbers is applicable in both wakes when α< 40°.

 

Keywords: Circular cylinder wake, vorticity, vortex shedding.

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Authors: Shigeaki Sakurai, Youichi Kitahara, Ryohei Orihara

Abstract:

Sequential mining methods efficiently discover all frequent sequential patterns included in sequential data. These methods use the support, which is the previous criterion that satisfies the Apriori property, to evaluate the frequency. However, the discovered patterns do not always correspond to the interests of analysts, because the patterns are common and the analysts cannot get new knowledge from the patterns. The paper proposes a new criterion, namely, the sequential interestingness, to discover sequential patterns that are more attractive for the analysts. The paper shows that the criterion satisfies the Apriori property and how the criterion is related to the support. Also, the paper proposes an efficient sequential mining method based on the proposed criterion. Lastly, the paper shows the effectiveness of the proposed method by applying the method to two kinds of sequential data.

Keywords: Sequential mining, Support, Confidence, Apriori property

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Authors: Shigeaki Sakurai, Ken Ueno, Ryohei Orihara

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This paper proposes a method that discovers time series event patterns from textual data with time information. The patterns are composed of sequences of events and each event is extracted from the textual data, where an event is characteristic content included in the textual data such as a company name, an action, and an impression of a customer. The method introduces 7 types of time constraints based on the analysis of the textual data. The method also evaluates these constraints when the frequency of a time series event pattern is calculated. We can flexibly define the time constraints for interesting combinations of events and can discover valid time series event patterns which satisfy these conditions. The paper applies the method to daily business reports collected by a sales force automation system and verifies its effectiveness through numerical experiments.

Keywords: Text mining, sequential mining, time constraints, daily business reports.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Rainfall and runoff phenomenon is a chaotic and complex outcome of nature which requires sophisticated modelling and simulation methods for explanation and use. Time Series modelling allows runoff data analysis and can be used as forecasting tool. In the paper attempt is made to model river runoff data and predict the future behavioural pattern of river based on annual past observations of annual river runoff. The river runoff analysis and predict are done using ARIMA model. For evaluating the efficiency of prediction to hydrological events such as rainfall, runoff and etc., we use the statistical formulae applicable. The good agreement between predicted and observation river runoff coefficient of determination (R²) display that the ARIMA (4,1,1) is the suitable model for predicting Karkheh River runoff at Iran.

Keywords: Time series modelling, ARIMA model, River runoff, Karkheh River, CLS method.

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Authors: Rajesh Bera, Durbadal Mandal, Rajib Kar, Sakti P. Ghoshal

Abstract:

This paper describes optimal thinning of an Elliptical  Cylindrical Array (ECA) of uniformly excited isotropic antennas  which can generate directive beam with minimum relative Side Lobe  Level (SLL). The Particle Swarm Optimization (PSO) method, which  represents a new approach for optimization problems in  electromagnetic, is used in the optimization process. The PSO is used  to determine the optimal set of ‘ON-OFF’ elements that provides a  radiation pattern with maximum SLL reduction. Optimization is done  without prefixing the value of First Null Beam Width (FNBW). The  variation of SLL with element spacing of thinned array is also  reported. Simulation results show that the number of array elements  can be reduced by more than 50% of the total number of elements in  the array with a simultaneous reduction in SLL to less than -27dB.

 

Keywords: Thinned array, Particle Swarm Optimization, Elliptical Cylindrical Array, Side Lobe Label.

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Authors: Sahar Sohrabi

Abstract:

The emergence of Cloud data centers has revolutionized the IT industry. Private Clouds in specific provide Cloud services for certain group of customers/businesses. In a real-time private Cloud each task that is given to the system has a deadline that desirably should not be violated. Scheduling tasks in a real-time private CLoud determine the way available resources in the system are shared among incoming tasks. The aim of the scheduling policy is to optimize the system outcome which for a real-time private Cloud can include: energy consumption, deadline violation, execution time and the number of host switches. Different scheduling policies can be used for scheduling. Each lead to a sub-optimal outcome in a certain settings of the system. A Bayesian Scheduling strategy is proposed for scheduling to further improve the system outcome. The Bayesian strategy showed to outperform all selected policies. It also has the flexibility in dealing with complex pattern of incoming task and has the ability to adapt.

Keywords: Bayesian, cloud computing, real-time private cloud, scheduling.

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Authors: M. Volpini, D. Alves, A. Horta, M. Borges, P. Reis

Abstract:

The gait pattern in people that present motor limitations foment the demand for auxiliary locomotion devices. These artifacts for movement assistance vary according to its shape, size and functional features, following the clinical applications desired. Among the ortheses of lower limbs, the ankle-foot orthesis aims to improve the ability to walk in people with different neuromuscular limitations, although they do not always answer patients' expectations for their aesthetic and functional characteristics. The purpose of this study is to explore the possibility of using new design in additive manufacturer to reproduce the shape and functional features of a ankle-foot orthesis in an efficient and modern way. Therefore, this work presents a study about the performance of the mechanical forces through the analysis of finite elements in an ankle-foot orthesis. It will be demonstrated a study of distribution of the stress on the orthopedic device in orthostatism and during the movement in the course of patient's walk.

Keywords: Additive manufacture, new designs, orthoses, finite elements.

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Authors: Besa Muslimi, Miriam A. M. Capretz, Jagath Samarabandu

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Artificial neural networks (ANN) have the ability to model input-output relationships from processing raw data. This characteristic makes them invaluable in industry domains where such knowledge is scarce at best. In the recent decades, in order to overcome the black-box characteristic of ANNs, researchers have attempted to extract the knowledge embedded within ANNs in the form of rules that can be used in inference systems. This paper presents a new technique that is able to extract a small set of rules from a two-layer ANN. The extracted rules yield high classification accuracy when implemented within a fuzzy inference system. The technique targets industry domains that possess less complex problems for which no expert knowledge exists and for which a simpler solution is preferred to a complex one. The proposed technique is more efficient, simple, and applicable than most of the previously proposed techniques.

Keywords: fuzzy rule extraction, fuzzy systems, knowledgeacquisition, pattern recognition, artificial neural networks.

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Authors: Yi-Ping Fang, Hsien-Ting Cheng

Abstract:

Topical photodynamic therapy (PDT) with 5-aminolevulinic acid (ALA) is an alternative therapy for treating superficial cancer, especially for skin or oral cancer. ALA, a precursor of the photosensitizer protoporphyrin IX (PpIX), is present as zwitterions and hydrophilic property which make the low permeability through the cell membrane. Collagen is a traditional carrier; its molecular composed various amino acids which bear positive charge and negative charge. In order to utilize the ion-pairs with ALA and collagen, the study employed various pH values adjusting the net charge. The aim of this study was to compare a series collagen form, including solution, gel and sponge to investigate the topical delivery behavior of ALA. The in vivo confocal laser scanning microscopy (CLSM) study demonstrated that PpIX generation ability was different pattern after apply for 6 h. Gel type could generate high PpIX, and archived more deep of skin depth.

Keywords: 5-Aminolevulinic acid (ALA), Collagen, Ion-pairs, Penetration behavior

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Authors: J. Mehena, M. C. Adhikary

Abstract:

Edge detection is one of the most important tasks in image processing. Medical image edge detection plays an important role in segmentation and object recognition of the human organs. It refers to the process of identifying and locating sharp discontinuities in medical images. In this paper, a neuro-fuzzy based approach is introduced to detect the edges for noisy medical images. This approach uses desired number of neuro-fuzzy subdetectors with a postprocessor for detecting the edges of medical images. The internal parameters of the approach are optimized by training pattern using artificial images. The performance of the approach is evaluated on different medical images and compared with popular edge detection algorithm. From the experimental results, it is clear that this approach has better performance than those of other competing edge detection algorithms for noisy medical images.

Keywords: Edge detection, neuro-fuzzy, image segmentation, artificial image, object recognition.

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Authors: Carlos Machado, José A. Mendes

Abstract:

Home Automation is a field that, among other subjects, is concerned with the comfort, security and energy requirements of private homes. The configuration of automatic functions in this type of houses is not always simple to its inhabitants requiring the initial setup and regular adjustments. In this work, the ubiquitous computing system vision is used, where the users- action patterns are captured, recorded and used to create the contextawareness that allows the self-configuration of the home automation system. The system will try to free the users from setup adjustments as the home tries to adapt to its inhabitants- real habits. In this paper it is described a completely automated process to determine the light state and act on them, taking in account the users- daily habits. Artificial Neural Network (ANN) is used as a pattern recognition method, classifying for each moment the light state. The work presented uses data from a real house where a family is actually living.

Keywords: ANN, Home Automation, Neural Systems, PatternRecognition, Ubiquitous Computing.

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Authors: Ramya Rathan, Miral N. F. Salama

Abstract:

The variations in the arteries have been drawing attention of anatomists for a long time because of their clinical significance. The brachial artery is the principal artery of the arm which is the continuation of the axillary artery from the lower border of the Teres Major. It terminates into the radial and ulnar arteries below the elbow joint at the neck radius. The present study aims at exploring the clinical significance of the high termination of the brachial artery. During the routine cadaveric dissection of the arm, for the undergraduate students of medicine at our university, we observed a high bifurcation of the radial and the ulnar artery at the midshaft of the humerus. The median nerve was seen passing between these two junctions. Further, the course and the relations of this artery were studied. The accurate knowledge regarding these kinds of variation in the blood vessels is mandatory for planning of designing. General physicians, surgeons and radiologists should keep in mind the variations in the branching pattern of the arteries in their daily medical, diagnostic and therapeutic procedures to avoid complications in diagnostic and surgical procedures.

Keywords: Brachial artery, high termination, radial artery, ulnar artery.

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Authors: Barau Daniel, Bashayi Obadiah

Abstract:

A spatial analysis of a large 20th century urban settlement (town/city) easily presents the celebrated central Business District (CBD). Theories of Urban Land Economics have easily justified and attempted to explain the existence of such a district activity area within the cityscape. This work examines the gradual emergence and development of the CBD in Lafia Town, Nigeria over 20 years and the attended urban problems caused by its emergence. Personal knowledge and observation of land use change are the main sources of data for the work, with unstructured interview with residents. The result are that the absence of a co-ordinate land use plan for the town, multi-nuclei nature, and regional location of surrounding towns have affected the growth pattern, hence the CBD. Traffic congestion, dispersed CBD land uses are some of the urban planning problems. The work concludes by advocating for integrating CBD uses.

Keywords: Urban planning, Central Business District (CBD), downtown.

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Authors: Qiuyi Lyu, Bin Gong

Abstract:

Breadth-First Search (BFS) is a core graph algorithm that is widely used for graph analysis. As it is frequently used in many graph applications, improving the BFS performance is essential. In this paper, we present a graph ordering method that could reorder the graph nodes to achieve better data locality, thus, improving the BFS performance. Our method is based on an observation that the sibling relationships will dominate the cache access pattern during the BFS traversal. Therefore, we propose a frequency-based model to construct the graph order. First, we optimize the graph order according to the nodes’ visit frequency. Nodes with high visit frequency will be processed in priority. Second, we try to maximize the child nodes’ overlap layer by layer. As it is proved to be NP-hard, we propose a heuristic method that could greatly reduce the preprocessing overheads.We conduct extensive experiments on 16 real-world datasets. The result shows that our method could achieve comparable performance with the state-of-the-art methods while the graph ordering overheads are only about 1/15.

Keywords: Breadth-first search, BFS, graph ordering, graph algorithm.

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Authors: C. Elavarasi, T. Shanmuganantham

Abstract:

A coplanar waveguide (CPW) feed is presented, and comprising a split ring resonator (SRR) loaded fractal with water lily shape is used for multi band applications. The impedance matching of the antenna is determined by the number of Koch curve fractal unit cells. The antenna is designed on a FR4 substrate with a permittivity of ε_{r =} 4.4 and size of 14 x 16 x 1.6 mm³ to generate multi resonant mode at 3.8 GHz covering S band, 8.68 GHz at X band, 13.96 GHz at Ku band, and 19.74 GHz at K band with reflection coefficient better than -10 dB. Simulation results show that the antenna exhibits the desired voltage standing wave ratio (VSWR) level and radiation patterns across the wide frequency range. The fundamental parameters of the antenna such as return loss, VSWR, good radiation pattern with reasonable gain across the operating bands are obtained.

Keywords: Monopole antenna, fractal, metamaterial, waterlily shape, split ring resonator, multiband.

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Authors: Airoldi G., Bumby J. R., Dominy C., G.L. Ingram, Lim C. H., Mahkamov K., N. L. Brown, A. Mebarki, M. Shanel

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Axial Flux Permanent Magnet (AFPM) Machines require effective cooling due to their high power density. The detrimental effects of overheating such as degradation of the insulation materials, magnets demagnetization, and increase of Joule losses are well known. This paper describes the CFD simulations performed on a test rig model of an air cooled Axial Flux Permanent Magnet (AFPM) generator built at Durham University to identify the temperatures and heat transfer coefficient on the stator. The Reynolds Averaged Navier-Stokes and the Energy equations are solved and the flow pattern and heat transfer developing inside the machine are described. The Nusselt number on the stator surfaces has been found. The dependency of the heat transfer on the flow field is described temperature field obtained. Tests on an experimental are undergoing in order to validate the CFD results.

Keywords: Axial flux permanent magnet machines, thermal modeling, CFD.

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Authors: M. A. Badr, A. N. Mohib, M. M. Ibrahim

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The objective of this research is to study the technical and economic performance of wind/diesel/battery (W/D/B) system supplying a remote small gathering of six families using HOMER software package. The electrical energy is to cater for the basic needs for which the daily load pattern is estimated. Net Present Cost (NPC) and Cost of Energy (COE) are used as economic criteria, while the  measure of performance is % of power shortage. Technical and economic parameters are defined to estimate the feasibility of the system under study. Optimum system configurations are estimated for two sites. Using HOMER software, the simulation results showed that W/D/B systems are economical for the assumed community sites as the price of generated electricity is about 0.308 $/kWh, without taking external benefits into considerations. W/D/B systems are more economical than W/B or diesel alone systems, as the COE is 0.86 $/kWh for W/B and 0.357 $/kWh for diesel alone.

Keywords: Optimum energy systems, Remote electrification, Renewable energy, Wind turbine systems.

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Authors: Bremananth R, Nithya B, Saipriya R

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The proposed system identifies the species of the wood using the textural features present in its barks. Each species of a wood has its own unique patterns in its bark, which enabled the proposed system to identify it accurately. Automatic wood recognition system has not yet been well established mainly due to lack of research in this area and the difficulty in obtaining the wood database. In our work, a wood recognition system has been designed based on pre-processing techniques, feature extraction and by correlating the features of those wood species for their classification. Texture classification is a problem that has been studied and tested using different methods due to its valuable usage in various pattern recognition problems, such as wood recognition, rock classification. The most popular technique used for the textural classification is Gray-level Co-occurrence Matrices (GLCM). The features from the enhanced images are thus extracted using the GLCM is correlated, which determines the classification between the various wood species. The result thus obtained shows a high rate of recognition accuracy proving that the techniques used in suitable to be implemented for commercial purposes.

Keywords: Correlation, Grey Level Co-Occurrence Matrix, ProbabilityDensity Function, Wood Recognition.

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Authors: Jasmine Adela Mutang, Alfred Chan Huan Zhi, Norzihan Ayub, Chua Bee Seok, Rosnah Ismail, Ooh Siew Ling, Uichol Kim

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This study aims to investigate how much both son and daughter trust their father and what are the underlying reasons they trust their father. The results revealed five main reasons why Malaysian adolescents trust their father. Those reasons are related to the role of father, father-child relationship, father-s characteristics, father-s nurturing nature and father-s attitude and behavior. A total of 1022 students (males = 241, females = 781) from one of public university in Sabah, Malaysia participated in the study. The participants completed open-ended questionnaires developed by Kim (2008), asking how much the adolescents trust their father, and the reasons why they trust their father. The data was analysed by using the indigenous psychology method proposed by [1] Findings of this study revealed the pattern of trust towards father for both Malaysian male and female adolescents. The results contributed new information about Malaysian adolescents- trust towards their father form the indigenous context. The implications of finding will be discussed.

Keywords: Adolescent, Father-child relationship, Indigenous Psychology, Trust.

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Authors: Julio Molleda, Daniel F. García, Juan C. Granda, Francisco J. Suárez

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One of the main trouble in a steel strip manufacturing line is the breakage of whatever weld carried out between steel coils, that are used to produce the continuous strip to be processed. A weld breakage results in a several hours stop of the manufacturing line. In this process the damages caused by the breakage must be repaired. After the reparation and in order to go on with the production it will be necessary a restarting process of the line. For minimizing this problem, a human operator must inspect visually and manually each weld in order to avoid its breakage during the manufacturing process. The work presented in this paper is based on the Bayesian decision theory and it presents an approach to detect, on real-time, steel strip defective welds. This approach is based on quantifying the tradeoffs between various classification decisions using probability and the costs that accompany such decisions.

Keywords: Classification, Pattern Recognition, ProbabilisticReasoning, Statistical Data Analysis.

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Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

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