Search results for: Autoregressive Integrated Moving Average

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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Authors: Petr Seďa

Abstract:

This paper deals with heterogeneous autoregressive models of realized volatility (HAR-RV models) on high-frequency data of stock indices in the USA. Its aim is to capture the behavior of three groups of market participants trading on a daily, weekly and monthly basis and assess their role in predicting the daily realized volatility. The benefits of this work lies mainly in the application of heterogeneous autoregressive models of realized volatility on stock indices in the USA with a special aim to analyze an impact of the global financial crisis on applied models forecasting performance. We use three data sets, the first one from the period before the global financial crisis occurred in the years 2006-2007, the second one from the period when the global financial crisis fully hit the U.S. financial market in 2008-2009 years, and the last period was defined over 2010-2011 years. The model output indicates that estimated realized volatility in the market is very much determined by daily traders and in some cases excludes the impact of those market participants who trade on monthly basis.

Keywords: Global financial crisis, heterogeneous autoregressive model, in-sample forecast, realized volatility, U.S. stock market.

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Authors: M. Karimpour, N. Elkhoury, L. Hitihamillage, S. Moridpour, R. Hesami

Abstract:

There is a necessity among rail transportation authorities for a superior understanding of the rail track degradation overtime and the factors influencing rail degradation. They need an accurate technique to identify the time when rail tracks fail or need maintenance. In turn, this will help to increase the level of safety and comfort of the passengers and the vehicles as well as improve the cost effectiveness of maintenance activities. An accurate model can play a key role in prediction of the long-term behaviour of railroad tracks. An accurate model can decrease the cost of maintenance. In this research, the rail track degradation is predicted using an autoregressive moving average with exogenous input (ARMAX). An ARMAX has been implemented on Melbourne tram data to estimate the values for the tram track degradation. Gauge values and rail usage in Million Gross Tone (MGT) are the main parameters used in the model. The developed model can accurately predict the future status of the tram tracks.

Keywords: ARMAX, Dynamic systems, MGT, Prediction, Rail degradation.

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Authors: FiroozBakhtiari-Nejad, Hamidreza Rostami, MeysamMirzaee, Mona Zandbaf

Abstract:

Dynamic tests are an important step of the design of engineering structures, because the accuracy of predictions of theoretical–numerical procedures can be assessed. In experimental test of moving loads that is one of the major research topics, the load is modeled as a simple moving mass or a small vehicle. This paper deals with the applicability of Non-contact Moving Load (NML) for vibration analysis. For this purpose, an experimental set-up is designed to generate the different types of NML including constant and harmonic. The proposed method relies on pressurized air which is useful, especially when dealing with fragile or sensitive structures. To demonstrate the performance of this system, the set-up is employedfor a modal analysis of a beam and detecting crack of the beam.The obtained results indicate that the experimental set-up for NML can be an attractive alternative to the moving load problems.

Keywords: Experimental analysis, Moving load, Non-contact excitation.

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Authors: Susannah G. Fleming Lionel Tarassenko

Abstract:

The photoplethysmogram (PPG) is the pulsatile waveform produced by the pulse oximeter, which is widely used for monitoring arterial oxygen saturation in patients. Various methods for extracting the breathing rate from the PPG waveform have been compared using a consistent data set, and a novel technique using autoregressive modelling is presented. This novel technique is shown to outperform the existing techniques, with a mean error in breathing rate of 0.04 breaths per minute.

Keywords: Autoregressive modelling, breathing rate, photoplethysmogram, pulse oximetry.

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Authors: Autcha Araveeporn

Abstract:

The Random Coefficient Dynamic Regression (RCDR) model is to developed from Random Coefficient Autoregressive (RCA) model and Autoregressive (AR) model. The RCDR model is considered by adding exogenous variables to RCA model. In this paper, the concept of the Maximum Likelihood (ML) method is used to estimate the parameter of RCDR(1,1) model. Simulation results have shown the AIC and BIC criterion to compare the performance of the the RCDR(1,1) model. The variables as the stationary and weakly stationary data are good estimates where the exogenous variables are weakly stationary. However, the model selection indicated that variables are nonstationarity data based on the stationary data of the exogenous variables.

Keywords: Autoregressive, Maximum Likelihood Method, Nonstationarity, Random Coefficient Dynamic Regression, Stationary.

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Authors: Suriyon Tansuriyavong, Yuuta Suzuki, Boonmee Choompol

Abstract:

Wheel-running type moving robot has the restriction on the moving range caused by obstacles or stairs. Solving this weakness, we studied the development of moving robot using airship. Our airship robot moves by recognizing arrow marks on the path. To have the airship robot recognize arrow marks, we used edge-based template matching. To control propeller units, we used PID and PD controller. The results of experiments demonstrated that the airship robot can move along the marks and can go up and down the stairs. It is shown the possibility that airship robot can become a robot which can move at wide range facilities.

Keywords: Template matching, moving robot, airship robot, PID control.

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Authors: Neslihan Genckal, Reha Gursoy, Vedat Z. Dogan

Abstract:

In this study, dynamic responses of composite plates on elastic foundations subjected to impact and moving loads are investigated. The first order shear deformation (FSDT) theory is used for moderately thick plates. Pasternak-type (two-parameter) elastic foundation is assumed. Elastic foundation effects are integrated into the governing equations. It is assumed that plate is first hit by a mass as an impact type loading then the mass continues to move on the composite plate as a distributed moving loading, which resembles the aircraft landing on airport pavements. Impact and moving loadings are modeled by a mass-spring-damper system with a wheel. The wheel is assumed to be continuously in contact with the plate after impact. The governing partial differential equations of motion for displacements are converted into the ordinary differential equations in the time domain by using Galerkin’s method. Then, these sets of equations are solved by using the Runge-Kutta method. Several parameters such as vertical and horizontal velocities of the aircraft, volume fractions of the steel rebar in the reinforced concrete layer, and the different touchdown locations of the aircraft tire on the runway are considered in the numerical simulation. The results are compared with those of the ABAQUS, which is a commercial finite element code.

Keywords: Elastic foundation, impact, moving load, thick plate.

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Authors: Iau-Teh Wang, Chin-Yu Lee

Abstract:

The impact force of a rockfall is mainly determined by its moving behavior and velocity, which are contingent on the rock shape, slope gradient, height, and surface roughness of the moving path. It is essential to precisely calculate the moving path of the rockfall in order to effectively minimize and prevent damages caused by the rockfall. By applying the Colorado Rockfall Simulation Program (CRSP) program as the analysis tool, this research studies the influence of three shapes of rock (spherical, cylindrical and discoidal) and surface roughness on the moving path of a single rockfall. As revealed in the analysis, in addition to the slope gradient, the geometry of the falling rock and joint roughness coefficient ( JRC ) of the slope are the main factors affecting the moving behavior of a rockfall. On a single flat slope, both the rock-s bounce height and moving velocity increase as the surface gradient increases, with a critical gradient value of 1:m = 1 . Bouncing behavior and faster moving velocity occur more easily when the rock geometry is more oval. A flat piece tends to cause sliding behavior and is easily influenced by the change of surface undulation. When JRC <1.4 the moving velocity decreases and the bounce height increases as JRC increases. If the gradient is fixed, when JRC is greater, the bounce height will be higher, while the moving velocity will experience a downward trend. Therefore, the best protecting point and facilities can be chosen if the moving paths of rockfalls are precisely estimated.

Keywords: rock shape, surface roughness, moving path.

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Authors: J.-H. Moon, D.-O Kim, R.-H. Park

Abstract:

This paper presents a video matting method, which extracts the foreground and alpha matte from a video sequence. The objective of video matting is finding the foreground and compositing it with the background that is different from the one in the original image. By finding the motion vectors (MVs) using a sliced block matching algorithm (SBMA), we can extract moving regions from the video sequence under the assumption that the foreground is moving and the background is stationary. In practice, foreground areas are not moving through all frames in an image sequence, thus we accumulate moving regions through the image sequence. The boundaries of moving regions are found by Canny edge detector and the foreground region is separated in each frame of the sequence. Remaining regions are defined as background regions. Extracted backgrounds in each frame are combined and reframed as an integrated single background. Based on the estimated background, we compute the frame difference (FD) of each frame. Regions with the FD larger than the threshold are defined as foreground regions, boundaries of foreground regions are defined as unknown regions and the rest of regions are defined as backgrounds. Segmentation information that classifies an image into foreground, background, and unknown regions is called a trimap. Matting process can extract an alpha matte in the unknown region using pixel information in foreground and background regions, and estimate the values of foreground and background pixels in unknown regions. The proposed video matting approach is adaptive and convenient to extract a foreground automatically and to composite a foreground with a background that is different from the original background.

Keywords: Background estimation, Object segmentation, Blockmatching algorithm, Video matting.

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Authors: Ε. Giovanis

Abstract:

In this paper we present a Adaptive Neuro-Fuzzy System (ANFIS) with inputs the lagged dependent variable for the prediction of Gross domestic Product growth rate in six countries. We compare the results with those of Autoregressive (AR) model. We conclude that the forecasting performance of neuro-fuzzy-system in the out-of-sample period is much more superior and can be a very useful alternative tool used by the national statistical services and the banking and finance industry.

Keywords: Autoregressive model, Forecasting, Gross DomesticProduct, Neuro-Fuzzy

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Authors: Won-Ho Kim, Nuwan Sanjeewa Rajasooriya

Abstract:

In this paper, a simple moving human detection method is proposed for video surveillance system or access monitoring system. The frame difference and noise threshold are used for initial detection of a moving human-object, and simple labeling method is applied for final human-object segmentation. The simulated results show that the applied algorithm is fast to detect the moving human-objects by performing 95% of correct detection rate. The proposed algorithm has confirmed that can be used as an intelligent video access monitoring system.

Keywords: Moving human-object detection, Video access monitoring, Image processing.

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Authors: Kenji Suyama, Masahiro Oshida, Noboru Owada

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In this paper, an estimation accuracy of multiple moving talker tracking using a microphone array is improved. The tracking can be achieved by the adaptive method in which two algorithms are integrated, namely, the PAST (Projection Approximation Subspace Tracking) algorithm and the IPLS (Interior Point Least Square) algorithm. When either talker begins to speak again after a silent period, an appropriate feasible region for an evaluation function of the IPLS algorithm might not be set. Then, the tracking fails due to the incorrect updating. Therefore, if an increment of the number of active talkers is detected, the feasible region must be reset. Then, a low cost realization is required for the high speed tracking and a high accuracy realization is desired for the precise tracking. In this paper, the directions roughly estimated using the delayed-sum-array method are used for the resetting. Several results of experiments performed in an actual room environment show the effectiveness of the proposed method.

Keywords: moving talkers tracking, microphone array, signal subspace

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Authors: Jae Moon Lee

Abstract:

In general, algorithms to find continuous k-nearest neighbors have been researched on the location based services, monitoring periodically the moving objects such as vehicles and mobile phone. Those researches assume the environment that the number of query points is much less than that of moving objects and the query points are not moved but fixed. In gaming environments, this problem is when computing the next movement considering the neighbors such as flocking, crowd and robot simulations. In this case, every moving object becomes a query point so that the number of query point is same to that of moving objects and the query points are also moving. In this paper, we analyze the performance of the existing algorithms focused on location based services how they operate under gaming environments.

Keywords: Flocking behavior, heterogeneous agents, similarity, simulation.

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Authors: Aymen Rhouma, Khaled Hcheichi, Sami Hafsi

Abstract:

The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the corresponding control law is obtained by solving a quadratic cost function. Experiment results onto a thermal system are presented to emphasize the performances and the effectiveness of the proposed predictive controller.

Keywords: Fractional model predictive control, fractional order systems, thermal system.

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Authors: D Sudheer Reddy, N Gopal Reddy, P V Radhadevi, J Saibaba, Geeta Varadan

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Smoothing or filtering of data is first preprocessing step for noise suppression in many applications involving data analysis. Moving average is the most popular method of smoothing the data, generalization of this led to the development of Savitzky-Golay filter. Many window smoothing methods were developed by convolving the data with different window functions for different applications; most widely used window functions are Gaussian or Kaiser. Function approximation of the data by polynomial regression or Fourier expansion or wavelet expansion also gives a smoothed data. Wavelets also smooth the data to great extent by thresholding the wavelet coefficients. Almost all smoothing methods destroys the peaks and flatten them when the support of the window is increased. In certain applications it is desirable to retain peaks while smoothing the data as much as possible. In this paper we present a methodology called as peak-wise smoothing that will smooth the data to any desired level without losing the major peak features.

Keywords: smoothing, moving average, peakwise smoothing, spatialdensity models, planar shape models, wavelets.

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Authors: Ramaswamy Palaniappan

Abstract:

This paper reports a new approach on identifying the individuality of persons by using parametric classification of multiple mental thoughts. In the approach, electroencephalogram (EEG) signals were recorded when the subjects were thinking of one or more (up to five) mental thoughts. Autoregressive features were computed from these EEG signals and classified by Linear Discriminant classifier. The results here indicate that near perfect identification of 400 test EEG patterns from four subjects was possible, thereby opening up a new avenue in biometrics.

Keywords: Autoregressive, Biometrics, Electroencephalogram, Linear discrimination, Mental thoughts.

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Authors: Junior B. N. Adohinzin, Ling Xu

Abstract:

Nitrogen is among the main nutrients encouraging the growth of organic matter and algae which cause eutrophication in water bodies. Therefore, its removal from wastewater has become a worldwide emerging concern. In this research, an innovative Membrane Bioreactor (MBR) system named “moving bed membrane bioreactor (MBMBR)” was developed and investigated under intermittently-aerated mode for simultaneous removal of organic carbon and nitrogen.

Results indicated that the variation of the intermittently aerated duration did not have an apparent impact on COD and NH₄⁺–N removal rate, yielding the effluent with average COD and NH₄⁺–N removal efficiency of more than 92 and 91% respectively. However, in the intermittently aerated cycle of (continuously aeration/0s mix), (aeration 90s/mix 90s) and (aeration 90s/mix 180s); the average TN removal efficiency was 67.6%, 69.5% and 87.8% respectively. At the same time, their nitrite accumulation rate was 4.5%, 49.1% and 79.4% respectively. These results indicate that the intermittently aerated mode is an efficient way to controlling the nitrification to stop at nitrition; and also the length of anoxic duration is a key factor in improving TN removal.

Keywords: Membrane bioreactor (MBR), Moving bed biofilm reactor (MBBR), Nutrients removal, Simultaneous nitrification and denitrification.

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Authors: Vickneswaran Jeyabalan, Andrews Samraj, Loo Chu Kiong

Abstract:

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

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

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Authors: Hyojin Lim, Cuong Nguyen Khac, Ho-Youl Jung

Abstract:

In this paper, we propose moving object detection method which is helpful for driver to safely take his/her car out of parking lot. When moving objects such as motorbikes, pedestrians, the other cars and some obstacles are detected at the rear-side of host vehicle, the proposed algorithm can provide to driver warning. We assume that the host vehicle is just before departure. Gaussian Mixture Model (GMM) based background subtraction is basically applied. Pre-processing such as smoothing and post-processing as morphological filtering are added. We examine “which color space has better performance for detection of moving objects?” Three color spaces including RGB, YCbCr, and Y are applied and compared, in terms of detection rate. Through simulation, we prove that RGB space is more suitable for moving object detection based on background subtraction.

Keywords: Gaussian mixture model, background subtraction, Moving object detection, color space, morphological filtering.

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Authors: S. M. H. Karimian, F. S. Salehi, H. Alisadeghi

Abstract:

A two-dimensional moving mesh algorithm is developed to simulate the general motion of two rotating bodies with relative translational motion. The grid includes a background grid and two sets of grids around the moving bodies. With this grid arrangement rotational and translational motions of two bodies are handled separately, with no complications. Inter-grid boundaries are determined based on their distances from two bodies. In this method, the overset concept is applied to hybrid grid, and flow variables are interpolated using a simple stencil. To evaluate this moving mesh algorithm unsteady Euler flow is solved for different cases using dual-time method of Jameson. Numerical results show excellent agreement with experimental data and other numerical results. To demonstrate the capability of present algorithm for accurate solution of flow fields around moving bodies, some benchmark problems have been defined in this paper.

Keywords: Moving mesh, Overset grid, Unsteady Euler, Relative motion.

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Authors: Ziba Omidi, Min-Ki Kim

Abstract:

This research presents the design, fabrication and application of a flavor sensor for an integrated electronic tongue and electronic nose that can allow rapid characterization of multi-component mixtures in a solution. The odor gas and liquid are separated using hydrophobic porous membrane in micro fluidic channel. The sensor uses an array composed of microbeads in micromachined cavities localized on silicon wafer. Sensing occurs via colorimetric and fluorescence changes to receptors and indicator molecules that are attached to termination sites on the polymeric microbeads. As a result, the sensor array system enables simultaneous and near-real-time analyses using small samples and reagent volumes with the capacity to incorporate significant redundancies. One of the key parts of the system is a passive pump driven only by capillary force. The hydrophilic surface of the fluidic structure draws the sample into the sensor array without any moving mechanical parts. Since there is no moving mechanical component in the structure, the size of the fluidic structure can be compact and the fabrication becomes simple when compared to the device including active microfluidic components. These factors should make the proposed system inexpensive to mass-produce, portable and compatible with biomedical applications.

Keywords: Optical Sensor, Semiconductor manufacturing, Smell sensor, Taste sensor.

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Authors: Mahmoud Zarrini, R.N. Pralhad

Abstract:

In this chapter, we have studied Variation of velocity in incompressible fluid over a moving surface. The boundary layer equations are on a fixed or continuously moving flat plate in the same or opposite direction to the free stream with suction and injection. The boundary layer equations are transferred from partial differential equations to ordinary differential equations. Numerical solutions are obtained by using Runge-Kutta and Shooting methods. We have found numerical solution to velocity and skin friction coefficient.

Keywords: Boundary layer, continuously moving surface, shooting method, skin friction coefficient.

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Authors: Basem Mustafa Abd. Amer , Syed Abdul Rahman Al-Attas

Abstract:

The aim of this research is to develop a fast and reliable surveillance system based on a personal digital assistant (PDA) device. This is to extend the capability of the device to detect moving objects which is already available in personal computers. Secondly, to compare the performance between Background subtraction (BS) and Temporal Frame Differencing (TFD) techniques for PDA platform as to which is more suitable. In order to reduce noise and to prepare frames for the moving object detection part, each frame is first converted to a gray-scale representation and then smoothed using a Gaussian low pass filter. Two moving object detection schemes i.e., BS and TFD have been analyzed. The background frame is updated by using Infinite Impulse Response (IIR) filter so that the background frame is adapted to the varying illuminate conditions and geometry settings. In order to reduce the effect of noise pixels resulting from frame differencing morphological filters erosion and dilation are applied. In this research, it has been found that TFD technique is more suitable for motion detection purpose than the BS in term of speed. On average TFD is approximately 170 ms faster than the BS technique

Keywords: Surveillance, PDA, Motion Detection, ImageProcessing , Background Subtraction.

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Authors: G. Koukiou, V. Anastassopoulos

Abstract:

In this paper a bank of velocity filters is devised to be used for isolating a moving object with specific velocity in a sequence of frames. The approach used is a 3-D FFT based experimental procedure without applying any theoretical concept from velocity filters. Accordingly, velocity filters are built using the spectral signature of each separate moving object. Experimentation reveals the capabilities of the constructed filter bank to separate moving objects as far as the amplitude as well as the direction of the velocity are concerned.

Keywords: Velocity filters, filter banks, 3-D FFT.

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Authors: Jungho Choi, Youngwan Cho

Abstract:

The paper proposes a way of parallel processing of SURF and Optical Flow for moving object recognition and tracking. The object recognition and tracking is one of the most important task in computer vision, however disadvantage are many operations cause processing speed slower so that it can-t do real-time object recognition and tracking. The proposed method uses a typical way of feature extraction SURF and moving object Optical Flow for reduce disadvantage and real-time moving object recognition and tracking, and parallel processing techniques for speed improvement. First analyse that an image from DB and acquired through the camera using SURF for compared to the same object recognition then set ROI (Region of Interest) for tracking movement of feature points using Optical Flow. Secondly, using Multi-Thread is for improved processing speed and recognition by parallel processing. Finally, performance is evaluated and verified efficiency of algorithm throughout the experiment.

Keywords: moving object recognition, moving object tracking, SURF, Optical Flow, Multi-Thread.

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Authors: Y. Sunecher, N. Mamode Khan, V. Jowaheer

Abstract:

This paper considers the modelling of a non-stationary bivariate integer-valued autoregressive moving average of order one (BINARMA(1,1)) with correlated Poisson innovations. The BINARMA(1,1) model is specified using the binomial thinning operator and by assuming that the cross-correlation between the two series is induced by the innovation terms only. Based on these assumptions, the non-stationary marginal and joint moments of the BINARMA(1,1) are derived iteratively by using some initial stationary moments. As regards to the estimation of parameters of the proposed model, the conditional maximum likelihood (CML) estimation method is derived based on thinning and convolution properties. The forecasting equations of the BINARMA(1,1) model are also derived. A simulation study is also proposed where BINARMA(1,1) count data are generated using a multivariate Poisson R code for the innovation terms. The performance of the BINARMA(1,1) model is then assessed through a simulation experiment and the mean estimates of the model parameters obtained are all efficient, based on their standard errors. The proposed model is then used to analyse a real-life accident data on the motorway in Mauritius, based on some covariates: policemen, daily patrol, speed cameras, traffic lights and roundabouts. The BINARMA(1,1) model is applied on the accident data and the CML estimates clearly indicate a significant impact of the covariates on the number of accidents on the motorway in Mauritius. The forecasting equations also provide reliable one-step ahead forecasts.

Keywords: Non-stationary, BINARMA(1, 1) model, Poisson Innovations, CML

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Authors: Sepehr Aslani, Homayoun Mahdavi-Nasab

Abstract:

Automated motion detection and tracking is a challenging task in traffic surveillance. In this paper, a system is developed to gather useful information from stationary cameras for detecting moving objects in digital videos. The moving detection and tracking system is developed based on optical flow estimation together with application and combination of various relevant computer vision and image processing techniques to enhance the process. To remove noises, median filter is used and the unwanted objects are removed by applying thresholding algorithms in morphological operations. Also the object type restrictions are set using blob analysis. The results show that the proposed system successfully detects and tracks moving objects in urban videos.

Keywords: Optical flow estimation, moving object detection, tracking, morphological operation, blob analysis.

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Authors: Yeongyu Choi, Ju H. Park, S. M. Lee, Ho-Youl Jung

Abstract:

In this paper, an improved method for estimating fundamental matrix is proposed. The method is applied effectively to monocular camera based moving object detection. The method consists of corner points detection, moving object’s motion estimation and fundamental matrix calculation. The corner points are obtained by using Harris corner detector, motions of moving objects is calculated from pyramidal Lucas-Kanade optical flow algorithm. Through epipolar geometry analysis using RANSAC, the fundamental matrix is calculated. In this method, we have improved the performances of moving object detection by using two threshold values that determine inlier or outlier. Through the simulations, we compare the performances with varying the two threshold values.

Keywords: Corner detection, optical flow, epipolar geometry, RANSAC.

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Authors: Ε. Giovanis

Abstract:

In this paper we propose and examine an Adaptive Neuro-Fuzzy Inference System (ANFIS) in Smoothing Transition Autoregressive (STAR) modeling. Because STAR models follow fuzzy logic approach, in the non-linear part fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Furthermore, additional fuzzy membership functions can be examined, beside the logistic and exponential, like the triangle, Gaussian and Generalized Bell functions among others. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecasting, Neuro-Fuzzy, Smoothing transition, Time-series

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