Search results for: Discriminant model
7439 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis
Authors: Petr Gurný
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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.
Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19197438 Attribute Analysis of Quick Response Code Payment Users Using Discriminant Non-negative Matrix Factorization
Authors: Hironori Karachi, Haruka Yamashita
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Recently, the system of quick response (QR) code is getting popular. Many companies introduce new QR code payment services and the services are competing with each other to increase the number of users. For increasing the number of users, we should grasp the difference of feature of the demographic information, usage information, and value of users between services. In this study, we conduct an analysis of real-world data provided by Nomura Research Institute including the demographic data of users and information of users’ usages of two services; LINE Pay, and PayPay. For analyzing such data and interpret the feature of them, Nonnegative Matrix Factorization (NMF) is widely used; however, in case of the target data, there is a problem of the missing data. EM-algorithm NMF (EMNMF) to complete unknown values for understanding the feature of the given data presented by matrix shape. Moreover, for comparing the result of the NMF analysis of two matrices, there is Discriminant NMF (DNMF) shows the difference of users features between two matrices. In this study, we combine EMNMF and DNMF and also analyze the target data. As the interpretation, we show the difference of the features of users between LINE Pay and Paypay.
Keywords: Data science, non-negative matrix factorization, missing data, quality of services.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4537437 Electricity Generation from Renewables and Targets: An Application of Multivariate Statistical Techniques
Authors: Filiz Ersoz, Taner Ersoz, Tugrul Bayraktar
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Renewable energy is referred to as "clean energy" and common popular support for the use of renewable energy (RE) is to provide electricity with zero carbon dioxide emissions. This study provides useful insight into the European Union (EU) RE, especially, into electricity generation obtained from renewables, and their targets. The objective of this study is to identify groups of European countries, using multivariate statistical analysis and selected indicators. The hierarchical clustering method is used to decide the number of clusters for EU countries. The conducted statistical hierarchical cluster analysis is based on the Ward’s clustering method and squared Euclidean distances. Hierarchical cluster analysis identified eight distinct clusters of European countries. Then, non-hierarchical clustering (k-means) method was applied. Discriminant analysis was used to determine the validity of the results with data normalized by Z score transformation. To explore the relationship between the selected indicators, correlation coefficients were computed. The results of the study reveal the current situation of RE in European Union Member States.Keywords: Share of electricity generation, CO2 emission, targets, multivariate methods, hierarchical clustering, K-means clustering, discriminant analyzed, correlation, EU member countries.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12477436 Forecasting Stock Price Manipulation in Capital Market
Authors: F. Rahnamay Roodposhti, M. Falah Shams, H. Kordlouie
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The aim of the article is extending and developing econometrics and network structure based methods which are able to distinguish price manipulation in Tehran stock exchange. The principal goal of the present study is to offer model for approximating price manipulation in Tehran stock exchange. In order to do so by applying separation method a sample consisting of 397 companies accepted at Tehran stock exchange were selected and information related to their price and volume of trades during years 2001 until 2009 were collected and then through performing runs test, skewness test and duration correlative test the selected companies were divided into 2 sets of manipulated and non manipulated companies. In the next stage by investigating cumulative return process and volume of trades in manipulated companies, the date of starting price manipulation was specified and in this way the logit model, artificial neural network, multiple discriminant analysis and by using information related to size of company, clarity of information, ratio of P/E and liquidity of stock one year prior price manipulation; a model for forecasting price manipulation of stocks of companies present in Tehran stock exchange were designed. At the end the power of forecasting models were studied by using data of test set. Whereas the power of forecasting logit model for test set was 92.1%, for artificial neural network was 94.1% and multi audit analysis model was 90.2%; therefore all of the 3 aforesaid models has high power to forecast price manipulation and there is no considerable difference among forecasting power of these 3 models.Keywords: Price Manipulation, Liquidity, Size of Company, Floating Stock, Information Clarity
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28537435 Using Different Aspects of the Signings for Appearance-based Sign Language Recognition
Authors: Morteza Zahedi, Philippe Dreuw, Thomas Deselaers, Hermann Ney
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Sign language is used by the deaf and hard of hearing people for communication. Automatic sign language recognition is a challenging research area since sign language often is the only way of communication for the deaf people. Sign language includes different components of visual actions made by the signer using the hands, the face, and the torso, to convey his/her meaning. To use different aspects of signs, we combine the different groups of features which have been extracted from the image frames recorded directly by a stationary camera. We combine the features in two levels by employing three techniques. At the feature level, an early feature combination can be performed by concatenating and weighting different feature groups, or by concatenating feature groups over time and using LDA to choose the most discriminant elements. At the model level, a late fusion of differently trained models can be carried out by a log-linear model combination. In this paper, we investigate these three combination techniques in an automatic sign language recognition system and show that the recognition rate can be significantly improved.
Keywords: American sign language, appearance-based features, Feature combination, Sign language recognition
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13987434 A Case Study on Appearance Based Feature Extraction Techniques and Their Susceptibility to Image Degradations for the Task of Face Recognition
Authors: Vitomir Struc, Nikola Pavesic
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Over the past decades, automatic face recognition has become a highly active research area, mainly due to the countless application possibilities in both the private as well as the public sector. Numerous algorithms have been proposed in the literature to cope with the problem of face recognition, nevertheless, a group of methods commonly referred to as appearance based have emerged as the dominant solution to the face recognition problem. Many comparative studies concerned with the performance of appearance based methods have already been presented in the literature, not rarely with inconclusive and often with contradictory results. No consent has been reached within the scientific community regarding the relative ranking of the efficiency of appearance based methods for the face recognition task, let alone regarding their susceptibility to appearance changes induced by various environmental factors. To tackle these open issues, this paper assess the performance of the three dominant appearance based methods: principal component analysis, linear discriminant analysis and independent component analysis, and compares them on equal footing (i.e., with the same preprocessing procedure, with optimized parameters for the best possible performance, etc.) in face verification experiments on the publicly available XM2VTS database. In addition to the comparative analysis on the XM2VTS database, ten degraded versions of the database are also employed in the experiments to evaluate the susceptibility of the appearance based methods on various image degradations which can occur in "real-life" operating conditions. Our experimental results suggest that linear discriminant analysis ensures the most consistent verification rates across the tested databases.
Keywords: Biometrics, face recognition, appearance based methods, image degradations, the XM2VTS database.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22847433 Analytical Authentication of Butter Using Fourier Transform Infrared Spectroscopy Coupled with Chemometrics
Authors: M. Bodner, M. Scampicchio
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Fourier Transform Infrared (FT-IR) spectroscopy coupled with chemometrics was used to distinguish between butter samples and non-butter samples. Further, quantification of the content of margarine in adulterated butter samples was investigated. Fingerprinting region (1400-800 cm–1) was used to develop unsupervised pattern recognition (Principal Component Analysis, PCA), supervised modeling (Soft Independent Modelling by Class Analogy, SIMCA), classification (Partial Least Squares Discriminant Analysis, PLS-DA) and regression (Partial Least Squares Regression, PLS-R) models. PCA of the fingerprinting region shows a clustering of the two sample types. All samples were classified in their rightful class by SIMCA approach; however, nine adulterated samples (between 1% and 30% w/w of margarine) were classified as belonging both at the butter class and at the non-butter one. In the two-class PLS-DA model’s (R2 = 0.73, RMSEP, Root Mean Square Error of Prediction = 0.26% w/w) sensitivity was 71.4% and Positive Predictive Value (PPV) 100%. Its threshold was calculated at 7% w/w of margarine in adulterated butter samples. Finally, PLS-R model (R2 = 0.84, RMSEP = 16.54%) was developed. PLS-DA was a suitable classification tool and PLS-R a proper quantification approach. Results demonstrate that FT-IR spectroscopy combined with PLS-R can be used as a rapid, simple and safe method to identify pure butter samples from adulterated ones and to determine the grade of adulteration of margarine in butter samples.
Keywords: Adulterated butter, margarine, PCA, PLS-DA, PLS-R, SIMCA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7817432 Distinguishing Innocent Murmurs from Murmurs caused by Aortic Stenosis by Recurrence Quantification Analysis
Authors: Christer Ahlstrom, Katja Höglund, Peter Hult, Jens Häggström, Clarence Kvart, Per Ask
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It is sometimes difficult to differentiate between innocent murmurs and pathological murmurs during auscultation. In these difficult cases, an intelligent stethoscope with decision support abilities would be of great value. In this study, using a dog model, phonocardiographic recordings were obtained from 27 boxer dogs with various degrees of aortic stenosis (AS) severity. As a reference for severity assessment, continuous wave Doppler was used. The data were analyzed with recurrence quantification analysis (RQA) with the aim to find features able to distinguish innocent murmurs from murmurs caused by AS. Four out of eight investigated RQA features showed significant differences between innocent murmurs and pathological murmurs. Using a plain linear discriminant analysis classifier, the best pair of features (recurrence rate and entropy) resulted in a sensitivity of 90% and a specificity of 88%. In conclusion, RQA provide valid features which can be used for differentiation between innocent murmurs and murmurs caused by AS.Keywords: Bioacoustics, murmur, phonocardiographic signal, recurrence quantification analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20057431 A Proposed Optimized and Efficient Intrusion Detection System for Wireless Sensor Network
Authors: Abdulaziz Alsadhan, Naveed Khan
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In recent years intrusions on computer network are the major security threat. Hence, it is important to impede such intrusions. The hindrance of such intrusions entirely relies on its detection, which is primary concern of any security tool like Intrusion detection system (IDS). Therefore, it is imperative to accurately detect network attack. Numerous intrusion detection techniques are available but the main issue is their performance. The performance of IDS can be improved by increasing the accurate detection rate and reducing false positive. The existing intrusion detection techniques have the limitation of usage of raw dataset for classification. The classifier may get jumble due to redundancy, which results incorrect classification. To minimize this problem, Principle component analysis (PCA), Linear Discriminant Analysis (LDA) and Local Binary Pattern (LBP) can be applied to transform raw features into principle features space and select the features based on their sensitivity. Eigen values can be used to determine the sensitivity. To further classify, the selected features greedy search, back elimination, and Particle Swarm Optimization (PSO) can be used to obtain a subset of features with optimal sensitivity and highest discriminatory power. This optimal feature subset is used to perform classification. For classification purpose, Support Vector Machine (SVM) and Multilayer Perceptron (MLP) are used due to its proven ability in classification. The Knowledge Discovery and Data mining (KDD’99) cup dataset was considered as a benchmark for evaluating security detection mechanisms. The proposed approach can provide an optimal intrusion detection mechanism that outperforms the existing approaches and has the capability to minimize the number of features and maximize the detection rates.
Keywords: Particle Swarm Optimization (PSO), Principle component analysis (PCA), Linear Discriminant Analysis (LDA), Local Binary Pattern (LBP), Support Vector Machine (SVM), Multilayer Perceptron (MLP).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27647430 Neighbors of Indefinite Binary Quadratic Forms
Authors: Ahmet Tekcan
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In this paper, we derive some algebraic identities on right and left neighbors R(F) and L(F) of an indefinite binary quadratic form F = F(x, y) = ax2 + bxy + cy2 of discriminant Δ = b2 -4ac. We prove that the proper cycle of F can be given by using its consecutive left neighbors. Also we construct a connection between right and left neighbors of F.Keywords: Quadratic form, indefinite form, cycle, proper cycle, right neighbor, left neighbor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13997429 Multiple Mental Thought Parametric Classification: A New Approach for Individual Identification
Authors: Ramaswamy Palaniappan
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13987428 A Survey of Model Comparison Strategies and Techniques in Model Driven Engineering
Authors: Junaid Rashid, Waqar Mehmood, Muhammad Wasif Nisar
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This survey paper shows the recent state of model comparison as it’s applies to Model Driven engineering. In Model Driven Engineering to calculate the difference between the models is a very important and challenging task. There are number of tasks involved in model differencing that firstly starts with identifying and matching the elements of the model. In this paper, we discuss how model matching is accomplished, the strategies, techniques and the types of the model. We also discuss the future direction. We found out that many of the latest model comparison strategies are geared near enabling Meta model and similarity based matching. Therefore model versioning is the most dominant application of the model comparison. Recently to work on comparison for versioning has begun to deteriorate, giving way to different applications. Ultimately there is wide change among the tools in the measure of client exertion needed to perform model comparisons, as some require more push to encourage more sweeping statement and expressive force.Keywords: Model comparison, model clone detection, model versioning, EMF Model, model diff.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21717427 Positive Definite Quadratic Forms, Elliptic Curves and Cubic Congruences
Authors: Ahmet Tekcan
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Let F(x, y) = ax2 + bxy + cy2 be a positive definite binary quadratic form with discriminant Δ whose base points lie on the line x = -1/m for an integer m ≥ 2, let p be a prime number and let Fp be a finite field. Let EF : y2 = ax3 + bx2 + cx be an elliptic curve over Fp and let CF : ax3 + bx2 + cx ≡ 0(mod p) be the cubic congruence corresponding to F. In this work we consider some properties of positive definite quadratic forms, elliptic curves and cubic congruences.Keywords: Binary quadratic form, elliptic curves, cubic congruence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15277426 Quantitative Analysis of PCA, ICA, LDA and SVM in Face Recognition
Authors: Liton Jude Rozario, Mohammad Reduanul Haque, Md. Ziarul Islam, Mohammad Shorif Uddin
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Face recognition is a technique to automatically identify or verify individuals. It receives great attention in identification, authentication, security and many more applications. Diverse methods had been proposed for this purpose and also a lot of comparative studies were performed. However, researchers could not reach unified conclusion. In this paper, we are reporting an extensive quantitative accuracy analysis of four most widely used face recognition algorithms: Principal Component Analysis (PCA), Independent Component Analysis (ICA), Linear Discriminant Analysis (LDA) and Support Vector Machine (SVM) using AT&T, Sheffield and Bangladeshi people face databases under diverse situations such as illumination, alignment and pose variations.
Keywords: PCA, ICA, LDA, SVM, face recognition, noise.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24317425 Concurrent Approach to Data Parallel Model using Java
Authors: Bala Dhandayuthapani Veerasamy
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Parallel programming models exist as an abstraction of hardware and memory architectures. There are several parallel programming models in commonly use; they are shared memory model, thread model, message passing model, data parallel model, hybrid model, Flynn-s models, embarrassingly parallel computations model, pipelined computations model. These models are not specific to a particular type of machine or memory architecture. This paper expresses the model program for concurrent approach to data parallel model through java programming.Keywords: Concurrent, Data Parallel, JDK, Parallel, Thread
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20977424 Customer Need Type Classification Model using Data Mining Techniques for Recommender Systems
Authors: Kyoung-jae Kim
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Recommender systems are usually regarded as an important marketing tool in the e-commerce. They use important information about users to facilitate accurate recommendation. The information includes user context such as location, time and interest for personalization of mobile users. We can easily collect information about location and time because mobile devices communicate with the base station of the service provider. However, information about user interest can-t be easily collected because user interest can not be captured automatically without user-s approval process. User interest usually represented as a need. In this study, we classify needs into two types according to prior research. This study investigates the usefulness of data mining techniques for classifying user need type for recommendation systems. We employ several data mining techniques including artificial neural networks, decision trees, case-based reasoning, and multivariate discriminant analysis. Experimental results show that CHAID algorithm outperforms other models for classifying user need type. This study performs McNemar test to examine the statistical significance of the differences of classification results. The results of McNemar test also show that CHAID performs better than the other models with statistical significance.Keywords: Customer need type, Data mining techniques, Recommender system, Personalization, Mobile user.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21467423 Face Recognition using a Kernelization of Graph Embedding
Authors: Pang Ying Han, Hiew Fu San, Ooi Shih Yin
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Linearization of graph embedding has been emerged as an effective dimensionality reduction technique in pattern recognition. However, it may not be optimal for nonlinearly distributed real world data, such as face, due to its linear nature. So, a kernelization of graph embedding is proposed as a dimensionality reduction technique in face recognition. In order to further boost the recognition capability of the proposed technique, the Fisher-s criterion is opted in the objective function for better data discrimination. The proposed technique is able to characterize the underlying intra-class structure as well as the inter-class separability. Experimental results on FRGC database validate the effectiveness of the proposed technique as a feature descriptor.Keywords: Face recognition, Fisher discriminant, graph embedding, kernelization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17017422 A Generalised Relational Data Model
Authors: Georgia Garani
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A generalised relational data model is formalised for the representation of data with nested structure of arbitrary depth. A recursive algebra for the proposed model is presented. All the operations are formally defined. The proposed model is proved to be a superset of the conventional relational model (CRM). The functionality and validity of the model is shown by a prototype implementation that has been undertaken in the functional programming language Miranda.Keywords: nested relations, recursive algebra, recursive nested operations, relational data model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15597421 Classification of Business Models of Italian Bancassurance by Balance Sheet Indicators
Authors: Andrea Bellucci, Martina Tofi
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The aim of paper is to analyze business models of bancassurance in Italy for life business. The life insurance business is very developed in the Italian market and banks branches have 80% of the market share. Given its maturity, the life insurance market needs to consolidate its organizational form to allow for the development of non-life business, which nowadays collects few premiums but represents a great opportunity to enlarge the market share of bancassurance using its strength in the distribution channel while the market share of independent agents is decreasing. Starting with the main business model of bancassurance for life business, this paper will analyze the performances of life companies in the Italian market by balance sheet indicators and by main discriminant variables of business models. The study will observe trends from 2013 to 2015 for the Italian market by exploiting a database managed by Associazione Nazionale delle Imprese di Assicurazione (ANIA). The applied approach is based on a bottom-up analysis starting with variables and indicators to define business models’ classification. The statistical classification algorithm proposed by Ward is employed to design business models’ profiles. Results from the analysis will be a representation of the main business models built by their profile related to indicators. In that way, an unsupervised analysis is developed that has the limit of its judgmental dimension based on research opinion, but it is possible to obtain a design of effective business models.
Keywords: Balance sheet indicators, Bancassurance, business models, ward algorithm.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12617420 Behavior Model Mapping and Transformation using Model-Driven Architecture
Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe
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Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.
Keywords: MDA; PIM, PSM, QVT, Model Transformation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17617419 Text Retrieval Relevance Feedback Techniques for Bag of Words Model in CBIR
Authors: Nhu Van NGUYEN, Jean-Marc OGIER, Salvatore TABBONE, Alain BOUCHER
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The state-of-the-art Bag of Words model in Content- Based Image Retrieval has been used for years but the relevance feedback strategies for this model are not fully investigated. Inspired from text retrieval, the Bag of Words model has the ability to use the wealth of knowledge and practices available in text retrieval. We study and experiment the relevance feedback model in text retrieval for adapting it to image retrieval. The experiments show that the techniques from text retrieval give good results for image retrieval and that further improvements is possible.Keywords: Relevance feedback, bag of words model, probabilistic model, vector space model, image retrieval
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21177418 A Simple Deterministic Model for the Spread of Leptospirosis in Thailand
Authors: W. Triampo, D. Baowan, I.M. Tang, N. Nuttavut, J. Wong-Ekkabut, G. Doungchawee
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In this work, we consider a deterministic model for the transmission of leptospirosis which is currently spreading in the Thai population. The SIR model which incorporates the features of this disease is applied to the epidemiological data in Thailand. It is seen that the numerical solutions of the SIR equations are in good agreement with real empirical data. Further improvements are discussed.Keywords: Leptospirosis, SIR Model, Deterministic model, Thailand.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19867417 Source Direction Detection based on Stationary Electronic Nose System
Authors: Jie Cai, David C. Levy
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Electronic nose (array of chemical sensors) are widely used in food industry and pollution control. Also it could be used to locate or detect the direction of the source of emission odors. Usually this task is performed by electronic nose (ENose) cooperated with mobile vehicles, but when a source is instantaneous or surrounding is hard for vehicles to reach, problem occurs. Thus a method for stationary ENose to detect the direction of the source and locate the source will be required. A novel method which uses the ratio between the responses of different sensors as a discriminant to determine the direction of source in natural wind surroundings is presented in this paper. The result shows that the method is accurate and easily to be implemented. This method could be also used in movably, as an optimized algorithm for robot tracking source location.Keywords: Electronic nose, Nature wind situation, Source direction detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13307416 Dynamic Model of a Buck Converter with a Sliding Mode Control
Authors: S. Chonsatidjamroen , K-N. Areerak, K-L. Areerak
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This paper presents the averaging model of a buck converter derived from the generalized state-space averaging method. The sliding mode control is used to regulate the output voltage of the converter and taken into account in the model. The proposed model requires the fast computational time compared with those of the full topology model. The intensive time-domain simulations via the exact topology model are used as the comparable model. The results show that a good agreement between the proposed model and the switching model is achieved in both transient and steady-state responses. The reported model is suitable for the optimal controller design by using the artificial intelligence techniques.Keywords: Generalized state-space averaging method, buck converter, sliding mode control, modeling, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29907415 A Dynamic Hybrid Option Pricing Model by Genetic Algorithm and Black- Scholes Model
Authors: Yi-Chang Chen, Shan-Lin Chang, Chia-Chun Wu
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Unlike this study focused extensively on trading behavior of option market, those researches were just taken their attention to model-driven option pricing. For example, Black-Scholes (B-S) model is one of the most famous option pricing models. However, the arguments of B-S model are previously mentioned by some pricing models reviewing. This paper following suggests the importance of the dynamic character for option pricing, which is also the reason why using the genetic algorithm (GA). Because of its natural selection and species evolution, this study proposed a hybrid model, the Genetic-BS model which combining GA and B-S to estimate the price more accurate. As for the final experiments, the result shows that the output estimated price with lower MAE value than the calculated price by either B-S model or its enhanced one, Gram-Charlier garch (G-C garch) model. Finally, this work would conclude that the Genetic-BS pricing model is exactly practical.Keywords: genetic algorithm, Genetic-BS, option pricing model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22457414 Quadratic Irrationals, Quadratic Ideals and Indefinite Quadratic Forms II
Authors: Ahmet Tekcan, Arzu Özkoç
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Let D = 1 be a positive non-square integer and let δ = √D or 1+√D 2 be a real quadratic irrational with trace t =δ + δ and norm n = δδ. Let γ = P+δ Q be a quadratic irrational for positive integers P and Q. Given a quadratic irrational γ, there exist a quadratic ideal Iγ = [Q, δ + P] and an indefinite quadratic form Fγ(x, y) = Q(x−γy)(x−γy) of discriminant Δ = t 2−4n. In the first section, we give some preliminaries form binary quadratic forms, quadratic irrationals and quadratic ideals. In the second section, we obtain some results on γ, Iγ and Fγ for some specific values of Q and P.
Keywords: Quadratic irrationals, quadratic ideals, indefinite quadratic forms, extended modular group.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 12507413 Dynamics of Phytoplankton Blooms in the Baltic Sea – Numerical Simulations
Authors: L. Dzierzbicka-Głowacka, M. Janecki
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Dynamic of phytoplankton blooms in the Baltic Sea has been analyzed applying the numerical ecosystem model 3D CEMBS. The model consists of the hydrodynamic model (POP, version 2.1) and the ice model (CICE, version 4.0), which are imposed by the atmospheric data model (DATM7). The 3D model has an ecosystem module, activated in 2012 in the operational mode. The ecosystem model consists of 11 main variables: biomass of small-size phytoplankton and large-size phytoplankton and cyanobacteria, zooplankton biomass, dissolved and molecular detritus, dissolved oxygen concentration, as well as concentrations of nutrients, including: nitrates, ammonia, phosphates and silicates. The 3D-CEMBS model is an effective tool for solving problems related to phytoplankton blooms dynamic in the Baltic SeaKeywords: Ecosystem model, phytoplankton, Baltic Sea
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26727412 Development of Admire Longitudinal Quasi-Linear Model by using State Transformation Approach
Authors: Jianqiao. Yu, Jianbo. Wang, Xinzhen. He
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This paper presents a longitudinal quasi-linear model for the ADMIRE model. The ADMIRE model is a nonlinear model of aircraft flying in the condition of high angle of attack. So it can-t be considered to be a linear system approximately. In this paper, for getting the longitudinal quasi-linear model of the ADMIRE, a state transformation based on differentiable functions of the nonscheduling states and control inputs is performed, with the goal of removing any nonlinear terms not dependent on the scheduling parameter. Since it needn-t linear approximation and can obtain the exact transformations of the nonlinear states, the above-mentioned approach is thought to be appropriate to establish the mathematical model of ADMIRE. To verify this conclusion, simulation experiments are done. And the result shows that this quasi-linear model is accurate enough.
Keywords: quasi-linear model, simulation, state transformation approach, the ADMIRE model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15077411 Identification of Cardiac Arrhythmias using Natural Resonance Complex Frequencies
Authors: Moustafa A. Bani-Hasan, Yasser M. Kadah, Fatma M. El-Hefnawi
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An electrocardiogram (ECG) feature extraction system based on the calculation of the complex resonance frequency employing Prony-s method is developed. Prony-s method is applied on five different classes of ECG signals- arrhythmia as a finite sum of exponentials depending on the signal-s poles and the resonant complex frequencies. Those poles and resonance frequencies of the ECG signals- arrhythmia are evaluated for a large number of each arrhythmia. The ECG signals of lead II (ML II) were taken from MIT-BIH database for five different types. These are the ventricular couplet (VC), ventricular tachycardia (VT), ventricular bigeminy (VB), and ventricular fibrillation (VF) and the normal (NR). This novel method can be extended to any number of arrhythmias. Different classification techniques were tried using neural networks (NN), K nearest neighbor (KNN), linear discriminant analysis (LDA) and multi-class support vector machine (MC-SVM).Keywords: Arrhythmias analysis, electrocardiogram, featureextraction, statistical classifiers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20757410 Comparison of Material Constitutive Models Used in FEA of Low Volume Roads
Authors: Lenka Ševelová, Aleš Florian
Abstract:
Appropriate and progressive tool for analyzing behavior of low volume roads are probabilistic models used in reliability analyses. The necessary part of the probabilistic model is the deterministic model of structural behavior. The FE model of low volume roads is created in the ANSYS software. It is able to determine the state of stress and deformation in any point of the structure and thus generate data required for the reliability analysis. The paper compares two material constitutive models used for modeling of unbound non-homogenous materials used in low volume roads. The first model is linear elastic model according to Hook theory (H model), the second one is nonlinear elastic-plastic Drucker-Prager model (D-P model).
Keywords: FEA, FEM, geotechnical materials, low volume roads, material constitutive models, pavement.
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