Search results for: statistical sampling.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1676

Search results for: statistical sampling.

1106 Using Set Up Candid Clips as Viral Marketing via New Media

Authors: P. Suparada, D. Eakapotch

Abstract:

This research’s objectives were to analyze the using of new media in the form of set up candid clip that affects the product and presenter, to study the effectiveness of using new media in the form of set up candid clip in order to increase the circulation and audience satisfaction and to use the earned information and knowledge to develop the communication for publicizing and advertising via new media. This research is qualitative research based on questionnaire from 50 random sampling representative samples and in-depth interview from experts in publicizing and advertising fields. The findings indicated the positive and negative effects to the brands’ image and presenters’ image of product named “Scotch 100” and “Snickers” that used set up candid clips via new media for publicizing and advertising in Thailand. It will be useful for fields of publicizing and advertising in the new media forms.

Keywords: Candid Clip, Effect, New Media, Social Network.

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1105 A Neural Network Based Facial Expression Analysis using Gabor Wavelets

Authors: Praseeda Lekshmi.V, Dr.M.Sasikumar

Abstract:

Facial expression analysis is rapidly becoming an area of intense interest in computer science and human-computer interaction design communities. The most expressive way humans display emotions is through facial expressions. In this paper we present a method to analyze facial expression from images by applying Gabor wavelet transform (GWT) and Discrete Cosine Transform (DCT) on face images. Radial Basis Function (RBF) Network is used to classify the facial expressions. As a second stage, the images are preprocessed to enhance the edge details and non uniform down sampling is done to reduce the computational complexity and processing time. Our method reliably works even with faces, which carry heavy expressions.

Keywords: Face Expression, Radial Basis Function, GaborWavelet Transform, Human Computer Interaction.

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1104 Human Verification in a Video Surveillance System Using Statistical Features

Authors: Sanpachai Huvanandana

Abstract:

A human verification system is presented in this paper. The system consists of several steps: background subtraction, thresholding, line connection, region growing, morphlogy, star skelatonization, feature extraction, feature matching, and decision making. The proposed system combines an advantage of star skeletonization and simple statistic features. A correlation matching and probability voting have been used for verification, followed by a logical operation in a decision making stage. The proposed system uses small number of features and the system reliability is convincing.

Keywords: Human verification, object recognition, videounderstanding, segmentation.

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1103 Temporally Coherent 3D Animation Reconstruction from RGB-D Video Data

Authors: Salam Khalifa, Naveed Ahmed

Abstract:

We present a new method to reconstruct a temporally coherent 3D animation from single or multi-view RGB-D video data using unbiased feature point sampling. Given RGB-D video data, in form of a 3D point cloud sequence, our method first extracts feature points using both color and depth information. In the subsequent steps, these feature points are used to match two 3D point clouds in consecutive frames independent of their resolution. Our new motion vectors based dynamic alignement method then fully reconstruct a spatio-temporally coherent 3D animation. We perform extensive quantitative validation using novel error functions to analyze the results. We show that despite the limiting factors of temporal and spatial noise associated to RGB-D data, it is possible to extract temporal coherence to faithfully reconstruct a temporally coherent 3D animation from RGB-D video data.

Keywords: 3D video, 3D animation, RGB-D video, Temporally Coherent 3D Animation.

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1102 An Intelligent Text Independent Speaker Identification Using VQ-GMM Model Based Multiple Classifier System

Authors: Cheima Ben Soltane, Ittansa Yonas Kelbesa

Abstract:

Speaker Identification (SI) is the task of establishing identity of an individual based on his/her voice characteristics. The SI task is typically achieved by two-stage signal processing: training and testing. The training process calculates speaker specific feature parameters from the speech and generates speaker models accordingly. In the testing phase, speech samples from unknown speakers are compared with the models and classified. Even though performance of speaker identification systems has improved due to recent advances in speech processing techniques, there is still need of improvement. In this paper, a Closed-Set Tex-Independent Speaker Identification System (CISI) based on a Multiple Classifier System (MCS) is proposed, using Mel Frequency Cepstrum Coefficient (MFCC) as feature extraction and suitable combination of vector quantization (VQ) and Gaussian Mixture Model (GMM) together with Expectation Maximization algorithm (EM) for speaker modeling. The use of Voice Activity Detector (VAD) with a hybrid approach based on Short Time Energy (STE) and Statistical Modeling of Background Noise in the pre-processing step of the feature extraction yields a better and more robust automatic speaker identification system. Also investigation of Linde-Buzo-Gray (LBG) clustering algorithm for initialization of GMM, for estimating the underlying parameters, in the EM step improved the convergence rate and systems performance. It also uses relative index as confidence measures in case of contradiction in identification process by GMM and VQ as well. Simulation results carried out on voxforge.org speech database using MATLAB highlight the efficacy of the proposed method compared to earlier work.

Keywords: Feature Extraction, Speaker Modeling, Feature Matching, Mel Frequency Cepstrum Coefficient (MFCC), Gaussian mixture model (GMM), Vector Quantization (VQ), Linde-Buzo-Gray (LBG), Expectation Maximization (EM), pre-processing, Voice Activity Detection (VAD), Short Time Energy (STE), Background Noise Statistical Modeling, Closed-Set Tex-Independent Speaker Identification System (CISI).

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1101 Ballast Water Management Triad: Administration, Ship Owner and the Seafarer

Authors: Rajoo Balaji, Omar Yaakob

Abstract:

The Ballast Water Convention requires less than 5% of the world tonnage for ratification. Consequently, ships will have to comply with the requirements. Compliance evaluation and enforcement will become mandatory. Ship owners have to invest in treatment systems and shipboard personnel have to operate them and ensure compliance. The monitoring and enforcement will be the responsibilities of the Administrations. Herein, a review of the current status of the Ballast Water Management and the issues faced by these are projected. Issues range from efficacy and economics of the treatment systems to sampling and testing. Health issues of chemical systems, paucity of data for decision support etc., are other issues. It is emphasized that management of ballast water must be extended to ashore and sustainable solutions must be researched upon. An exemplar treatment system based on ship’s waste heat is also suggested.

Keywords: Ballast water management, Compliance evaluation, Compliance enforcement, Sustainability.

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1100 Relationship between Functionality and Cognitive Impairment in Older Adult Women from the Southeast of Mexico

Authors: Estrella C. Damaris, Ingrid A. Olais, Gloria P. Uicab

Abstract:

This study explores the relationship between the level of functionality and cognitive impairment in older adult women from the south-east of Mexico. It is a descriptive, cross-sectional study; performed with 172 participants in total who attended a health institute and live in Merida, Yucatan Mexico. After a non-probabilistic sampling, Barthel and Pfeiffer scales were applied. The results show statistically significant correlation between the cognitive impairment (Pfeiffer) and the levels of independence and function (Barthel) (r =0.489; p =0.001). Both determine a dependence level so they need either a little or a lot of help. Society needs that the older woman be healthy and that the professionals of mental health develop activities to prevent and rehabilitate because cognitive impairment and function are directly related with the quality of life.

Keywords: Functionality, cognition, routine activities, cognitive impairment.

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1099 Inspection of Geometrical Integrity of Work Piece and Measurement of Tool Wear by the Use of Photo Digitizing Method

Authors: R. Alipour, F. Nadjarian, A. Alinaghizade

Abstract:

Considering complexity of products, new geometrical design and investment tolerances that are necessary, measuring and dimensional controlling involve modern and more precise methods. Photo digitizing method using two cameras to record pictures and utilization of conventional method named “cloud points" and data analysis by the use of ATOUS software, is known as modern and efficient in mentioned context. In this paper, benefits of photo digitizing method in evaluating sampling of machining processes have been put forward. For example, assessment of geometrical integrity surface in 5-axis milling process and measurement of carbide tool wear in turning process, can be can be brought forward. Advantages of this method comparing to conventional methods have been expressed.

Keywords: photo digitizing, tool wear, geometrical integrity, cloud points

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1098 Additional Considerations on a Sequential Life Testing Approach using a Weibull Model

Authors: D. I. De Souza, D. R. Fonseca, R. Rocha

Abstract:

In this paper we will develop further the sequential life test approach presented in a previous article by [1] using an underlying two parameter Weibull sampling distribution. The minimum life will be considered equal to zero. We will again provide rules for making one of the three possible decisions as each observation becomes available; that is: accept the null hypothesis H0; reject the null hypothesis H0; or obtain additional information by making another observation. The product being analyzed is a new type of a low alloy-high strength steel product. To estimate the shape and the scale parameters of the underlying Weibull model we will use a maximum likelihood approach for censored failure data. A new example will further develop the proposed sequential life testing approach.

Keywords: Sequential Life Testing, Underlying Weibull Model, Maximum Likelihood Approach, Hypothesis Testing.

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1097 A New Internal Architecture Based on Feature Selection for Holonic Manufacturing System

Authors: Jihan Abdulazeez Ahmed, Adnan Mohsin Abdulazeez Brifcani

Abstract:

This paper suggests a new internal architecture of holon based on feature selection model using the combination of Bees Algorithm (BA) and Artificial Neural Network (ANN). BA is used to generate features while ANN is used as a classifier to evaluate the produced features. Proposed system is applied on the Wine dataset, the statistical result proves that the proposed system is effective and has the ability to choose informative features with high accuracy.

Keywords: Artificial Neural Networks, Holonic Approach, Feature Selection, Bee Algorithm.

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1096 New Data Reuse Adaptive Filters with Noise Constraint

Authors: Young-Seok Choi

Abstract:

We present a new framework of the data-reusing (DR) adaptive algorithms by incorporating a constraint on noise, referred to as a noise constraint. The motivation behind this work is that the use of the statistical knowledge of the channel noise can contribute toward improving the convergence performance of an adaptive filter in identifying a noisy linear finite impulse response (FIR) channel. By incorporating the noise constraint into the cost function of the DR adaptive algorithms, the noise constrained DR (NC-DR) adaptive algorithms are derived. Experimental results clearly indicate their superior performance over the conventional DR ones.

Keywords: Adaptive filter, data-reusing, least-mean square (LMS), affine projection (AP), noise constraint.

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1095 Gait Recognition System: Bundle Rectangle Approach

Authors: Edward Guillen, Daniel Padilla, Adriana Hernandez, Kenneth Barner

Abstract:

Biometrics methods include recognition techniques such as fingerprint, iris, hand geometry, voice, face, ears and gait. The gait recognition approach has some advantages, for example it does not need the prior concern of the observed subject and it can record many biometric features in order to make deeper analysis, but most of the research proposals use high computational cost. This paper shows a gait recognition system with feature subtraction on a bundle rectangle drawn over the observed person. Statistical results within a database of 500 videos are shown.

Keywords: Autentication, Biometrics, Gait Recognition, Human Identification, Security.

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1094 Grid Artifacts Suppression in Computed Radiographic Images

Authors: Igor Belykh

Abstract:

Anti-scatter grids used in radiographic imaging for the contrast enhancement leave specific artifacts. Those artifacts may be visible or may cause Moiré effect when digital image is resized on a diagnostic monitor. In this paper we propose an automated grid artifactsdetection and suppression algorithm which is still an actual problem. Grid artifacts detection is based on statistical approach in spatial domain. Grid artifacts suppression is based on Kaiser bandstop filter transfer function design and application avoiding ringing artifacts. Experimental results are discussed and concluded with description of advantages over existing approaches.

Keywords: Computed radiography, grid artifacts, image filtering.

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1093 The Impact of Revenue Gap on Economic Growth: A Case Study of Pakistan

Authors: M. Ilyas, M. W. Siddiqi

Abstract:

This study employs auto-regressive distributed lag (ARDL) bounds approach to cointegration for long run and errorcorrection modeling (ECM) for short run analysis to examine the relationship between revenue gap and economic growth for Pakistan using annual time series data over the period 1980 to 2008. The short and long run results indicate that revenue gap is statistical significant and negatively effect economic growth. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 10.406 percent within a year.

Keywords: ARDL cointegration, Economic Growth, RevenueGap, Pakistan.

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1092 Factors Affecting Media Literacy of Early Teenagers

Authors: Khajornjit Bunnag

Abstract:

The purposes of this research are: 1) to study the media literacy of early teenagers, and 2) to study the interaction between gender and timing of media exposure that affects the media literacy of teenagers. The sample of the study included 400 young people aged between 11 to 17 and who were living in Bangkok. The data was collected using questionnaires. Two-way ANOVA was used in analyzing the collected data. The result revealed that gender and timing of media exposure affected the media literacy of early teenagers with statistical significance at the level of 0.05.

Keywords: Gender, Media Literacy, Teenager, Timing of Media Exposure.

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1091 Hydrochemical Contamination Profiling and Spatial-Temporal Mapping with the Support of Multivariate and Cluster Statistical Analysis

Authors: S. Barbosa, M. Pinto, J. A. Almeida, E. Carvalho, C. Diamantino

Abstract:

The aim of this work was to test a methodology able to generate spatial-temporal maps that can synthesize simultaneously the trends of distinct hydrochemical indicators in an old radium-uranium tailings dam deposit. Multidimensionality reduction derived from principal component analysis and subsequent data aggregation derived from clustering analysis allow to identify distinct hydrochemical behavioral profiles and generate synthetic evolutionary hydrochemical maps.

Keywords: Contamination plume migration, K-means of PCA scores, groundwater and mine water monitoring, spatial-temporal hydrochemical trends.

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1090 Spatial Analysis and Statistics for Zoning of Urban Areas

Authors: Benedetto Manganelli, Beniamino Murgante

Abstract:

The use of statistical data and of the neural networks, capable of elaborate a series of data and territorial info, have allowed the making of a model useful in the subdivision of urban places into homogeneous zone under the profile of a social, real estate, environmental and urbanist background of a city. The development of homogeneous zone has fiscal and urbanist advantages. The tools in the model proposed, able to be adapted to the dynamic changes of the city, allow the application of the zoning fast and dynamic.

Keywords: Homogeneous Urban Areas, Multidimensional Scaling, Neural Network, Real Estate Market, Urban Planning.

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1089 A Study on the Design Elements of Sidewalk in Urban Commercial District

Authors: Ji Hyun Kang, Hwan Su Seo, Hong-Kyu Kim, Hong Sok Kim

Abstract:

This study was to search for the desirable direction of the sidewalk planning in Korea by establishing the concepts of walking and pedestrian space, and analyzing the advanced precedents in and out of country. Also, based on the precedent studies and relevant laws, regulations, and systems, it aimed for the following sequential process: firstly, to derive design elements from the functions and characteristics of sidewalk and cluster the similar elements by each characteristics, sampling representative characteristics and making them hierarchical; then, to analyze their significances via the first questionnaire survey, and the relative weights and priorities of each elements via the Analytic Hierarchy Process(AHP); finally, based on the analysis result, to establish the frame of suggesting the direction of policy to improve the pedestrian environment of sidewalk in urban commercial district for the future planning and design of pedestrian space.

Keywords: Sidewalk, Pedestrian, AHP, Indicator.

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1088 The Announcer Trainee Satisfaction by National Broadcasting and Telecommunications Commission of Thailand

Authors: Nareenad Panbun

Abstract:

The objective is to study the knowledge utilization from the participants of the announcer training program by National Broadcasting and Telecommunications Commission (NBTC). This study is a quantitative research based on surveys and self-answering questionnaires. The population of this study is 100 participants randomly chosen by non-probability sampling method. The results have shown that most of the participants were satisfied with the topics of general knowledge about the broadcasting and television business for 37 people representing 37%, followed by the topics of broadcasting techniques. The legal issues, consumer rights, television business ethics, and credibility of the media are, in addition to the media's role and responsibilities in society, the use of language for successful communication. Therefore, the communication language skills are the most important for all of the trainees and will also build up the image of the broadcasting center.

Keywords: Announcer training program, participant, requirements announced, theory of utilization.

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1087 Land Use around Metro Stations: A Case Study

Authors: A. Roukouni, S. Basbas, M. Giannopoulou

Abstract:

Transport and land use are two systems that are mutually influenced. Their interaction is a complex process associated with continuous feedback. The paper examines the existing land use around an under construction metro station of the new metro network of Thessaloniki, Greece, through the use of field investigations, around the station-s predefined location. Moreover, except from the analytical land use recording, a sampling questionnaire survey is addressed to several selected enterprises of the study area. The survey aims to specify the characteristics of the enterprises, the trip patterns of their employees and clients, as well as the stated preferences towards the changes the new metro station is considered to bring to the area. The interpretation of the interrelationships among selected data from the questionnaire survey takes place using the method of Principal Components Analysis for Categorical Data. The followed methodology and the survey-s results contribute to the enrichment of the relevant bibliography concerning the way the creation of a new metro station can have an impact on the land use pattern of an area, by examining the situation before the operation of the station.

Keywords: land use, metro station, questionnaire survey

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1086 Experimental Study on Damping Ratios of in-situ Buildings

Authors: Zhiying Zhang, Chongdu Cho

Abstract:

Accurate evaluation of damping ratios involving soilstructure interaction (SSI) effects is the prerequisite for seismic design of in-situ buildings. This study proposes a combined approach to identify damping ratios of SSI systems based on ambient excitation technique. The proposed approach is illustrated with main test process, sampling principle and algorithm steps through an engineering example, as along with its feasibility and validity. The proposed approach is employed for damping ratio identification of 82 buildings in Xi-an, China. Based on the experimental data, the variation range and tendency of damping ratios of these SSI systems, along with the preliminary influence factor, are shown and discussed. In addition, a fitting curve indicates the relation between the damping ratio and fundamental natural period of SSI system.

Keywords: Damping ratio, seismic design, soil-structure interaction, system parameter identification.

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1085 Transportation Mode Choice Analysis for Accessibility of the Mehrabad International Airport by Statistical Models

Authors: N. Mirzaei Varzeghani, M. Saffarzadeh, A. Naderan, A. Taheri

Abstract:

Countries are progressing, and the world's busiest airports see year-on-year increases in travel demand. Passenger acceptability of an airport depends on the airport's appeals, which may include one of these routes between the city and the airport, as well as the facilities to reach them. One of the critical roles of transportation planners is to predict future transportation demand so that an integrated, multi-purpose system can be provided and diverse modes of transportation (rail, air, and land) can be delivered to a destination like an airport. In this study, 356 questionnaires were filled out in person over six days. First, the attraction of business and non-business trips was studied using data and a linear regression model. Lower travel costs, more passengers aged 55 and older using this airport, and other factors are essential for business trips. Non-business travelers, on the other hand, have prioritized using personal vehicles to get to the airport and ensuring convenient access to the airport. Business travelers are also less price-sensitive than non-business travelers regarding airport travel. Furthermore, carrying additional luggage (for example, more than one suitcase per person) undoubtedly decreases the attractiveness of public transit. Afterward, based on the manner and purpose of the trip, the locations with the highest trip generation to the airport were identified. The most famous district in Tehran was District 2, with 23 visits, while the most popular mode of transportation was an online taxi, with 12 trips from that location. Then, significant variables in separation and behavior of travel methods to access the airport were investigated for all systems. In this scenario, the most crucial factor is the time it takes to get to the airport, followed by the method's user-friendliness as a component of passenger preference. It has also been demonstrated that enhancing public transportation trip times reduces private transportation's market share, including taxicabs. Based on the responses of personal and semi-public vehicles, the desire of passengers to approach the airport via public transportation systems was explored to enhance present techniques and develop new strategies for providing the most efficient modes of transportation. Using the binary model, it was clear that business travelers and people who had already driven to the airport were the least likely to change.

Keywords: Multimodal transportation, travel behavior, demand modeling, statistical models.

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1084 The Multi-Layered Perceptrons Neural Networks for the Prediction of Daily Solar Radiation

Authors: Radouane Iqdour, Abdelouhab Zeroual

Abstract:

The Multi-Layered Perceptron (MLP) Neural networks have been very successful in a number of signal processing applications. In this work we have studied the possibilities and the met difficulties in the application of the MLP neural networks for the prediction of daily solar radiation data. We have used the Polack-Ribière algorithm for training the neural networks. A comparison, in term of the statistical indicators, with a linear model most used in literature, is also performed, and the obtained results show that the neural networks are more efficient and gave the best results.

Keywords: Daily solar radiation, Prediction, MLP neural networks, linear model

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1083 Students- uses of Wiki in Teacher Education: A Statistical Analysis

Authors: Said Hadjerrouit

Abstract:

Wikis are considered to be part of Web 2.0 technologies that potentially support collaborative learning and writing. Wikis provide opportunities for multiple users to work on the same document simultaneously. Most wikis have also a page for written group discussion. Nevertheless, wikis may be used in different ways depending on the pedagogy being used, and the constraints imposed by the course design. This work explores students- uses of wiki in teacher education. The analysis is based on a taxonomy for classifying students- activities and actions carried out on the wiki. The article also discusses the implications for using wikis as collaborative writing tools in teacher education.

Keywords: Behaviorism, collaborative writing, socioconstructivism, taxonomy, web 2.0 technology, wiki

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1082 Coupled Galerkin-DQ Approach for the Transient Analysis of Dam-Reservoir Interaction

Authors: S. A. Eftekhari

Abstract:

In this paper, a numerical algorithm using a coupled Galerkin-Differential Quadrature (DQ) method is proposed for the solution of dam-reservoir interaction problem. The governing differential equation of motion of the dam structure is discretized by the Galerkin method and the DQM is used to discretize the fluid domain. The resulting systems of ordinary differential equations are then solved by the Newmark time integration scheme. The mixed scheme combines the simplicity of the Galerkin method and high accuracy and efficiency of the DQ method. Its accuracy and efficiency are demonstrated by comparing the calculated results with those of the existing literature. It is shown that highly accurate results can be obtained using a small number of Galerkin terms and DQM sampling points. The technique presented in this investigation is general and can be used to solve various fluid-structure interaction problems.

Keywords: Dam-reservoir system, Differential quadrature method, Fluid-structure interaction, Galerkin method, Integral quadrature method.

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1081 Face Recognition using Radial Basis Function Network based on LDA

Authors: Byung-Joo Oh

Abstract:

This paper describes a method to improve the robustness of a face recognition system based on the combination of two compensating classifiers. The face images are preprocessed by the appearance-based statistical approaches such as Principal Component Analysis (PCA) and Linear Discriminant Analysis (LDA). LDA features of the face image are taken as the input of the Radial Basis Function Network (RBFN). The proposed approach has been tested on the ORL database. The experimental results show that the LDA+RBFN algorithm has achieved a recognition rate of 93.5%

Keywords: Face recognition, linear discriminant analysis, radial basis function network.

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1080 Design of Membership Ranges for Fuzzy Logic Control of Refrigeration Cycle Driven by a Variable Speed Compressor

Authors: Changho Han, Jaemin Lee, Li Hua, Seokkwon Jeong

Abstract:

Design of membership function ranges in fuzzy logic control (FLC) is presented for robust control of a variable speed refrigeration system (VSRS). The criterion values of the membership function ranges can be carried out from the static experimental data, and two different values are offered to compare control performance. Some simulations and real experiments for the VSRS were conducted to verify the validity of the designed membership functions. The experimental results showed good agreement with the simulation results, and the error change rate and its sampling time strongly affected the control performance at transient state of the VSRS.

Keywords: Variable speed refrigeration system, Fuzzy logic control, membership function range, control performance.

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1079 Statistical Description in the Turbulent Near Wake of a Rotating Circular Cylinder

Authors: Sharul S. Dol, U. Azimov, Robert J. Martinuzzi

Abstract:

Turbulence studies were made in the wake of a rotating circular cylinder in a uniform free stream. The interest was to examine the turbulence properties at the suppression of periodicity in vortex formation process. An experimental study of the turbulent near wake of a rotating circular cylinder was made at a Reynolds number of 9000 for velocity ratios, λ between 0 and 2.7. Hot-wire anemometry and particle image velocimetry results indicate that the rotation of the cylinder causes significant changes in the vortical activities. The turbulence quantities are getting smaller as λ increases due to suppression of coherent vortex structures.

Keywords: Rotating circular cylinder, Reynolds stress, vortex.

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1078 The Synthetic T2 Quality Control Chart and its Multi-Objective Optimization

Authors: Francisco Aparisi, Marco A. de Luna

Abstract:

In some real applications of Statistical Process Control it is necessary to design a control chart to not detect small process shifts, but keeping a good performance to detect moderate and large shifts in the quality. In this work we develop a new quality control chart, the synthetic T2 control chart, that can be designed to cope with this objective. A multi-objective optimization is carried out employing Genetic Algorithms, finding the Pareto-optimal front of non-dominated solutions for this optimization problem.

Keywords: Multi-objective optimization, Quality Control, SPC, Synthetic T2 control chart.

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1077 Applications of Stable Distributions in Time Series Analysis, Computer Sciences and Financial Markets

Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

Abstract:

In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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