Search results for: Gaussian mixture model (GMM)

Authors: F. Achouri, K. Chouicha

Abstract:

The main parameters affecting the workability are the water content, particle size, and the total surface of the grains, as long as the mixing water begins by wetting the surface of the grains and then fills the voids between the grains to form entrapped water, the quantity of water remaining is called free water. The aim of this study is to undertake a fractal approach through the relationship between the concrete formulation parameters and workability. To develop this approach a series of concrete taken from the literature was investigated by varying formulation parameters such as G/S, the quantity of cement C and the quantity of water W. We also call another model as the model of water layer thickness and model of paste layer thickness to judge their relevance, hence the following results: the relevance of the water layer thickness model is considered as a relevant when there is a variation in the water quantity. The model of the paste layer thickness is only applicable if we considered that the paste is made with the grain value Dmax = 2.85: value from which we see a stability of the model.

Keywords: Concrete, fractal method, paste layer thickness, water layer thickness, workability.

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Authors: Iqbal Hossain, Dr. Monzur Imteaz, Dr. Shirley Gato-Trinidad, Prof. Abdallah Shanableh

Abstract:

Estimation of runoff water quality parameters is required to determine appropriate water quality management options. Various models are used to estimate runoff water quality parameters. However, most models provide event-based estimates of water quality parameters for specific sites. The work presented in this paper describes the development of a model that continuously simulates the accumulation and wash-off of water quality pollutants in a catchment. The model allows estimation of pollutants build-up during dry periods and pollutants wash-off during storm events. The model was developed by integrating two individual models; rainfall-runoff model, and catchment water quality model. The rainfall-runoff model is based on the time-area runoff estimation method. The model allows users to estimate the time of concentration using a range of established methods. The model also allows estimation of the continuing runoff losses using any of the available estimation methods (i.e., constant, linearly varying or exponentially varying). Pollutants build-up in a catchment was represented by one of three pre-defined functions; power, exponential, or saturation. Similarly, pollutants wash-off was represented by one of three different functions; power, rating-curve, or exponential. The developed runoff water quality model was set-up to simulate the build-up and wash-off of total suspended solids (TSS), total phosphorus (TP) and total nitrogen (TN). The application of the model was demonstrated using available runoff and TSS field data from road and roof surfaces in the Gold Coast, Australia. The model provided excellent representation of the field data demonstrating the simplicity yet effectiveness of the proposed model.

Keywords: Catchment, continuous pollutants build-up, pollutants wash-off, runoff, runoff water quality model.

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Authors: Svetlana Saksonova

Abstract:

Every commercial bank optimises its asset portfolio depending on the profitability of assets and chosen or imposed constraints. This paper proposes and applies a stylized model for optimising banks' asset and liability structure, reflecting profitability of different asset categories and their risks as well as costs associated with different liability categories and reserve requirements. The level of detail for asset and liability categories is chosen to create a suitably parsimonious model and to include the most important categories in the model. It is shown that the most appropriate optimisation criterion for the model is the maximisation of the ratio of net interest income to assets. The maximisation of this ratio is subject to several constraints. Some are accounting identities or dictated by legislative requirements; others vary depending on the market objectives for a particular bank. The model predicts variable amount of assets allocated to loan provision.

Keywords: asset structure, commercial bank, model, optimisation

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Authors: A.O. Boudraa, J.C. Cexus, Z. Saidi

Abstract:

This paper introduces a new signal denoising based on the Empirical mode decomposition (EMD) framework. The method is a fully data driven approach. Noisy signal is decomposed adaptively into oscillatory components called Intrinsic mode functions (IMFs) by means of a process called sifting. The EMD denoising involves filtering or thresholding each IMF and reconstructs the estimated signal using the processed IMFs. The EMD can be combined with a filtering approach or with nonlinear transformation. In this work the Savitzky-Golay filter and shoftthresholding are investigated. For thresholding, IMF samples are shrinked or scaled below a threshold value. The standard deviation of the noise is estimated for every IMF. The threshold is derived for the Gaussian white noise. The method is tested on simulated and real data and compared with averaging, median and wavelet approaches.

Keywords: Empirical mode decomposition, Signal denoisingnonstationary process.

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Authors: Shih-Ching Lo

Abstract:

Discrete choice model is the most used methodology for studying traveler-s mode choice and demand. However, to calibrate the discrete choice model needs to have plenty of questionnaire survey. In this study, an aggregative model is proposed. The historical data of passenger volumes for high speed rail and domestic civil aviation are employed to calibrate and validate the model. In this study, different models are compared so as to propose the best one. From the results, systematic equations forecast better than single equation do. Models with the external variable, which is oil price, are better than models based on closed system assumption.

Keywords: forecasting, passenger volume, dynamic competition model, external variable, oil price

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Authors: I. Zohourkari, M. Zohoor

Abstract:

In this paper, an erosion-based model for abrasive waterjet (AWJ) turning process is presented. By using modified Hashish erosion model, the volume of material removed by impacting of abrasive particles to surface of the rotating cylindrical specimen is estimated and radius reduction at each rotation is calculated. Different to previous works, the proposed model considers the continuous change in local impact angle due to change in workpiece diameter, axial traverse rate of the jet, the abrasive particle roundness and density. The accuracy of the proposed model is examined by experimental tests under various traverse rates. The final diameters estimated by the proposed model are in good accordance with experiments.

Keywords: Abrasive, Erosion, impact, Particle, Waterjet, Turning.

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Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong

Abstract:

A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.

Keywords: DEA, efficiency, time lag, dual problem.

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Authors: R. Sammoura

Abstract:

In Lebanon, public construction projects are awarded to the contractor submitting the lowest bid price based on a competitive bidding process. The contractor has to make a strategic decision in choosing the appropriate bid price that will offer a satisfactory profit with a greater probability to win. A simulation model for bid price decision making based on the lowest bid price evaluation is developed. The model, built using Crystal Ball decisionengineering software, considers two main factors affecting the bidding process: the number of qualified bidders and the size of the project. The validity of the model is tested on twelve separate projects. The study also shows how to use the model to conduct risk analysis and help any specific contractor to decide on his bid price with associated certainty level in a scientific method.

Keywords: Bid price, Competition, Decision making, Simulation.

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Authors: P. Pongsumpun

Abstract:

One of the important tropical diseases is Chikunkunya. This disease is transmitted between the human by the insect-borne virus, of the genus Alphavirus. It occurs in Africa, Asia and the Indian subcontinent. In Thailand, the incidences due to this disease are increasing every year. In this study, the transmission of this disease is studied through dynamical model analysis.

Keywords: Chikunkunya, dynamical model, Endemic region, Routh-Hurwitz criteria.

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Authors: Nam Lethanh, Bryan T. Adey

Abstract:

In this paper, the potential use of an exponential hidden Markov model to model a hidden pavement deterioration process, i.e. one that is not directly measurable, is investigated. It is assumed that the evolution of the physical condition, which is the hidden process, and the evolution of the values of pavement distress indicators, can be adequately described using discrete condition states and modeled as a Markov processes. It is also assumed that condition data can be collected by visual inspections over time and represented continuously using an exponential distribution. The advantage of using such a model in decision making process is illustrated through an empirical study using real world data.

Keywords: Deterioration modeling, Exponential distribution, Hidden Markov model, Pavement management

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Authors: Julio Kauss, Miguel Cadillo, David Mauricio

Abstract:

E-commerce is a business model that allows companies to optimize the processes of buying, selling, transferring goods and exchanging services through computer networks or the Internet. In Peru, the electronic commerce is used infrequently. This situation is due, in part to the fact that there is no model that allows companies to implement an e-commerce solution, which means that most SMEs do not have adequate knowledge to adapt to electronic commerce. In this work, a reference model is proposed for the implementation of an e-commerce solution in Peruvian SMEs in the retail sector. It consists of five phases: Business Analysis, Business Modeling, Implementation, Post Implementation and Results. The present model was validated in a SME of the Peruvian retail sector through the implementation of an electronic commerce platform, through which the company increased its sales through the delivery channel by 10% in the first month of deployment. This result showed that the model is easy to implement, is economical and agile. In addition, it allowed the company to increase its business offer, adapt to e-commerce and improve customer loyalty.

Keywords: E-commerce, retail, SMEs, reference model.

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Authors: Muhammad Naeem, Syed Ismail Shah, Habibullah Jamal

Abstract:

In this paper, a simple heuristic genetic algorithm is used for Multistage Multiuser detection in fast fading environments. Multipath channels, multiple access interference (MAI) and near far effect cause the performance of the conventional detector to degrade. Heuristic Genetic algorithms, a rapidly growing area of artificial intelligence, uses evolutionary programming for initial search, which not only helps to converge the solution towards near optimal performance efficiently but also at a very low complexity as compared with optimal detector. This holds true for Additive White Gaussian Noise (AWGN) and multipath fading channels. Experimental results are presented to show the superior performance of the proposed techque over the existing methods.

Keywords: Genetic Algorithm (GA), Multiple AccessInterference (MAI), Multistage Detectors (MSD), SuccessiveInterference Cancellation.

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Authors: Do-Jin Jang, Sung-Ah Kim

Abstract:

In designing a kinetic façade, it is hard for the designer to make digital models due to its complex geometry with motion. This paper aims to present a methodology of converting a point cloud of a physical model into a single digital model with a certain topology and motion. The method uses a Microsoft Kinect sensor, and color markers were defined and applied to three paper folding-inspired designs. Although the resulted digital model cannot represent the whole folding range of the physical model, the method supports the designer to conduct a performance-oriented design process with the rough physical model in the reduced folding range.

Keywords: Design media, kinetic façades, tangible user interface, 3D scanning.

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Authors: Faraj El Dabee, Romeo Marian, Yousef Amer

Abstract:

This paper implements the inventory model developed in the first part of this paper in a simplified problem to simultaneously reduce costs and risks in JIT systems. This model is developed to ascertain an optimal ordering strategy for procuring raw materials by using regular multi-external and local backup suppliers to reduce the total cost of the products, and at the same time to reduce the risks arising from this cost reduction within production systems. A comparison between the cost of using the JIT system and using the proposed inventory model shows the superiority of the use of the inventory model.

Keywords: Lean manufacturing, Just-in-Time (JIT), production system, cost-risk reduction, inventory model, eternal supplier, local backup supplier.

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Authors: Zhaksyntay K. Kairbekov, Zhannur K. Myltykbaeva, Nazym T. Smagulova, Dariya K. Kanseitova

Abstract:

In this paper we studied sono catalytic oxidative desulfurization of oil and diesel fraction from “Zhanazhol” oil deposits. We have established that the combined effect of the ultrasonic field and oxidant (ozone-air mixture) in the presence of the catalyst on the oil is potentially very effective method of desulfurization of oil and oil products. This method allows increasing the degree of desulfurization of oil by 62%.

Keywords: Desulfurization, diesel, oil, oil products, sonication.

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Authors: Sameh A. S. Alariqi

Abstract:

Food is widely packaged with plastic materials to prevent microbial contamination and spoilage. Ionizing radiation is widely used to sterilize the food-packaging materials. Sterilization by γ-radiation causes degradation such as embrittlement, stiffening, softening, discoloration, odour generation, and decrease in molecular weight. Many antioxidants can prevent γ-degradation but most of them are toxic. The migration of antioxidants to its environment gives rise to major concerns in case of food packaging plastics. In this attempt, we have aimed to utilize synergistic mixtures of stabilizers which are approved for food-contact applications. Ethylene-propylene-diene terpolymer has been melt-mixed with hindered amine stabilizers (HAS), phenolic antioxidants and organophosphites (hydroperoxide decomposer). Results were discussed by comparing the stabilizing efficiency of mixtures with and without phenol system. Among phenol containing systems where we mostly observed discoloration due to the oxidation of hindered phenol, the combination of secondary HAS, tertiary HAS, organo-phosphite and hindered phenol exhibited improved stabilization efficiency than single or binary additive systems. The mixture of secondary HAS and tertiary HAS, has shown antagonistic effect of stabilization. However, the combination of organo-phosphite with secondary HAS, tertiary HAS and phenol antioxidants have been found to give synergistic even at higher doses of Gamma-irradiation. The effects have been explained through the interaction between the stabilizers. After γ-irradiation, the consumption of oligomeric stabilizer significantly depends on the components of stabilization mixture. The effect of the organo-phosphite antioxidant on the overall stability has been discussed.

Keywords: Ethylene-propylene-diene terpolymer, Synergistic mixtures, Gamma-sterilization and stabilization.

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Authors: Liu Dan, Wang Xue, Wang Guiqin, Qian Zhihong

Abstract:

The burst noise is a kind of noises that are destructive and frequently found in semiconductor devices and ICs, yet detecting and removing the noise has proved challenging for IC designers or users. According to the properties of burst noise, a methodological approach is presented (proposed) in the paper, by which the burst noise can be analysed and detected in time domain. In this paper, principles and properties of burst noise are expounded first, Afterwards, feasibility (viable) of burst noise detection by means of wavelet transform in the time domain is corroborated in the paper, and the multi-resolution characters of Gaussian noise, burst noise and blurred burst noise are discussed in details by computer emulation. Furthermore, the practical method to decide parameters of wavelet transform is acquired through a great deal of experiment and data statistics. The methodology may yield an expectation in a wide variety of applications.

Keywords: Burst noise, detection, wavelet transform

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Authors: Antonio Mauricio F. L. Miranda de Sá

Abstract:

Partial coherence between two signals removing the contribution of a periodic, deterministic signal is proposed for evaluating the interrelationship in multivariate systems. The estimator expression was derived and shown to be independent of such periodic signal. Simulations were used for obtaining its critical value, which were found to be the same as those for Gaussian signals, as well as for evaluating the technique. An Illustration with eletroencephalografic (EEG) signals during photic stimulation is also provided. The application of the proposed technique in both simulation and real EEG data indicate that it seems to be very specific in removing the contribution of periodic sources. The estimate independence of the periodic signal may widen partial coherence application to signal analysis, since it could be used together with simple coherence to test for contamination in signals by a common, periodic noise source.

Keywords: Partial coherence, periodic input, spectral analysis, statistical signal processing.

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Authors: Jaroslav Krutil, František Pochylý, Simona Fialová

Abstract:

The article presents two mathematical models of the interaction between a rotating shaft and an incompressible fluid. The mathematical model includes both the journal bearings and the axially traversed hydrodynamic sealing gaps of hydraulic machines. A method is shown for the identification of additional effects of the fluid acting on the rotor of the machine, both for a linear and a nonlinear model. The interaction is expressed by matrices of mass, stiffness and damping.

Keywords: CFD modeling, hydrodynamic gap, matrices of mass, stiffness and damping, nonlinear mathematical model.

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Authors: H.Hosseini, A.A. Azemati

Abstract:

The fundamental defect inherent to the thermoforming technology is wall-thickness variation of the products due to inadequate thermal processing during production of polymer. A nonlinear viscoelastic rheological model is implemented for developing the process model. This model describes deformation process of a sheet in thermoforming process. Because of relaxation pause after plug-assist stage and also implementation of two stage thermoforming process have minor wall-thickness variation and consequently better mechanical properties of polymeric articles. For model validation, a comparative analysis of the theoretical and experimental data is presented.

Keywords: High-quality polymeric article, Thermal Processing, Rheological model, Minor wall-thickness variation.

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Authors: C. Pislaru, A. Shebani

Abstract:

This paper uses the radial basis function neural network (RBFNN) for system identification of nonlinear systems. Five nonlinear systems are used to examine the activity of RBFNN in system modeling of nonlinear systems; the five nonlinear systems are dual tank system, single tank system, DC motor system, and two academic models. The feed forward method is considered in this work for modelling the non-linear dynamic models, where the KMeans clustering algorithm used in this paper to select the centers of radial basis function network, because it is reliable, offers fast convergence and can handle large data sets. The least mean square method is used to adjust the weights to the output layer, and Euclidean distance method used to measure the width of the Gaussian function.

Keywords: System identification, Nonlinear system, Neural networks, RBF neural network.

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Authors: Luísa P. Cruz-Lopes, Hugo Costa e Silva, Idalina Domingos, José Ferreira, Luís Teixeira de Lemos, Bruno Esteves

Abstract:

The liquefaction process of cork based tree barks has led to an increase of interest due to its potential innovation in the lumber and wood industries. In this particular study the bark of Quercus cerris (Turkish oak) is used due to its appreciable amount of cork tissue, although of inferior quality when compared to the cork provided by other Quercus trees. This study aims to optimize alkaline catalysis liquefaction conditions, regarding several parameters. To better comprehend the possible chemical characteristics of the bark of Quercus cerris, a complete chemical analysis was performed. The liquefaction process was performed in a double-jacket reactor heated with oil, using glycerol and a mixture of glycerol/ethylene glycol as solvents, potassium hydroxide as a catalyst, and varying the temperature, liquefaction time and granulometry. Due to low liquefaction efficiency resulting from the first experimental procedures a study was made regarding different washing techniques after the filtration process using methanol and methanol/water. The chemical analysis stated that the bark of Quercus cerris is mostly composed by suberin (ca. 30%) and lignin (ca. 24%) as well as insolvent hemicelluloses in hot water (ca. 23%). On the liquefaction stage, the results that led to higher yields were: using a mixture of methanol/ethylene glycol as reagents and a time and temperature of 120 minutes and 200 ºC, respectively. It is concluded that using a granulometry of <80 mesh leads to better results, even if this parameter barely influences the liquefaction efficiency. Regarding the filtration stage, washing the residue with methanol and then distilled water leads to a considerable increase on final liquefaction percentages, which proves that this procedure is effective at liquefying suberin content and lignocellulose fraction.

Keywords: Liquefaction, alkaline catalysis, optimization, Quercus cerris bark.

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Authors: Olga Novikova, Timo Vuori

Abstract:

This paper describes topology of business models in market ecosystem of the emerging electric mobility industry. The business model topology shows that firm-s participation in the ecosystem is associated with different requirements on resources and capabilities, and different levels of risk. Business model concept is used together with concepts of networked value creation and shows that firms can achieve higher levels of sustainable advantage by cooperation, not competition. Hybrid business models provide companies a viable alternative possibility for participation in the market ecosystem.

Keywords: Business model, ecosystem, topology.

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Authors: Gerald Amatre, Julius Bunny Lejju, Morgan Andama

Abstract:

Despite several interventions, jigger flea infestations continue to be reported in the Busoga sub-region in Eastern Uganda. The purpose of this study was to identify factors that expose the indigenous people to jigger flea infestations and evaluate the effectiveness of any indigenous materials used in flea control by the affected communities. Flea compositions in residences were described, factors associated with flea infestation and indigenous materials used in flea control were evaluated. Field surveys were conducted in the affected communities after obtaining preliminary information on jigger infestation from the offices of the District Health Inspectors to identify the affected villages and households. Informed consent was then sought from the local authorities and household heads to conduct the study. Focus group discussions were conducted with key district informants, namely, the District Health Inspectors, District Entomologists and representatives from the District Health Office. A GPS coordinate was taken at central point at every household enrolled. Fleas were trapped inside residences using Kilonzo traps. A Kilonzo Trap comprised a shallow pan, about three centimetres deep, filled to the brim with water. The edges of the pan were smeared with Vaseline to prevent fleas from crawling out. Traps were placed in the evening and checked every morning the following day. The trapped fleas were collected in labelled vials filled with 70% aqueous ethanol and taken to the laboratory for identification. Socio-economic and environmental data were collected. The results indicate that the commonest flea trapped in the residences was the cat flea (Ctenocephalides felis) (50%), followed by Jigger flea (Tunga penetrans) (46%) and rat flea (Xenopsylla Cheopis) (4%), respectively. The average size of residences was seven squire metres with a mean of six occupants. The residences were generally untidy; with loose dusty floors and the brick walls were not plastered. The majority of the jigger affected households were headed by peasants (86.7%) and artisans (13.3%). The household heads mainly stopped at primary school level (80%) and few at secondary school level (20%). The jigger affected households were mainly headed by peasants of low socioeconomic status. The affected community members use soil-cow dung-ash mixture to smear floors of residences as the only measure to control fleas. This method was found to be ineffective in controlling the insects. The study recommends that home improvement campaigns be continued in the affected communities to improve sanitation and hygiene in residences as one of the interventions to combat flea infestations. Other cheap, available and effective means should be identified to curb jigger flea infestations.

Keywords: Cow dung-soil-ash mixture, infestations, Jigger flea, Tunga penetrans.

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Authors: L. Dzierzbicka-Głowacka, M. Janecki

Abstract:

Seasonal variability of nutrients concentration in the Baltic Sea using the 3D ecosystem numerical model 3D-CEMBS has been investigated. Additionally this study shows horizontal and vertical distribution of nutrients in the Baltic Sea. Model domain is an extended Baltic Sea area divided into 600x640 horizontal grid cells. Aside from standard hydrodynamic parameters 3D-CEMBS produces modeled ecological variables such as: three types of phytoplankton, two detrital classes, dissolved oxygen and the nutrients (nitrate, ammonium, phosphate and silicate). The presented model allows prediction of parameters that describe distribution of nutrients concentration and phytoplankton biomass. 3D-CEMBS can be used to study the effect of different hydrodynamic and biogeochemical processes on distributions of these variables in a larger scale.

Keywords: ecosystem model, nutrients, Baltic Sea

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Authors: Yuan-Jye Tseng, Yi-Shiuan Chen

Abstract:

The paper presented a sustainable design model for integrated evaluation of the design and supply chain of a product for the sustainable objectives. To design a product, there can be alternative ways to assign the detailed specifications to fulfill the same design objectives. In the design alternative cases, different material and manufacturing processes with various supply chain activities may be required for the production. Therefore, it is required to evaluate the different design cases based on the sustainable objectives. In this research, a closed-loop design model is developed by integrating the forward design model and reverse design model. From the supply chain point of view, the decisions in the forward design model are connected with the forward supply chain. The decisions in the reverse design model are connected with the reverse supply chain considering the sustainable objectives. The purpose of this research is to develop a mathematical model for analyzing the design cases by integrated evaluating the criteria in the closed-loop design and the closed-loop supply chain. The decision variables are built to represent the design cases of the forward design and reverse design. The cost parameters in a forward design include the costs of material and manufacturing processes. The cost parameters in a reverse design include the costs of recycling, disassembly, reusing, remanufacturing, and disposing. The mathematical model is formulated to minimize the total cost under the design constraints. In practical applications, the decisions of the mathematical model can be used for selecting a design case for the purpose of sustainable design of a product. An example product is demonstrated in the paper. The test result shows that the sustainable design model is useful for integrated evaluation of the design and the supply chain to achieve the sustainable objectives.

Keywords: Closed-loop design, closed-loop supply chain, design evaluation, mathematical model, supply chain management, sustainable design model.

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Authors: Tohru Kawabe

Abstract:

In this paper, a new model predictive PID controller design method for the slip suppression control of EVs (electric vehicles) is proposed. The proposed method aims to improve the maneuverability and the stability of EVs by controlling the wheel slip ratio. The optimal control gains of PID framework are derived by the model predictive control (MPC) algorithm. There also include numerical simulation results to demonstrate the effectiveness of the method.

Keywords: Model Predictive Control, PID controller, Electric Vehicle, Slip suppression

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Authors: Maryam Jamela Ismail, Rosdiazli Ibrahim, Idris Ismail

Abstract:

In the oil and gas industry, energy prediction can help the distributor and customer to forecast the outgoing and incoming gas through the pipeline. It will also help to eliminate any uncertainties in gas metering for billing purposes. The objective of this paper is to develop Neural Network Model for energy consumption and analyze the performance model. This paper provides a comprehensive review on published research on the energy consumption prediction which focuses on structures and the parameters used in developing Neural Network models. This paper is then focused on the parameter selection of the neural network prediction model development for energy consumption and analysis on the result. The most reliable model that gives the most accurate result is proposed for the prediction. The result shows that the proposed neural network energy prediction model is able to demonstrate an adequate performance with least Root Mean Square Error.

Keywords: Energy Prediction, Multilayer Feedforward, Levenberg-Marquardt, Root Mean Square Error (RMSE)

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Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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Authors: Jyotsna Singh, Parul Garg, Alok Nath De

Abstract:

In this paper, we present a non-blind technique of adding the watermark to the Fourier spectral components of audio signal in a way such that the modified amplitude does not exceed the maximum amplitude spread (MAS). This MAS is due to individual Discrete fourier transform (DFT) coefficients in that particular frame, which is derived from the Energy Spreading function given by Schroeder. Using this technique one can store double the information within a given frame length i.e. overriding the watermark on the host of equal length with least perceptual distortion. The watermark is uniformly floating on the DFT components of original signal. This helps in detecting any intentional manipulations done on the watermarked audio. Also, the scheme is found robust to various signal processing attacks like presence of multiple watermarks, Additive white gaussian noise (AWGN) and mp3 compression.

Keywords: Discrete Fourier Transform, Spreading Function, Watermark, Pseudo Noise Sequence, Spectral Masking Effect

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