Search results for: Gaussian process classification model with multiclass

Authors: Bothinah Altaf, Gary Montague, Elaine B. Martin

Abstract:

This study involves the modeling and monitoring of an ammonia synthesis fixed-bed reactor using partial least squares (PLS) and its variants. The process exhibits complex dynamic behavior due to the presence of heat recycling and feed quench. One limitation of static PLS model in this situation is that it does not take account of the process dynamics and hence dynamic PLS was used. Although it showed, superior performance to static PLS in terms of prediction, the monitoring scheme was inappropriate hence adaptive PLS was considered. A limitation of adaptive PLS is that non-conforming observations also contribute to the model, therefore, a new adaptive approach was developed, robust adaptive dynamic PLS. This approach updates a dynamic PLS model and is robust to non-representative data. The developed methodology showed a clear improvement over existing approaches in terms of the modeling of the reactor and the detection of faults.

Keywords: Ammonia synthesis fixed-bed reactor, dynamic partial least squares modeling, recursive partial least squares, robust modeling.

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Authors: Labar Hocine, Dgeghader Yacine, Kelaiaia Mounia Samira, Bounaya Kamel

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To maximise furnace production it-s necessary to optimise furnace control, with the objectives of achieving maximum power input into the melting process, minimum network distortion and power-off time, without compromise on quality and safety. This can be achieved with on the one hand by an appropriate electrode control and on the other hand by a minimum of AC transformer switching. Electrical arc is a stochastic process; witch is the principal cause of power quality problems, including voltages dips, harmonic distortion, unbalance loads and flicker. So it is difficult to make an appropriate model for an Electrical Arc Furnace (EAF). The factors that effect EAF operation are the melting or refining materials, melting stage, electrode position (arc length), electrode arm control and short circuit power of the feeder. So arc voltages, current and power are defined as a nonlinear function of the arc length. In this article we propose our own empirical function of the EAF and model, for the mean stages of the melting process, thanks to the measurements in the steel factory.

Keywords: Modelling, electrical arc, melting, power, EAF, steel.

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Authors: Mohammad H. Fattahi

Abstract:

Chaotic analysis has been performed on the river flow time series before and after applying the wavelet based de-noising techniques in order to investigate the noise content effects on chaotic nature of flow series. In this study, 38 years of monthly runoff data of three gauging stations were used. Gauging stations were located in Ghar-e-Aghaj river basin, Fars province, Iran. Noise level of time series was estimated with the aid of Gaussian kernel algorithm. This step was found to be crucial in preventing removal of the vital data such as memory, correlation and trend from the time series in addition to the noise during de-noising process.

Keywords: Chaotic behavior, wavelet, noise reduction, river flow.

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Authors: Gheida J. Shahrour, Martin J. Russell

Abstract:

The 3D body movement signals captured during human-human conversation include clues not only to the content of people’s communication but also to their culture and personality. This paper is concerned with automatic extraction of this information from body movement signals. For the purpose of this research, we collected a novel corpus from 27 subjects, arranged them into groups according to their culture. We arranged each group into pairs and each pair communicated with each other about different topics. A state-of-art recognition system is applied to the problems of person, culture, and topic recognition. We borrowed modeling, classification, and normalization techniques from speech recognition. We used Gaussian Mixture Modeling (GMM) as the main technique for building our three systems, obtaining 77.78%, 55.47%, and 39.06% from the person, culture, and topic recognition systems respectively. In addition, we combined the above GMM systems with Support Vector Machines (SVM) to obtain 85.42%, 62.50%, and 40.63% accuracy for person, culture, and topic recognition respectively. Although direct comparison among these three recognition systems is difficult, it seems that our person recognition system performs best for both GMM and GMM-SVM, suggesting that intersubject differences (i.e. subject’s personality traits) are a major source of variation. When removing these traits from culture and topic recognition systems using the Nuisance Attribute Projection (NAP) and the Intersession Variability Compensation (ISVC) techniques, we obtained 73.44% and 46.09% accuracy from culture and topic recognition systems respectively.

Keywords: Person Recognition, Topic Recognition, Culture Recognition, 3D Body Movement Signals, Variability Compensation.

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Authors: Asadollah Boshra, Ahmad Seif, Mehran Aghaei

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A model of (4, 4) single-walled boron-nitride nanotube as a representative of armchair boron-nitride nanotubes studied. At first the structure optimization performed and then Nuclear Magnetic Resonance parameters (NMR) by Density Functional Theory (DFT) method at 11B and 15N nuclei calculated. Resulted parameters evaluation presents electrostatic environment heterogeneity along the nanotube and especially at the ends but the nuclei in a layer feel the same electrostatic environment. All of calculations carried out using Gaussian 98 Software package.

Keywords: Boron-nitride nanotube, Density Functional Theory, Nuclear Magnetic Resonance (NMR).

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Authors: Tomáš Ludík, Josef Navrátil, Alena Langerová

Abstract:

Tackling emergency situations is performed based on emergency scenarios. These scenarios do not have a uniform form in the Czech Republic. They are unstructured and developed primarily in the text form. This does not allow solving emergency situations efficiently. For this reason, the paper aims at defining a Process Oriented Architecture to support and thus to improve tackling emergency situations in the Czech Republic. The innovative Process Oriented Architecture is based on the Workflow Reference Model while taking into account the options of Business Process Management Suites for the implementation of process oriented emergency scenarios. To verify the proposed architecture the Proof of Concept has been used which covers the reception of an emergency event at the district emergency operations centre. Within the particular implementation of the proposed architecture the Bonita Open Solution has been used. The architecture created in this way is suitable not only for emergency management, but also for educational purposes.

Keywords: Business Process Management Suite, Czech Republic, Emergency Scenarios, Process Execution, Process Oriented Architecture.

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Authors: Miloš Marjanović, Jaroslav Burian, Ja kub Miřijovský, Jan Harbula

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This paper regards the phenomena of intensive suburbanization and urbanization in Olomouc city and in Olomouc region in general for the period of 1986–2009. A Remote Sensing approach that involves tracking of changes in Land Cover units is proposed to quantify the urbanization state and trends in temporal and spatial aspects. It actually consisted of two approaches, Experiment 1 and Experiment 2 which implied two different image classification solutions in order to provide Land Cover maps for each 1986–2009 time split available in the Landsat image set. Experiment 1 dealt with the unsupervised classification, while Experiment 2 involved semi- supervised classification, using a combination of object-based and pixel-based classifiers. The resulting Land Cover maps were subsequently quantified for the proportion of urban area unit and its trend through time, and also for the urban area unit stability, yielding the relation of spatial and temporal development of the urban area unit. Some outcomes seem promising but there is indisputably room for improvements of source data and also processing and filtering.

Keywords: Change detection, image classification, land cover, Landsat images, Olomouc city, urbanization.

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Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

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This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.

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Authors: Shashank.B. Thakre, Lalit.B. Bhuyar, Samir.J. Deshmukh

Abstract:

Oxygen transfer, the process by which oxygen is transferred from the gaseous to liquid phase, is a vital part of the waste water treatment process. Because of low solubility of oxygen and consequent low rate of oxygen transfer, sufficient oxygen to meet the requirement of aerobic waste does not enter through normal surface air water interface. Many theories have come up in explaining the mechanism of gas transfer and absorption of non-reacting gases in a liquid, of out of which, Two film theory is important. An exiting mathematical model determines approximate value of Overall Gas Transfer coefficient. The Overall Gas Transfer coefficient, in case of Penetration theory, is 1.13 time more than that obtained in case of Two film theory. The difference is due to the difference in assumptions in the two theories. The paper aims at development of mathematical model which determines the value of Overall Gas Transfer coefficient with greater accuracy than the existing model.

Keywords: Theories, Dissolved oxygen, Mathematical model, Gas Transfer coefficient, Accuracy.

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Authors: M. Haddadzade, M. R. Razfar, M. Farahnakian

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Integration of process planning and scheduling functions is necessary to achieve superior overall system performance. This paper proposes a methodology for integration of process planning and scheduling for prismatic component that can be implemented in a company with existing departments. The developed model considers technological constraints whereas available time for machining in shop floor is the limiting factor to produce multiple process plan (MPP). It takes advantage of MPP while guarantied the fulfillment of the due dates via using overtime. This study has been proposed to determinate machining parameters, tools, machine and amount of over time within the minimum cost objective while overtime is considered for this. At last the illustration shows that the system performance is improved by as measured by cost and compatible with due date.

Keywords: Due date, Integration, Multiple process plan, Process planning, Scheduling.

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Authors: O. Yavuz, L. Ozyilmaz

Abstract:

HIV-1 genome is highly heterogeneous. Due to this variation, features of HIV-I genome is in a wide range. For this reason, the ability to infection of the virus changes depending on different chemokine receptors. From this point of view, R5 HIV viruses use CCR5 coreceptor while X4 viruses use CXCR5 and R5X4 viruses can utilize both coreceptors. Recently, in Bioinformatics, R5X4 viruses have been studied to classify by using the experiments on HIV-1 genome. In this study, R5X4 type of HIV viruses were classified using Auto Regressive (AR) model through Artificial Neural Networks (ANNs). The statistical data of R5X4, R5 and X4 viruses was analyzed by using signal processing methods and ANNs. Accessible residues of these virus sequences were obtained and modeled by AR model since the dimension of residues is large and different from each other. Finally the pre-processed data was used to evolve various ANN structures for determining R5X4 viruses. Furthermore ROC analysis was applied to ANNs to show their real performances. The results indicate that R5X4 viruses successfully classified with high sensitivity and specificity values training and testing ROC analysis for RBF, which gives the best performance among ANN structures.

Keywords: Auto-Regressive Model, HIV, Neural Networks, ROC Analysis.

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Authors: Faramarz Khosravi, Gokhan Izbirak

Abstract:

A weighted statistical stochastic based Analytical Hierarchy Process (AHP) model for modeling the potential barriers and enablers of sustainability for measuring and assessing the sustainability level is proposed. For context-dependent potential barriers and enablers, the proposed model takes the basis of the properties of the variables describing the sustainability functions and was developed into a realistic analytical model for the sustainable behavior of an organization. This thus serves as a means for measuring the sustainability of the organization. The main focus of this paper was the application of the AHP tool in a statistically-based model for measuring sustainability. Hence a strong weighted stochastic AHP based procedure was achieved. A case study scenario of a widely reported major Canadian electric utility was adopted to demonstrate the applicability of the developed model and comparatively examined its results with those of an equal-weighted model method. Variations in the sustainability of a company, as fluctuations, were figured out during the time. In the results obtained, sustainability index for successive years changed form 73.12%, 79.02%, 74.31%, 76.65%, 80.49%, 79.81%, 79.83% to more exact values 73.32%, 77.72%, 76.76%, 79.41%, 81.93%, 79.72%, and 80,45% according to priorities of factors that have found by expert views, respectively. By obtaining relatively necessary informative measurement indicators, the model can practically and effectively evaluate the sustainability extent of any organization and also to determine fluctuations in the organization over time.

Keywords: AHP, sustainability fluctuation, environmental indicators, performance measurement, environmental sustainability.

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Authors: Ε. Giovanis

Abstract:

The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002 through 2008. We present a binary logistic regression with paned data analysis. With the pooled binary logistic regression we build a model including more variables in the regression than with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than in pooled regression. On the other hand we estimate an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell (Gbell) functions and we find that ANFIS outperforms significant Logit regressions in both in-sample and out-of-sample periods, indicating that ANFIS is a more appropriate tool for financial risk managers and for the economic policy makers in central banks and national statistical services.

Keywords: ANFIS, Binary logistic regression, Financialdistress, Panel data

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Authors: Ahmad Ghayoumi, Mehdi Ghayoumi

Abstract:

Intelligent schools are those which use IT devices and technologies as media software, hardware and networks to improve learning process. On the other hand management improvement is best described as the process from which managers learn and improve their skills not only to benefit themselves but also their employing organizations Here, we present a model Management improvement System that has been applied on some schools and have made strict improvement.

Keywords: Intelligent school, Management development system, Learning station, Teaching station

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Authors: Rustamov Nasim, Roostamov Yunusbek

Abstract:

In this work social stratification is considered as one of significant factor which generate the phenomena “terrorism” and it puts the accent on correlation connection between them, with the object of creation info-logical model generation of phenomena of “terrorism” based on stratification process.

Keywords: Social stratification, stratification process, generation of phenomena “terrorism”, conceptions – “terror”, “terrorize” and “terrorism”, info-logical model of phenomena of “terrorism”.

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Authors: Anahita Farhang Ghahfarokhi, Alessandro Berti, Wil M.P. van der Aalst

Abstract:

Process mining provides ways to analyze business processes. Common process mining techniques consider the process as a whole. However, in real-life business processes, different behaviors exist that make the overall process too complex to interpret. Process comparison is a branch of process mining that isolates different behaviors of the process from each other by using process cubes. Process cubes organize event data using different dimensions. Each cell contains a set of events that can be used as an input to apply process mining techniques. Existing work on process cubes assume single case notions. However, in real processes, several case notions (e.g., order, item, package, etc.) are intertwined. Object-centric process mining is a new branch of process mining addressing multiple case notions in a process. To make a bridge between object-centric process mining and process comparison, we propose a process cube framework, which supports process cube operations such as slice and dice on object-centric event logs. To facilitate the comparison, the framework is integrated with several object-centric process discovery approaches.

Keywords: Process mining, multidimensional process mining, multi-perspective business processes, OLAP, process cubes, process discovery.

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Authors: Peichen Zhao

Abstract:

In this paper, we extend the compound binomial model to the case where the premium income process, based on a binomial process, is no longer a linear function. First, a mathematically recursive formula is derived for non ruin probability, and then, we examine the expected discounted penalty function, satisfy a defect renewal equation. Third, the asymptotic estimate for the expected discounted penalty function is then given. Finally, we give two examples of ruin quantities to illustrate applications of the recursive formula and the asymptotic estimate for penalty function.

Keywords: Discounted penalty function, compound binomial process, recursive formula, discrete renewal equation, asymptotic estimate.

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Authors: Sallama Athab, Hala Bahjat

Abstract:

Detecting object in video sequence is a challenging mission for identifying, tracking moving objects. Background removal considered as a basic step in detected moving objects tasks. Dual static cameras placed in front and rear moving platform gathered information which is used to detect objects. Background change regarding with speed and direction moving platform, so moving objects distinguished become complicated. In this paper, we propose framework allows detection moving object with variety of speed and direction dynamically. Object detection technique built on two levels the first level apply background removal and edge detection to generate moving areas. The second level apply Moving Areas Filter (MAF) then calculate Correlation Score (CS) for adjusted moving area. Merging moving areas with closer CS and marked as moving object. Experiment result is prepared on real scene acquired by dual static cameras without overlap in sense. Results showing accuracy in detecting objects compared with optical flow and Mixture Module Gaussian (MMG), Accurate ratio produced to measure accurate detection moving object.

Keywords: Background Removal, Correlation, Mixture Module Gaussian, Moving Platform, Object Detection.

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Authors: R. B. Knudsen, O. T. Rasmussen, R. A. Alphinas

Abstract:

The reason for conducting this research is to develop an algorithm that is capable of classifying news articles from the automobile industry, according to the competitive actions that they entail, with the use of Text Mining (TM) methods. It is needed to test how to properly preprocess the data for this research by preparing pipelines which fits each algorithm the best. The pipelines are tested along with nine different classification algorithms in the realm of regression, support vector machines, and neural networks. Preliminary testing for identifying the optimal pipelines and algorithms resulted in the selection of two algorithms with two different pipelines. The two algorithms are Logistic Regression (LR) and Artificial Neural Network (ANN). These algorithms are optimized further, where several parameters of each algorithm are tested. The best result is achieved with the ANN. The final model yields an accuracy of 0.79, a precision of 0.80, a recall of 0.78, and an F1 score of 0.76. By removing three of the classes that created noise, the final algorithm is capable of reaching an accuracy of 94%.

Keywords: Artificial neural network, competitive dynamics, logistic regression, text classification, text mining.

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Authors: Hung-Ming Lai, Andreas Albrecht, Kathleen Steinhöfel

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Cancers could normally be marked by a number of differentially expressed genes which show enormous potential as biomarkers for a certain disease. Recent years, cancer classification based on the investigation of gene expression profiles derived by high-throughput microarrays has widely been used. The selection of discriminative genes is, therefore, an essential preprocess step in carcinogenesis studies. In this paper, we have proposed a novel gene selector using information-theoretic measures for biological discovery. This multivariate filter is a four-stage framework through the analyses of feature relevance, feature interdependence, feature redundancy-dependence and subset rankings, and having been examined on the colon cancer data set. Our experimental result show that the proposed method outperformed other information theorem based filters in all aspect of classification errors and classification performance.

Keywords: Colon cancer, feature interdependence, feature subset selection, gene selection, microarray data analysis.

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Authors: Chad Goldsworthy, B. Rajeswari Matam

Abstract:

The use of deep learning for species identification in camera trap images has revolutionised our ability to study, conserve and monitor species in a highly efficient and unobtrusive manner, with state-of-the-art models achieving accuracies surpassing the accuracy of manual human classification. The high imbalance of camera trap datasets, however, results in poor accuracies for minority (rare or endangered) species due to their relative insignificance to the overall model accuracy. This paper investigates the use of Focal Loss, in comparison to the traditional Cross Entropy Loss function, to improve the identification of minority species in the “255 Bird Species” dataset from Kaggle. The results show that, although Focal Loss slightly decreased the accuracy of the majority species, it was able to increase the F1-score by 0.06 and improve the identification of the bottom two, five and ten (minority) species by 37.5%, 15.7% and 10.8%, respectively, as well as resulting in an improved overall accuracy of 2.96%.

Keywords: Convolutional neural networks, data imbalance, deep learning, focal loss, species classification, wildlife conservation.

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Authors: Takashi Shimizu, Tomoaki Hashimoto

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A class of implicit systems is known as a more generalized class of systems than a class of explicit systems. To establish a control method for such a generalized class of systems, we adopt model predictive control method which is a kind of optimal feedback control with a performance index that has a moving initial time and terminal time. However, model predictive control method is inapplicable to systems whose all state variables are not exactly known. In other words, model predictive control method is inapplicable to systems with limited measurable states. In fact, it is usual that the state variables of systems are measured through outputs, hence, only limited parts of them can be used directly. It is also usual that output signals are disturbed by process and sensor noises. Hence, it is important to establish a state estimation method for nonlinear implicit systems with taking the process noise and sensor noise into consideration. To this purpose, we apply the model predictive control method and unscented Kalman filter for solving the optimization and estimation problems of nonlinear implicit systems, respectively. The objective of this study is to establish a model predictive control with unscented Kalman filter for nonlinear implicit systems.

Keywords: Model predictive control, unscented Kalman filter, nonlinear systems, implicit systems.

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Authors: John N. Ellinas

Abstract:

In this paper, a robust watermarking algorithm using the wavelet transform and edge detection is presented. The efficiency of an image watermarking technique depends on the preservation of visually significant information. This is attained by embedding the watermark transparently with the maximum possible strength. The watermark embedding process is carried over the subband coefficients that lie on edges, where distortions are less noticeable, with a subband level dependent strength. Also, the watermark is embedded to selected coefficients around edges, using a different scale factor for watermark strength, that are captured by a morphological dilation operation. The experimental evaluation of the proposed method shows very good results in terms of robustness and transparency to various attacks such as median filtering, Gaussian noise, JPEG compression and geometrical transformations.

Keywords: Watermarking, wavelet transform, edge detection.

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Authors: Delaram Jarchi, Reza Boostani

Abstract:

Linear Discrimination Analysis (LDA) is a linear solution for classification of two classes. In this paper, we propose a variant LDA method for multi-class problem which redefines the between class and within class scatter matrices by incorporating a weight function into each of them. The aim is to separate classes as much as possible in a situation that one class is well separated from other classes, incidentally, that class must have a little influence on classification. It has been suggested to alleviate influence of classes that are well separated by adding a weight into between class scatter matrix and within class scatter matrix. To obtain a simple and effective weight function, ordinary LDA between every two classes has been used in order to find Fisher discrimination value and passed it as an input into two weight functions and redefined between class and within class scatter matrices. Experimental results showed that our new LDA method improved classification rate, on glass, iris and wine datasets, in comparison to different versions of LDA.

Keywords: Discriminant vectors, weighted LDA, uncorrelation, principle components, Fisher-face method, Bootstarp method.

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Authors: U.V Jose, Muhammed Nahar, Vijayakumar S., Sonia Jose

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Environment both endowed and built are essential for tourism. However tourism and environment maintains a complex relationship, where in most cases environment is at the receiving end. Many tourism development activities have adverse environmental effects, mainly emanating from construction of general infrastructure and tourism facilities. These negative impacts of tourism can lead to the destruction of precious natural resources on which it depends. These effects vary between locations; and its effect on a hill destination is highly critical. This study aims at developing a Sustainable Tourism Planning Model for an environmentally sensitive tourism destination in Kerala, India. Being part of the Nilgiri mountain ranges, Munnar falls in the Western Ghats, one of the biological hotspots in the world. Endowed with a unique high altitude environment Munnar inherits highly significant ecological wealth. Giving prime importance to the protection of this ecological heritage, the study proposes a tourism planning model with resource conservation and sustainability as the paramount focus. Conceiving a novel approach towards sustainable tourism planning, the study proposes to assess tourism attractions using Ecological Sensitivity Index (ESI) and Tourism Attractiveness Index (TAI). Integration of these two indices will form the Ecology – Tourism Matrix (ETM), outlining the base for tourism planning in an environmentally sensitive destination. The ETM Matrix leads to a classification of tourism nodes according to its Conservation Significance and Tourism Significance. The spatial integration of such nodes based on the Hub & Spoke Principle constitutes sub – regions within the STZ. Ensuing analyses lead to specific guidelines for the STZ as a whole, specific tourism nodes, hubs and sub-regions. The study results in a multi – dimensional output, viz., (1) Classification system for tourism nodes in an environmentally sensitive region/ destination (2) Conservation / Tourism Development Strategies and Guidelines for the micro and macro regions and (3) A Sustainable Tourism Planning Tool particularly for Ecologically Sensitive Destinations, which can be adapted for other destinations as well.

Keywords: Tourism, Environment, Spatial Planning, Model

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Authors: Daniel Siahaan, Aditya Prapanca

Abstract:

The emerging Semantic Web has been attracted many researchers and developers. New applications have been developed on top of Semantic Web and many supporting tools introduced to improve its software development process. Metadata modeling is one of development process where supporting tools exists. The existing tools are lack of readability and easiness for a domain knowledge expert to graphically models a problem in semantic model. In this paper, a metadata modeling tool called RDFGraph is proposed. This tool is meant to solve those problems. RDFGraph is also designed to work with modern database management systems that support RDF and to improve the performance of the query execution process. The testing result shows that the rules used in RDFGraph follows the W3C standard and the graphical model produced in this tool is properly translated and correct.

Keywords: CASE tool, data modeling, semantic web

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Authors: Juha Korpijärvi, Jari Kortelainen

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The paper presents dynamic programming based model as a planning tool for the maintenance of electric power systems. Every distribution component has an exponential age depending reliability function to model the fault risk. In the moment of time when the fault costs exceed the investment costs of the new component the reinvestment of the component should be made. However, in some cases the overhauling of the old component may be more economical than the reinvestment. The comparison between overhauling and reinvestment is made by optimisation process. The goal of the optimisation process is to find the cost minimising maintenance program for electric power distribution system.

Keywords: Dynamic programming, Electric distribution system, Maintenance

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Authors: Mohamed Badeche, Mohamed Benmohammed

Abstract:

augmented reality is a technique used to insert virtual objects in real scenes. One of the most used libraries in the area is the ARToolkit library. It is based on the recognition of the markers that are in the form of squares with a pattern inside. This pattern which is mostly textual is source of confusing. In this paper, we present the results of a classification of Latin characters as a pattern on the ARToolkit markers to know the most distinguishable among them.

Keywords: ARToolkit library, augmented reality, K-means, patterns

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Authors: G. Van Dijck, M. M. Van Hulle, M. Wevers

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A genetic algorithm (GA) based feature subset selection algorithm is proposed in which the correlation structure of the features is exploited. The subset of features is validated according to the classification performance. Features derived from the continuous wavelet transform are potentially strongly correlated. GA-s that do not take the correlation structure of features into account are inefficient. The proposed algorithm forms clusters of correlated features and searches for a good candidate set of clusters. Secondly a search within the clusters is performed. Different simulations of the algorithm on a real-case data set with strong correlations between features show the increased classification performance. Comparison is performed with a standard GA without use of the correlation structure.

Keywords: Classification, genetic algorithm, hierarchicalagglomerative clustering, wavelet transform.

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Authors: Ivo Jánský, Milan Rippel

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

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

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