Search results for: robust estimation

Authors: Yu-Chun Lin

Abstract:

We identify clawback triggers from firms- proxy statements (Form DEF 14A) and use the likelihood of restatements to proxy for financial reporting quality. Based on a sample of 578 U.S. firms that voluntarily adopt clawback provisions during 2003-2009, when restatement-based triggers could be decomposed into two types: fraud and unintentional error, and we do observe the evidence that using fraud triggers is associated with high financial reporting quality. The findings support that fraud triggers can enhance deterrent effect of clawback provision by establishing a viable disincentive against fraud, misconduct, and otherwise harmful acts. These results are robust to controlling for the compensation components, to different sample specifications and to a number of sensitivity.

Keywords: Accruals quality, Clawback provisions, Compensation, Restatements.

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Authors: S. Joshi, D. Pant

Abstract:

Absorption and fluorescence spectra of quinine sulphate (QSD) have been recorded at room temperature in wide range of solvents of different polarities. The ground-state dipole moment of QSD was obtained from quantum mechanical calculations and the excited state dipole moment of QSD was estimated from Bakhshiev-s and Kawski-Chamma-Viallet-s equations by means of solvatochromic shift method. Higher value of dipole moment is observed for excited state as compared to the corresponding ground state value and this is attributed to the more polar excited state of QSD.

Keywords: Dipole moment, Quinine sulphate dication, Solvatochromic shift

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Authors: S. Seyedtabaii, L. Seyedtabaii

Abstract:

Artifact free photoplethysmographic (PPG) signals are necessary for non-invasive estimation of oxygen saturation (SpO2) in arterial blood. Movement of a patient corrupts the PPGs with motion artifacts, resulting in large errors in the computation of Sp02. This paper presents a study on using Kalman Filter in an innovative way by modeling both the Artillery Blood Pressure (ABP) and the unwanted signal, additive motion artifact, to reduce motion artifacts from corrupted PPG signals. Simulation results show acceptable performance regarding LMS and variable step LMS, thus establishing the efficacy of the proposed method.

Keywords: Kalman filter, Motion artifact, PPG, Photoplethysmography.

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Authors: M. Sharifi, M. Mirzaii, F. Bolourinovin, H. Yousefnia, M. Akbari, K. Yousefi-Mojir

Abstract:

A multilayer passive shield composed of low-activity lead (Pb), copper (Cu), tin (Sn) and iron (Fe) was designed and manufactured for a coaxial HPGe detector placed at a surface laboratory for reducing background radiation and radiation dose to the personnel. The performance of the shield was evaluated and efficiency curves of the detector were plotted by using of various standard sources in different distances. Monte Carlo simulations and a set of TLD chips were used for dose estimation in two distances of 20 and 40 cm. The results show that the shield reduced background spectrum and the personnel dose more than 95%.

Keywords: HPGe shield, background count, personnel dose, efficiency curve.

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Authors: Henok Hailemariam, Frank Wuttke

Abstract:

Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.

Keywords: Collapsible soil, relative subsidence, dielectric permittivity, moisture content.

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Authors: Raghvendra Kumar, Lillie Dewan

Abstract:

Exchange algorithm with constraints on magnitude and phase error separately in new way is presented in this paper. An important feature of the algorithms presented in this paper is that they allow for design constraints which often arise in practical filter design problems. Meeting required minimum stopband attenuation or a maximum deviation from the desired magnitude and phase responses in the passbands are common design constraints that can be handled by the methods proposed here. This new algorithm may have important advantages over existing technique, with respect to the speed and stability of convergence, memory requirement and low ripples.

Keywords: Least square estimation, Constraints, Exchange algorithm.

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Authors: Francesco Caputo, Giuseppe Lamanna, Alessandro Soprano

Abstract:

This work is focused on the numerical prediction of the fracture resistance of a flat stiffened panel made of the aluminium alloy 2024 T3 under a monotonic traction condition. The performed numerical simulations have been based on the micromechanical Gurson-Tvergaard (GT) model for ductile damage. The applicability of the GT model to this kind of structural problems has been studied and assessed by comparing numerical results, obtained by using the WARP 3D finite element code, with experimental data available in literature. In the sequel a home-made procedure is presented, which aims to increase the residual strength of a cracked stiffened aluminum panel and which is based on the stochastic design improvement (SDI) technique; a whole application example is then given to illustrate the said technique.

Keywords: Residual strength, R-Curve, Gurson model, SDI.

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Authors: S. Samanta, D. Datta, S. S. Gautam

Abstract:

In this paper, quantitative evaluation of ultrasonic Cscan images through estimation of their Fractal Dimension (FD) is discussed. Necessary algorithm for evaluation of FD of any 2-D digitized image is implemented by developing a computer code. For the evaluation purpose several C-scan images of the Kevlar composite impacted by high speed bullet and glass fibre composite having flaw in the form of inclusion is used. This analysis automatically differentiates a C-scan image showing distinct damage zone, from an image that contains no such damage.

Keywords: C-scan, Impact, Fractal Dimension, Kevlar composite and Inclusion Flaw

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Authors: József Valyon, Gábor Horváth

Abstract:

Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.

Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling

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Authors: Hussein A. Kazem, Abdulhakeem Abdullah Albaloshi, Ali Said Ali Al-Jabri, Khamis Humaid AlSaidi

Abstract:

This paper proposes different methods for estimation of the harmonic currents of the single-phase diode bridge rectifier. Both simple and advanced methods are compared and the models are put into a context of practical use for calculating the harmonic distortion in a typical application. Finally, the different models are compared to measurements of a real application and convincing results are achieved.

Keywords: Single-phase rectifier, line side Harmonics

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Authors: Zaheer Ahmad, Jehanzeb Khan Orakzai, Inam Shamsher, Awais Adnan

Abstract:

This paper discusses the Urdu script characteristics, Urdu Nastaleeq and a simple but a novel and robust technique to recognize the printed Urdu script without a lexicon. Urdu being a family of Arabic script is cursive and complex script in its nature, the main complexity of Urdu compound/connected text is not its connections but the forms/shapes the characters change when it is placed at initial, middle or at the end of a word. The characters recognition technique presented here is using the inherited complexity of Urdu script to solve the problem. A word is scanned and analyzed for the level of its complexity, the point where the level of complexity changes is marked for a character, segmented and feeded to Neural Networks. A prototype of the system has been tested on Urdu text and currently achieves 93.4% accuracy on the average.

Keywords: Cursive Script, OCR, Urdu.

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Authors: Piercarlo Dondi, Luca Lombardi, Marco Porta

Abstract:

In the last years numerous applications of Human- Computer Interaction have exploited the capabilities of Time-of- Flight cameras for achieving more and more comfortable and precise interactions. In particular, gesture recognition is one of the most active fields. This work presents a new method for interacting with a virtual object in a 3D space. Our approach is based on the fusion of depth data, supplied by a ToF camera, with color information, supplied by a HD webcam. The hand detection procedure does not require any learning phase and is able to concurrently manage gestures of two hands. The system is robust to the presence in the scene of other objects or people, thanks to the use of the Kalman filter for maintaining the tracking of the hands.

Keywords: Gesture recognition, human-computer interaction, Time-of-Flight camera.

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Authors: Jaeho Han, Moonjung Kim, Won-Ho Kim, Chang-Ho Hyun

Abstract:

This paper introduces a high-gain observer based state of charge(SOC) estimator for lithium-Ion batteries. The proposed SOC estimator has a high-gain observer(HGO) structure. The HGO scheme enhances the transient response speed and diminishes the effect of uncertainties. Furthermore, it guarantees that the output feedback controller recovers the performance of the state feedback controller when the observer gain is sufficiently high. In order to show the effectiveness of the proposed method, the linear RC battery model in ADVISOR is used. The performance of the proposed method is compared with that of the conventional linear observer(CLO) and some simulation result is given.

Keywords: SOC, high-gain, observer, uncertainties, robust

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Authors: Volodymyr Chegel

Abstract:

The computer modeling is carried out for parameter of sensitivity of optoelectronic chemical and biosensors, using phenomena of surface plasmon resonance (SPR). The physical model of SPR-sensor-s is described with (or without) of modifications of sensitive gold film surface by a dielectric layer. The variants of increasing of sensitivity for SPR-biosensors, constructed on the principle gold – dielectric – biomolecular layer are considered. Two methods of mathematical treatment of SPR-curve are compared – traditional, with estimation of sensor-s response as shift of the SPRcurve minimum and proposed, for system with dielectric layer, using calculating of the derivative in the point of SPR-curve half-width.

Keywords: Surface Plasmon Resonance, modeling, sensitivity, biosensor

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Authors: H. Abderrezek, M. N. Harmas

Abstract:

DC-DC converters are widely used as reliable power source for many industrial and military applications, computers and electronic devices. Several control methods were developed for DC-DC converters control mostly with asymptotic convergence. Synergetic control (SC) is a proven robust control approach and will be used here in a so called terminal scheme to achieve finite time convergence. Lyapounov synthesis is adopted to assure controlled system stability. Furthermore particle swarm optimization (PSO) algorithm, based on an integral time absolute of error (ITAE) criterion will be used to optimize controller parameters. Simulation of terminal synergetic control of a DC-DC converter is carried out for different operating conditions and results are compared to classic synergetic control performance, that which demonstrate the effectiveness and feasibility of the proposed control method.

Keywords: DC-DC converter, PSO, finite time, terminal, synergetic control.

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Authors: Abhinav Kumar, Raja Sekhar Bandaru, B Madhusudan Rao, Saket Kulkarni, Nilesh Ghatpande

Abstract:

This paper proposes an algorithm which automatically aligns and stitches the component medical images (fluoroscopic) with varying degrees of overlap into a single composite image. The alignment method is based on similarity measure between the component images. As applied here the technique is intensity based rather than feature based. It works well in domains where feature based methods have difficulty, yet more robust than traditional correlation. Component images are stitched together using the new triangular averaging based blending algorithm. The quality of the resultant image is tested for photometric inconsistencies and geometric misalignments. This method cannot correct rotational, scale and perspective artifacts.

Keywords: Histogram Matching, Image Alignment, ImageStitching, Medical Imaging.

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Authors: Oktay Nusratov, Ramin Rzaev, Aydin Goyushov

Abstract:

Fuzzy inference method based approach to the forming of modular intellectual system of assessment the quality of communication services is proposed. Developed under this approach the basic fuzzy estimation model takes into account the recommendations of the International Telecommunication Union in respect of the operation of packet switching networks based on IPprotocol. To implement the main features and functions of the fuzzy control system of quality telecommunication services it is used multilayer feedforward neural network.

Keywords: Quality of communication, IP-telephony, Fuzzy set, Fuzzy implication, Neural network.

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Authors: S. Park, J. Hwang, K. Rou, E. Kim

Abstract:

In this paper, we consider a new particle filter inspired by biological evolution. In the standard particle filter, a resampling scheme is used to decrease the degeneracy phenomenon and improve estimation performance. Unfortunately, however, it could cause the undesired the particle deprivation problem, as well. In order to overcome this problem of the particle filter, we propose a novel filtering method called the genetic filter. In the proposed filter, we embed the genetic algorithm into the particle filter and overcome the problems of the standard particle filter. The validity of the proposed method is demonstrated by computer simulation.

Keywords: Particle filter, genetic algorithm, evolutionary algorithm.

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Authors: Matěj Kuc

Abstract:

This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.

Keywords: Cooperative banking, panel data, profitability measures, random effects.

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Authors: E. S. Gower, M. O. J. Hawksford

Abstract:

An algorithm for learning an overcomplete dictionary using a Cauchy mixture model for sparse decomposition of an underdetermined mixing system is introduced. The mixture density function is derived from a ratio sample of the observed mixture signals where 1) there are at least two but not necessarily more mixture signals observed, 2) the source signals are statistically independent and 3) the sources are sparse. The basis vectors of the dictionary are learned via the optimization of the location parameters of the Cauchy mixture components, which is shown to be more accurate and robust than the conventional data mining methods usually employed for this task. Using a well known sparse decomposition algorithm, we extract three speech signals from two mixtures based on the estimated dictionary. Further tests with additive Gaussian noise are used to demonstrate the proposed algorithm-s robustness to outliers.

Keywords: expectation-maximization, Pitman estimator, sparsedecomposition

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Authors: Praveen Boinee, Alessandro De Angelis, Gian Luca Foresti

Abstract:

Leo Breimans Random Forests (RF) is a recent development in tree based classifiers and quickly proven to be one of the most important algorithms in the machine learning literature. It has shown robust and improved results of classifications on standard data sets. Ensemble learning algorithms such as AdaBoost and Bagging have been in active research and shown improvements in classification results for several benchmarking data sets with mainly decision trees as their base classifiers. In this paper we experiment to apply these Meta learning techniques to the random forests. We experiment the working of the ensembles of random forests on the standard data sets available in UCI data sets. We compare the original random forest algorithm with their ensemble counterparts and discuss the results.

Keywords: Random Forests [RF], ensembles, UCI.

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Authors: Manisha Dubey, Pankaj Gupta

Abstract:

This paper presents a systematic approach for the design of power system stabilizer using genetic algorithm and investigates the robustness of the GA based PSS. The proposed approach employs GA search for optimal setting of PSS parameters. The performance of the proposed GPSS under small and large disturbances, loading conditions and system parameters is tested. The eigenvalue analysis and nonlinear simulation results show the effectiveness of the GPSS to damp out the system oscillations. It is found tat the dynamic performance with the GPSS shows improved results, over conventionally tuned PSS over a wide range of operating conditions.

Keywords: Genetic Algorithm, Genetic power system stabilizer, Power system stabilizer, Small signal stability

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Authors: Jerome G. Chandraseelan, Samuel M. D. Oliveira, Antti Häkkinen, Sofia Startceva, Andre S. Ribeiro

Abstract:

We used live E. coli containing synthetic genetic oscillators to study how the degree of synchrony between the genetic circuits of sister cells changes with temperature. We found that both the mean and the variability of the degree of synchrony between the fluorescence signals from sister cells are affected by temperature. Also, while most pairs of sister cells were found to be highly synchronous in each condition, the number of asynchronous pairs increased with increasing temperature, which was found to be due to disruptions in the oscillations. Finally we provide evidence that these disruptions tend to affect multiple generations as opposed to individual cells. These findings provide insight in how to design more robust synthetic circuits and in how cell division can affect their dynamics.

Keywords: Repressilator, robustness, synchrony, synthetic biology.

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Authors: M. A. Beisenbi, N. M. Kissikova, S. E. Beisembina, S. T. Suleimenova, S. A. Kaliyeva

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The paper proposes a method for constructing a self-organizing control system for unstable and deterministic chaotic processes in the class of catastrophe “hyperbolic umbilic” for objects with m-inputs and n-outputs. The self-organizing control system is investigated by the universal gradient-velocity method of Lyapunov vector-functions. The conditions for self-organization of the control system in the class of catastrophes “hyperbolic umbilic” are shown in the form of a system of algebraic inequalities that characterize the aperiodic robust stability in the stationary states of the system.

Keywords: Gradient-velocity method of Lyapunov vector-functions, hyperbolic umbilic, self-organizing control system, stability.

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Authors: N.H. Mvungi

Abstract:

This paper addresses control of commutation of switched reluctance (SR) motor without the use of a physical position detector. Rotor position detection schemes for SR motor based on magnetisation characteristics of the motor use normal excitation or applied current /voltage pulses. The resulting schemes are referred to as passive or active methods respectively. The research effort is in realizing an economical sensorless SR rotor position detector that is accurate, reliable and robust to suit a particular application. An effective and reliable means of generating commutation signals of an SR motor based on inductance profile of its stator windings determined using active probing technique is presented. The scheme has been validated online using a 4-phase 8/6 SR motor and an 8-bit processor.

Keywords: Position detection, rotor position, sensorless, switched reluctance, SR.

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Authors: Marco Ryll, Svetan Ratchev

Abstract:

This paper discusses the applicability of the Data Distribution Service (DDS) for the development of automated and modular manufacturing systems which require a flexible and robust communication infrastructure. DDS is an emergent standard for datacentric publish/subscribe middleware systems that provides an infrastructure for platform-independent many-to-many communication. It particularly addresses the needs of real-time systems that require deterministic data transfer, have low memory footprints and high robustness requirements. After an overview of the standard, several aspects of DDS are related to current challenges for the development of modern manufacturing systems with distributed architectures. Finally, an example application is presented based on a modular active fixturing system to illustrate the described aspects.

Keywords: Flexible Manufacturing, Publish/Subscribe, Plug & Produce.

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Authors: M. Ndaw, G. Mendy, S. Ouya

Abstract:

Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.

Keywords: Risk, Control, Banking, FMECA.

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Authors: Changchun Shen, Shouming Zhong

Abstract:

This paper investigates the problem of absolute stability and robust stability of a class of Lur-e systems with neutral type and time-varying delays. By using Lyapunov direct method and linear matrix inequality technique, new delay-dependent stability criteria are obtained and formulated in terms of linear matrix inequalities (LMIs) which are easy to check the stability of the considered systems. To obtain less conservative stability conditions, an operator is defined to construct the Lyapunov functional. Also, the free weighting matrices approach combining a matrix inequality technique is used to reduce the entailed conservativeness. Numerical examples are given to indicate significant improvements over some existing results.

Keywords: Lur'e system, linear matrix inequalities, Lyapunov, stability.

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Authors: Song Han, Elizabeth Chang, Jie Wang, Wanquan Liu

Abstract:

Proxy signature helps the proxy signer to sign messages on behalf of the original signer. It is very useful when the original signer (e.g. the president of a company) is not available to sign a specific document. If the original signer can not forge valid proxy signatures through impersonating the proxy signer, it will be robust in a virtual environment; thus the original signer can not shift any illegal action initiated by herself to the proxy signer. In this paper, we propose a new proxy signature scheme. The new scheme can prevent the original signer from impersonating the proxy signer to sign messages. The proposed scheme is based on the regular ElGamal signature. In addition, the fair privacy of the proxy signer is maintained. That means, the privacy of the proxy signer is preserved; and the privacy can be revealed when it is necessary.

Keywords: ElGamal signature, Proxy signature, Security, Hash function, Fair privacy.

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Authors: S. Sukparungsee

Abstract:

In reality, the process observations are away from the assumption that are normal distributed. The observations could be skew distributions which should use an asymmetric chart rather than symmetric chart. Consequently, this research aim to study the robustness of the asymmetric Tukey’s control chart for skew and non-skew distributions as Lognormal and Laplace distributions. Furthermore, the performances in detecting of a change in parameter of asymmetric and symmetric Tukey’s control charts are compared by Average ARL (AARL). The results found that the asymmetric performs better than symmetric Tukey’s control chart for both cases of skew and non-skew process observation.

Keywords: Asymmetric control limit, average of average run length, Tukey’s control chart and skew distributions.

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