Search results for: time series classification
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7936

Search results for: time series classification

7156 An ICA Algorithm for Separation of Convolutive Mixture of Speech Signals

Authors: Rajkishore Prasad, Hiroshi Saruwatari, Kiyohiro Shikano

Abstract:

This paper describes Independent Component Analysis (ICA) based fixed-point algorithm for the blind separation of the convolutive mixture of speech, picked-up by a linear microphone array. The proposed algorithm extracts independent sources by non- Gaussianizing the Time-Frequency Series of Speech (TFSS) in a deflationary way. The degree of non-Gaussianization is measured by negentropy. The relative performances of algorithm under random initialization and Null beamformer (NBF) based initialization are studied. It has been found that an NBF based initial value gives speedy convergence as well as better separation performance

Keywords: Blind signal separation, independent component analysis, negentropy, convolutive mixture.

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7155 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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7154 Functional Near Infrared Spectroscope for Cognition Brain Tasks by Wavelets Analysis and Neural Networks

Authors: Truong Quang Dang Khoa, Masahiro Nakagawa

Abstract:

Brain Computer Interface (BCI) has been recently increased in research. Functional Near Infrared Spectroscope (fNIRs) is one the latest technologies which utilize light in the near-infrared range to determine brain activities. Because near infrared technology allows design of safe, portable, wearable, non-invasive and wireless qualities monitoring systems, fNIRs monitoring of brain hemodynamics can be value in helping to understand brain tasks. In this paper, we present results of fNIRs signal analysis indicating that there exist distinct patterns of hemodynamic responses which recognize brain tasks toward developing a BCI. We applied two different mathematics tools separately, Wavelets analysis for preprocessing as signal filters and feature extractions and Neural networks for cognition brain tasks as a classification module. We also discuss and compare with other methods while our proposals perform better with an average accuracy of 99.9% for classification.

Keywords: functional near infrared spectroscope (fNIRs), braincomputer interface (BCI), wavelets, neural networks, brain activity, neuroimaging.

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7153 Mechanical Modeling Issues in Optimization of Dynamic Behavior of RF MEMS Switches

Authors: Suhas K, Sripadaraja K

Abstract:

This paper details few mechanical modeling and design issues of RF MEMS switches. We concentrate on an electrostatically actuated broad side series switch; surface micromachined with a crab leg membrane. The same results are extended to any complex structure. With available experimental data and fabrication results, we present the variation in dynamic performance and compliance of the switch with reference to few design issues, which we find are critical in deciding the dynamic behavior of the switch, without compromise on the RF characteristics. The optimization of pull in voltage, transient time and resonant frequency with regard to these critical design parameters are also presented.

Keywords: Microelectromechanical Systems (MEMS), RadioFrequency MEMS, Modeling, Actuators

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7152 Volterra Filtering Techniques for Removal of Gaussian and Mixed Gaussian-Impulse Noise

Authors: M. B. Meenavathi, K. Rajesh

Abstract:

In this paper, we propose a new class of Volterra series based filters for image enhancement and restoration. Generally the linear filters reduce the noise and cause blurring at the edges. Some nonlinear filters based on median operator or rank operator deal with only impulse noise and fail to cancel the most common Gaussian distributed noise. A class of second order Volterra filters is proposed to optimize the trade-off between noise removal and edge preservation. In this paper, we consider both the Gaussian and mixed Gaussian-impulse noise to test the robustness of the filter. Image enhancement and restoration results using the proposed Volterra filter are found to be superior to those obtained with standard linear and nonlinear filters.

Keywords: Gaussian noise, Image enhancement, Imagerestoration, Linear filters, Nonlinear filters, Volterra series.

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7151 Earthquake Classification in Molluca Collision Zone Using Conventional Statistical Methods

Authors: H. J. Wattimanela, U. S. Passaribu, N. T. Puspito, S. W. Indratno

Abstract:

Molluca Collision Zone is located at the junction of the Eurasian, Australian, Pacific and the Philippines plates. Between the Sangihe arc, west of the collision zone, and to the east of Halmahera arc is active collision and convex toward the Molluca Sea. This research will analyze the behavior of earthquake occurrence in Molluca Collision Zone related to the distributions of an earthquake in each partition regions, determining the type of distribution of a occurrence earthquake of partition regions, and the mean occurence of earthquakes each partition regions, and the correlation between the partitions region. We calculate number of earthquakes using partition method and its behavioral using conventional statistical methods. In this research, we used data of shallow earthquakes type and its magnitudes ≥4 SR (period 1964-2013). From the results, we can classify partitioned regions based on the correlation into two classes: strong and very strong. This classification can be used for early warning system in disaster management.

Keywords: Molluca Collision Zone, partition regions, conventional statistical methods, Earthquakes, classifications, disaster management.

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7150 A Heuristic Statistical Model for Lifetime Distribution Analysis of Complicated Systems in the Reliability Centered Maintenance

Authors: Mojtaba Mahdavi, Mohamad Mahdavi, Maryam Yazdani

Abstract:

A heuristic conceptual model for to develop the Reliability Centered Maintenance (RCM), especially in preventive strategy, has been explored during this paper. In most real cases which complicity of system obligates high degree of reliability, this model proposes a more appropriate reliability function between life time distribution based and another which is based on relevant Extreme Value (EV) distribution. A statistical and mathematical approach is used to estimate and verify these two distribution functions. Then best one is chosen just among them, whichever is more reliable. A numeric Industrial case study will be reviewed to represent the concepts of this paper, more clearly.

Keywords: Lifetime distribution, Reliability, Estimation, Extreme value, Improving model, Series, Parallel.

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7149 Investigation of the Electronic Properties of Au/methyl-red/Ag Surface type Schottky Diode by Current-Voltage Method

Authors: Zubair Ahmad, Muhammad Hassan Sayyad

Abstract:

In this paper, fabrication and study of electronic properties of Au/methyl-red/Ag surface type Schottky diode by current-voltage (I-V) method has been reported. The I-V characteristics of the Schottky diode showed the good rectifying behavior. The values of ideality factor n and barrier height b of Au/methyl-red/Ag Schottky diode were calculated from the semi-log I-V characteristics and by using the Cheung functions. From semi-log current-voltage characteristics the values of n and b were found 1.93 and 0.254 eV, respectively, while by using Cheung functions their values were calculated 1.89 and 0.26 eV, respectively. The effect of series resistance was also analyzed by Cheung functions. The series resistance RS values were determined from dV/d(lnI)–I and H(I)–I graphs and were found to be 1.1 k and 1.3 k, respectively.

Keywords: Surface type Schottky diodes, Methyl-red, Currentvoltage method

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7148 Machine Learning Methods for Flood Hazard Mapping

Authors: S. Zappacosta, C. Bove, M. Carmela Marinelli, P. di Lauro, K. Spasenovic, L. Ostano, G. Aiello, M. Pietrosanto

Abstract:

This paper proposes a neural network approach for assessing flood hazard mapping. The core of the model is a machine learning component fed by frequency ratios, namely statistical correlations between flood event occurrences and a selected number of topographic properties. The classification capability was compared with the flood hazard mapping River Basin Plans (Piani Assetto Idrogeologico, acronimed as PAI) designed by the Italian Institute for Environmental Research and Defence, ISPRA (Istituto Superiore per la Protezione e la Ricerca Ambientale), encoding four different increasing flood hazard levels. The study area of Piemonte, an Italian region, has been considered without loss of generality. The frequency ratios may be used as a standalone block to model the flood hazard mapping. Nevertheless, the mixture with a neural network improves the classification power of several percentage points, and may be proposed as a basic tool to model the flood hazard map in a wider scope.

Keywords: flood modeling, hazard map, neural networks, hydrogeological risk, flood risk assessment

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7147 Application of Adaptive Neuro-Fuzzy Inference System in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we propose and examine an Adaptive Neuro-Fuzzy Inference System (ANFIS) in Smoothing Transition Autoregressive (STAR) modeling. Because STAR models follow fuzzy logic approach, in the non-linear part fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Furthermore, additional fuzzy membership functions can be examined, beside the logistic and exponential, like the triangle, Gaussian and Generalized Bell functions among others. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecasting, Neuro-Fuzzy, Smoothing transition, Time-series

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7146 Categorical Missing Data Imputation Using Fuzzy Neural Networks with Numerical and Categorical Inputs

Authors: Pilar Rey-del-Castillo, Jesús Cardeñosa

Abstract:

There are many situations where input feature vectors are incomplete and methods to tackle the problem have been studied for a long time. A commonly used procedure is to replace each missing value with an imputation. This paper presents a method to perform categorical missing data imputation from numerical and categorical variables. The imputations are based on Simpson-s fuzzy min-max neural networks where the input variables for learning and classification are just numerical. The proposed method extends the input to categorical variables by introducing new fuzzy sets, a new operation and a new architecture. The procedure is tested and compared with others using opinion poll data.

Keywords: Classifier, imputation techniques, fuzzy systems, fuzzy min-max neural networks.

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7145 A Classical Method of Optimizing Manufacturing Systems Using a Number of Industrial Engineering Techniques

Authors: John M. Ikome, Martha E. Ikome, Therese Van Wyk

Abstract:

Productivity optimization of a company can significantly increase the company’s output and productivity which can be in the form of corrective actions of ineffective activities, process simplification, and reduction of variations, responsiveness, and reduction of set-up-time which are all under the classification of waste within the manufacturing environment. Deriving a means to eliminate a number of these issues has a key importance for manufacturing organization. This paper focused on a number of industrial engineering techniques which include a cause and effect diagram, to identify and optimize the method or systems being used. Based on our results, it shows that there are a number of variations within the production processes that can significantly disrupt the expected output.

Keywords: Optimization, fishbone diagram, productivity.

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7144 A Study of Classification Models to Predict Drill-Bit Breakage Using Degradation Signals

Authors: Bharatendra Rai

Abstract:

Cutting tools are widely used in manufacturing processes and drilling is the most commonly used machining process. Although drill-bits used in drilling may not be expensive, their breakage can cause damage to expensive work piece being drilled and at the same time has major impact on productivity. Predicting drill-bit breakage, therefore, is important in reducing cost and improving productivity. This study uses twenty features extracted from two degradation signals viz., thrust force and torque. The methodology used involves developing and comparing decision tree, random forest, and multinomial logistic regression models for classifying and predicting drill-bit breakage using degradation signals.

Keywords: Degradation signal, drill-bit breakage, random forest, multinomial logistic regression.

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7143 Design of IMC-PID Controller Cascaded Filter for Simplified Decoupling Control System

Authors: Le Linh, Truong Nguyen Luan Vu, Le Hieu Giang

Abstract:

In this work, the IMC-PID controller cascaded filter based on Internal Model Control (IMC) scheme is systematically proposed for the simplified decoupling control system. The simplified decoupling is firstly introduced for multivariable processes by using coefficient matching to obtain a stable, proper, and causal simplified decoupler. Accordingly, transfer functions of decoupled apparent processes can be expressed as a set of n equivalent independent processes and then derived as a ratio of the original open-loop transfer function to the diagonal element of the dynamic relative gain array. The IMC-PID controller in series with filter is then directly employed to enhance the overall performance of the decoupling control system while avoiding difficulties arising from properties inherent to simplified decoupling. Some simulation studies are considered to demonstrate the simplicity and effectiveness of the proposed method. Simulations were conducted by tuning various controllers of the multivariate processes with multiple time delays. The results indicate that the proposed method consistently performs well with fast and well-balanced closed-loop time responses.

Keywords: Coefficient matching method, internal model control scheme, PID controller cascaded filter, simplified decoupler.

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7142 Clustering Approach to Unveiling Relationships between Gene Regulatory Networks

Authors: Hiba Hasan, Khalid Raza

Abstract:

Reverse engineering of genetic regulatory network involves the modeling of the given gene expression data into a form of the network. Computationally it is possible to have the relationships between genes, so called gene regulatory networks (GRNs), that can help to find the genomics and proteomics based diagnostic approach for any disease. In this paper, clustering based method has been used to reconstruct genetic regulatory network from time series gene expression data. Supercoiled data set from Escherichia coli has been taken to demonstrate the proposed method.

Keywords: Gene expression, gene regulatory networks (GRNs), clustering, data preprocessing, network visualization.

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7141 An Application for Risk of Crime Prediction Using Machine Learning

Authors: Luis Fonseca, Filipe Cabral Pinto, Susana Sargento

Abstract:

The increase of the world population, especially in large urban centers, has resulted in new challenges particularly with the control and optimization of public safety. Thus, in the present work, a solution is proposed for the prediction of criminal occurrences in a city based on historical data of incidents and demographic information. The entire research and implementation will be presented start with the data collection from its original source, the treatment and transformations applied to them, choice and the evaluation and implementation of the Machine Learning model up to the application layer. Classification models will be implemented to predict criminal risk for a given time interval and location. Machine Learning algorithms such as Random Forest, Neural Networks, K-Nearest Neighbors and Logistic Regression will be used to predict occurrences, and their performance will be compared according to the data processing and transformation used. The results show that the use of Machine Learning techniques helps to anticipate criminal occurrences, which contributed to the reinforcement of public security. Finally, the models were implemented on a platform that will provide an API to enable other entities to make requests for predictions in real-time. An application will also be presented where it is possible to show criminal predictions visually.

Keywords: Crime prediction, machine learning, public safety, smart city.

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7140 A Coherent Relationship between EconomicGrowth and Unemployment: An Empirical Evidence from Pakistan

Authors: T. Hussain, M. W. Siddiqi, A. Iqbal

Abstract:

The study is aimed to test causal relationship between growth and unemployment, using time series data for Pakistan from 1972 to 2006. Growth is considered to be a pathway to decrease the level of unemployment. Unemployment is a social and political issue. It is a phenomenon where human resources are wasted leading to deacceleration in growth. Johanson Cointegration shows that there is long run relationship between growth and unemployment. For short run dynamics and causality, the study utilizes Vector Error Correction Model (VECM). The results of VECM indicate that there is short and long run causal relation between growth and unemployment including capital, labor and human capital as explanatory variables.

Keywords: Economic Growth, Unemployment, Cointegrationand Causality.

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7139 Homotopy Analysis Method for Hydromagnetic Plane and Axisymmetric Stagnation-point Flow with Velocity Slip

Authors: Jing Zhu, Liancun Zheng, Xinxin Zhang

Abstract:

This work is focused on the steady boundary layer flow near the forward stagnation point of plane and axisymmetric bodies towards a stretching sheet. The no slip condition on the solid boundary is replaced by the partial slip condition. The analytical solutions for the velocity distributions are obtained for the various values of the ratio of free stream velocity and stretching velocity, slip parameter, the suction and injection velocity parameter, magnetic parameter and dimensionality index parameter in the series forms with the help of homotopy analysis method (HAM). Convergence of the series is explicitly discussed. Results show that the flow and the skin friction coefficient depend heavily on the velocity slip factor. In addition, the effects of all the parameters mentioned above were more pronounced for plane flows than for axisymmetric flows.

Keywords: slip flow, axisymmetric flow, homotopy analysismethod, stagnation-point.

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7138 Developing an Advanced Algorithm Capable of Classifying News, Articles and Other Textual Documents Using Text Mining Techniques

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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7137 Economic Growth Relations to Domestic and International Air Passenger Transport in Brazil

Authors: Manoela Cabo da Silva, Elton Fernandes, Ricardo Pacheco, Heloisa Pires

Abstract:

This study examined cointegration and causal relationships between economic growth and regular domestic and international passenger air transport in Brazil. Total passengers embarked and disembarked were used as a proxy for air transport activity and gross domestic product (GDP) as a proxy for economic development. The test spanned the period from 2000 to 2015 for domestic passenger traffic and from 1995 to 2015 for international traffic. The results confirm the hypothesis that there is cointegration between passenger traffic series and economic development, showing a bi-directional Granger causal relationship between domestic traffic and economic development and unidirectional influence by economic growth on international passenger air transport demand. Variance decomposition of the series showed that domestic air transport was far more important than international transport to promoting economic development in Brazil.

Keywords: Air passenger transport, cointegration, economic growth, GDP, granger causality.

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7136 Improved Rare Species Identification Using Focal Loss Based Deep Learning Models

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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7135 Torque Based Selection of ANN for Fault Diagnosis of Wound Rotor Asynchronous Motor-Converter Association

Authors: Djalal Eddine Khodja, Boukhemis Chetate

Abstract:

In this paper, an automatic system of diagnosis was developed to detect and locate in real time the defects of the wound rotor asynchronous machine associated to electronic converter. For this purpose, we have treated the signals of the measured parameters (current and speed) to use them firstly, as indicating variables of the machine defects under study and, secondly, as inputs to the Artificial Neuron Network (ANN) for their classification in order to detect the defect type in progress. Once a defect is detected, the interpretation system of information will give the type of the defect and its place of appearance.

Keywords: Artificial Neuron Networks (ANN), Effective Value (RMS), Experimental results, Failure detection Indicating values, Motor-converter unit.

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7134 Detecting and Tracking Vehicles in Airborne Videos

Authors: Hsu-Yung Cheng, Chih-Chang Yu

Abstract:

In this work, we present an automatic vehicle detection system for airborne videos using combined features. We propose a pixel-wise classification method for vehicle detection using Dynamic Bayesian Networks. In spite of performing pixel-wise classification, relations among neighboring pixels in a region are preserved in the feature extraction process. The main novelty of the detection scheme is that the extracted combined features comprise not only pixel-level information but also region-level information. Afterwards, tracking is performed on the detected vehicles. Tracking is performed using efficient Kalman filter with dynamic particle sampling. Experiments were conducted on a wide variety of airborne videos. We do not assume prior information of camera heights, orientation, and target object sizes in the proposed framework. The results demonstrate flexibility and good generalization abilities of the proposed method on a challenging dataset.

Keywords: Vehicle Detection, Airborne Video, Tracking, Dynamic Bayesian Networks

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7133 Using Fractional Factorial Designs for Variable Importance in Random Forest Models

Authors: Ewa. M. Sztendur, Neil T. Diamond

Abstract:

Random Forests are a powerful classification technique, consisting of a collection of decision trees. One useful feature of Random Forests is the ability to determine the importance of each variable in predicting the outcome. This is done by permuting each variable and computing the change in prediction accuracy before and after the permutation. This variable importance calculation is similar to a one-factor-at a time experiment and therefore is inefficient. In this paper, we use a regular fractional factorial design to determine which variables to permute. Based on the results of the trials in the experiment, we calculate the individual importance of the variables, with improved precision over the standard method. The method is illustrated with a study of student attrition at Monash University.

Keywords: Random Forests, Variable Importance, Fractional Factorial Designs, Student Attrition.

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7132 Color Image Segmentation Using SVM Pixel Classification Image

Authors: K. Sakthivel, R. Nallusamy, C. Kavitha

Abstract:

The goal of image segmentation is to cluster pixels into salient image regions. Segmentation could be used for object recognition, occlusion boundary estimation within motion or stereo systems, image compression, image editing, or image database lookup. In this paper, we present a color image segmentation using support vector machine (SVM) pixel classification. Firstly, the pixel level color and texture features of the image are extracted and they are used as input to the SVM classifier. These features are extracted using the homogeneity model and Gabor Filter. With the extracted pixel level features, the SVM Classifier is trained by using FCM (Fuzzy C-Means).The image segmentation takes the advantage of both the pixel level information of the image and also the ability of the SVM Classifier. The Experiments show that the proposed method has a very good segmentation result and a better efficiency, increases the quality of the image segmentation compared with the other segmentation methods proposed in the literature.

Keywords: Image Segmentation, Support Vector Machine, Fuzzy C–Means, Pixel Feature, Texture Feature, Homogeneity model, Gabor Filter.

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7131 Three-Level Converters based Generalized Unified Power Quality Conditioner

Authors: Bahr Eldin S. M, K. S. Rama Rao, N. Perumal

Abstract:

A generalized unified power quality conditioner (GUPQC) by using three single-phase three-level voltage source converters (VSCs) connected back-to-back through a common dc link is proposed in this paper as a new custom power device for a three-feeder distribution system. One of the converters is connected in shunt with one feeder for mitigation of current harmonics and reactive power compensation, while the other two VSCs are connected in series with the other two feeders to maintain the load voltage sinusoidal and at constant level. A new control scheme based on synchronous reference frame is proposed for series converters. The simulation analysis on compensation performance of GUPQC based on PSCAD/EMTDC is reported.

Keywords: Custom power device, generalized unified power quality conditioner, PSCAD/ETMDC, voltage source converter

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7130 Modified Naïve Bayes Based Prediction Modeling for Crop Yield Prediction

Authors: Kefaya Qaddoum

Abstract:

Most of greenhouse growers desire a determined amount of yields in order to accurately meet market requirements. The purpose of this paper is to model a simple but often satisfactory supervised classification method. The original naive Bayes have a serious weakness, which is producing redundant predictors. In this paper, utilized regularization technique was used to obtain a computationally efficient classifier based on naive Bayes. The suggested construction, utilized L1-penalty, is capable of clearing redundant predictors, where a modification of the LARS algorithm is devised to solve this problem, making this method applicable to a wide range of data. In the experimental section, a study conducted to examine the effect of redundant and irrelevant predictors, and test the method on WSG data set for tomato yields, where there are many more predictors than data, and the urge need to predict weekly yield is the goal of this approach. Finally, the modified approach is compared with several naive Bayes variants and other classification algorithms (SVM and kNN), and is shown to be fairly good.

Keywords: Tomato yields prediction, naive Bayes, redundancy

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7129 A New Hybrid K-Mean-Quick Reduct Algorithm for Gene Selection

Authors: E. N. Sathishkumar, K. Thangavel, T. Chandrasekhar

Abstract:

Feature selection is a process to select features which are more informative. It is one of the important steps in knowledge discovery. The problem is that all genes are not important in gene expression data. Some of the genes may be redundant, and others may be irrelevant and noisy. Here a novel approach is proposed Hybrid K-Mean-Quick Reduct (KMQR) algorithm for gene selection from gene expression data. In this study, the entire dataset is divided into clusters by applying K-Means algorithm. Each cluster contains similar genes. The high class discriminated genes has been selected based on their degree of dependence by applying Quick Reduct algorithm to all the clusters. Average Correlation Value (ACV) is calculated for the high class discriminated genes. The clusters which have the ACV value as 1 is determined as significant clusters, whose classification accuracy will be equal or high when comparing to the accuracy of the entire dataset. The proposed algorithm is evaluated using WEKA classifiers and compared. The proposed work shows that the high classification accuracy.

Keywords: Clustering, Gene Selection, K-Mean-Quick Reduct, Rough Sets.

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7128 Voice Disorders Identification Using Hybrid Approach: Wavelet Analysis and Multilayer Neural Networks

Authors: L. Salhi, M. Talbi, A. Cherif

Abstract:

This paper presents a new strategy of identification and classification of pathological voices using the hybrid method based on wavelet transform and neural networks. After speech acquisition from a patient, the speech signal is analysed in order to extract the acoustic parameters such as the pitch, the formants, Jitter, and shimmer. Obtained results will be compared to those normal and standard values thanks to a programmable database. Sounds are collected from normal people and patients, and then classified into two different categories. Speech data base is consists of several pathological and normal voices collected from the national hospital “Rabta-Tunis". Speech processing algorithm is conducted in a supervised mode for discrimination of normal and pathology voices and then for classification between neural and vocal pathologies (Parkinson, Alzheimer, laryngeal, dyslexia...). Several simulation results will be presented in function of the disease and will be compared with the clinical diagnosis in order to have an objective evaluation of the developed tool.

Keywords: Formants, Neural Networks, Pathological Voices, Pitch, Wavelet Transform.

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7127 Derivation of Fractional Black-Scholes Equations Driven by Fractional G-Brownian Motion and Their Application in European Option Pricing

Authors: Changhong Guo, Shaomei Fang, Yong He

Abstract:

In this paper, fractional Black-Scholes models for the European option pricing were established based on the fractional G-Brownian motion (fGBm), which generalizes the concepts of the classical Brownian motion, fractional Brownian motion and the G-Brownian motion, and that can be used to be a tool for considering the long range dependence and uncertain volatility for the financial markets simultaneously. A generalized fractional Black-Scholes equation (FBSE) was derived by using the Taylor’s series of fractional order and the theory of absence of arbitrage. Finally, some explicit option pricing formulas for the European call option and put option under the FBSE were also solved, which extended the classical option pricing formulas given by F. Black and M. Scholes.

Keywords: European option pricing, fractional Black-Scholes equations, fractional G-Brownian motion, Taylor’s series of fractional order, uncertain volatility.

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