Search results for: Statistical tool.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2784

Search results for: Statistical tool.

1974 Research on Software Security Testing

Authors: Gu Tian-yang, Shi Yin-sheng, Fang You-yuan

Abstract:

Software security testing is an important means to ensure software security and trustiness. This paper first mainly discusses the definition and classification of software security testing, and investigates methods and tools of software security testing widely. Then it analyzes and concludes the advantages and disadvantages of various methods and the scope of application, presents a taxonomy of security testing tools. Finally, the paper points out future focus and development directions of software security testing technology.

Keywords: security testing, security functional testing, securityvulnerability testing, testing method, testing tool

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1973 An Intelligent Text Independent Speaker Identification Using VQ-GMM Model Based Multiple Classifier System

Authors: Cheima Ben Soltane, Ittansa Yonas Kelbesa

Abstract:

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

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

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1972 Multidimensional Performance Tracking

Authors: C. Ardil

Abstract:

In this study, a model, together with a software tool that implements it, has been developed to determine the performance ratings of employees in an organization operating in the information technology sector using the indicators obtained from employees' online study data. Weighted Sum (WS) Method and Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) method based on multidimensional decision making approach were used in the study. WS and TOPSIS methods provide multidimensional decision making (MDDM) methods that allow all dimensions to be evaluated together considering specific weights, allowing employees to objectively evaluate the problem of online performance tracking. The application of WS and TOPSIS mathematical methods, which can combine alternatives with a large number of dimensions and reach simultaneous solution, has been implemented through an online performance tracking software. In the application of WS and TOPSIS methods, objective dimension weights were calculated by using entropy information (EI) and standard deviation (SD) methods from the data obtained by employees' online performance tracking method, decision matrix was formed by using performance scores for each employee, and a single performance score was calculated for each employee. Based on the calculated performance score, employees were given a performance evaluation decision. The results of Pareto set evidence and comparative mathematical analysis validate that employees' performance preference rankings in WS and TOPSIS methods are closely related. This suggests the compatibility, applicability, and validity of the proposed method to the MDDM problems in which a large number of alternative and dimension types are taken into account. With this study, an objective, realistic, feasible and understandable mathematical method, together with a software tool that implements it has been demonstrated. This is considered to be preferable because of the subjectivity, limitations and high cost of the methods traditionally used in the measurement and performance appraisal in the information technology sector.

Keywords: Weighted sum, entropy ınformation, standard deviation, online performance tracking, performance evaluation, performance management, multidimensional decision making.

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1971 A New Internal Architecture Based on Feature Selection for Holonic Manufacturing System

Authors: Jihan Abdulazeez Ahmed, Adnan Mohsin Abdulazeez Brifcani

Abstract:

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

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

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1970 Partial Derivatives and Optimization Problem on Time Scales

Authors: Francisco Miranda

Abstract:

The optimization problem using time scales is studied. Time scale is a model of time. The language of time scales seems to be an ideal tool to unify the continuous-time and the discrete-time theories. In this work we present necessary conditions for a solution of an optimization problem on time scales. To obtain that result we use properties and results of the partial diamond-alpha derivatives for continuous-multivariable functions. These results are also presented here.

Keywords: Lagrange multipliers, mathematical programming, optimization problem, time scales.

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1969 I²C Master-Slave Integration

Authors: Rozita Borhan, Lam Kien Sieng

Abstract:

This paper describes I²C Slave implementation using I²C master obtained from the OpenCores website. This website provides free Verilog and VHDL Codes to users. The design implementation for the I²C slave is in Verilog Language and uses EDA tools for ASIC design known as ModelSim from Mentor Graphic. This tool is used for simulation and verification purposes. Common application for this I²C Master-Slave integration is also included. This paper also addresses the advantages and limitations of the said design.

Keywords: I²C, master, opencores, slave, verilog, verification.

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1968 New Data Reuse Adaptive Filters with Noise Constraint

Authors: Young-Seok Choi

Abstract:

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

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

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1967 A Matlab / Simulink Based Tool for Power Electronic Circuits

Authors: Abdulatif A. M. Shaban

Abstract:

Transient simulation of power electronic circuits is of considerable interest to the designer. The switching nature of the devices used permits development of specialized algorithms which allow a considerable reduction in simulation time compared to general purpose simulation algorithms. This paper describes a method used to simulate a power electronic circuits using the SIMULINK toolbox within MATLAB software. Theoretical results are presented provides the basis of transient analysis of a power electronic circuits.

Keywords: Modelling, Simulation.

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1966 Gait Recognition System: Bundle Rectangle Approach

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

Abstract:

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

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

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1965 Grid Artifacts Suppression in Computed Radiographic Images

Authors: Igor Belykh

Abstract:

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

Keywords: Computed radiography, grid artifacts, image filtering.

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1964 Functionality of Negotiation Agent on Value-based Design Decision

Authors: Arazi Idrus, Christiono Utomo

Abstract:

This paper presents functionality of negotiation agent on value-based design decision. The functionality is based on the characteristics of the system and goal specification. A Prometheus Design Tool model was used for developing the system. Group functionality will be the attribute for negotiation agents, which comprises a coordinator agent and decision- maker agent. The results of the testing of the system to a building system selection on valuebased decision environment are also presented.

Keywords: Functionality, negotiation agent, value-baseddecision

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1963 The Impact of Revenue Gap on Economic Growth: A Case Study of Pakistan

Authors: M. Ilyas, M. W. Siddiqi

Abstract:

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

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

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1962 Factors Affecting Media Literacy of Early Teenagers

Authors: Khajornjit Bunnag

Abstract:

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

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

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1961 Modelling and Analyzing a Hospital Procedureusing a Petri-Net Approach

Authors: Mourtou Efstratia, Abdel-Badeeh M. Salem, Pavlidis George

Abstract:

Hierarchical high-level PNs (HHPNs) with time versions are a useful tool to model systems in a variety of application domains, ranging from logistics to complex workflows. This paper addresses an application domain which is receiving more and more attention: procedure that arranges the final inpatient charge in payment-s office and their management. We shall prove that Petri net based analysis is able to improve the delays during the procedure, in order that inpatient charges could be more reliable and on time.

Keywords: eHealth, Petri-Nets, Hospital Services, InpatientCharges, Workflow Modeling.

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1960 The Link between Ergonomics and Occupational Diseases

Authors: Kateřina Sekulová, Michal Šimon

Abstract:

Ergonomics is a useful tool for creating a healthy and safe workplace. The long-term action of harmful conditions on the health of workers is the emergence of occupational disease, and the firm-s increased compensation costs associated with these diseases, but is also the loss of time needed for educating and including new workers in the work process. The article deals with the link of ergonomics to occupational diseases, factors which influence these diseases. In the conclusion, a model is described to help reduce the risk of selected occupational diseases using ergonomic principles and knowledge.

Keywords: ergonomics, occupational diseases, optimization, workplace health

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1959 Hydrochemical Contamination Profiling and Spatial-Temporal Mapping with the Support of Multivariate and Cluster Statistical Analysis

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

Abstract:

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

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

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1958 Spatial Analysis and Statistics for Zoning of Urban Areas

Authors: Benedetto Manganelli, Beniamino Murgante

Abstract:

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

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

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1957 The Need to Enhance Online Consumer Protection in KSA

Authors: Abdulrahman Aloufi

Abstract:

E-commerce has evolved to become a functional and mainstream tool of global trading, including in the Kingdom of Saudi Arabia. Consequently, online consumers need protection just as much as consumers in the offline world. In 2019, the Ministry of Commerce in Saudi Arabia established a so-called ‘e-commerce law’; however, this law does not cover the court enforcement of contracts entered into by international vendors, so it is not applicable in cross-border situations. The purpose of this paper is to identify the gaps present in this new e-commerce law in Saudi Arabia.

Keywords: Consumer protection, e-commerce law, Saudi consumer, international vendor.

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1956 Effect of the Workpiece Position on the Manufacturing Tolerances

Authors: M. Rahou, F. Sebaa, A. Cheikh

Abstract:

Manufacturing tolerancing is intended to determine the intermediate geometrical and dimensional states of the part during its manufacturing process. These manufacturing dimensions also serve to satisfy not only the functional requirements given in the definition drawing, but also the manufacturing constraints, for example geometrical defects of the machine, vibration and the wear of the cutting tool. The choice of positioning has an important influence on the cost and quality of manufacture. To avoid this problem, a two-step approach has been developed. The first step is dedicated to the determination of the optimum position. As for the second step, a study was carried out for the tightening effect on the tolerance interval.

Keywords: Dispersion, tolerance, manufacturing, position.

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1955 Destination Port Detection for Vessels: An Analytic Tool for Optimizing Port Authorities Resources

Authors: Lubna Eljabu, Mohammad Etemad, Stan Matwin

Abstract:

Port authorities have many challenges in congested ports to allocate their resources to provide a safe and secure loading/unloading procedure for cargo vessels. Selecting a destination port is the decision of a vessel master based on many factors such as weather, wavelength and changes of priorities. Having access to a tool which leverages Automatic Identification System (AIS) messages to monitor vessel’s movements and accurately predict their next destination port promotes an effective resource allocation process for port authorities. In this research, we propose a method, namely, Reference Route of Trajectory (RRoT) to assist port authorities in predicting inflow and outflow traffic in their local environment by monitoring AIS messages. Our RRo method creates a reference route based on historical AIS messages. It utilizes some of the best trajectory similarity measures to identify the destination of a vessel using their recent movement. We evaluated five different similarity measures such as Discrete Frechet Distance (DFD), Dynamic Time ´ Warping (DTW), Partial Curve Mapping (PCM), Area between two curves (Area) and Curve length (CL). Our experiments show that our method identifies the destination port with an accuracy of 98.97% and an f-measure of 99.08% using Dynamic Time Warping (DTW) similarity measure.

Keywords: Spatial temporal data mining, trajectory mining, trajectory similarity, resource optimization.

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1954 Transportation Mode Choice Analysis for Accessibility of the Mehrabad International Airport by Statistical Models

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

Abstract:

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

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

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1953 Heterogeneous-Resolution and Multi-Source Terrain Builder for CesiumJS WebGL Virtual Globe

Authors: Umberto Di Staso, Marco Soave, Alessio Giori, Federico Prandi, Raffaele De Amicis

Abstract:

The increasing availability of information about earth surface elevation (Digital Elevation Models DEM) generated from different sources (remote sensing, Aerial Images, Lidar) poses the question about how to integrate and make available to the most than possible audience this huge amount of data. In order to exploit the potential of 3D elevation representation the quality of data management plays a fundamental role. Due to the high acquisition costs and the huge amount of generated data, highresolution terrain surveys tend to be small or medium sized and available on limited portion of earth. Here comes the need to merge large-scale height maps that typically are made available for free at worldwide level, with very specific high resolute datasets. One the other hand, the third dimension increases the user experience and the data representation quality, unlocking new possibilities in data analysis for civil protection, real estate, urban planning, environment monitoring, etc. The open-source 3D virtual globes, which are trending topics in Geovisual Analytics, aim at improving the visualization of geographical data provided by standard web services or with proprietary formats. Typically, 3D Virtual globes like do not offer an open-source tool that allows the generation of a terrain elevation data structure starting from heterogeneous-resolution terrain datasets. This paper describes a technological solution aimed to set up a so-called “Terrain Builder”. This tool is able to merge heterogeneous-resolution datasets, and to provide a multi-resolution worldwide terrain services fully compatible with CesiumJS and therefore accessible via web using traditional browser without any additional plug-in.

Keywords: Terrain builder, WebGL, virtual globe, CesiumJS, tiled map service, TMS, height-map, regular grid, Geovisual analytics, DTM.

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1952 The Multi-Layered Perceptrons Neural Networks for the Prediction of Daily Solar Radiation

Authors: Radouane Iqdour, Abdelouhab Zeroual

Abstract:

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

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

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1951 Students- uses of Wiki in Teacher Education: A Statistical Analysis

Authors: Said Hadjerrouit

Abstract:

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

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

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1950 Face Recognition using Radial Basis Function Network based on LDA

Authors: Byung-Joo Oh

Abstract:

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

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

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1949 E-learning for Professional Education of Personnel in a Hospital

Authors: G. Cossu, A. Esposito, G. Picco, C. Scrizzi, A. Tartaglia, E. Tresso

Abstract:

A collaboration among the Hospital S. Giovanni Battista of Turin, the Politecnico of Turin, and the MUST company is described. The content of the collaboration has been and is the use of ICT-s, e-learning, and blended learning for the internal professional education, training, and keeping up to date of the personnel of the hospital. A platform for the delivery of the teaching materials has been built, including an evaluation and self-evaluation tool. The first on line courses have been developed and delivered and many more are in preparation. The first results of the monitoring of the efficacy of the online education have been positive.

Keywords: E-learning, blended learning, on line education, ICT.

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1948 Hand Gesture Detection via EmguCV Canny Pruning

Authors: N. N. Mosola, S. J. Molete, L. S. Masoebe, M. Letsae

Abstract:

Hand gesture recognition is a technique used to locate, detect, and recognize a hand gesture. Detection and recognition are concepts of Artificial Intelligence (AI). AI concepts are applicable in Human Computer Interaction (HCI), Expert systems (ES), etc. Hand gesture recognition can be used in sign language interpretation. Sign language is a visual communication tool. This tool is used mostly by deaf societies and those with speech disorder. Communication barriers exist when societies with speech disorder interact with others. This research aims to build a hand recognition system for Lesotho’s Sesotho and English language interpretation. The system will help to bridge the communication problems encountered by the mentioned societies. The system has various processing modules. The modules consist of a hand detection engine, image processing engine, feature extraction, and sign recognition. Detection is a process of identifying an object. The proposed system uses Canny pruning Haar and Haarcascade detection algorithms. Canny pruning implements the Canny edge detection. This is an optimal image processing algorithm. It is used to detect edges of an object. The system employs a skin detection algorithm. The skin detection performs background subtraction, computes the convex hull, and the centroid to assist in the detection process. Recognition is a process of gesture classification. Template matching classifies each hand gesture in real-time. The system was tested using various experiments. The results obtained show that time, distance, and light are factors that affect the rate of detection and ultimately recognition. Detection rate is directly proportional to the distance of the hand from the camera. Different lighting conditions were considered. The more the light intensity, the faster the detection rate. Based on the results obtained from this research, the applied methodologies are efficient and provide a plausible solution towards a light-weight, inexpensive system which can be used for sign language interpretation.

Keywords: Canny pruning, hand recognition, machine learning, skin tracking.

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1947 Statistical Description in the Turbulent Near Wake of a Rotating Circular Cylinder

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

Abstract:

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

Keywords: Rotating circular cylinder, Reynolds stress, vortex.

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1946 The Synthetic T2 Quality Control Chart and its Multi-Objective Optimization

Authors: Francisco Aparisi, Marco A. de Luna

Abstract:

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

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

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1945 Applications of Stable Distributions in Time Series Analysis, Computer Sciences and Financial Markets

Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

Abstract:

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

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

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