Search results for: Data stream analysis.

Authors: Reza Hassanpour, Asadollah Shahbahrami, Stephan Wong

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Skin color based tracking techniques often assume a static skin color model obtained either from an offline set of library images or the first few frames of a video stream. These models can show a weak performance in presence of changing lighting or imaging conditions. We propose an adaptive skin color model based on the Gaussian mixture model to handle the changing conditions. Initial estimation of the number and weights of skin color clusters are obtained using a modified form of the general Expectation maximization algorithm, The model adapts to changes in imaging conditions and refines the model parameters dynamically using spatial and temporal constraints. Experimental results show that the method can be used in effectively tracking of hand and face regions.

Keywords: Face detection, Segmentation, Tracking, Gaussian Mixture Model, Adaptation.

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Authors: Ahmed Elrewainy

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Mixing in the hyperspectral imaging occurs due to the low spatial resolutions of the used cameras. The existing pure materials “endmembers” in the scene share the spectra pixels with different amounts called “abundances”. Unmixing of the data cube is an important task to know the present endmembers in the cube for the analysis of these images. Unsupervised unmixing is done with no information about the given data cube. Sparsity is one of the recent approaches used in the source recovery or unmixing techniques. The l₁-norm optimization problem “basis pursuit” could be used as a sparsity-based approach to solve this unmixing problem where the endmembers is assumed to be sparse in an appropriate domain known as dictionary. This optimization problem is solved using proximal method “iterative thresholding”. The l₁-norm basis pursuit optimization problem as a sparsity-based unmixing technique was used to unmix real and synthetic hyperspectral data cubes.

Keywords: Basis pursuit, blind source separation, hyperspectral imaging, spectral unmixing, wavelets.

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Authors: Samy E. Oraby, Ayman M. Alaskari

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In recent years, scanning probe atomic force microscopy SPM AFM has gained acceptance over a wide spectrum of research and science applications. Most fields focuses on physical, chemical, biological while less attention is devoted to manufacturing and machining aspects. The purpose of the current study is to assess the possible implementation of the SPM AFM features and its NanoScope software in general machining applications with special attention to the tribological aspects of cutting tool. The surface morphology of coated and uncoated as-received carbide inserts is examined, analyzed, and characterized through the determination of the appropriate scanning setting, the suitable data type imaging techniques and the most representative data analysis parameters using the MultiMode SPM AFM in contact mode. The NanoScope operating software is used to capture realtime three data types images: “Height", “Deflection" and “Friction". Three scan sizes are independently performed: 2, 6, and 12 μm with a 2.5 μm vertical range (Z). Offline mode analysis includes the determination of three functional topographical parameters: surface “Roughness", power spectral density “PSD" and “Section". The 12 μm scan size in association with “Height" imaging is found efficient to capture every tiny features and tribological aspects of the examined surface. Also, “Friction" analysis is found to produce a comprehensive explanation about the lateral characteristics of the scanned surface. Configuration of many surface defects and drawbacks has been precisely detected and analyzed.

Keywords: SPM AFM contact mode, carbide inserts, scan size, surface defects, surface roughness, PSD.

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Authors: Abdolghani Ebrahimi, Diego Klabjan, Chenxi Ge, Daniela Ladner, Parker Stride

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In this work, we use machine learning and data analysis techniques to predict the one-year mortality of cirrhotic patients. Data from 2,322 patients with liver cirrhosis are collected at a single medical center. Different machine learning models are applied to predict one-year mortality. A comprehensive feature space including demographic information, comorbidity, clinical procedure and laboratory tests is being analyzed. A temporal pattern mining technic called Frequent Subgraph Mining (FSM) is being used. Model for End-stage liver disease (MELD) prediction of mortality is used as a comparator. All of our models statistically significantly outperform the MELD-score model and show an average 10% improvement of the area under the curve (AUC). The FSM technic itself does not improve the model significantly, but FSM, together with a machine learning technique called an ensemble, further improves the model performance. With the abundance of data available in healthcare through electronic health records (EHR), existing predictive models can be refined to identify and treat patients at risk for higher mortality. However, due to the sparsity of the temporal information needed by FSM, the FSM model does not yield significant improvements. Our work applies modern machine learning algorithms and data analysis methods on predicting one-year mortality of cirrhotic patients and builds a model that predicts one-year mortality significantly more accurate than the MELD score. We have also tested the potential of FSM and provided a new perspective of the importance of clinical features.

Keywords: machine learning, liver cirrhosis, subgraph mining, supervised learning

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Authors: A. Ghafouri, A. Falavand Jozaei, M. Salari

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In this paper, effects of using Alumina-water nanofluid on the rate of heat transfer have been investigated numerically. Physical model is a square enclosure with insulated top and bottom horizontal walls, while the vertical walls are kept at different constant temperatures. Two appropriate models are used to evaluate the viscosity and thermal conductivity of nanofluid. The governing stream-vorticity equations are solved using a second order central finite difference scheme, coupled to the conservation of mass and energy. The study has been carried out for the Richardson number 0.1 to 10 and the solid volume fraction 0 to 0.04. Results are presented by isotherms lines, average Nusselt number and normalized Nusselt number in different range of φ and Ri for forced, combined and natural convection dominated regime. It is found that higher heat transfer rate is predicted when the effects of nanoparticle is taken into account.

Keywords: Nanofluid, Heat Transfer Enhancement, Square Enclosure, Nusselt number.

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Authors: Maruto Masserie Sardadi, Mohd Shafry bin Mohd Rahim, Zahabidin Jupri, Daut bin Daman

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The latest Geographic Information System (GIS) technology makes it possible to administer the spatial components of daily “business object," in the corporate database, and apply suitable geographic analysis efficiently in a desktop-focused application. We can use wireless internet technology for transfer process in spatial data from server to client or vice versa. However, the problem in wireless Internet is system bottlenecks that can make the process of transferring data not efficient. The reason is large amount of spatial data. Optimization in the process of transferring and retrieving data, however, is an essential issue that must be considered. Appropriate decision to choose between R-tree and Quadtree spatial data indexing method can optimize the process. With the rapid proliferation of these databases in the past decade, extensive research has been conducted on the design of efficient data structures to enable fast spatial searching. Commercial database vendors like Oracle have also started implementing these spatial indexing to cater to the large and diverse GIS. This paper focuses on the decisions to choose R-tree and quadtree spatial indexing using Oracle spatial database in mobile GIS application. From our research condition, the result of using Quadtree and R-tree spatial data indexing method in one single spatial database can save the time until 42.5%.

Keywords: Indexing, Mobile GIS, MapViewer, Oracle SpatialDatabase.

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Authors: S. Damodaran, T. V. S.Sekhar

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The motion of a sphere moving along the axis of a rotating viscous fluid is studied at high Reynolds numbers and moderate values of Taylor number. The Higher Order Compact Scheme is used to solve the governing Navier-Stokes equations. The equations are written in the form of Stream function, Vorticity function and angular velocity which are highly non-linear, coupled and elliptic partial differential equations. The flow is governed by two parameters Reynolds number (Re) and Taylor number (T). For very low values of Re and T, the results agree with the available experimental and theoretical results in the literature. The results are obtained at higher values of Re and moderate values of T and compared with the experimental results. The results are fourth order accurate.

Keywords: Navier_Stokes equations, Taylor number, Reynolds number, Higher order compact scheme, Rotating Fluid.

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Authors: Sotirios Raptis

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Bayesian reasoning (BR) or Linear (Auto) Regression (AR/LR) can predict different sources of data using priors or other data, and can link social service demands in cohorts, while their consideration in isolation (self-prediction) may lead to service misuse ignoring the context. The paper advocates that BR with Binomial (BD), or Normal (ND) models or raw data (.D) as probabilistic updates can be compared to AR/LR to link services in Scotland and reduce cost by sharing healthcare (HC) resources. Clustering, cross-correlation, along with BR, LR, AR can better predict demand. Insurance companies and policymakers can link such services, and examples include those offered to the elderly, and low-income people, smoking-related services linked to mental health services, or epidemiological weight in children. 22 service packs are used that are published by Public Health Services (PHS) Scotland and Scottish Government (SG) from 1981 to 2019, broken into 110 year series (factors), joined using LR, AR, BR. The Primary component analysis found 11 significant factors, while C-Means (CM) clustering gave five major clusters.

Keywords: Bayesian probability, cohorts, data frames, regression, services, prediction.

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Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

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Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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Authors: M. S. Ahmed, F. A. Mohammad

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The aim of this paper is to perform experimental modal analysis (EMA) of reinforced concrete (RC) square slabs. EMA is the process of determining the modal parameters (Natural Frequencies, damping factors, modal vectors) of a structure from a set of frequency response functions FRFs (curve fitting). Although, experimental modal analysis (or modal testing) has grown steadily in popularity since the advent of the digital FFT spectrum analyzer in the early 1970’s, studying all types of members and materials using such method have not yet been well documented. Therefore, in this work, experimental tests were conducted on RC square slab specimens of dimensions 600mm x 600mmx 40mm. Experimental analysis was based on freely supported boundary condition. Moreover, impact testing as a fast and economical means of finding the modes of vibration of a structure was used during the experiments. In addition, Pico Scope 6 device and MATLAB software were used to acquire data, analyze and plot Frequency Response Function (FRF). The experimental natural frequencies which were extracted from measurements exhibit good agreement with analytical predictions. It is showed that EMA method can be usefully employed to investigate the dynamic behavior of RC slabs.

Keywords: Natural frequencies, Mode shapes, Modal analysis, RC slabs.

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Authors: Seongmin Yim, Hyun-Kyu Kang

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As a part of evaluation system for R&D program, the Korean government has applied feasibility analysis since 2008. Various professionals put forth a great effort in order to catch up the high degree of freedom of R&D programs, and make contributions to evolving the feasibility analysis. We analyze diverse R&D programs from various viewpoints, such as technology, policy, and Economics, integrate the separate analysis, and finally arrive at a definite result; whether a program is feasible or unfeasible. This paper describes the concept and method of the feasibility analysis as a decision making tool. The analysis unit and content of each criterion, which are key elements in a comprehensive decision making structure, are examined

Keywords: Decision Making of New Government R&D Program, Feasibility Analysis Study

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Authors: Youngji Yoo, Cheong-Sool Park, Jun Seok Kim, Young-Hak Lee, Sung-Shick Kim, Jun-Geol Baek

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In the semiconductor manufacturing process, large amounts of data are collected from various sensors of multiple facilities. The collected data from sensors have several different characteristics due to variables such as types of products, former processes and recipes. In general, Statistical Quality Control (SQC) methods assume the normality of the data to detect out-of-control states of processes. Although the collected data have different characteristics, using the data as inputs of SQC will increase variations of data, require wide control limits, and decrease performance to detect outof- control. Therefore, it is necessary to separate similar data groups from mixed data for more accurate process control. In the paper, we propose a regression tree using split algorithm based on Pearson distribution to handle non-normal distribution in parametric method. The regression tree finds similar properties of data from different variables. The experiments using real semiconductor manufacturing process data show improved performance in fault detecting ability.

Keywords: Semiconductor, non-normal mixed process data, clustering, Statistical Quality Control (SQC), regression tree, Pearson distribution system.

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Authors: Hani Shafeek, Muhammed Marsudi

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The purpose of this work is examining the multiproduct multi-stage in a battery production line. To improve the performances of an assembly production line by determine the efficiency of each workstation. Data collected from every workstation. The data are throughput rate, number of operator, and number of parts that arrive and leaves during part processing. Data for the number of parts that arrives and leaves are collected at least at the amount of ten samples to make the data is possible to be analyzed by Chi-Squared Goodness Test and queuing theory. Measures of this model served as the comparison with the standard data available in the company. Validation of the task time value resulted by comparing it with the task time value based on the company database. Some performance factors for the multi-product multi-stage in a battery production line in this work are shown. The efficiency in each workstation was also shown. Total production time to produce each part can be determined by adding the total task time in each workstation. To reduce the queuing time and increase the efficiency based on the analysis any probably improvement should be done. One probably action is by increasing the number of operators how manually operate this workstation.

Keywords: Production line, manufacturing, performance measurement, queuing theory.

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Authors: Boudene Maamar, Xu Mai

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Optical Intersatellite Links (OISLs) are wireless communications using optical signals to interconnect satellites. It is expected to be the next generation wireless communication technology according to its inherent characteristics like: an increased bandwidth, a high data rate, a data transmission security, an immunity to interference, and an unregulated spectrum etc. Optical space links are the best choice for the classical communication schemes due to its distinctive properties; high frequency, small antenna diameter and lowest transmitted power, which are critical factors to define a space communication. This paper discusses the development of free space technology and analyses the parameters and factors to establish a reliable intersatellite links using an optical signal to exchange data between satellites.

Keywords: Optical intersatellite links, optical wireless communications, free space optical communications, next generation wireless communication.

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Authors: L. Bikulciene, E. Venskaityte, G. Jarusevicius

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Nonstationary and nonlinear signals generated by living complex systems defy traditional mechanistic approaches, which are based on homeostasis. Previous our studies have shown that the evaluation of the interactions of physiological signals by using special analysis methods is suitable for observation of physiological processes. It is demonstrated the possibility of using deep physiological model, based on the interpretation of the changes of the human body’s functional states combined with an application of the analytical method based on matrix theory for the physiological signals analysis, which was applied on high risk cardiac patients. It is shown that evaluation of cardiac signals interactions show peculiar for each individual functional changes at the onset of hemodynamic restoration procedure. Therefore, we suggest that the alterations of functional state of the body, after patients overcome surgery can be complemented by the data received from the suggested approach of the evaluation of functional variables’ interactions.

Keywords: Cardiac diseases, Complex systems theory, ECG analysis, matrix analysis.

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Authors: H. B. Kekre, Tanuja K. Sarode

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Mostly transforms are used for speech data compressions which are lossy algorithms. Such algorithms are tolerable for speech data compression since the loss in quality is not perceived by the human ear. However the vector quantization (VQ) has a potential to give more data compression maintaining the same quality. In this paper we propose speech data compression algorithm using vector quantization technique. We have used VQ algorithms LBG, KPE and FCG. The results table shows computational complexity of these three algorithms. Here we have introduced a new performance parameter Average Fractional Change in Speech Sample (AFCSS). Our FCG algorithm gives far better performance considering mean absolute error, AFCSS and complexity as compared to others.

Keywords: Vector Quantization, Data Compression, Encoding, , Speech coding.

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Authors: Eun-Jung Ko, Hyung-Jik Lee, Jeun-Woo Lee

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In ubiqutious healthcare environment, user's health data are transfered to the remote healthcare server by the user's wearable system or mobile phone. These collected user's health data should be managed and analyzed in the healthcare server, so that care giver or user can monitor user's physiological state. In this paper, we designed and developed the intelligent Healthcare Server to manage the user's health data using CDSS and ontology. Our system can analyze user's health data semantically using CDSS and ontology, and report the result of user's physiological raw data to the user and care giver.

Keywords: u-healthcare, CDSS, healthcare server, health data, ontology.

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Authors: A.Guntida, K. Suriye, S. Kunjara Na Ayudhya, J. Panpranot, P. Praserthdam

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Propylene self-metathesis to ethylene and butene was studied over WOx/SiO2 catalysts at 450oC and atmospheric pressure. The WOx/SiO2 catalysts were prepared by incipient wetness impregnation of ammonium metatungstate aqueous solution. It was found that, adding nano-sized extra supports (SiO2 and TiO2) by physical mixing with the WOx/SiO2 enhanced propylene conversion. The UV-Vis and FT-Raman results revealed that WOx could migrate from the original silica support to the extra support, leading to a better dispersion of WOx. The ICP-OES results also indicate that WOx existed on the extra support. Coke formation was investigated on the catalysts after 10 h time-on-stream by TPO. However, adding nano-sized extra supports led to higher coke formation which may be related to acidity as characterized by NH3-TPD.

Keywords: Extra support, nanomaterial, propylene self-metathesis, tungsten oxide.

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Authors: Qin Ding, Jim Gasvoda

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Clustering is the process of subdividing an input data set into a desired number of subgroups so that members of the same subgroup are similar and members of different subgroups have diverse properties. Many heuristic algorithms have been applied to the clustering problem, which is known to be NP Hard. Genetic algorithms have been used in a wide variety of fields to perform clustering, however, the technique normally has a long running time in terms of input set size. This paper proposes an efficient genetic algorithm for clustering on very large data sets, especially on image data sets. The genetic algorithm uses the most time efficient techniques along with preprocessing of the input data set. We test our algorithm on both artificial and real image data sets, both of which are of large size. The experimental results show that our algorithm outperforms the k-means algorithm in terms of running time as well as the quality of the clustering.

Keywords: Clustering, data mining, genetic algorithm, image data.

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Authors: Akinola Ikudayisi, Josiah Adeyemo

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The correct estimation of reference evapotranspiration (ETₒ) is required for effective irrigation water resources planning and management. However, there are some variables that must be considered while estimating and modeling ETₒ. This study therefore determines the multivariate analysis of correlated variables involved in the estimation and modeling of ETₒ at Vaalharts irrigation scheme (VIS) in South Africa using Principal Component Analysis (PCA) technique. Weather and meteorological data between 1994 and 2014 were obtained both from South African Weather Service (SAWS) and Agricultural Research Council (ARC) in South Africa for this study. Average monthly data of minimum and maximum temperature (°C), rainfall (mm), relative humidity (%), and wind speed (m/s) were the inputs to the PCA-based model, while ETₒ is the output. PCA technique was adopted to extract the most important information from the dataset and also to analyze the relationship between the five variables and ETₒ. This is to determine the most significant variables affecting ETₒ estimation at VIS. From the model performances, two principal components with a variance of 82.7% were retained after the eigenvector extraction. The results of the two principal components were compared and the model output shows that minimum temperature, maximum temperature and windspeed are the most important variables in ETₒ estimation and modeling at VIS. In order words, ETₒ increases with temperature and windspeed. Other variables such as rainfall and relative humidity are less important and cannot be used to provide enough information about ETₒ estimation at VIS. The outcome of this study has helped to reduce input variable dimensionality from five to the three most significant variables in ETₒ modelling at VIS, South Africa.

Keywords: Irrigation, principal component analysis, reference evapotranspiration, Vaalharts.

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Authors: J. M. de Luis Ruiz, P. M. Sierra García, R. P. García, R. P. Álvarez, F. P. García, E. C. López

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Given the evolution of viaducts, structural health monitoring requires more complex techniques to define their state. two alternatives can be distinguished: experimental and operational modal analysis. Although accelerometers or Global Positioning System (GPS) have been applied for the monitoring of structures under exploitation, the dynamic monitoring during the stage of construction is not common. This research analyzes whether GPS data can be applied to certain dynamic geometric controls of evolving structures. The fundamentals of this work were applied to the New Bridge of Cádiz (Spain), a worldwide milestone in bridge building. GPS data were recorded with an interval of 1 second during the erection of segments and turned to the frequency domain with Fourier transform. The vibration period and amplitude were contrasted with those provided by the finite element model, with differences of less than 10%, which is admissible. This process provides a vibration record of the structure with GPS, avoiding specific equipment.

Keywords: Fourier transform, global position system, operational modal analysis, structural health monitoring.

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Authors: Ashly Joseph

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Modern businesses struggle significantly to secure and manage their data properly as the volume and complexity of their data both expand exponentially. Through the use of a multi-layered defense strategy, a centralized management platform, and cutting-edge technologies like AI, this research paper presents a comprehensive framework to integrate data security and management. The constraints of current data protection and management strategies, technological advancements, and the evolving threat landscape are all examined in this article. It suggests best practices for putting into practice integrated data security and governance models, placing an emphasis on ongoing adaptation. The advantages mentioned include a strengthened security posture, simpler procedures, lower costs, and reduced complexity. Additionally, issues including skill shortages, antiquated systems, and cultural obstacles are examined. Security executives and Chief Information Security Officers are given practical advice on how to evaluate, plan, and put into place strong data-centric security and management capabilities. The goal of the paper is to provide a thorough study of the data security and management landscape and to arm contemporary businesses with the knowledge they need to be proactive in protecting their data assets.

Keywords: Data security, security management, cloud computing, cybersecurity, data governance, security architecture, data management.

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Authors: P. Lauk, K. E. Seegel, T. Tähemaa

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The fuel consumption of modern, high wing loading, commercial aircraft in the first stage of flight is high because the usable flight level is lower and the weather conditions (jet stream) have great impact on aircraft performance. To reduce the fuel consumption, it is necessary to raise during first stage of flight the L/D ratio value within Cl 0.55-0.65. Different variable geometrical wing trailing edge modifications of SC(2)-410 airfoil were compared at M 0.78 using the CFD software STAR-CCM+ simulation based Reynolds-averaged Navier-Stokes (RANS) equations. The numerical results obtained show that by increasing the width of the airfoil by 4% and by modifying the trailing edge airfoil, it is possible to decrease airfoil drag at Cl 0.70 for up to 26.6% and at the same time to increase commercial aircraft L/D ratio for up to 5.0%. Fuel consumption can be reduced in proportion to the increase in L/D ratio.

Keywords: L/D ratio, miniflaps, mini-TED, supercritical airfoil.

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Authors: Saber Saati Mohtadi, Ali Payan, Azizallah Kord

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One of the most important issues in multi-criteria decision analysis (MCDA) is to determine the weights of criteria so that all alternatives can be compared based on the collective performance of criteria. In this paper, one of popular methods in data envelopment analysis (DEA) known as common weights (CWs) is used to determine the weights in MCDA. Two frontiers named ideal and anti-ideal frontiers, instead of ideal and anti-ideal alternatives, are defined based on two new proposed CWs models. Ideal and antiideal frontiers are more flexible than that of alternatives. According to the optimal solutions of these two models, the distances of an alternative from the ideal and anti-ideal frontiers are derived. Then, a relative distance is introduced to measure the value of each alternative. The suggested models are linear and despite weight restrictions are feasible. An example is presented for explaining the method and for comparing to the existing literature.

Keywords: Anti-ideal frontier, Common weights (CWs), Ideal frontier, Multi-criteria decision analysis (MCDA)

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Authors: R. Nedunchezhian, K. Anbumani

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A big organization may have multiple branches spread across different locations. Processing of data from these branches becomes a huge task when innumerable transactions take place. Also, branches may be reluctant to forward their data for centralized processing but are ready to pass their association rules. Local mining may also generate a large amount of rules. Further, it is not practically possible for all local data sources to be of the same size. A model is proposed for discovering valid rules from different sized data sources where the valid rules are high weighted rules. These rules can be obtained from the high frequency rules generated from each of the data sources. A data source selection procedure is considered in order to efficiently synthesize rules. Support Equalization is another method proposed which focuses on eliminating low frequency rules at the local sites itself thus reducing the rules by a significant amount.

Keywords: Association rules, multiple data stores, synthesizing, valid rules.

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Authors: Herminio Martínez-García, Juan Gámiz, Yolanda Bolea, Antoni Grau

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This article presents an interactive system for data acquisition in vehicle testing according to the test process defined in automotive directive 2004/104/EC. The project has been designed and developed by authors for the Spanish company Applus-LGAI. The developed project will result in a new process, which will involve the creation of braking cycle test defined in the aforementioned automotive directive. It will also allow the analysis of new vehicle features that was not feasible, allowing an increasing interaction with the vehicle. Potential users of this system in the short term will be vehicle manufacturers and in a medium term the system can be extended to testing other automotive components and EMC tests.

Keywords: Automotive process, data acquisition system, electromagnetic compatibility (EMC) testing, European Directive 2004/104/EC.

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Authors: Jincheol Han, Hyunsun Ju, Jonghoon Chun

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Sharing consistent and correct master data among disparate applications in a reverse-logistics chain has long been recognized as an intricate problem. Although a master data management (MDM) system can surely assume that responsibility, applications that need to co-operate with it must comply with proprietary query interfaces provided by the specific MDM system. In this paper, we present a RFID-ready MDM system which makes master data readily available for any participating applications in a reverse-logistics chain. We propose a RFID-wrapper as a part of our MDM. It acts as a gateway between any data retrieval request and query interfaces that process it. With the RFID-wrapper, any participating applications in a reverse-logistics chain can easily retrieve master data in a way that is analogous to retrieval of any other RFID-based logistics transactional data.

Keywords: Reverse Logistics, Master Data Management, RFID.

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Authors: Chuen-Ching Wang, Yao-Tang Chang, Yu-Chang Hsu

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A simple but effective digital watermarking scheme utilizing a context adaptive variable length coding (CAVLC) method is presented for wireless communication system. In the proposed approach, the watermark bits are embedded in the final non-zero quantized coefficient of each DCT block, thereby yielding a potential reduction in the length of the coded block. As a result, the watermarking scheme not only provides the means to check the authenticity and integrity of the video stream, but also improves the compression ratio and therefore reduces both the transmission time and the storage space requirements of the coded video sequence. The results confirm that the proposed scheme enables the detection of malicious tampering attacks and reduces the size of the coded H.264 file. Therefore, the current study is feasible to apply in the video applications of wireless communication such as 3G system

Keywords: 3G, wireless communication, CAVLC, digitalwatermarking, motion compensation

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Authors: Entisar A. Elgmati

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Recurrent event data is a special type of multivariate survival data. Dynamic and frailty models are one of the approaches that dealt with this kind of data. A comparison between these two models is studied using the empirical standard deviation of the standardized martingale residual processes as a way of assessing the fit of the two models based on the Aalen additive regression model. Here we found both approaches took heterogeneity into account and produce residual standard deviations close to each other both in the simulation study and in the real data set.

Keywords: Dynamic, frailty, misspecification, recurrent events.

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Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

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