Search results for: gaussian function
2305 Signal Reconstruction Using Cepstrum of Higher Order Statistics
Authors: Adnan Al-Smadi, Mahmoud Smadi
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This paper presents an algorithm for reconstructing phase and magnitude responses of the impulse response when only the output data are available. The system is driven by a zero-mean independent identically distributed (i.i.d) non-Gaussian sequence that is not observed. The additive noise is assumed to be Gaussian. This is an important and essential problem in many practical applications of various science and engineering areas such as biomedical, seismic, and speech processing signals. The method is based on evaluating the bicepstrum of the third-order statistics of the observed output data. Simulations results are presented that demonstrate the performance of this method.
Keywords: Cepstrum, bicepstrum, third order statistics
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20372304 A Pairwise-Gaussian-Merging Approach: Towards Genome Segmentation for Copy Number Analysis
Authors: Chih-Hao Chen, Hsing-Chung Lee, Qingdong Ling, Hsiao-Jung Chen, Sun-Chong Wang, Li-Ching Wu, H.C. Lee
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Segmentation, filtering out of measurement errors and identification of breakpoints are integral parts of any analysis of microarray data for the detection of copy number variation (CNV). Existing algorithms designed for these tasks have had some successes in the past, but they tend to be O(N2) in either computation time or memory requirement, or both, and the rapid advance of microarray resolution has practically rendered such algorithms useless. Here we propose an algorithm, SAD, that is much faster and much less thirsty for memory – O(N) in both computation time and memory requirement -- and offers higher accuracy. The two key ingredients of SAD are the fundamental assumption in statistics that measurement errors are normally distributed and the mathematical relation that the product of two Gaussians is another Gaussian (function). We have produced a computer program for analyzing CNV based on SAD. In addition to being fast and small it offers two important features: quantitative statistics for predictions and, with only two user-decided parameters, ease of use. Its speed shows little dependence on genomic profile. Running on an average modern computer, it completes CNV analyses for a 262 thousand-probe array in ~1 second and a 1.8 million-probe array in 9 secondsKeywords: Cancer, pathogenesis, chromosomal aberration, copy number variation, segmentation analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14772303 A New Composition Method of Admissible Support Vector Kernel Based on Reproducing Kernel
Authors: Wei Zhang, Xin Zhao, Yi-Fan Zhu, Xin-Jian Zhang
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Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It-s well-known that reproducing kernel (R.K) is a useful kernel function which possesses many properties, e.g. positive definiteness, reproducing property and composing complex R.K by simple operation. There are two popular ways to compute the R.K with explicit form. One is to construct and solve a specific differential equation with boundary value whose handicap is incapable of obtaining a unified form of R.K. The other is using a piecewise integral of the Green function associated with a differential operator L. The latter benefits the computation of a R.K with a unified explicit form and theoretical analysis, whereas there are relatively later studies and fewer practical computations. In this paper, a new algorithm for computing a R.K is presented. It can obtain the unified explicit form of R.K in general reproducing kernel Hilbert space. It avoids constructing and solving the complex differential equations manually and benefits an automatic, flexible and rigorous computation for more general RKHS. In order to validate that the R.K computed by the algorithm can be used in SVM well, some illustrative examples and a comparison between R.K and Gaussian kernel (RBF) in support vector regression are presented. The result shows that the performance of R.K is close or slightly superior to that of RBF.
Keywords: admissible support vector kernel, reproducing kernel, reproducing kernel Hilbert space, Green function, support vectorregression
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15442302 A Compact Pi Network for Reducing Bit Error Rate in Dispersive FIR Channel Noise Model
Authors: Kavita Burse, R.N. Yadav, S.C. Shrivastava, Vishnu Pratap Singh Kirar
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During signal transmission, the combined effect of the transmitter filter, the transmission medium, and additive white Gaussian noise (AWGN) are included in the channel which distort and add noise to the signal. This causes the well defined signal constellation to spread causing errors in bit detection. A compact pi neural network with minimum number of nodes is proposed. The replacement of summation at each node by multiplication results in more powerful mapping. The resultant pi network is tested on six different channels.Keywords: Additive white Gaussian noise, digitalcommunication system, multiplicative neuron, Pi neural network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16682301 A Nano-Scaled SRAM Guard Band Design with Gaussian Mixtures Model of Complex Long Tail RTN Distributions
Authors: Worawit Somha, Hiroyuki Yamauchi
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This paper proposes, for the first time, how the challenges facing the guard-band designs including the margin assist-circuits scheme for the screening-test in the coming process generations should be addressed. The increased screening error impacts are discussed based on the proposed statistical analysis models. It has been shown that the yield-loss caused by the misjudgment on the screening test would become 5-orders of magnitude larger than that for the conventional one when the amplitude of random telegraph noise (RTN) caused variations approaches to that of random dopant fluctuation. Three fitting methods to approximate the RTN caused complex Gamma mixtures distributions by the simple Gaussian mixtures model (GMM) are proposed and compared. It has been verified that the proposed methods can reduce the error of the fail-bit predictions by 4-orders of magnitude.Keywords: Mixtures of Gaussian, Random telegraph noise, EM algorithm, Long-tail distribution, Fail-bit analysis, Static random access memory, Guard band design.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18412300 Active Linear Quadratic Gaussian Secondary Suspension Control of Flexible Bodied Railway Vehicle
Authors: Kaushalendra K. Khadanga, Lee Hee Hyol
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Passenger comfort has been paramount in the design of suspension systems of high speed cars. To analyze the effect of vibration on vehicle ride quality, a vertical model of a six degree of freedom railway passenger vehicle, with front and rear suspension, is built. It includes car body flexible effects and vertical rigid modes. A second order linear shaping filter is constructed to model Gaussian white noise into random rail excitation. The temporal correlation between the front and rear wheels is given by a second order Pade approximation. The complete track and the vehicle model are then designed. An active secondary suspension system based on a Linear Quadratic Gaussian (LQG) optimal control method is designed. The results show that the LQG control method reduces the vertical acceleration, pitching acceleration and vertical bending vibration of the car body as compared to the passive system.
Keywords: Active suspension, bending vibration, railway vehicle, vibration control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7192299 Edge Detection in Low Contrast Images
Authors: Koushlendra Kumar Singh, Manish Kumar Bajpai, Rajesh K. Pandey
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The edges of low contrast images are not clearly distinguishable to human eye. It is difficult to find the edges and boundaries in it. The present work encompasses a new approach for low contrast images. The Chebyshev polynomial based fractional order filter has been used for filtering operation on an image. The preprocessing has been performed by this filter on the input image. Laplacian of Gaussian method has been applied on preprocessed image for edge detection. The algorithm has been tested on two test images.
Keywords: Chebyshev polynomials, Fractional order differentiator, Laplacian of Gaussian (LoG) method, Low contrast image.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32752298 A New Definition of the Intrinsic Mode Function
Authors: Zhihua Yang, Lihua Yang
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This paper makes a detailed analysis regarding the definition of the intrinsic mode function and proves that Condition 1 of the intrinsic mode function can really be deduced from Condition 2. Finally, an improved definition of the intrinsic mode function is given.
Keywords: Empirical Mode Decomposition (EMD), Hilbert-Huang transform(HHT), Intrinsic Mode Function(IMF).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 35912297 Improved Text-Independent Speaker Identification using Fused MFCC and IMFCC Feature Sets based on Gaussian Filter
Authors: Sandipan Chakroborty, Goutam Saha
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A state of the art Speaker Identification (SI) system requires a robust feature extraction unit followed by a speaker modeling scheme for generalized representation of these features. Over the years, Mel-Frequency Cepstral Coefficients (MFCC) modeled on the human auditory system has been used as a standard acoustic feature set for speech related applications. On a recent contribution by authors, it has been shown that the Inverted Mel- Frequency Cepstral Coefficients (IMFCC) is useful feature set for SI, which contains complementary information present in high frequency region. This paper introduces the Gaussian shaped filter (GF) while calculating MFCC and IMFCC in place of typical triangular shaped bins. The objective is to introduce a higher amount of correlation between subband outputs. The performances of both MFCC & IMFCC improve with GF over conventional triangular filter (TF) based implementation, individually as well as in combination. With GMM as speaker modeling paradigm, the performances of proposed GF based MFCC and IMFCC in individual and fused mode have been verified in two standard databases YOHO, (Microphone Speech) and POLYCOST (Telephone Speech) each of which has more than 130 speakers.Keywords: Gaussian Filter, Triangular Filter, Subbands, Correlation, MFCC, IMFCC, GMM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 24502296 A Robust Reception of IEEE 802.15.4a IR-TH UWB in Dense Multipath and Gaussian Noise
Authors: Farah Haroon, Haroon Rasheed, Kazi M Ahmed
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IEEE 802.15.4a impulse radio-time hopping ultra wide band (IR-TH UWB) physical layer, due to small duty cycle and very short pulse widths is robust against multipath propagation. However, scattering and reflections with the large number of obstacles in indoor channel environments, give rise to dense multipath fading. It imposes serious problem to optimum Rake receiver architectures, for which very large number of fingers are needed. Presence of strong noise also affects the reception of fine pulses having extremely low power spectral density. A robust SRake receiver for IEEE 802.15.4a IRTH UWB in dense multipath and additive white Gaussian noise (AWGN) is proposed to efficiently recover the weak signals with much reduced complexity. It adaptively increases the signal to noise (SNR) by decreasing noise through a recursive least square (RLS) algorithm. For simulation, dense multipath environment of IEEE 802.15.4a industrial non line of sight (NLOS) is employed. The power delay profile (PDF) and the cumulative distribution function (CDF) for the respective channel environment are found. Moreover, the error performance of the proposed architecture is evaluated in comparison with conventional SRake and AWGN correlation receivers. The simulation results indicate a substantial performance improvement with very less number of Rake fingers.Keywords: Adaptive noise cancellation, dense multipath propoagation, IEEE 802.15.4a, IR-TH UWB, industrial NLOS environment, SRake receiver
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18272295 Temperature-Dependent Barrier Characteristics of Inhomogeneous Pd/n-GaN Schottky Barrier Diodes Surface
Authors: K. Al-Heuseen, M. R. Hashim
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The current-voltage (I-V) characteristics of Pd/n-GaN Schottky barrier were studied at temperatures over room temperature (300-470K). The values of ideality factor (n), zero-bias barrier height (φB0), flat barrier height (φBF) and series resistance (Rs) obtained from I-V-T measurements were found to be strongly temperature dependent while (φBo) increase, (n), (φBF) and (Rs) decrease with increasing temperature. The apparent Richardson constant was found to be 2.1x10-9 Acm-2K-2 and mean barrier height of 0.19 eV. After barrier height inhomogeneities correction, by assuming a Gaussian distribution (GD) of the barrier heights, the Richardson constant and the mean barrier height were obtained as 23 Acm-2K-2 and 1.78eV, respectively. The corrected Richardson constant was very closer to theoretical value of 26 Acm-2K-2.
Keywords: Electrical properties, Gaussian distribution, Pd-GaN Schottky diodes, thermionic emission.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21882294 Puff Noise Detection and Cancellation for Robust Speech Recognition
Authors: Sangjun Park, Jungpyo Hong, Byung-Ok Kang, Yun-keun Lee, Minsoo Hahn
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In this paper, an algorithm for detecting and attenuating puff noises frequently generated under the mobile environment is proposed. As a baseline system, puff detection system is designed based on Gaussian Mixture Model (GMM), and 39th Mel Frequency Cepstral Coefficient (MFCC) is extracted as feature parameters. To improve the detection performance, effective acoustic features for puff detection are proposed. In addition, detected puff intervals are attenuated by high-pass filtering. The speech recognition rate was measured for evaluation and confusion matrix and ROC curve are used to confirm the validity of the proposed system.Keywords: Gaussian mixture model, puff detection and cancellation, speech enhancement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22332293 An Efficient Hamiltonian for Discrete Fractional Fourier Transform
Authors: Sukrit Shankar, Pardha Saradhi K., Chetana Shanta Patsa, Jaydev Sharma
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Fractional Fourier Transform, which is a generalization of the classical Fourier Transform, is a powerful tool for the analysis of transient signals. The discrete Fractional Fourier Transform Hamiltonians have been proposed in the past with varying degrees of correlation between their eigenvectors and Hermite Gaussian functions. In this paper, we propose a new Hamiltonian for the discrete Fractional Fourier Transform and show that the eigenvectors of the proposed matrix has a higher degree of correlation with the Hermite Gaussian functions. Also, the proposed matrix is shown to give better Fractional Fourier responses with various transform orders for different signals.Keywords: Fractional Fourier Transform, Hamiltonian, Eigen Vectors, Discrete Hermite Gaussians.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15292292 LQG Flight Control of VTAV for Enhanced Situational Awareness
Authors: Igor Astrov, Mikhail Pikkov, Rein Paluoja
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This paper focuses on a critical component of the situational awareness (SA), the control of autonomous vertical flight for vectored thrust aerial vehicle (VTAV). With the SA strategy, we proposed a linear-quadratic-Gaussian (LQG) flight control procedure for an unmanned helicopter model with vectored thrust configuration. This LQG control for chosen model of VTAV has been verified by simulation of take-off and landing maneuvers using software package Simulink and demonstrated good performance for fast flight stabilization of model, consequently, fast SA with economy in energy can be asserted during search-and-rescue operations.
Keywords: Linear-Quadratic-Gaussian (LQG) controller, situational awareness, vectored thrust aerial vehicle.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18332291 Orthogonal Functions Approach to LQG Control
Authors: B. M. Mohan, Sanjeeb Kumar Kar
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In this paper a unified approach via block-pulse functions (BPFs) or shifted Legendre polynomials (SLPs) is presented to solve the linear-quadratic-Gaussian (LQG) control problem. Also a recursive algorithm is proposed to solve the above problem via BPFs. By using the elegant operational properties of orthogonal functions (BPFs or SLPs) these computationally attractive algorithms are developed. To demonstrate the validity of the proposed approaches a numerical example is included.
Keywords: Linear quadratic Gaussian control, linear quadratic estimator, linear quadratic regulator, time-invariant systems, orthogonal functions, block-pulse functions, shifted legendre polynomials.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18592290 Typical Day Prediction Model for Output Power and Energy Efficiency of a Grid-Connected Solar Photovoltaic System
Authors: Yan Su, L. C. Chan
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A novel typical day prediction model have been built and validated by the measured data of a grid-connected solar photovoltaic (PV) system in Macau. Unlike conventional statistical method used by previous study on PV systems which get results by averaging nearby continuous points, the present typical day statistical method obtain the value at every minute in a typical day by averaging discontinuous points at the same minute in different days. This typical day statistical method based on discontinuous point averaging makes it possible for us to obtain the Gaussian shape dynamical distributions for solar irradiance and output power in a yearly or monthly typical day. Based on the yearly typical day statistical analysis results, the maximum possible accumulated output energy in a year with on site climate conditions and the corresponding optimal PV system running time are obtained. Periodic Gaussian shape prediction models for solar irradiance, output energy and system energy efficiency have been built and their coefficients have been determined based on the yearly, maximum and minimum monthly typical day Gaussian distribution parameters, which are obtained from iterations for minimum Root Mean Squared Deviation (RMSD). With the present model, the dynamical effects due to time difference in a day are kept and the day to day uncertainty due to weather changing are smoothed but still included. The periodic Gaussian shape correlations for solar irradiance, output power and system energy efficiency have been compared favorably with data of the PV system in Macau and proved to be an improvement than previous models.
Keywords: Grid Connected, RMSD, Solar PV System, Typical Day.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16792289 Ordinal Regression with Fenton-Wilkinson Order Statistics: A Case Study of an Orienteering Race
Authors: Joonas Pääkkönen
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In sports, individuals and teams are typically interested in final rankings. Final results, such as times or distances, dictate these rankings, also known as places. Places can be further associated with ordered random variables, commonly referred to as order statistics. In this work, we introduce a simple, yet accurate order statistical ordinal regression function that predicts relay race places with changeover-times. We call this function the Fenton-Wilkinson Order Statistics model. This model is built on the following educated assumption: individual leg-times follow log-normal distributions. Moreover, our key idea is to utilize Fenton-Wilkinson approximations of changeover-times alongside an estimator for the total number of teams as in the notorious German tank problem. This original place regression function is sigmoidal and thus correctly predicts the existence of a small number of elite teams that significantly outperform the rest of the teams. Our model also describes how place increases linearly with changeover-time at the inflection point of the log-normal distribution function. With real-world data from Jukola 2019, a massive orienteering relay race, the model is shown to be highly accurate even when the size of the training set is only 5% of the whole data set. Numerical results also show that our model exhibits smaller place prediction root-mean-square-errors than linear regression, mord regression and Gaussian process regression.Keywords: Fenton-Wilkinson approximation, German tank problem, log-normal distribution, order statistics, ordinal regression, orienteering, sports analytics, sports modeling.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8342288 An Overview of Some High Order and Multi-Level Finite Difference Schemes in Computational Aeroacoustics
Authors: Appanah Rao Appadu, Muhammad Zaid Dauhoo
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In this paper, we have combined some spatial derivatives with the optimised time derivative proposed by Tam and Webb in order to approximate the linear advection equation which is given by = 0. Ôêé Ôêé + Ôêé Ôêé x f t u These spatial derivatives are as follows: a standard 7-point 6 th -order central difference scheme (ST7), a standard 9-point 8 th -order central difference scheme (ST9) and optimised schemes designed by Tam and Webb, Lockard et al., Zingg et al., Zhuang and Chen, Bogey and Bailly. Thus, these seven different spatial derivatives have been coupled with the optimised time derivative to obtain seven different finite-difference schemes to approximate the linear advection equation. We have analysed the variation of the modified wavenumber and group velocity, both with respect to the exact wavenumber for each spatial derivative. The problems considered are the 1-D propagation of a Boxcar function, propagation of an initial disturbance consisting of a sine and Gaussian function and the propagation of a Gaussian profile. It is known that the choice of the cfl number affects the quality of results in terms of dissipation and dispersion characteristics. Based on the numerical experiments solved and numerical methods used to approximate the linear advection equation, it is observed in this work, that the quality of results is dependent on the choice of the cfl number, even for optimised numerical methods. The errors from the numerical results have been quantified into dispersion and dissipation using a technique devised by Takacs. Also, the quantity, Exponential Error for Low Dispersion and Low Dissipation, eeldld has been computed from the numerical results. Moreover, based on this work, it has been found that when the quantity, eeldld can be used as a measure of the total error. In particular, the total error is a minimum when the eeldld is a minimum.
Keywords: Optimised time derivative, dissipation, dispersion, cfl number, Nomenclature: k : time step, h : spatial step, β :advection velocity, r: cfl/Courant number, hkrβ= , w =θ, h : exact wave number, n :time level, RPE : Relative phase error per unit time step, AFM :modulus of amplification factor
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16362287 Studying Mistaken Theory of Calendar Function of Iran-s Cross-Vaults
Authors: Ali Salehipour
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After presenting the theory of calendar function of Iran-s cross-vaults especially “Niasar" cross-vault in recent years, there has been lots of doubts and uncertainty about this theory by astrologists and archaeologists. According to this theory “Niasar cross-vault and other cross-vaults of Iran has calendar function and are constructed in a way that sunrise and sunset can be seen from one of its openings in the beginning and middle of each season of year". But, mentioning historical documentaries we conclude here that the theory of calendar function of Iran-s cross-vaults does not have any strong basis and individual cross-vaults had only religious function in Iran.Keywords: cross-vault, fire temple, Calendar function, Sassanid period
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15942286 Upgraded Cuckoo Search Algorithm to Solve Optimisation Problems Using Gaussian Selection Operator and Neighbour Strategy Approach
Authors: Mukesh Kumar Shah, Tushar Gupta
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An Upgraded Cuckoo Search Algorithm is proposed here to solve optimization problems based on the improvements made in the earlier versions of Cuckoo Search Algorithm. Short comings of the earlier versions like slow convergence, trap in local optima improved in the proposed version by random initialization of solution by suggesting an Improved Lambda Iteration Relaxation method, Random Gaussian Distribution Walk to improve local search and further proposing Greedy Selection to accelerate to optimized solution quickly and by “Study Nearby Strategy” to improve global search performance by avoiding trapping to local optima. It is further proposed to generate better solution by Crossover Operation. The proposed strategy used in algorithm shows superiority in terms of high convergence speed over several classical algorithms. Three standard algorithms were tested on a 6-generator standard test system and the results are presented which clearly demonstrate its superiority over other established algorithms. The algorithm is also capable of handling higher unit systems.
Keywords: Economic dispatch, Gaussian selection operator, prohibited operating zones, ramp rate limits, upgraded cuckoo search.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6842285 Spectral Mixture Model Applied to Cannabis Parcel Determination
Authors: Levent Basayigit, Sinan Demir, Yusuf Ucar, Burhan Kara
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Many research projects require accurate delineation of the different land cover type of the agricultural area. Especially it is critically important for the definition of specific plants like cannabis. However, the complexity of vegetation stands structure, abundant vegetation species, and the smooth transition between different seconder section stages make vegetation classification difficult when using traditional approaches such as the maximum likelihood classifier. Most of the time, classification distinguishes only between trees/annual or grain. It has been difficult to accurately determine the cannabis mixed with other plants. In this paper, a mixed distribution models approach is applied to classify pure and mix cannabis parcels using Worldview-2 imagery in the Lakes region of Turkey. Five different land use types (i.e. sunflower, maize, bare soil, and cannabis) were identified in the image. A constrained Gaussian mixture discriminant analysis (GMDA) was used to unmix the image. In the study, 255 reflectance ratios derived from spectral signatures of seven bands (Blue-Green-Yellow-Red-Rededge-NIR1-NIR2) were randomly arranged as 80% for training and 20% for test data. Gaussian mixed distribution model approach is proved to be an effective and convenient way to combine very high spatial resolution imagery for distinguishing cannabis vegetation. Based on the overall accuracies of the classification, the Gaussian mixed distribution model was found to be very successful to achieve image classification tasks. This approach is sensitive to capture the illegal cannabis planting areas in the large plain. This approach can also be used for monitoring and determination with spectral reflections in illegal cannabis planting areas.
Keywords: Gaussian mixture discriminant analysis, spectral mixture model, World View-2, land parcels.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7992284 Normalizing Logarithms of Realized Volatility in an ARFIMA Model
Authors: G. L. C. Yap
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Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process. The Gaussianity assumption simplifies the parameter estimation using the Whittle approximation. Nonetheless, this assumption may not be met in the finite samples and there may be a need to normalize the financial series. Based on the empirical indices S&P500 and DAX, this paper examines the performance of the linear volatility model pre-treated with normalization compared to its existing counterpart. The empirical results show that by including normalization as a pre-treatment procedure, the forecast performance outperforms the existing model in terms of statistical and economic evaluations.
Keywords: Long-memory, Gaussian process, Whittle estimator, normalization, volatility, value-at-risk.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16882283 A Hybrid GMM/SVM System for Text Independent Speaker Identification
Authors: Rafik Djemili, Mouldi Bedda, Hocine Bourouba
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This paper proposes a novel approach that combines statistical models and support vector machines. A hybrid scheme which appropriately incorporates the advantages of both the generative and discriminant model paradigms is described and evaluated. Support vector machines (SVMs) are trained to divide the whole speakers' space into small subsets of speakers within a hierarchical tree structure. During testing a speech token is assigned to its corresponding group and evaluation using gaussian mixture models (GMMs) is then processed. Experimental results show that the proposed method can significantly improve the performance of text independent speaker identification task. We report improvements of up to 50% reduction in identification error rate compared to the baseline statistical model.Keywords: Speaker identification, Gaussian mixture model (GMM), support vector machine (SVM), hybrid GMM/SVM.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22372282 Comparison between Beta Wavelets Neural Networks, RBF Neural Networks and Polynomial Approximation for 1D, 2DFunctions Approximation
Authors: Wajdi Bellil, Chokri Ben Amar, Adel M. Alimi
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This paper proposes a comparison between wavelet neural networks (WNN), RBF neural network and polynomial approximation in term of 1-D and 2-D functions approximation. We present a novel wavelet neural network, based on Beta wavelets, for 1-D and 2-D functions approximation. Our purpose is to approximate an unknown function f: Rn - R from scattered samples (xi; y = f(xi)) i=1....n, where first, we have little a priori knowledge on the unknown function f: it lives in some infinite dimensional smooth function space and second the function approximation process is performed iteratively: each new measure on the function (xi; f(xi)) is used to compute a new estimate f as an approximation of the function f. Simulation results are demonstrated to validate the generalization ability and efficiency of the proposed Beta wavelet network.
Keywords: Beta wavelets networks, RBF neural network, training algorithms, MSE, 1-D, 2D function approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19192281 Evaluation on Recent Committed Crypt Analysis Hash Function
Authors: A. Arul Lawrence Selvakumar, C. Suresh Ganandhas
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This paper describes the study of cryptographic hash functions, one of the most important classes of primitives used in recent techniques in cryptography. The main aim is the development of recent crypt analysis hash function. We present different approaches to defining security properties more formally and present basic attack on hash function. We recall Merkle-Damgard security properties of iterated hash function. The Main aim of this paper is the development of recent techniques applicable to crypt Analysis hash function, mainly from SHA family. Recent proposed attacks an MD5 & SHA motivate a new hash function design. It is designed not only to have higher security but also to be faster than SHA-256. The performance of the new hash function is at least 30% better than that of SHA-256 in software. And it is secure against any known cryptographic attacks on hash functions.
Keywords: Crypt Analysis, cryptographic.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13372280 The Method of Evaluation Artery Diameter from Ultrasound Video
Authors: U. Rubins, Z. Marcinkevics, K.Volceka
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The cardiovascular system has become the most important subject of clinical research, particularly measurement of arterial blood flow. Therefore correct determination of arterial diameter is crucial. We propose a novel, semi-automatic method for artery lumen detection. The method is based on Gaussian probability function. Usability of our proposed method was assessed by analyzing ultrasound B-mode CFA video sequences acquired from eleven healthy volunteers. The correlation coefficient between the manual and semi-automatic measurement of arterial diameter was 0.996. Our proposed method for detecting artery boundary is novel and accurate enough for the measurement of artery diameter.Keywords: Ultrasound, boundary detection, artery diameter, curve fitting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15932279 Identification of Wideband Sources Using Higher Order Statistics in Noisy Environment
Authors: S. Bourennane, A. Bendjama
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This paper deals with the localization of the wideband sources. We develop a new approach for estimating the wide band sources parameters. This method is based on the high order statistics of the recorded data in order to eliminate the Gaussian components from the signals received on the various hydrophones.In fact the noise of sea bottom is regarded as being Gaussian. Thanks to the coherent signal subspace algorithm based on the cumulant matrix of the received data instead of the cross-spectral matrix the wideband correlated sources are perfectly located in the very noisy environment. We demonstrate the performance of the proposed algorithm on the real data recorded during an underwater acoustics experiments.
Keywords: Higher-order statistics, high resolution array processing techniques, localization of acoustics sources, wide band sources.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15992278 Region Segmentation based on Gaussian Dirichlet Process Mixture Model and its Application to 3D Geometric Stricture Detection
Authors: Jonghyun Park, Soonyoung Park, Sanggyun Kim, Wanhyun Cho, Sunworl Kim
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In general, image-based 3D scenes can now be found in many popular vision systems, computer games and virtual reality tours. So, It is important to segment ROI (region of interest) from input scenes as a preprocessing step for geometric stricture detection in 3D scene. In this paper, we propose a method for segmenting ROI based on tensor voting and Dirichlet process mixture model. In particular, to estimate geometric structure information for 3D scene from a single outdoor image, we apply the tensor voting and Dirichlet process mixture model to a image segmentation. The tensor voting is used based on the fact that homogeneous region in an image are usually close together on a smooth region and therefore the tokens corresponding to centers of these regions have high saliency values. The proposed approach is a novel nonparametric Bayesian segmentation method using Gaussian Dirichlet process mixture model to automatically segment various natural scenes. Finally, our method can label regions of the input image into coarse categories: “ground", “sky", and “vertical" for 3D application. The experimental results show that our method successfully segments coarse regions in many complex natural scene images for 3D.
Keywords: Region segmentation, tensor voting, image-based 3D, geometric structure, Gaussian Dirichlet process mixture model
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18912277 Enhancing Temporal Extrapolation of Wind Speed Using a Hybrid Technique: A Case Study in West Coast of Denmark
Authors: B. Elshafei, X. Mao
Abstract:
The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.
Keywords: Data fusion, Gaussian process regression, signal denoise, temporal extrapolation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5012276 Gaussian Particle Flow Bernoulli Filter for Single Target Tracking
Authors: Hyeongbok Kim, Lingling Zhao, Xiaohong Su, Junjie Wang
Abstract:
The Bernoulli filter is a precise Bayesian filter for single target tracking based on the random finite set theory. The standard Bernoulli filter often underestimates the number of the targets. This study proposes a Gaussian particle flow (GPF) Bernoulli filter employing particle flow to migrate particles from prior to posterior positions to improve the performance of the standard Bernoulli filter. By employing the particle flow filter, the computational speed of the Bernoulli filters is significantly improved. In addition, the GPF Bernoulli filter provides more accurate estimation compared with that of the standard Bernoulli filter. Simulation results confirm the improved tracking performance and computational speed in two- and three-dimensional scenarios compared with other algorithms.
Keywords: Bernoulli filter, particle filter, particle flow filter, random finite sets, target tracking.
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