Search results for: spline curve interpolation.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 558

Search results for: spline curve interpolation.

498 Proposed Developments of Elliptic Curve Digital Signature Algorithm

Authors: Sattar B. Sadkhan, Najlae Falah Hameed

Abstract:

The Elliptic Curve Digital Signature Algorithm (ECDSA) is the elliptic curve analogue of DSA, where it is a digital signature scheme designed to provide a digital signature based on a secret number known only to the signer and also on the actual message being signed. These digital signatures are considered the digital counterparts to handwritten signatures, and are the basis for validating the authenticity of a connection. The security of these schemes results from the infeasibility to compute the signature without the private key. In this paper we introduce a proposed to development the original ECDSA with more complexity.

Keywords: Elliptic Curve Digital Signature Algorithm, DSA.

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497 A Novel Deinterlacing Algorithm Based on Adaptive Polynomial Interpolation

Authors: Seung-Won Jung, Hye-Soo Kim, Le Thanh Ha, Seung-Jin Baek, Sung-Jea Ko

Abstract:

In this paper, a novel deinterlacing algorithm is proposed. The proposed algorithm approximates the distribution of the luminance into a polynomial function. Instead of using one polynomial function for all pixels, different polynomial functions are used for the uniform, texture, and directional edge regions. The function coefficients for each region are computed by matrix multiplications. Experimental results demonstrate that the proposed method performs better than the conventional algorithms.

Keywords: Deinterlacing, polynomial interpolation.

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496 Detection of Keypoint in Press-Fit Curve Based on Convolutional Neural Network

Authors: Shoujia Fang, Guoqing Ding, Xin Chen

Abstract:

The quality of press-fit assembly is closely related to reliability and safety of product. The paper proposed a keypoint detection method based on convolutional neural network to improve the accuracy of keypoint detection in press-fit curve. It would provide an auxiliary basis for judging quality of press-fit assembly. The press-fit curve is a curve of press-fit force and displacement. Both force data and distance data are time-series data. Therefore, one-dimensional convolutional neural network is used to process the press-fit curve. After the obtained press-fit data is filtered, the multi-layer one-dimensional convolutional neural network is used to perform the automatic learning of press-fit curve features, and then sent to the multi-layer perceptron to finally output keypoint of the curve. We used the data of press-fit assembly equipment in the actual production process to train CNN model, and we used different data from the same equipment to evaluate the performance of detection. Compared with the existing research result, the performance of detection was significantly improved. This method can provide a reliable basis for the judgment of press-fit quality.

Keywords: Keypoint detection, curve feature, convolutional neural network, press-fit assembly.

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495 Landslide Susceptibility Mapping: A Comparison between Logistic Regression and Multivariate Adaptive Regression Spline Models in the Municipality of Oudka, Northern of Morocco

Authors: S. Benchelha, H. C. Aoudjehane, M. Hakdaoui, R. El Hamdouni, H. Mansouri, T. Benchelha, M. Layelmam, M. Alaoui

Abstract:

The logistic regression (LR) and multivariate adaptive regression spline (MarSpline) are applied and verified for analysis of landslide susceptibility map in Oudka, Morocco, using geographical information system. From spatial database containing data such as landslide mapping, topography, soil, hydrology and lithology, the eight factors related to landslides such as elevation, slope, aspect, distance to streams, distance to road, distance to faults, lithology map and Normalized Difference Vegetation Index (NDVI) were calculated or extracted. Using these factors, landslide susceptibility indexes were calculated by the two mentioned methods. Before the calculation, this database was divided into two parts, the first for the formation of the model and the second for the validation. The results of the landslide susceptibility analysis were verified using success and prediction rates to evaluate the quality of these probabilistic models. The result of this verification was that the MarSpline model is the best model with a success rate (AUC = 0.963) and a prediction rate (AUC = 0.951) higher than the LR model (success rate AUC = 0.918, rate prediction AUC = 0.901).

Keywords: Landslide susceptibility mapping, regression logistic, multivariate adaptive regression spline, Oudka, Taounate, Morocco.

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494 Choosing between the Regression Correlation, the Rank Correlation, and the Correlation Curve

Authors: Roger L Goodwin

Abstract:

This paper presents a rank correlation curve. The traditional correlation coefficient is valid for both continuous variables and for integer variables using rank statistics. Since the correlation coefficient has already been established in rank statistics by Spearman, such a calculation can be extended to the correlation curve. This paper presents two survey questions. The survey collected non-continuous variables. We will show weak to moderate correlation. Obviously, one question has a negative effect on the other. A review of the qualitative literature can answer which question and why. The rank correlation curve shows which collection of responses has a positive slope and which collection of responses has a negative slope. Such information is unavailable from the flat, ”first-glance” correlation statistics.

Keywords: Bayesian estimation, regression model, rank statistics, correlation, correlation curve.

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493 Cost and Productivity Experiences of Pakistan with Aggregate Learning Curve

Authors: Jamshaid ur Rehman, Shahida Wizarat

Abstract:

The principal focus of this study is on the measurement and analysis of labor learnings in Pakistan. The study at the aggregate economy level focus on the labor productivity movements and at large-scale manufacturing level focus on the cost structure, with isolating the contribution of the learning curve. The analysis of S-shaped curve suggests that learnings are only below one half of aggregate learning curve and other half shows the retardation in learning, hence retardation in productivity movements. The study implies the existence of learning economies in term of cost reduction that is input cost per unit produced decreases by 0.51 percent every time the cumulative production output doubles.

Keywords: Cost, Inflection Point, Learning Curve, Minima, Maxima, and Productivity

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492 Image Magnification Using Adaptive Interpolationby Pixel Level Data-Dependent Geometrical Shapes

Authors: Muhammad Sajjad, Naveed Khattak, Noman Jafri

Abstract:

World has entered in 21st century. The technology of computer graphics and digital cameras is prevalent. High resolution display and printer are available. Therefore high resolution images are needed in order to produce high quality display images and high quality prints. However, since high resolution images are not usually provided, there is a need to magnify the original images. One common difficulty in the previous magnification techniques is that of preserving details, i.e. edges and at the same time smoothing the data for not introducing the spurious artefacts. A definitive solution to this is still an open issue. In this paper an image magnification using adaptive interpolation by pixel level data-dependent geometrical shapes is proposed that tries to take into account information about the edges (sharp luminance variations) and smoothness of the image. It calculate threshold, classify interpolation region in the form of geometrical shapes and then assign suitable values inside interpolation region to the undefined pixels while preserving the sharp luminance variations and smoothness at the same time. The results of proposed technique has been compared qualitatively and quantitatively with five other techniques. In which the qualitative results show that the proposed method beats completely the Nearest Neighbouring (NN), bilinear(BL) and bicubic(BC) interpolation. The quantitative results are competitive and consistent with NN, BL, BC and others.

Keywords: Adaptive, digital image processing, imagemagnification, interpolation, geometrical shapes, qualitative &quantitative analysis.

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491 Single Frame Supercompression of Still Images,Video, High Definition TV and Digital Cinema

Authors: Mario Mastriani

Abstract:

Super-resolution is nowadays used for a high-resolution image produced from several low-resolution noisy frames. In this work, we consider the problem of high-quality interpolation of a single noise-free image. Such images may come from different sources, i.e., they may be frames of videos, individual pictures, etc. On the other hand, in the encoder we apply a downsampling via bidimen-sional interpolation of each frame, and in the decoder we apply a upsampling by which we restore the original size of the image. If the compression ratio is very high, then we use a convolutive mask that restores the edges, eliminating the blur. Finally, both, the encoder and the complete decoder are implemented on General-Purpose computation on Graphics Processing Units (GPGPU) cards. In fact, the mentioned mask is coded inside texture memory of a GPGPU.

Keywords: General-Purpose computation on Graphics ProcessingUnits, Image Compression, Interpolation, Super-resolution.

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490 Septic B-spline Collocation Method for Solving One-dimensional Hyperbolic Telegraph Equation

Authors: Marzieh Dosti, Alireza Nazemi

Abstract:

Recently, it is found that telegraph equation is more suitable than ordinary diffusion equation in modelling reaction diffusion for such branches of sciences. In this paper, a numerical solution for the one-dimensional hyperbolic telegraph equation by using the collocation method using the septic splines is proposed. The scheme works in a similar fashion as finite difference methods. Test problems are used to validate our scheme by calculate L2-norm and L∞-norm. The accuracy of the presented method is demonstrated by two test problems. The numerical results are found to be in good agreement with the exact solutions.

Keywords: B-spline, collocation method, second-order hyperbolic telegraph equation, difference schemes.

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489 Preparing the Curve Number (CN) and Surface Runoff Coefficient (C) Map of the Basin in the Aghche Watershed, Iran

Authors: Ali Gholami, Ebrahim Panahpour, Amir Hossein Davami

Abstract:

In this research, a part of Aghche basin in Isfahan province with an area about 2000 hectars, was chosen to be obtain curve number coefficient runoff and W indicator in second Cook method By using aerial photos 1968 and 1995, the satellite data of the IRS in 2008. Then the process of land use changes in the period of study and its effect on the changes of curve number (CN), W indicator and surface runoff coefficient (C) of the basin was investigated. These results showed that on the track of these land use changes the weight averages curve number (CN), surface runoff coefficient (C) and W indicator of the basin were increased to 0.92, 0.02 and 0.78 unit in the first period of study and 1.18, 0.03, 0.99 Unit in the second period of study respectively.

Keywords: Aghche Watershed, Curve Numbers (CV), Land UseChanges, Surface Runoff Coefficient(C) Map, W indicator

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488 On the Determination of a Time-like Dual Curve in Dual Lorentzian Space

Authors: Emin Özyılmaz

Abstract:

In this work, position vector of a time-like dual curve according to standard frame of D31 is investigated. First, it is proven that position vector of a time-like dual curve satisfies a dual vector differential equation of fourth order. The general solution of this dual vector differential equation has not yet been found. Due to this, in terms of special solutions, position vectors of some special time-like dual curves with respect to standard frame of D31 are presented.

Keywords: Classical Differential Geometry, Dual Numbers, DualFrenet Equations, Time-like Dual Curve, Position Vector, DualLorentzian Space.

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487 A Survey on Lossless Compression of Bayer Color Filter Array Images

Authors: Alina Trifan, António J. R. Neves

Abstract:

Although most digital cameras acquire images in a raw format, based on a Color Filter Array that arranges RGB color filters on a square grid of photosensors, most image compression techniques do not use the raw data; instead, they use the rgb result of an interpolation algorithm of the raw data. This approach is inefficient and by performing a lossless compression of the raw data, followed by pixel interpolation, digital cameras could be more power efficient and provide images with increased resolution given that the interpolation step could be shifted to an external processing unit. In this paper, we conduct a survey on the use of lossless compression algorithms with raw Bayer images. Moreover, in order to reduce the effect of the transition between colors that increase the entropy of the raw Bayer image, we split the image into three new images corresponding to each channel (red, green and blue) and we study the same compression algorithms applied to each one individually. This simple pre-processing stage allows an improvement of more than 15% in predictive based methods.

Keywords: Bayer images, CFA, losseless compression, image coding standards.

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486 ROC Analysis of PVC Detection Algorithm using ECG and Vector-ECG Charateristics

Authors: J. S. Nah, A. Y. Jeon, J. H. Ro, G. R. Jeon

Abstract:

ECG analysis method was developed using ROC analysis of PVC detecting algorithm. ECG signal of MIT-BIH arrhythmia database was analyzed by MATLAB. First of all, the baseline was removed by median filter to preprocess the ECG signal. R peaks were detected for ECG analysis method, and normal VCG was extracted for VCG analysis method. Four PVC detecting algorithm was analyzed by ROC curve, which parameters are maximum amplitude of QRS complex, width of QRS complex, r-r interval and geometric mean of VCG. To set cut-off value of parameters, ROC curve was estimated by true-positive rate (sensitivity) and false-positive rate. sensitivity and false negative rate (specificity) of ROC curve calculated, and ECG was analyzed using cut-off value which was estimated from ROC curve. As a result, PVC detecting algorithm of VCG geometric mean have high availability, and PVC could be detected more accurately with amplitude and width of QRS complex.

Keywords: Vectorcardiogram (VCG), Premature Ventricular contraction (PVC), ROC (receiver operating characteristic) curve, ECG

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485 The Study of Relative Efficiency in Growth Curve Model

Authors: Nan Chen, Baoguang Tian

Abstract:

In this paper, some relative efficiency have been discussed, including the LSE estimate with respect to BLUE in curve model. Four new kinds of relative efficiency have defined, and their upper bounds have been discussed.

Keywords: Relative efficiency, LSE estimate, BLUE estimate, Upper bound, Curve model.

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484 Numerical Solution of Hammerstein Integral Equations by Using Quasi-Interpolation

Authors: M. Zarebnia, S. Khani

Abstract:

In this paper first, a numerical method based on quasiinterpolation for solving nonlinear Fredholm integral equations of the Hammerstein-type is presented. Then, we approximate the solution of Hammerstein integral equations by Nystrom’s method. Also, we compare the methods with some numerical examples.

Keywords: Hammerstein integral equations, quasi-interpolation, Nystrom’s method.

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483 A Bathtub Curve from Nonparametric Model

Authors: Eduardo C. Guardia, Jose W. M. Lima, Afonso H. M. Santos

Abstract:

This paper presents a nonparametric method to obtain the hazard rate “Bathtub curve” for power system components. The model is a mixture of the three known phases of a component life, the decreasing failure rate (DFR), the constant failure rate (CFR) and the increasing failure rate (IFR) represented by three parametric Weibull models. The parameters are obtained from a simultaneous fitting process of the model to the Kernel nonparametric hazard rate curve. From the Weibull parameters and failure rate curves the useful lifetime and the characteristic lifetime were defined. To demonstrate the model the historic time-to-failure of distribution transformers were used as an example. The resulted “Bathtub curve” shows the failure rate for the equipment lifetime which can be applied in economic and replacement decision models.

Keywords: Bathtub curve, failure analysis, lifetime estimation, parameter estimation, Weibull distribution.

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482 A Simple Method for Tracing PV Curve of a Radial Transmission Line

Authors: Asfar Ali Khan

Abstract:

Analytical expression for maximum power transfer through a transmission line limited by voltage stability has been formulated using exact representation of transmission line with ABCD parameters. The expression has been used for plotting PV curve at different power factors of a radial transmission line. Limiting values of reactive power have been obtained.

Keywords: Power Transfer, PV Curve, Voltage Stability.

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481 Interpolation Issue in PVNPG-14M Application for Technical Control of Artillery Fire

Authors: Martin Blaha, Ladislav Potužák, Daniel Holesz

Abstract:

This paper focused on application support for technical control of artillery units – PVNPG-14M, especially on interpolation issue. Artillery units of the Army of the Czech Republic, reflecting the current global security neighborhood, can be used outside the Czech Republic. The paper presents principles, evolution and calculation in the process of complete preparation. The paper presents expertise using of application of current artillery communication and information system and suggests the perspective future system. The paper also presents problems in process of complete preparing of fire especially problems in permanently information (firing table) and calculated values. The paper presents problems of current artillery communication and information system and suggests requirements of the future system.

Keywords: Fire for effect, application, fire control, interpolation method, software development.

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480 Implementation of Meshless FEM for Engineering Applications

Authors: A. Seidl, Th. Schmidt

Abstract:

Meshless Finite Element Methods, namely element-free Galerkin and point-interpolation method were implemented and tested concerning their applicability to typical engineering problems like electrical fields and structural mechanics. A class-structure was developed which allows a consistent implementation of these methods together with classical FEM in a common framework. Strengths and weaknesses of the methods under investigation are discussed. As a result of this work joint usage of meshless methods together with classical Finite Elements are recommended.

Keywords: Finite Elements, meshless, element-free Galerkin, point-interpolation.

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479 Position Vector of a Partially Null Curve Derived from a Vector Differential Equation

Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut, Şuur Nizamoğlu

Abstract:

In this paper, position vector of a partially null unit speed curve with respect to standard frame of Minkowski space-time is studied. First, it is proven that position vector of every partially null unit speed curve satisfies a vector differential equation of fourth order. In terms of solution of the differential equation, position vector of a partially null unit speed curve is expressed.

Keywords: Frenet Equations, Partially Null Curves, Minkowski Space-time, Vector Differential Equation.

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478 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models

Authors: Dursun Aydın

Abstract:

In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.

Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.

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477 An Approach to Polynomial Curve Comparison in Geometric Object Database

Authors: Chanon Aphirukmatakun, Natasha Dejdumrong

Abstract:

In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.

Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.

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476 Low Resolution Face Recognition Using Mixture of Experts

Authors: Fatemeh Behjati Ardakani, Fatemeh Khademian, Abbas Nowzari Dalini, Reza Ebrahimpour

Abstract:

Human activity is a major concern in a wide variety of applications, such as video surveillance, human computer interface and face image database management. Detecting and recognizing faces is a crucial step in these applications. Furthermore, major advancements and initiatives in security applications in the past years have propelled face recognition technology into the spotlight. The performance of existing face recognition systems declines significantly if the resolution of the face image falls below a certain level. This is especially critical in surveillance imagery where often, due to many reasons, only low-resolution video of faces is available. If these low-resolution images are passed to a face recognition system, the performance is usually unacceptable. Hence, resolution plays a key role in face recognition systems. In this paper we introduce a new low resolution face recognition system based on mixture of expert neural networks. In order to produce the low resolution input images we down-sampled the 48 × 48 ORL images to 12 × 12 ones using the nearest neighbor interpolation method and after that applying the bicubic interpolation method yields enhanced images which is given to the Principal Component Analysis feature extractor system. Comparison with some of the most related methods indicates that the proposed novel model yields excellent recognition rate in low resolution face recognition that is the recognition rate of 100% for the training set and 96.5% for the test set.

Keywords: Low resolution face recognition, Multilayered neuralnetwork, Mixture of experts neural network, Principal componentanalysis, Bicubic interpolation, Nearest neighbor interpolation.

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475 Dynamic Voltage Stability Estimation using Particle Filter

Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

Abstract:

Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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474 An Attack on the Lucas Based El-Gamal Cryptosystem in the Elliptic Curve Group Over Finite Field Using Greater Common Divisor

Authors: Lee Feng Koo, Tze Jin Wong, Pang Hung Yiu, Nik Mohd Asri Nik Long

Abstract:

Greater common divisor (GCD) attack is an attack that relies on the polynomial structure of the cryptosystem. This attack required two plaintexts differ from a fixed number and encrypted under same modulus. This paper reports a security reaction of Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field under GCD attack. Lucas Based El-Gamal Cryptosystem in the Elliptic Curve group over finite field was exposed mathematically to the GCD attack using GCD and Dickson polynomial. The result shows that the cryptanalyst is able to get the plaintext without decryption by using GCD attack. Thus, the study concluded that it is highly perilous when two plaintexts have a slight difference from a fixed number in the same Elliptic curve group over finite field.

Keywords: Decryption, encryption, elliptic curve, greater common divisor.

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473 Enhancement of Stereo Video Pairs Using SDNs To Aid In 3D Reconstruction

Authors: Lewis E. Hibell, Honghai Liu, David J. Brown

Abstract:

This paper presents the results of enhancing images from a left and right stereo pair in order to increase the resolution of a 3D representation of a scene generated from that same pair. A new neural network structure known as a Self Delaying Dynamic Network (SDN) has been used to perform the enhancement. The advantage of SDNs over existing techniques such as bicubic interpolation is their ability to cope with motion and noise effects. SDNs are used to generate two high resolution images, one based on frames taken from the left view of the subject, and one based on the frames from the right. This new high resolution stereo pair is then processed by a disparity map generator. The disparity map generated is compared to two other disparity maps generated from the same scene. The first is a map generated from an original high resolution stereo pair and the second is a map generated using a stereo pair which has been enhanced using bicubic interpolation. The maps generated using the SDN enhanced pairs match more closely the target maps. The addition of extra noise into the input images is less problematic for the SDN system which is still able to out perform bicubic interpolation.

Keywords: Genetic Evolution, Image Enhancement, Neuron Networks, Stereo Vision

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472 Developing of Fragility Curve for Two-Span Simply Supported Concrete Bridge in Near-Fault Area

Authors: S. Shirazian, M.R. Ghayamghamian, G.R. Nouri

Abstract:

Bridges are one of the main components of transportation networks. They should be functional before and after earthquake for emergency services. Therefore we need to assess seismic performance of bridges under different seismic loadings. Fragility curve is one of the popular tools in seismic evaluations. The fragility curves are conditional probability statements, which give the probability of a bridge reaching or exceeding a particular damage level for a given intensity level. In this study, the seismic performance of a two-span simply supported concrete bridge is assessed. Due to usual lack of empirical data, the analytical fragility curve was developed by results of the dynamic analysis of bridge subjected to the different time histories in near-fault area.

Keywords: Fragility curve, Seismic behavior, Time historyanalysis, Transportation Network.

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471 Implementation and Analysis of Elliptic Curve Cryptosystems over Polynomial basis and ONB

Authors: Yong-Je Choi, Moo-Seop Kim, Hang-Rok Lee, Ho-Won Kim

Abstract:

Polynomial bases and normal bases are both used for elliptic curve cryptosystems, but field arithmetic operations such as multiplication, inversion and doubling for each basis are implemented by different methods. In general, it is said that normal bases, especially optimal normal bases (ONB) which are special cases on normal bases, are efficient for the implementation in hardware in comparison with polynomial bases. However there seems to be more examined by implementing and analyzing these systems under similar condition. In this paper, we designed field arithmetic operators for each basis over GF(2233), which field has a polynomial basis recommended by SEC2 and a type-II ONB both, and analyzed these implementation results. And, in addition, we predicted the efficiency of two elliptic curve cryptosystems using these field arithmetic operators.

Keywords: Elliptic Curve Cryptosystem, Crypto Algorithm, Polynomial Basis, Optimal Normal Basis, Security.

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470 A Hybrid Particle Swarm Optimization-Nelder- Mead Algorithm (PSO-NM) for Nelson-Siegel- Svensson Calibration

Authors: Sofia Ayouche, Rachid Ellaia, Rajae Aboulaich

Abstract:

Today, insurers may use the yield curve as an indicator evaluation of the profit or the performance of their portfolios; therefore, they modeled it by one class of model that has the ability to fit and forecast the future term structure of interest rates. This class of model is the Nelson-Siegel-Svensson model. Unfortunately, many authors have reported a lot of difficulties when they want to calibrate the model because the optimization problem is not convex and has multiple local optima. In this context, we implement a hybrid Particle Swarm optimization and Nelder Mead algorithm in order to minimize by least squares method, the difference between the zero-coupon curve and the NSS curve.

Keywords: Optimization, zero-coupon curve, Nelson-Siegel- Svensson, Particle Swarm Optimization, Nelder-Mead Algorithm.

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469 The Approximate Solution of Linear Fuzzy Fredholm Integral Equations of the Second Kind by Using Iterative Interpolation

Authors: N. Parandin, M. A. Fariborzi Araghi

Abstract:

in this paper, we propose a numerical method for the approximate solution of fuzzy Fredholm functional integral equations of the second kind by using an iterative interpolation. For this purpose, we convert the linear fuzzy Fredholm integral equations to a crisp linear system of integral equations. The proposed method is illustrated by some fuzzy integral equations in numerical examples.

Keywords: Fuzzy function integral equations, Iterative method, Linear systems, Parametric form of fuzzy number.

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