Search results for: Additive White Gaussian Noise (AWGN)
493 Integrated Grey Rational Analysis-Standard Deviation Method for Handover in Heterogeneous Networks
Authors: Mohanad Alhabo, Naveed Nawaz, Mahmoud Al-Faris
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The dense deployment of small cells is a promising solution to enhance the coverage and capacity of the heterogeneous networks (HetNets). However, the unplanned deployment could bring new challenges to the network ranging from interference, unnecessary handovers and handover failures. This will cause a degradation in the quality of service (QoS) delivered to the end user. In this paper, we propose an integrated Grey Rational Analysis Standard Deviation based handover method (GRA-SD) for HetNet. The proposed method integrates the Standard Deviation (SD) technique to acquire the weight of the handover metrics and the GRA method to select the best handover base station. The performance of the GRA-SD method is evaluated and compared with the traditional Multiple Attribute Decision Making (MADM) methods including Simple Additive Weighting (SAW) and VIKOR methods. Results reveal that the proposed method has outperformed the other methods in terms of minimizing the number of frequent unnecessary handovers and handover failures, in addition to improving the energy efficiency.Keywords: Energy efficiency, handover, HetNets, MADM, small cells.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 496492 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 1544491 Text-independent Speaker Identification Based on MAP Channel Compensation and Pitch-dependent Features
Authors: Jiqing Han, Rongchun Gao
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One major source of performance decline in speaker recognition system is channel mismatch between training and testing. This paper focuses on improving channel robustness of speaker recognition system in two aspects of channel compensation technique and channel robust features. The system is text-independent speaker identification system based on two-stage recognition. In the aspect of channel compensation technique, this paper applies MAP (Maximum A Posterior Probability) channel compensation technique, which was used in speech recognition, to speaker recognition system. In the aspect of channel robust features, this paper introduces pitch-dependent features and pitch-dependent speaker model for the second stage recognition. Based on the first stage recognition to testing speech using GMM (Gaussian Mixture Model), the system uses GMM scores to decide if it needs to be recognized again. If it needs to, the system selects a few speakers from all of the speakers who participate in the first stage recognition for the second stage recognition. For each selected speaker, the system obtains 3 pitch-dependent results from his pitch-dependent speaker model, and then uses ANN (Artificial Neural Network) to unite the 3 pitch-dependent results and 1 GMM score for getting a fused result. The system makes the second stage recognition based on these fused results. The experiments show that the correct rate of two-stage recognition system based on MAP channel compensation technique and pitch-dependent features is 41.7% better than the baseline system for closed-set test.Keywords: Channel Compensation, Channel Robustness, MAP, Speaker Identification
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1545490 Detecting Abnormal ECG Signals Utilising Wavelet Transform and Standard Deviation
Authors: Dejan Stantic, Jun Jo
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ECG contains very important clinical information about the cardiac activities of the heart. Often the ECG signal needs to be captured for a long period of time in order to identify abnormalities in certain situations. Such signal apart of a large volume often is characterised by low quality due to the noise and other influences. In order to extract features in the ECG signal with time-varying characteristics at first need to be preprocessed with the best parameters. Also, it is useful to identify specific parts of the long lasting signal which have certain abnormalities and to direct the practitioner to those parts of the signal. In this work we present a method based on wavelet transform, standard deviation and variable threshold which achieves 100% accuracy in identifying the ECG signal peaks and heartbeat as well as identifying the standard deviation, providing a quick reference to abnormalities.
Keywords: Electrocardiogram-ECG, Arrhythmia, Signal Processing, Wavelet Transform, Standard Deviation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2909489 Investigation of Behavior on the Contact Surface of the Tire and Ground by CFD Simulation
Authors: M. F. Sung, Y.D. Kuan, R.J. Shyu, S.M. Lee
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Tread design has evolved over the years to achieve the common tread pattern used in current vehicles. However, to meet safety and comfort requirements, tread design considers more than one design factor. Tread design must consider the grip and drainage, and the manner in which to reduce rolling noise, which is one of the main factors considered by manufacturers. The main objective of this study was the application the computational fluid dynamics (CFD) technique to simulate the contact surface of the tire and ground. The results demonstrated an air-Pumping and large pressure drop effect in the process of contact surface. The results also revealed that the pressure can be used to analyze sound pressure level (SPL).
Keywords: Air-pumping, computational fluid dynamics, sound pressure level, tire.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2376488 Producing Outdoor Design Conditions Based on the Dependency between Meteorological Elements: Copula Approach
Authors: Zhichao Jiao, Craig Farnham, Jihui Yuan, Kazuo Emura
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It is common to use the outdoor design weather data to select the air-conditioning capacity in the building design stage. The meteorological elements of outdoor design weather data are usually selected based on their excess frequency separately while the dependency between the elements is not well considered. It means that the simultaneous occurrence probability of these elements is smaller than the original excess frequency which may cause an overestimation of selecting air-conditioning capacity. Therefore, the copula approach which can capture the dependency between multivariate data was used to model the joint distributions of the meteorological elements, like air temperature and global solar radiation. We suggest a method based on the specific simultaneous occurrence probability of these two elements of selecting more credible outdoor design conditions. The hourly weather data at 12 noon from 2001 to 2010 in Tokyo, Japan are used to analyze the dependency structure and joint distribution, the Gaussian copula represents the dependence of data best. According to calculating the air temperature and global solar radiation in specific simultaneous occurrence probability and the common exceeding, the results show that both the air temperature and global solar radiation based on simultaneous occurrence probability are lower than these based on the conventional method in the same probability.
Keywords: Copula approach, Design weather database, energy conservation, HVAC.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 358487 Optimization of Bit Error Rate and Power of Ad-hoc Networks Using Genetic Algorithm
Authors: Anjana Choudhary
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The ad hoc networks are the future of wireless technology as everyone wants fast and accurate error free information so keeping this in mind Bit Error Rate (BER) and power is optimized in this research paper by using the Genetic Algorithm (GA). The digital modulation techniques used for this paper are Binary Phase Shift Keying (BPSK), M-ary Phase Shift Keying (M-ary PSK), and Quadrature Amplitude Modulation (QAM). This work is implemented on Wireless Ad Hoc Networks (WLAN). Then it is analyze which modulation technique is performing well to optimize the BER and power of WLAN.
Keywords: Bit Error Rate, Genetic Algorithm, Power, Phase Shift Keying, Quadrature Amplitude Modulation, Signal to Noise Ratio, Wireless Ad Hoc Networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3117486 On Finite Wordlength Properties of Block-Floating-Point Arithmetic
Authors: Abhijit Mitra
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A special case of floating point data representation is block floating point format where a block of operands are forced to have a joint exponent term. This paper deals with the finite wordlength properties of this data format. The theoretical errors associated with the error model for block floating point quantization process is investigated with the help of error distribution functions. A fast and easy approximation formula for calculating signal-to-noise ratio in quantization to block floating point format is derived. This representation is found to be a useful compromise between fixed point and floating point format due to its acceptable numerical error properties over a wide dynamic range.Keywords: Block floating point, Roundoff error, Block exponent dis-tribution fuction, Signal factor.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2014485 Hand Gesture Recognition using Blob Detection for Immersive Projection Display System
Authors: Hasup Lee, Yoshisuke Tateyama, Tetsuro Ogi
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We developed a vision interface immersive projection system, CAVE in virtual rea using hand gesture recognition with computer vis background image was subtracted from current webcam and we convert the color space of the imag Then we mask skin regions using skin color range t a noise reduction operation. We made blobs fro gestures were recognized using these blobs. Using recognition, we could implement an effective bothering devices for CAVE. e framework for an reality research field vision techniques. ent image frame age into HSV space. e threshold and apply from the image and ing our hand gesture e interface without
Keywords: CAVE, Computer Vision, Ges Virtual Reality esture Recognition,
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2753484 Image Enhancement of Medical Images using Gabor Filter Bank on Hexagonal Sampled Grids
Authors: Veni.S , K.A.Narayanankutty
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For about two decades scientists have been developing techniques for enhancing the quality of medical images using Fourier transform, DWT (Discrete wavelet transform),PDE model etc., Gabor wavelet on hexagonal sampled grid of the images is proposed in this work. This method has optimal approximation theoretic performances, for a good quality image. The computational cost is considerably low when compared to similar processing in the rectangular domain. As X-ray images contain light scattered pixels, instead of unique sigma, the parameter sigma of 0.5 to 3 is found to satisfy most of the image interpolation requirements in terms of high Peak Signal-to-Noise Ratio (PSNR) , lower Mean Squared Error (MSE) and better image quality by adopting windowing technique.Keywords: Hexagonal lattices, Gabor filter, Interpolation, imageprocessing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2742483 Predictive Fuzzy Logic Controller for Agile Micro-Satellite
Authors: A. Bellar, M.K. Fellah, A.M. Si Mohammed, M. Bensaada, L. Boukhris
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This paper presents the use of the predictive fuzzy logic controller (PFLC) applied to attitude control system for agile micro-satellite. In order to reduce the effect of unpredictable time delays and large uncertainties, the algorithm employs predictive control to predict the attitude of the satellite. Comparison of the PFLC and conventional fuzzy logic controller (FLC) is presented to evaluate the performance of the control system during attitude maneuver. The two proposed models have been analyzed with the same level of noise and external disturbances. Simulation results demonstrated the feasibility and advantages of the PFLC on the attitude determination and control system (ADCS) of agile satellite.
Keywords: Agile micro-satellite, Attitude control, fuzzy logic, predictive control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1762482 The Costume Design by the Inspiration of The Figurehead of Thai Royal Barges
Authors: Taechit Cheuypoung
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The purpose of this research was to design costume by the inspiration from the configurations, colors and decorations of Thai Royal Barges. The researcher investigated the bibliographies and the important of the Thai Royal Water-Course Procession, configurations and decoration techniques of four Royal Barges history. Furthermore, the researcher combined the contemporary architecture which became part of the four costumes with four patterns in this research. The four costumes designed by applied the physical configuration of the Royal Barge with the fold techniques which create the geometry pattern that are part of the Royal Barge-s decoration and contemporary architecture. Therefore, the researcher united each identity color of the barges with each costume composed with the original patterns by adjusted new layout and resized. Lastly, the new attractive patterns appeared. Nevertheless, the beauty of Thai traditional still remain by using Thai painting figure with black and white color which are the prevalent colors for the contemporary architectures.
Keywords: Costume Design, Figurehead, Thai Royal Barges.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1416481 Experimental Design and Performance Analysis in Plasma Arc Surface Hardening
Authors: M.I.S. Ismail, Z. Taha
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In this paper, the experimental design of using the Taguchi method is employed to optimize the processing parameters in the plasma arc surface hardening process. The processing parameters evaluated are arc current, scanning velocity and carbon content of steel. In addition, other significant effects such as the relation between processing parameters are also investigated. An orthogonal array, signal-to-noise (S/N) ratio and analysis of variance (ANOVA) are employed to investigate the effects of these processing parameters. Through this study, not only the hardened depth increased and surface roughness improved, but also the parameters that significantly affect the hardening performance are identified. Experimental results are provided to verify the effectiveness of this approach.Keywords: Plasma arc, hardened depth, surface roughness, Taguchi method, optimization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2360480 Inverse Heat Transfer Analysis of a Melting Furnace Using Levenberg-Marquardt Method
Authors: Mohamed Hafid, Marcel Lacroix
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This study presents a simple inverse heat transfer procedure for predicting the wall erosion and the time-varying thickness of the protective bank that covers the inside surface of the refractory brick wall of a melting furnace. The direct problem is solved by using the Finite-Volume model. The melting/solidification process is modeled using the enthalpy method. The inverse procedure rests on the Levenberg-Marquardt method combined with the Broyden method. The effect of the location of the temperature sensors and of the measurement noise on the inverse predictions is investigated. Recommendations are made concerning the location of the temperature sensor.Keywords: Melting furnace, inverse heat transfer, enthalpy method, Levenberg–Marquardt Method.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1317479 Object Alignment for Military Optical Surveillance
Authors: Oscar J.G. Somsen, Fok Bolderheij
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Electro-optical devices are increasingly used for military sea-, land- and air applications to detect, recognize and track objects. Typically, these devices produce video information that is presented to an operator. However, with increasing availability of electro-optical devices the data volume is becoming very large, creating a rising need for automated analysis. In a military setting, this typically involves detecting and recognizing objects at a large distance, i.e. when they are difficult to distinguish from background and noise. One may consider combining multiple images from a video stream into a single enhanced image that provides more information for the operator. In this paper we investigate a simple algorithm to enhance simulated images from a military context and investigate how the enhancement is affected by various types of disturbance.Keywords: Electro-Optics, Automated Image alignment
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1614478 A Cooperative Weighted Discriminator Energy Detector Technique in Fading Environment
Authors: Muhammad R. Alrabeiah, Ibrahim S. Alnomay
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The need in cognitive radio system for a simple, fast, and independent technique to sense the spectrum occupancy has led to the energy detection approach. Energy detector is known by its dependency on noise variation in the system which is one of its major drawbacks. In this paper, we are aiming to improve its performance by utilizing a weighted collaborative spectrum sensing, it is similar to the collaborative spectrum sensing methods introduced previously in the literature. These weighting methods give more improvement for collaborative spectrum sensing as compared to no weighting case. There is two method proposed in this paper: the first one depends on the channel status between each sensor and the primary user while the second depends on the value of the energy measured in each sensor.
Keywords: Cognitive radio, Spectrum sensing, Collaborative sensors, Weighted Decisions.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1731477 Despeckling of Synthetic Aperture Radar Images Using Inner Product Spaces in Undecimated Wavelet Domain
Authors: Syed Musharaf Ali, Muhammad Younus Javed, Naveed Sarfraz Khattak, Athar Mohsin, UmarFarooq
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This paper introduces the effective speckle reduction of synthetic aperture radar (SAR) images using inner product spaces in undecimated wavelet domain. There are two major areas in projection onto span algorithm where improvement can be made. First is the use of undecimated wavelet transformation instead of discrete wavelet transformation. And second area is the use of smoothing filter namely directional smoothing filter which is an additional step. Proposed method does not need any noise estimation and thresholding technique. More over proposed method gives good results on both single polarimetric and fully polarimetric SAR images.Keywords: Directional Smoothing, Inner product, Length ofvector, Undecimated wavelet transformation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1611476 Lego Mindstorms as a Simulation of Robotic Systems
Authors: Miroslav Popelka, Jakub Nožička
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In this paper we deal with using Lego Mindstorms in simulation of robotic systems with respect to cost reduction. Lego Mindstorms kit contains broad variety of hardware components which are required to simulate, program and test the robotics systems in practice. Algorithm programming went in development environment supplied together with Lego kit as in programming language C# as well. Algorithm following the line, which we dealt with in this paper, uses theoretical findings from area of controlling circuits. PID controller has been chosen as controlling circuit whose individual components were experimentally adjusted for optimal motion of robot tracking the line. Data which are determined to process by algorithm are collected by sensors which scan the interface between black and white surfaces followed by robot. Based on discovered facts Lego Mindstorms can be considered for low-cost and capable kit to simulate real robotics systems.
Keywords: LEGO Mindstorms, PID controller, low-cost robotics systems, line follower, sensors, programming language C#, EV3 Home Edition Software.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3835475 Analysis of Sequence Moves in Successful Chess Openings Using Data Mining with Association Rules
Authors: R.M.Rani
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Chess is one of the indoor games, which improves the level of human confidence, concentration, planning skills and knowledge. The main objective of this paper is to help the chess players to improve their chess openings using data mining techniques. Budding Chess Players usually do practices by analyzing various existing openings. When they analyze and correlate thousands of openings it becomes tedious and complex for them. The work done in this paper is to analyze the best lines of Blackmar- Diemer Gambit(BDG) which opens with White D4... using data mining analysis. It is carried out on the collection of winning games by applying association rules. The first step of this analysis is assigning variables to each different sequence moves. In the second step, the sequence association rules were generated to calculate support and confidence factor which help us to find the best subsequence chess moves that may lead to winning position.Keywords: Blackmar-Diemer Gambit(BDG), Confidence, sequence Association Rules, Support.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3091474 Hydrothermal Alteration Zones Identification Based on Remote Sensing Data in the Mahin Area, West of Qazvin Province, Iran
Authors: R. Nouri, M.R. Jafari, M. Arain., F. Feizi
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The Mahin area is a part of Tarom- Hashtjin zone that located in west of Qazvin province in northwest of Iran. Many copper and base metals ore deposits are hosted by this zone. High potential localities identification in this area is very necessary. The objective of this research, is finding hydrothermal alteration zones by remote sensing methods and best processing technique of Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER) data. Different methods such as band ratio, Principal Component Analysis (PCA), Minimum Noise Fraction (MNF) and Least Square Fit (LS-Fit) were used for mapping hydrothermal alteration zones.Keywords: Hydrothermal alteration, Iran, Mahin, Remote sensing
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2820473 Nonlinear Observer Design and Sliding Mode Control of Four Rotors Helicopter
Authors: H. Bouadi, M. Tadjine
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In this paper; we are interested in dynamic modelling of quadrotor while taking into account the high-order nonholonomic constraints as well as the various physical phenomena, which can influence the dynamics of a flying structure. These permit us to introduce a new state-space representation and new control scheme. We present after the development and the synthesis of a stabilizing control laws design based on sliding mode in order to perform best tracking results. It ensures locally asymptotic stability and desired tracking trajectories. Nonlinear observer is then synthesized in order to estimate the unmeasured states and the effects of the external disturbances such as wind and noise. Finally simulation results are also provided in order to illustrate the performances of the proposed controllers.
Keywords: Dynamic modelling, nonholonomic constraints, sliding mode, nonlinear observer.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2960472 A Dual Digital-Image Watermarking Technique
Authors: Maha Sharkas, Dahlia ElShafie, Nadder Hamdy
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Image watermarking has become an important tool for intellectual property protection and authentication. In this paper a watermarking technique is suggested that incorporates two watermarks in a host image for improved protection and robustness. A watermark, in form of a PN sequence (will be called the secondary watermark), is embedded in the wavelet domain of a primary watermark before being embedded in the host image. The technique has been tested using Lena image as a host and the camera man as the primary watermark. The embedded PN sequence was detectable through correlation among other five sequences where a PSNR of 44.1065 dB was measured. Furthermore, to test the robustness of the technique, the watermarked image was exposed to four types of attacks, namely compression, low pass filtering, salt and pepper noise and luminance change. In all cases the secondary watermark was easy to detect even when the primary one is severely distorted.Keywords: DWT, Image watermarking, watermarkingtechniques, wavelets.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2711471 Gonadotoxic and Cytotoxic Effect of Induced obesity via Monosodium Glutamate on Mus musculus Testis Cytoarchitecture and Sperm Parameter
Authors: I. Nur Hilwani, R. Nasibah, S. Nurdiana, M. J. Norashirene
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Impaired fertility may be the result of indirect consumption of anti-fertility agents through food. Monosodium glutamate (MSG) has been widely used as food additive, flavour enhancer and included in vaccines. This study focuses in determining the gonadotoxic and cytotoxic effect of MSG on selected sperm parameters such as sperm viability, sperm membrane integrity and testes cytoarchitecture of male mice via histological examination to determine its effect on spermatogenesis. Twenty-four Mus musculus were randomly divided into 4 groups and given intraperitoneal injections (IP) daily for 14 days of different MSG concentrations at 250, 500 and 1000mg/kg MSG to body weight to induce obesity. Saline was given to control group. Mice were sacrificed and analysis revealed abnormalities in values for sperm parameters and damages to testes cytoarchitecture of male mice. The results recorded decreased viability (p<0.05) and integrity of sperm membrane (p>0.05) with degenerative structures in seminiferous tubule of testes. The results indicated various implications of MSG on male mice reproductive system which has consequences in fertility potential.
Keywords: Sperm parameter, sperm viability, sperm membrane integrity and testes histology.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2376470 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.
Keywords: Generalized autoregressive score model, stock returns, time-varying.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1034469 Modified Functional Link Artificial Neural Network
Authors: Ashok Kumar Goel, Suresh Chandra Saxena, Surekha Bhanot
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In this work, a Modified Functional Link Artificial Neural Network (M-FLANN) is proposed which is simpler than a Multilayer Perceptron (MLP) and improves upon the universal approximation capability of Functional Link Artificial Neural Network (FLANN). MLP and its variants: Direct Linear Feedthrough Artificial Neural Network (DLFANN), FLANN and M-FLANN have been implemented to model a simulated Water Bath System and a Continually Stirred Tank Heater (CSTH). Their convergence speed and generalization ability have been compared. The networks have been tested for their interpolation and extrapolation capability using noise-free and noisy data. The results show that M-FLANN which is computationally cheap, performs better and has greater generalization ability than other networks considered in the work.Keywords: DLFANN, FLANN, M-FLANN, MLP
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1803468 Stock Price Forecast by Using Neuro-Fuzzy Inference System
Authors: Ebrahim Abbasi, Amir Abouec
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In this research, the researchers have managed to design a model to investigate the current trend of stock price of the "IRAN KHODRO corporation" at Tehran Stock Exchange by utilizing an Adaptive Neuro - Fuzzy Inference system. For the Longterm Period, a Neuro-Fuzzy with two Triangular membership functions and four independent Variables including trade volume, Dividend Per Share (DPS), Price to Earning Ratio (P/E), and also closing Price and Stock Price fluctuation as an dependent variable are selected as an optimal model. For the short-term Period, a neureo – fuzzy model with two triangular membership functions for the first quarter of a year, two trapezoidal membership functions for the Second quarter of a year, two Gaussian combination membership functions for the third quarter of a year and two trapezoidal membership functions for the fourth quarter of a year were selected as an optimal model for the stock price forecasting. In addition, three independent variables including trade volume, price to earning ratio, closing Stock Price and a dependent variable of stock price fluctuation were selected as an optimal model. The findings of the research demonstrate that the trend of stock price could be forecasted with the lower level of error.Keywords: Stock Price forecast, membership functions, Adaptive Neuro-Fuzzy Inference System, trade volume, P/E, DPS.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2613467 Freighter Aircraft Selection Using Entropic Programming for Multiple Criteria Decision Making Analysis
Authors: C. Ardil
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This paper proposes entropic programming for the freighter aircraft selection problem using the multiple criteria decision analysis method. The study aims to propose a systematic and comprehensive framework by focusing on the perspective of freighter aircraft selection. In order to achieve this goal, an integrated entropic programming approach was proposed to evaluate and rank alternatives. The decision criteria and aircraft alternatives were identified from the research data analysis. The objective criteria weights were determined by the mean weight method and the standard deviation method. The proposed entropic programming model was applied to a practical decision problem for evaluating and selecting freighter aircraft. The proposed entropic programming technique gives robust, reliable, and efficient results in modeling decision making analysis problems. As a result of entropic programming analysis, Boeing B747-8F, a freighter aircraft alternative ( a3), was chosen as the most suitable freighter aircraft candidate.
Keywords: entropic programming, additive weighted model, multiple criteria decision making analysis, MCDMA, TOPSIS, aircraft selection, freighter aircraft, Boeing B747-8F, Boeing B777F, Airbus A350F
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 549466 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis
Authors: Petr Gurný
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One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.
Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1919465 Characterization of a Hypoeutectic Al Alloy Obtained by Selective Laser Melting
Authors: Jairo A. Muñoz, Alexander Komissarov, Alexander Gromov
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In this investigation, a hypoeutectic AlSi11Cu alloy was printed. This alloy was obtained in powder form with an average particle size of 40 µm. Bars 20 mm in diameter and 100 mm in length were printed with the building direction parallel to the bars' longitudinal direction. The microstructural characterization demonstrated an Al matrix surrounded by a Si network forming a coral-like pattern. The microstructure of the alloy showed a heterogeneous behavior with a mixture of columnar and equiaxed grains. Likewise, the texture indicated that the columnar grains were preferentially oriented towards the building direction, while the equiaxed followed a texture dominated by the cube component. On the other hand, the as-printed material strength showed higher values than those obtained in the same alloy using conventional processes such as casting. In addition, strength and ductility differences were found in the printed material, depending on the measurement direction. The highest values were obtained in the radial direction (565 MPa maximum strength and 4.8% elongation to failure). The lowest values corresponded to the transverse direction (508 MPa maximum strength and 3.2 elongation to failure), which corroborate the material anisotropy.
Keywords: Additive manufacturing, aluminium alloy, melting pools, tensile test.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 697464 Lifting Wavelet Transform and Singular Values Decomposition for Secure Image Watermarking
Authors: Siraa Ben Ftima, Mourad Talbi, Tahar Ezzedine
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In this paper, we present a technique of secure watermarking of grayscale and color images. This technique consists in applying the Singular Value Decomposition (SVD) in LWT (Lifting Wavelet Transform) domain in order to insert the watermark image (grayscale) in the host image (grayscale or color image). It also uses signature in the embedding and extraction steps. The technique is applied on a number of grayscale and color images. The performance of this technique is proved by the PSNR (Pick Signal to Noise Ratio), the MSE (Mean Square Error) and the SSIM (structural similarity) computations.Keywords: Color image, grayscale image, singular values decomposition, lifting wavelet transform, image watermarking, watermark, secure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1028