Search results for: kernel density estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2178

Search results for: kernel density estimation

1218 A New Distribution and Application on the Lifetime Data

Authors: Gamze Ozel, Selen Cakmakyapan

Abstract:

We introduce a new model called the Marshall-Olkin Rayleigh distribution which extends the Rayleigh distribution using Marshall-Olkin transformation and has increasing and decreasing shapes for the hazard rate function. Various structural properties of the new distribution are derived including explicit expressions for the moments, generating and quantile function, some entropy measures, and order statistics are presented. The model parameters are estimated by the method of maximum likelihood and the observed information matrix is determined. The potentiality of the new model is illustrated by means of a simulation study. 

Keywords: Marshall-Olkin distribution, Rayleigh distribution, estimation, maximum likelihood.

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1217 Estimation of Bayesian Sample Size for Binomial Proportions Using Areas P-tolerance with Lowest Posterior Loss

Authors: H. Bevrani, N. Najafi

Abstract:

This paper uses p-tolerance with the lowest posterior loss, quadratic loss function, average length criteria, average coverage criteria, and worst outcome criterion for computing of sample size to estimate proportion in Binomial probability function with Beta prior distribution. The proposed methodology is examined, and its effectiveness is shown.

Keywords: Bayesian inference, Beta-binomial Distribution, LPLcriteria, quadratic loss function.

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1216 Biodegradation of Malathion by Acinetobacter baumannii Strain AFA Isolated from Domestic Sewage in Egypt

Authors: Ahmed F. Azmy , Amal E. Saafan, Tamer M. Essam, Magdy A. Amin, Shaban H. Ahmed

Abstract:

Bacterial strains capable of degradation of malathion from the domestic sewage were isolated by an enrichment culture technique. Three bacterial strains were screened and identified as Acinetobacter baumannii (AFA), Pseudomonas aeruginosa (PS1), and Pseudomonas mendocina (PS2) based on morphological, biochemical identification and 16S rRNA sequence analysis. Acinetobacter baumannii AFA was the most efficient malathion degrading bacterium, so used for further biodegradation study. AFA was able to grow in mineral salt medium (MSM) supplemented with malathion (100 mg/l) as a sole carbon source, and within 14 days, 84% of the initial dose was degraded by the isolate measured by high performance liquid chromatography. Strain AFA could also degrade other organophosphorus compounds including diazinon, chlorpyrifos and fenitrothion. The effect of different culture conditions on the degradation of malathion like inoculum density, other carbon or nitrogen sources, temperature and shaking were examined. Degradation of malathion and bacterial cell growth were accelerated when culture media were supplemented with yeast extract, glucose and citrate. The optimum conditions for malathion degradation by strain AFA were; an inoculum density of 1.5x 10^12CFU/ml at 30°C with shaking. A specific polymerase chain reaction primers were designed manually using multiple sequence alignment of the corresponding carboxylesterase enzymes of Acinetobacter species. Sequencing result of amplified PCR product and phylogenetic analysis showed low degree of homology with the other carboxylesterase enzymes of Acinetobacter strains, so we suggested that this enzyme is a novel esterase enzyme. Isolated bacterial strains may have potential role for use in bioremediation of malathion contaminated.

Keywords: Acinetobacter baumannii, biodegradation, Malathion, organophosphate pesticides.

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1215 Use of Magnesium as a Renewable Energy Source

Authors: Rafayel K. Kostanyan

Abstract:

The opportunities of use of metallic magnesium as a generator of hydrogen gas, as well as thermal and electric energy is presented in the paper. Various schemes of magnesium application are discussed and power characteristics of corresponding devices are presented. Economic estimation of hydrogen price obtained by different methods is made, including the use of magnesium as a source of hydrogen for transportation in comparison with gasoline. Details and prospects of our new inexpensive technology of magnesium production from magnesium hydroxide and magnesium bearing rocks (which are available worldwide and in Armenia) are analyzed. It is estimated the threshold cost of Mg production at which application of this metal in power engineering is economically justified.

Keywords: Magnesium, power generation, production, renewable energy.

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1214 Speaker Identification by Joint Statistical Characterization in the Log Gabor Wavelet Domain

Authors: Suman Senapati, Goutam Saha

Abstract:

Real world Speaker Identification (SI) application differs from ideal or laboratory conditions causing perturbations that leads to a mismatch between the training and testing environment and degrade the performance drastically. Many strategies have been adopted to cope with acoustical degradation; wavelet based Bayesian marginal model is one of them. But Bayesian marginal models cannot model the inter-scale statistical dependencies of different wavelet scales. Simple nonlinear estimators for wavelet based denoising assume that the wavelet coefficients in different scales are independent in nature. However wavelet coefficients have significant inter-scale dependency. This paper enhances this inter-scale dependency property by a Circularly Symmetric Probability Density Function (CS-PDF) related to the family of Spherically Invariant Random Processes (SIRPs) in Log Gabor Wavelet (LGW) domain and corresponding joint shrinkage estimator is derived by Maximum a Posteriori (MAP) estimator. A framework is proposed based on these to denoise speech signal for automatic speaker identification problems. The robustness of the proposed framework is tested for Text Independent Speaker Identification application on 100 speakers of POLYCOST and 100 speakers of YOHO speech database in three different noise environments. Experimental results show that the proposed estimator yields a higher improvement in identification accuracy compared to other estimators on popular Gaussian Mixture Model (GMM) based speaker model and Mel-Frequency Cepstral Coefficient (MFCC) features.

Keywords: Speaker Identification, Log Gabor Wavelet, Bayesian Bivariate Estimator, Circularly Symmetric Probability Density Function, SIRP.

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1213 Machine Learning Techniques for Short-Term Rain Forecasting System in the Northeastern Part of Thailand

Authors: Lily Ingsrisawang, Supawadee Ingsriswang, Saisuda Somchit, Prasert Aungsuratana, Warawut Khantiyanan

Abstract:

This paper presents the methodology from machine learning approaches for short-term rain forecasting system. Decision Tree, Artificial Neural Network (ANN), and Support Vector Machine (SVM) were applied to develop classification and prediction models for rainfall forecasts. The goals of this presentation are to demonstrate (1) how feature selection can be used to identify the relationships between rainfall occurrences and other weather conditions and (2) what models can be developed and deployed for predicting the accurate rainfall estimates to support the decisions to launch the cloud seeding operations in the northeastern part of Thailand. Datasets collected during 2004-2006 from the Chalermprakiat Royal Rain Making Research Center at Hua Hin, Prachuap Khiri khan, the Chalermprakiat Royal Rain Making Research Center at Pimai, Nakhon Ratchasima and Thai Meteorological Department (TMD). A total of 179 records with 57 features was merged and matched by unique date. There are three main parts in this work. Firstly, a decision tree induction algorithm (C4.5) was used to classify the rain status into either rain or no-rain. The overall accuracy of classification tree achieves 94.41% with the five-fold cross validation. The C4.5 algorithm was also used to classify the rain amount into three classes as no-rain (0-0.1 mm.), few-rain (0.1- 10 mm.), and moderate-rain (>10 mm.) and the overall accuracy of classification tree achieves 62.57%. Secondly, an ANN was applied to predict the rainfall amount and the root mean square error (RMSE) were used to measure the training and testing errors of the ANN. It is found that the ANN yields a lower RMSE at 0.171 for daily rainfall estimates, when compared to next-day and next-2-day estimation. Thirdly, the ANN and SVM techniques were also used to classify the rain amount into three classes as no-rain, few-rain, and moderate-rain as above. The results achieved in 68.15% and 69.10% of overall accuracy of same-day prediction for the ANN and SVM models, respectively. The obtained results illustrated the comparison of the predictive power of different methods for rainfall estimation.

Keywords: Machine learning, decision tree, artificial neural network, support vector machine, root mean square error.

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1212 Performance and Availability Analyses of PV Generation Systems in Taiwan

Authors: H. S. Huang, J. C. Jao, K. L. Yen, C. T. Tsai

Abstract:

The purpose of this article applies the monthly final energy yield and failure data of 202 PV systems installed in Taiwan to analyze the PV operational performance and system availability. This data is collected by Industrial Technology Research Institute through manual records. Bad data detection and failure data estimation approaches are proposed to guarantee the quality of the received information. The performance ratio value and system availability are then calculated and compared with those of other countries. It is indicated that the average performance ratio of Taiwan-s PV systems is 0.74 and the availability is 95.7%. These results are similar with those of Germany, Switzerland, Italy and Japan.

Keywords: availability, performance ratio, PV system, Taiwan

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1211 The Introduction of Compulsory Electronic Exchange of Documents in the Czech Republic: Comparing Expectation and Reality

Authors: Kamila Tišlerová

Abstract:

This contribution aims to outline some topics around the process of introduction of compulsory electronic exchange of documents (so called e-Boxes) in public administration. The research was conducted in order to gauge the difference between the expectation of those using internal email and their experience in reality. Both qualitative and quantitative research is employed to lead also to an estimation of the willingness and readiness of government bodies, business units and citizens to adopt new technologies. At the same time the most potent barriers to successful e-communication through the e-Boxes are identified.

Keywords: E-Box, e-Government, electronic document exchange, digitalisation, public administration.

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1210 Neutronic Study of Two Reactor Cores Cooled with Light and Heavy Water Using Computation Method

Authors: Z. Gholamzadeh, A. Zali, S. A. H. Feghhi, C. Tenreiro, Y. Kadi, M. Rezazadeh, M. Aref

Abstract:

Most HWRs currently use natural uranium fuel. Using enriched uranium fuel results in a significant improvement in fuel cycle costs and uranium utilization. On the other hand, reactivity changes of HWRs over the full range of operating conditions from cold shutdown to full power are small. This reduces the required reactivity worth of control devices and minimizes local flux distribution perturbations, minimizing potential problems due to transient local overheating of fuel. Analyzing heavy water effectiveness on neutronic parameters such as enrichment requirements, peaking factor and reactivity is important and should pay attention as primary concepts of a HWR core designing. Two nuclear nuclear reactors of CANDU-type and hexagonal-type reactor cores of 33 fuel assemblies and 19 assemblies in 1.04 P/D have been respectively simulated using MCNP-4C code. Using heavy water and light water as moderator have been compared for achieving less reactivity insertion and enrichment requirements. Two fuel matrixes of (232Th/235U)O2 and (238/235U)O2 have been compared to achieve more economical and safe design. Heavy water not only decreased enrichment needs, but it concluded in negative reactivity insertions during moderator density variations. Thorium oxide fuel assemblies of 2.3% enrichment loaded into the core of heavy water moderator resulted in 0.751 fission to absorption ratio and peaking factor of 1.7 using. Heavy water not only provides negative reactivity insertion during temperature raises which changes moderator density but concluded in 2 to 10 kg reduction of enrichment requirements, depend on geometry type.

Keywords: MCNP-4C, Reactor core, Multiplication factor, Reactivity, Peaking factor.

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1209 Retaining Structural System Active Vibration Control

Authors: Ming-Hui Lee, Shou-Jen Hsu

Abstract:

This study presents an active vibration control technique to reduce the earthquake responses of a retained structural system. The proposed technique is a synthesis of the adaptive input estimation method (AIEM) and linear quadratic Gaussian (LQG) controller. The AIEM can estimate an unknown system input online. The LQG controller offers optimal control forces to suppress wall-structural system vibration. The numerical results show robust performance in the active vibration control technique.

Keywords: Active vibration control, AIEM, LQG, Optimal control

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1208 Study of Adaptive Filtering Algorithms and the Equalization of Radio Mobile Channel

Authors: Said Elkassimi, Said Safi, B. Manaut

Abstract:

This paper presented a study of three algorithms, the equalization algorithm to equalize the transmission channel with ZF and MMSE criteria, application of channel Bran A, and adaptive filtering algorithms LMS and RLS to estimate the parameters of the equalizer filter, i.e. move to the channel estimation and therefore reflect the temporal variations of the channel, and reduce the error in the transmitted signal. So far the performance of the algorithm equalizer with ZF and MMSE criteria both in the case without noise, a comparison of performance of the LMS and RLS algorithm.

Keywords: Adaptive filtering second equalizer, LMS, RLS Bran A, Proakis (B) MMSE, ZF.

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1207 Effect of Thickness on Structural and Electrical Properties of CuAlS2 Thin Films Grown by Two Stage Vacuum Thermal Evaporation Technique

Authors: A. U. Moreh, M. Momoh, H. N. Yahya, B. Hamza, I. G. Saidu, S. Abdullahi

Abstract:

This work studies the effect of thickness on structural and electrical properties of CuAlS2 thin films grown by two stage vacuum thermal evaporation technique. CuAlS2 thin films of thicknesses 50nm, 100nm and 200nm were deposited on suitably cleaned corning 7059 glass substrate at room temperature (RT). In the first stage Cu-Al precursors were grown at room temperature by thermal evaporation and in the second stage Cu-Al precursors were converted to CuAlS2 thin films by sulfurisation under sulfur atmosphere at the temperature of 673K. The structural properties of the films were examined by X-ray diffraction (XRD) technique while electrical properties of the specimens were studied using four point probe method. The XRD studies revealed that the films are of crystalline in nature having tetragonal structure. The variations of the micro-structural parameters, such as crystallite size (D), dislocation density ( ), and micro-strain ( ), with film thickness were investigated. The results showed that the crystallite sizes increase as the thickness of the film increases. The dislocation density and micro-strain decreases as the thickness increases. The resistivity (  ) of CuAlS2 film is found to decrease with increase in film thickness, which is related to the increase of carrier concentration with film thickness. Thus thicker films exhibit the lowest resistivity and high carrier concentration, implying these are the most conductive films. Low electrical resistivity and high carrier concentration are widely used as the essential components in various optoelectronic devices such as light-emitting diode and photovoltaic cells.

Keywords: Crystalline, CuAlS2, evaporation, resistivity, sulfurisation, thickness.

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1206 Performance Evaluation of Music and Minimum Norm Eigenvector Algorithms in Resolving Noisy Multiexponential Signals

Authors: Abdussamad U. Jibia, Momoh-Jimoh E. Salami

Abstract:

Eigenvector methods are gaining increasing acceptance in the area of spectrum estimation. This paper presents a successful attempt at testing and evaluating the performance of two of the most popular types of subspace techniques in determining the parameters of multiexponential signals with real decay constants buried in noise. In particular, MUSIC (Multiple Signal Classification) and minimum-norm techniques are examined. It is shown that these methods perform almost equally well on multiexponential signals with MUSIC displaying better defined peaks.

Keywords: Eigenvector, minimum norm, multiexponential, subspace.

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1205 Estimating Enzyme Kinetic Parameters from Apparent KMs and Vmaxs

Authors: Simon Brown, Noorzaid Muhamad, David C Simcock

Abstract:

The kinetic properties of enzymes are often reported using the apparent KM and Vmax appropriate to the standard Michaelis-Menten enzyme. However, this model is inappropriate to enzymes that have more than one substrate or where the rate expression does not apply for other reasons. Consequently, it is desirable to have a means of estimating the appropriate kinetic parameters from the apparent values of KM and Vmax reported for each substrate. We provide a means of estimating the range within which the parameters should lie and apply the method to data for glutamate dehydrogenase from the nematode parasite of sheep Teladorsagia circumcincta.

Keywords: enzyme kinetics, glutamate dehydrogenase, intervalanalysis, parameter estimation.

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1204 Solvatochromic Shift and Estimation of Dipole Moment of Quinine Sulphate Dication

Authors: S. Joshi, D. Pant

Abstract:

Absorption and fluorescence spectra of quinine sulphate (QSD) have been recorded at room temperature in wide range of solvents of different polarities. The ground-state dipole moment of QSD was obtained from quantum mechanical calculations and the excited state dipole moment of QSD was estimated from Bakhshiev-s and Kawski-Chamma-Viallet-s equations by means of solvatochromic shift method. Higher value of dipole moment is observed for excited state as compared to the corresponding ground state value and this is attributed to the more polar excited state of QSD.

Keywords: Dipole moment, Quinine sulphate dication, Solvatochromic shift

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1203 Kalman Filter Based Adaptive Reduction of Motion Artifact from Photoplethysmographic Signal

Authors: S. Seyedtabaii, L. Seyedtabaii

Abstract:

Artifact free photoplethysmographic (PPG) signals are necessary for non-invasive estimation of oxygen saturation (SpO2) in arterial blood. Movement of a patient corrupts the PPGs with motion artifacts, resulting in large errors in the computation of Sp02. This paper presents a study on using Kalman Filter in an innovative way by modeling both the Artillery Blood Pressure (ABP) and the unwanted signal, additive motion artifact, to reduce motion artifacts from corrupted PPG signals. Simulation results show acceptable performance regarding LMS and variable step LMS, thus establishing the efficacy of the proposed method.

Keywords: Kalman filter, Motion artifact, PPG, Photoplethysmography.

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1202 Design, Construction and Performance Evaluation of a HPGe Detector Shield

Authors: M. Sharifi, M. Mirzaii, F. Bolourinovin, H. Yousefnia, M. Akbari, K. Yousefi-Mojir

Abstract:

A multilayer passive shield composed of low-activity lead (Pb), copper (Cu), tin (Sn) and iron (Fe) was designed and manufactured for a coaxial HPGe detector placed at a surface laboratory for reducing background radiation and radiation dose to the personnel. The performance of the shield was evaluated and efficiency curves of the detector were plotted by using of various standard sources in different distances. Monte Carlo simulations and a set of TLD chips were used for dose estimation in two distances of 20 and 40 cm. The results show that the shield reduced background spectrum and the personnel dose more than 95%.

Keywords: HPGe shield, background count, personnel dose, efficiency curve.

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1201 Estimation of Relative Subsidence of Collapsible Soils Using Electromagnetic Measurements

Authors: Henok Hailemariam, Frank Wuttke

Abstract:

Collapsible soils are weak soils that appear to be stable in their natural state, normally dry condition, but rapidly deform under saturation (wetting), thus generating large and unexpected settlements which often yield disastrous consequences for structures unwittingly built on such deposits. In this study, a prediction model for the relative subsidence of stressed collapsible soils based on dielectric permittivity measurement is presented. Unlike most existing methods for soil subsidence prediction, this model does not require moisture content as an input parameter, thus providing the opportunity to obtain accurate estimation of the relative subsidence of collapsible soils using dielectric measurement only. The prediction model is developed based on an existing relative subsidence prediction model (which is dependent on soil moisture condition) and an advanced theoretical frequency and temperature-dependent electromagnetic mixing equation (which effectively removes the moisture content dependence of the original relative subsidence prediction model). For large scale sub-surface soil exploration purposes, the spatial sub-surface soil dielectric data over wide areas and high depths of weak (collapsible) soil deposits can be obtained using non-destructive high frequency electromagnetic (HF-EM) measurement techniques such as ground penetrating radar (GPR). For laboratory or small scale in-situ measurements, techniques such as an open-ended coaxial line with widely applicable time domain reflectometry (TDR) or vector network analysers (VNAs) are usually employed to obtain the soil dielectric data. By using soil dielectric data obtained from small or large scale non-destructive HF-EM investigations, the new model can effectively predict the relative subsidence of weak soils without the need to extract samples for moisture content measurement. Some of the resulting benefits are the preservation of the undisturbed nature of the soil as well as a reduction in the investigation costs and analysis time in the identification of weak (problematic) soils. The accuracy of prediction of the presented model is assessed by conducting relative subsidence tests on a collapsible soil at various initial soil conditions and a good match between the model prediction and experimental results is obtained.

Keywords: Collapsible soil, relative subsidence, dielectric permittivity, moisture content.

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1200 New Design Constraints of FIR Filter on Magnitude and Phase of Error Function

Authors: Raghvendra Kumar, Lillie Dewan

Abstract:

Exchange algorithm with constraints on magnitude and phase error separately in new way is presented in this paper. An important feature of the algorithms presented in this paper is that they allow for design constraints which often arise in practical filter design problems. Meeting required minimum stopband attenuation or a maximum deviation from the desired magnitude and phase responses in the passbands are common design constraints that can be handled by the methods proposed here. This new algorithm may have important advantages over existing technique, with respect to the speed and stability of convergence, memory requirement and low ripples.

Keywords: Least square estimation, Constraints, Exchange algorithm.

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1199 Evaluation of Ultrasonic C-Scan Images by Fractal Dimension

Authors: S. Samanta, D. Datta, S. S. Gautam

Abstract:

In this paper, quantitative evaluation of ultrasonic Cscan images through estimation of their Fractal Dimension (FD) is discussed. Necessary algorithm for evaluation of FD of any 2-D digitized image is implemented by developing a computer code. For the evaluation purpose several C-scan images of the Kevlar composite impacted by high speed bullet and glass fibre composite having flaw in the form of inclusion is used. This analysis automatically differentiates a C-scan image showing distinct damage zone, from an image that contains no such damage.

Keywords: C-scan, Impact, Fractal Dimension, Kevlar composite and Inclusion Flaw

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1198 Extended Least Squares LS–SVM

Authors: József Valyon, Gábor Horváth

Abstract:

Among neural models the Support Vector Machine (SVM) solutions are attracting increasing attention, mostly because they eliminate certain crucial questions involved by neural network construction. The main drawback of standard SVM is its high computational complexity, therefore recently a new technique, the Least Squares SVM (LS–SVM) has been introduced. In this paper we present an extended view of the Least Squares Support Vector Regression (LS–SVR), which enables us to develop new formulations and algorithms to this regression technique. Based on manipulating the linear equation set -which embodies all information about the regression in the learning process- some new methods are introduced to simplify the formulations, speed up the calculations and/or provide better results.

Keywords: Function estimation, Least–Squares Support VectorMachines, Regression, System Modeling

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1197 Simple and Advanced Models for Calculating Single-Phase Diode Rectifier Line-Side Harmonics

Authors: Hussein A. Kazem, Abdulhakeem Abdullah Albaloshi, Ali Said Ali Al-Jabri, Khamis Humaid AlSaidi

Abstract:

This paper proposes different methods for estimation of the harmonic currents of the single-phase diode bridge rectifier. Both simple and advanced methods are compared and the models are put into a context of practical use for calculating the harmonic distortion in a typical application. Finally, the different models are compared to measurements of a real application and convincing results are achieved.

Keywords: Single-phase rectifier, line side Harmonics

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1196 Continuous Adaptive Robust Control for Nonlinear Uncertain Systems

Authors: Dong Sang Yoo

Abstract:

We consider nonlinear uncertain systems such that a  priori information of the uncertainties is not available. For such  systems, we assume that the upper bound of the uncertainties is  represented as a Fredholm integral equation of the first kind and we  propose an adaptation law that is capable of estimating the upper  bound and design a continuous robust control which renders nonlinear  uncertain systems ultimately bounded.

 

Keywords: Adaptive Control, Estimation, Fredholm Integral, Uncertain System.

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1195 Modeling of Sensitivity for SPR Biosensors- New Aspects

Authors: Volodymyr Chegel

Abstract:

The computer modeling is carried out for parameter of sensitivity of optoelectronic chemical and biosensors, using phenomena of surface plasmon resonance (SPR). The physical model of SPR-sensor-s is described with (or without) of modifications of sensitive gold film surface by a dielectric layer. The variants of increasing of sensitivity for SPR-biosensors, constructed on the principle gold – dielectric – biomolecular layer are considered. Two methods of mathematical treatment of SPR-curve are compared – traditional, with estimation of sensor-s response as shift of the SPRcurve minimum and proposed, for system with dielectric layer, using calculating of the derivative in the point of SPR-curve half-width.

Keywords: Surface Plasmon Resonance, modeling, sensitivity, biosensor

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1194 Assessment the Quality of Telecommunication Services by Fuzzy Inferences System

Authors: Oktay Nusratov, Ramin Rzaev, Aydin Goyushov

Abstract:

Fuzzy inference method based approach to the forming of modular intellectual system of assessment the quality of communication services is proposed. Developed under this approach the basic fuzzy estimation model takes into account the recommendations of the International Telecommunication Union in respect of the operation of packet switching networks based on IPprotocol. To implement the main features and functions of the fuzzy control system of quality telecommunication services it is used multilayer feedforward neural network.

Keywords: Quality of communication, IP-telephony, Fuzzy set, Fuzzy implication, Neural network.

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1193 A New Particle Filter Inspired by Biological Evolution: Genetic Filter

Authors: S. Park, J. Hwang, K. Rou, E. Kim

Abstract:

In this paper, we consider a new particle filter inspired by biological evolution. In the standard particle filter, a resampling scheme is used to decrease the degeneracy phenomenon and improve estimation performance. Unfortunately, however, it could cause the undesired the particle deprivation problem, as well. In order to overcome this problem of the particle filter, we propose a novel filtering method called the genetic filter. In the proposed filter, we embed the genetic algorithm into the particle filter and overcome the problems of the standard particle filter. The validity of the proposed method is demonstrated by computer simulation.

Keywords: Particle filter, genetic algorithm, evolutionary algorithm.

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1192 Performance Comparison of Cooperative Banks in the EU, USA and Canada

Authors: Matěj Kuc

Abstract:

This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.

Keywords: Cooperative banking, panel data, profitability measures, random effects.

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1191 Moment Generating Functions of Observed Gaps between Hypopnea Using Saddlepoint Approximations

Authors: Nur Zakiah Mohd Saat, Abdul Aziz Jemain

Abstract:

Saddlepoint approximations is one of the tools to obtain an expressions for densities and distribution functions. We approximate the densities of the observed gaps between the hypopnea events using the Huzurbazar saddlepoint approximation. We demonstrate the density of a maximum likelihood estimator in exponential families.

Keywords: Exponential, maximum likehood estimators, observed gap, Saddlepoint approximations.

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1190 Improving the Quantification Model of Internal Control Impact on Banking Risks

Authors: M. Ndaw, G. Mendy, S. Ouya

Abstract:

Risk management in banking sector is a key issue linked to financial system stability and its importance has been elevated by technological developments and emergence of new financial instruments. In this paper, we improve the model previously defined for quantifying internal control impact on banking risks by automatizing the residual criticality estimation step of FMECA. For this, we defined three equations and a maturity coefficient to obtain a mathematical model which is tested on all banking processes and type of risks. The new model allows an optimal assessment of residual criticality and improves the correlation rate that has become 98%.

Keywords: Risk, Control, Banking, FMECA.

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1189 A Double Referenced Contrast for Blind Source Separation

Authors: Atman Jbari, Abdellah Adib, Driss Aboutajdine

Abstract:

This paper addresses the problem of blind source separation (BSS). To recover original signals, from linear instantaneous mixtures, we propose a new contrast function based on the use of a double referenced system. Our approach assumes statistical independence sources. The reference vectors will be incrusted in the cumulant to evaluate the independence. The estimation of the separating matrix will be performed in two steps: whitening observations and joint diagonalization of a set of referenced cumulant matrices. Computer simulations are presented to demonstrate the effectiveness of the suggested approach.

Keywords: Blind source separation, Referenced Cumulant, Contrast, Joint Diagonalization.

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