Search results for: STFT: Short Time Fourier Transform
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7660

Search results for: STFT: Short Time Fourier Transform

6670 Dynamic Behavior of Brain Tissue under Transient Loading

Authors: Y. J. Zhou, G. Lu

Abstract:

In this paper, an analytical study is made for the dynamic behavior of human brain tissue under transient loading. In this analytical model the Mooney-Rivlin constitutive law is coupled with visco-elastic constitutive equations to take into account both the nonlinear and time-dependent mechanical behavior of brain tissue. Five ordinary differential equations representing the relationships of five main parameters (radial stress, circumferential stress, radial strain, circumferential strain, and particle velocity) are obtained by using the characteristic method to transform five partial differential equations (two continuity equations, one motion equation, and two constitutive equations). Analytical expressions of the attenuation properties for spherical wave in brain tissue are analytically derived. Numerical results are obtained based on the five ordinary differential equations. The mechanical responses (particle velocity and stress) of brain are compared at different radii including 5, 6, 10, 15 and 25 mm under four different input conditions. The results illustrate that loading curves types of the particle velocity significantly influences the stress in brain tissue. The understanding of the influence by the input loading cures can be used to reduce the potentially injury to brain under head impact by designing protective structures to control the loading curves types.

Keywords: Analytical method, mechanical responses, spherical wave propagation, traumatic brain injury.

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6669 Investigation on Performance of Change Point Algorithm in Time Series Dynamical Regimes and Effect of Data Characteristics

Authors: Farhad Asadi, Mohammad Javad Mollakazemi

Abstract:

In this paper, Bayesian online inference in models of data series are constructed by change-points algorithm, which separated the observed time series into independent series and study the change and variation of the regime of the data with related statistical characteristics. variation of statistical characteristics of time series data often represent separated phenomena in the some dynamical system, like a change in state of brain dynamical reflected in EEG signal data measurement or a change in important regime of data in many dynamical system. In this paper, prediction algorithm for studying change point location in some time series data is simulated. It is verified that pattern of proposed distribution of data has important factor on simpler and smother fluctuation of hazard rate parameter and also for better identification of change point locations. Finally, the conditions of how the time series distribution effect on factors in this approach are explained and validated with different time series databases for some dynamical system.

Keywords: Time series, fluctuation in statistical characteristics, optimal learning.

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6668 A Reinforcement Learning Approach for Evaluation of Real-Time Disaster Relief Demand and Network Condition

Authors: Ali Nadi, Ali Edrissi

Abstract:

Relief demand and transportation links availability is the essential information that is needed for every natural disaster operation. This information is not in hand once a disaster strikes. Relief demand and network condition has been evaluated based on prediction method in related works. Nevertheless, prediction seems to be over or under estimated due to uncertainties and may lead to a failure operation. Therefore, in this paper a stochastic programming model is proposed to evaluate real-time relief demand and network condition at the onset of a natural disaster. To address the time sensitivity of the emergency response, the proposed model uses reinforcement learning for optimization of the total relief assessment time. The proposed model is tested on a real size network problem. The simulation results indicate that the proposed model performs well in the case of collecting real-time information.

Keywords: Disaster management, real-time demand, reinforcement learning, relief demand.

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6667 On Constructing Approximate Convex Hull

Authors: M. Zahid Hossain, M. Ashraful Amin

Abstract:

The algorithms of convex hull have been extensively studied in literature, principally because of their wide range of applications in different areas. This article presents an efficient algorithm to construct approximate convex hull from a set of n points in the plane in O(n + k) time, where k is the approximation error control parameter. The proposed algorithm is suitable for applications preferred to reduce the computation time in exchange of accuracy level such as animation and interaction in computer graphics where rapid and real-time graphics rendering is indispensable.

Keywords: Convex hull, Approximation algorithm, Computational geometry, Linear time.

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6666 Splitting Modified Donor-Cell Schemes for Spectral Action Balance Equation

Authors: Tanapat Brikshavana, Anirut Luadsong

Abstract:

The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.

Keywords: donor-cell scheme, parallel algorithm, spectral action balance equation, splitting method.

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6665 Keyloggers Prevention with Time-Sensitive Obfuscation

Authors: Chien-Wei Hung, Fu-Hau Hsu, Chuan-Sheng Wang, Chia-Hao Lee

Abstract:

Nowadays, the abuse of keyloggers is one of the most widespread approaches to steal sensitive information. In this paper, we propose an On-Screen Prompts Approach to Keyloggers (OSPAK) and its analysis, which is installed in public computers. OSPAK utilizes a canvas to cue users when their keystrokes are going to be logged or ignored by OSPAK. This approach can protect computers against recoding sensitive inputs, which obfuscates keyloggers with letters inserted among users' keystrokes. It adds a canvas below each password field in a webpage and consists of three parts: two background areas, a hit area and a moving foreground object. Letters at different valid time intervals are combined in accordance with their time interval orders, and valid time intervals are interleaved with invalid time intervals. It utilizes animation to visualize valid time intervals and invalid time intervals, which can be integrated in a webpage as a browser extension. We have tested it against a series of known keyloggers and also performed a study with 95 users to evaluate how easily the tool is used. Experimental results made by volunteers show that OSPAK is a simple approach.

Keywords: Authentication, computer security, keylogger, privacy, information leakage.

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6664 Detecting the Nonlinearity in Time Series from Continuous Dynamic Systems Based on Delay Vector Variance Method

Authors: Shumin Hou, Yourong Li, Sanxing Zhao

Abstract:

Much time series data is generally from continuous dynamic system. Firstly, this paper studies the detection of the nonlinearity of time series from continuous dynamics systems by applying the Phase-randomized surrogate algorithm. Then, the Delay Vector Variance (DVV) method is introduced into nonlinearity test. The results show that under the different sampling conditions, the opposite detection of nonlinearity is obtained via using traditional test statistics methods, which include the third-order autocovariance and the asymmetry due to time reversal. Whereas the DVV method can perform well on determining nonlinear of Lorenz signal. It indicates that the proposed method can describe the continuous dynamics signal effectively.

Keywords: Nonlinearity, Time series, continuous dynamics system, DVV method

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6663 A New Time Dependent, High Temperature Analytical Model for the Single-electron Box in Digital Applications

Authors: M.J. Sharifi

Abstract:

Several models have been introduced so far for single electron box, SEB, which all of them were restricted to DC response and or low temperature limit. In this paper we introduce a new time dependent, high temperature analytical model for SEB for the first time. DC behavior of the introduced model will be verified against SIMON software and its time behavior will be verified against a newly published paper regarding step response of SEB.

Keywords: Single electron box, SPICE, SIMON, Timedependent, Circuit model.

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6662 Viability of Slab Sliding System for Single Story Structure

Authors: C. Iihoshi, G.A. MacRae, G.W. Rodgers, J.G. Chase

Abstract:

Slab sliding system (SSS) with Coulomb friction  interface between slab and supporting frame is a passive structural  vibration control technology. The system can significantly reduce the  slab acceleration and accompanied lateral force of the frame. At the  same time it is expected to cause the slab displacement magnification  by sliding movement. To obtain the general comprehensive seismic  response of a single story structure, inelastic response spectra were  computed for a large ensemble of ground motions and a practical range  of structural periods and friction coefficient values. It was shown that  long period structures have no trade-off relation between force  reduction and displacement magnification with respect to elastic  response, unlike short period structures. For structures with the  majority of mass in the slab, the displacement magnification value can  be predicted according to simple inelastic displacement relation for  inelastically responding SDOF structures because the system behaves  elastically to a SDOF structure.

 

Keywords: Earthquake, Isolation, Slab, Sliding.

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6661 Dynamics of the Moving Ship at Complex and Sudden Impact of External Forces

Authors: Bo Liu, Liangtian Gao, Idrees Qasim

Abstract:

The impact of the storm leads to accidents even in the case of vessels that meet the computed safety criteria for stability. That is why, in order to clarify the causes of the accident and shipwreck, it is necessary to study the dynamics of the ship under the complex sudden impact of external forces. The task is to determine the movement and landing of the ship in the complex and sudden impact of external forces, i.e. when the ship's load changes over a relatively short period of time. For the solution, a technique was used to study the ship's dynamics, which is based on the compilation of a system of differential equations of motion. A coordinate system was adopted for the equation of motion of the hull and the determination of external forces. As a numerical method of integration, the 4th order Runge-Kutta method was chosen. The results of the calculation show that dynamic deviations were lower for high-altitude vessels. The study of the movement of the hull under a difficult situation is performed: receiving of cargo, impact of a flurry of wind and subsequent displacement of the cargo. The risk of overturning and flooding was assessed.

Keywords: Dynamics, statics, roll, trim, dynamic load, tilt, vertical displacement.

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6660 Enhanced Efficacy of Kinetic Power Transform for High-Speed Wind Field

Authors: Nan-Chyuan Tsai, Chao-Wen Chiang, Bai-Lu Wang

Abstract:

The three-time-scale plant model of a wind power generator, including a wind turbine, a flexible vertical shaft, a Variable Inertia Flywheel (VIF) module, an Active Magnetic Bearing (AMB) unit and the applied wind sequence, is constructed. In order to make the wind power generator be still able to operate as the spindle speed exceeds its rated speed, the VIF is equipped so that the spindle speed can be appropriately slowed down once any stronger wind field is exerted. To prevent any potential damage due to collision by shaft against conventional bearings, the AMB unit is proposed to regulate the shaft position deviation. By singular perturbation order-reduction technique, a lower-order plant model can be established for the synthesis of feedback controller. Two major system parameter uncertainties, an additive uncertainty and a multiplicative uncertainty, are constituted by the wind turbine and the VIF respectively. Frequency Shaping Sliding Mode Control (FSSMC) loop is proposed to account for these uncertainties and suppress the unmodeled higher-order plant dynamics. At last, the efficacy of the FSSMC is verified by intensive computer and experimental simulations for regulation on position deviation of the shaft and counter-balance of unpredictable wind disturbance.

Keywords: Sliding Mode Control, Singular Perturbation, Variable Inertia Flywheel.

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6659 Recurrent Radial Basis Function Network for Failure Time Series Prediction

Authors: Ryad Zemouri, Paul Ciprian Patic

Abstract:

An adaptive software reliability prediction model using evolutionary connectionist approach based on Recurrent Radial Basis Function architecture is proposed. Based on the currently available software failure time data, Fuzzy Min-Max algorithm is used to globally optimize the number of the k Gaussian nodes. The corresponding optimized neural network architecture is iteratively and dynamically reconfigured in real-time as new actual failure time data arrives. The performance of our proposed approach has been tested using sixteen real-time software failure data. Numerical results show that our proposed approach is robust across different software projects, and has a better performance with respect to next-steppredictability compared to existing neural network model for failure time prediction.

Keywords: Neural network, Prediction error, Recurrent RadialBasis Function Network, Reliability prediction.

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6658 Dynamic Analysis by a Family of Time Marching Procedures Based On Numerically Computed Green’s Functions

Authors: Delfim Soares Jr.

Abstract:

In this work, a new family of time marching procedures based on Green’s function matrices is presented. The formulation is based on the development of new recurrence relationships, which employ time integral terms to treat initial condition values. These integral terms are numerically evaluated taking into account Newton-Cotes formulas. The Green’s matrices of the model are also numerically computed, taking into account the generalized-α method and subcycling techniques. As it is discussed and illustrated along the text, the proposed procedure is efficient and accurate, providing a very attractive time marching technique. 

Keywords: Dynamics, Time-Marching, Green’s Function, Generalized-α Method, Subcycling.

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6657 Periodic Solutions for a Food Chain System with Monod–Haldane Functional Response on Time Scales

Authors: Kejun Zhuang, Hailong Zhu

Abstract:

In this paper, the three species food chain model on time scales is established. The Monod–Haldane functional response and time delay are considered. With the help of coincidence degree theory, existence of periodic solutions is investigated, which unifies the continuous and discrete analogies.

Keywords: Food chain system, periodic solution, time scales, coincidence degree.

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6656 Environmental Capacity and Sustainability of European Regional Airports: A Case Study

Authors: Nicola Gualandi, Luca Mantecchini, Davide Serrau

Abstract:

Airport capacity has always been perceived in the traditional sense as the number of aircraft operations during a specified time corresponding to a tolerable level of average delay and it mostly depends on the airside characteristics, on the fleet mix variability and on the ATM. The adoption of the Directive 2002/30/EC in the EU countries drives the stakeholders to conceive airport capacity in a different way though. Airport capacity in this sense is fundamentally driven by environmental criteria, and since acoustical externalities represent the most important factors, those are the ones that could pose a serious threat to the growth of airports and to aviation market itself in the short-medium term. The importance of the regional airports in the deregulated market grew fast during the last decade since they represent spokes for network carriers and a preferential destination for low-fares carriers. Not only regional airports have witnessed a fast and unexpected growth in traffic but also a fast growth in the complaints for the nuisance by the people living near those airports. In this paper the results of a study conducted in cooperation with the airport of Bologna G. Marconi are presented in order to investigate airport acoustical capacity as a defacto constraint of airport growth.

Keywords: Airport acoustical capacity, airport noise, air traffic noise, sustainability of regional airports.

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6655 A Nodal Transmission Pricing Model based on Newly Developed Expressions of Real and Reactive Power Marginal Prices in Competitive Electricity Markets

Authors: Ashish Saini, A.K. Saxena

Abstract:

In competitive electricity markets all over the world, an adoption of suitable transmission pricing model is a problem as transmission segment still operates as a monopoly. Transmission pricing is an important tool to promote investment for various transmission services in order to provide economic, secure and reliable electricity to bulk and retail customers. The nodal pricing based on SRMC (Short Run Marginal Cost) is found extremely useful by researchers for sending correct economic signals. The marginal prices must be determined as a part of solution to optimization problem i.e. to maximize the social welfare. The need to maximize the social welfare subject to number of system operational constraints is a major challenge from computation and societal point of views. The purpose of this paper is to present a nodal transmission pricing model based on SRMC by developing new mathematical expressions of real and reactive power marginal prices using GA-Fuzzy based optimal power flow framework. The impacts of selecting different social welfare functions on power marginal prices are analyzed and verified with results reported in literature. Network revenues for two different power systems are determined using expressions derived for real and reactive power marginal prices in this paper.

Keywords: Deregulation, electricity markets, nodal pricing, social welfare function, short run marginal cost.

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6654 Atrial Fibrillation Analysis Based on Blind Source Separation in 12-lead ECG

Authors: Pei-Chann Chang, Jui-Chien Hsieh, Jyun-Jie Lin, Feng-Ming Yeh

Abstract:

Atrial Fibrillation is the most common sustained arrhythmia encountered by clinicians. Because of the invisible waveform of atrial fibrillation in atrial activation for human, it is necessary to develop an automatic diagnosis system. 12-Lead ECG now is available in hospital and is appropriate for using Independent Component Analysis to estimate the AA period. In this research, we also adopt a second-order blind identification approach to transform the sources extracted by ICA to more precise signal and then we use frequency domain algorithm to do the classification. In experiment, we gather a significant result of clinical data.

Keywords: 12-Lead ECG, Atrial Fibrillation, Blind SourceSeparation, Kurtosis

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6653 Missing Link Data Estimation with Recurrent Neural Network: An Application Using Speed Data of Daegu Metropolitan Area

Authors: JaeHwan Yang, Da-Woon Jeong, Seung-Young Kho, Dong-Kyu Kim

Abstract:

In terms of ITS, information on link characteristic is an essential factor for plan or operation. But in practical cases, not every link has installed sensors on it. The link that does not have data on it is called “Missing Link”. The purpose of this study is to impute data of these missing links. To get these data, this study applies the machine learning method. With the machine learning process, especially for the deep learning process, missing link data can be estimated from present link data. For deep learning process, this study uses “Recurrent Neural Network” to take time-series data of road. As input data, Dedicated Short-range Communications (DSRC) data of Dalgubul-daero of Daegu Metropolitan Area had been fed into the learning process. Neural Network structure has 17 links with present data as input, 2 hidden layers, for 1 missing link data. As a result, forecasted data of target link show about 94% of accuracy compared with actual data.

Keywords: Data Estimation, link data, machine learning, road network.

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6652 Modeling and Visualizing Seismic Wave Propagation in Elastic Medium Using Multi-Dimension Wave Digital Filtering Approach

Authors: Jason Chien-Hsun Tseng, Nguyen Dong-Thai Dao, Chong-Ching Chang

Abstract:

A novel PDE solver using the multidimensional wave digital filtering (MDWDF) technique to achieve the solution of a 2D seismic wave system is presented. In essence, the continuous physical system served by a linear Kirchhoff circuit is transformed to an equivalent discrete dynamic system implemented by a MD wave digital filtering (MDWDF) circuit. This amounts to numerically approximating the differential equations used to describe elements of a MD passive electronic circuit by a grid-based difference equations implemented by the so-called state quantities within the passive MDWDF circuit. So the digital model can track the wave field on a dense 3D grid of points. Details about how to transform the continuous system into a desired discrete passive system are addressed. In addition, initial and boundary conditions are properly embedded into the MDWDF circuit in terms of state quantities. Graphic results have clearly demonstrated some physical effects of seismic wave (P-wave and S–wave) propagation including radiation, reflection, and refraction from and across the hard boundaries. Comparison between the MDWDF technique and the finite difference time domain (FDTD) approach is also made in terms of the computational efficiency.

Keywords: Seismic Wave Propagation, Multi-dimension WaveDigital Filters, Partial Differential Equations.

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6651 Study of Damage in Beams with Different Boundary Conditions

Authors: Nilson Barbieri, Renato Barbieri

Abstract:

–In this paper the damage in clamped-free, clampedclamped and free-free beam are analyzed considering samples without and with structural modifications. The damage location is investigated by the use of the bispectrum and wavelet analysis. The mathematical models are obtained using 2D elasticity theory and the Finite Element Method (FEM). The numerical and experimental data are approximated using the Particle Swarm Optimizer (PSO) method and this way is possible to adjust the localization and the severity of the damage. The experimental data are obtained through accelerometers placed along the sample. The system is excited using impact hammer.

Keywords: Damage, beam, PSO, bispectrum, wavelet transform

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6650 Numerical Studies of Galerkin-type Time-discretizations Applied to Transient Convection-diffusion-reaction Equations

Authors: Naveed Ahmed, Gunar Matthies

Abstract:

We deal with the numerical solution of time-dependent convection-diffusion-reaction equations. We combine the local projection stabilization method for the space discretization with two different time discretization schemes: the continuous Galerkin-Petrov (cGP) method and the discontinuous Galerkin (dG) method of polynomial of degree k. We establish the optimal error estimates and present numerical results which shows that the cGP(k) and dG(k)- methods are accurate of order k +1, respectively, in the whole time interval. Moreover, the cGP(k)-method is superconvergent of order 2k and dG(k)-method is of order 2k +1 at the discrete time points. Furthermore, the dependence of the results on the choice of the stabilization parameter are discussed and compared.

Keywords: Convection-diffusion-reaction equations, stabilized finite elements, discontinuous Galerkin, continuous Galerkin-Petrov.

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6649 A New Computational Tool for Noise Prediction of Rotating Surfaces (FACT)

Authors: Ana Vieira, Fernando Lau, João Pedro Mortágua, Luís Cruz, Rui Santos

Abstract:

The air transport impact on environment is more than ever a limitative obstacle to the aeronautical industry continuous growth. Over the last decades, considerable effort has been carried out in order to obtain quieter aircraft solutions, whether by changing the original design or investigating more silent maneuvers. The noise propagated by rotating surfaces is one of the most important sources of annoyance, being present in most aerial vehicles. Bearing this is mind, CEIIA developed a new computational chain for noise prediction with in-house software tools to obtain solutions in relatively short time without using excessive computer resources. This work is based on the new acoustic tool, which aims to predict the rotor noise generated during steady and maneuvering flight, making use of the flexibility of the C language and the advantages of GPU programming in terms of velocity. The acoustic tool is based in the Formulation 1A of Farassat, capable of predicting two important types of noise: the loading and thickness noise. The present work describes the most important features of the acoustic tool, presenting its most relevant results and framework analyses for helicopters and UAV quadrotors.

Keywords: Rotor noise, acoustic tool, GPU Programming, UAV noise.

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6648 Initiative Strategies on How to Increasing Value Add of the Recycling Business

Authors: Yananda Siraphatthada

Abstract:

The current study was the succession of a previous study on value added of recycling business management. Its aims are to 1) explore conditions on how to increasing value add of Thai recycling business, and 2) exam the implementation of the 3-staged plan (short, medium, and long term), suggested by the former study, to increase value added of the recycling business as immediate mechanisms to accelerate government operation. Quantitative and qualitative methods were utilized in this research. A qualitative research consisted of in-depth interviews and focus group discussions. Responses were obtained from owners of the waste separation plants, and recycle shops, as well as officers in relevant governmental agencies. They were randomly selected via Quota Sampling. Data was analyzed via content analysis. The sample used for quantitative method consisted of 1,274 licensed recycling operators in eight provinces. The operators were randomly stratified via sampling method. Data were analyzed via descriptive statistics frequency, percentage, average (Mean) and standard deviation.The study recommended three-staged plan: short, medium, and long terms. The plan included the development of logistics, the provision of quality market/plants, the amendment of recycling rules/regulation, the restructuring recycling business, the establishment of green-purchasing recycling center, support for the campaigns run by the International Green Purchasing Network (IGPN), conferences/workshops as a public forum to share insights among experts/concern people.

Keywords: Strategies, Value Added, Recycle Business.

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6647 Next Generation Networks and Their Relation with Ad-hoc Networks

Authors: Hamid Barati, Ali Movaghar, Ali Barati, Arash Azizi Mazreah , Ehsan Shahsavari Gogheri, Faranak Mohsenzadeh

Abstract:

The communication networks development and advancement during two last decades has been toward a single goal and that is gradual change from circuit-switched networks to packed switched ones. Today a lot of networks operates are trying to transform the public telephone networks to multipurpose packed switch. This new achievement is generally called "next generation networks". In fact, the next generation networks enable the operators to transfer every kind of services (sound, data and video) on a network. First, in this report the definition, characteristics and next generation networks services and then ad-hoc networks role in the next generation networks are studied.

Keywords: NGNs services, Ad-hoc Networks, NGN.

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6646 Improved Robust Stability Criteria for Discrete-time Neural Networks

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

In this paper, the robust exponential stability problem of uncertain discrete-time recurrent neural networks with timevarying delay is investigated. By constructing a new augmented Lyapunov-Krasovskii function, some new improved stability criteria are obtained in forms of linear matrix inequality (LMI). Compared with some recent results in literature, the conservatism of the new criteria is reduced notably. Two numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed results.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neutral networks, time-varying delays.

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6645 Accurate Positioning Method of Indoor Plastering Robot Based on Line Laser

Authors: Guanqiao Wang, Hongyang Yu

Abstract:

There is a lot of repetitive work in the traditional construction industry. These repetitive tasks can significantly improve production efficiency by replacing manual tasks with robots. Therefore, robots appear more and more frequently in the construction industry. Navigation and positioning is a very important task for construction robots, and the requirements for accuracy of positioning are very high. Traditional indoor robots mainly use radio frequency or vision methods for positioning. Compared with ordinary robots, the indoor plastering robot needs to be positioned closer to the wall for wall plastering, so the requirements for construction positioning accuracy are higher, and the traditional navigation positioning method has a large error, which will cause the robot to move. Without the exact position, the wall cannot be plastered or the error of plastering the wall is large. A positioning method is proposed, which is assisted by line lasers and uses image processing-based positioning to perform more accurate positioning on the traditional positioning work. In actual work, filter, edge detection, Hough transform and other operations are performed on the images captured by the camera. Each time the position of the laser line is found, it is compared with the standard value, and the position of the robot is moved or rotated to complete the positioning work. The experimental results show that the actual positioning error is reduced to less than 0.5 mm by this accurate positioning method.

Keywords: Indoor plastering robot, navigation, precise positioning, line laser, image processing.

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6644 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

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.

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6643 Mathematical Model and Solution Algorithm for Containership Operation/Maintenance Scheduling

Authors: Hun Go, Ji-Su Kim, Dong-Ho Lee

Abstract:

This study considers the problem of determining operation and maintenance schedules for a containership equipped with components during its sailing according to a pre-determined navigation schedule. The operation schedule, which specifies work time of each component, determines the due-date of each maintenance activity, and the maintenance schedule specifies the actual start time of each maintenance activity. The main constraints are component requirements, workforce availability, working time limitation, and inter-maintenance time. To represent the problem mathematically, a mixed integer programming model is developed. Then, due to the problem complexity, we suggest a heuristic for the objective of minimizing the sum of earliness and tardiness between the due-date and the starting time of each maintenance activity. Computational experiments were done on various test instances and the results are reported.

Keywords: Containerships, operation and preventive maintenance schedules, integer programming, heuristic

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6642 Real-Time Image Analysis of Capsule Endoscopy for Bleeding Discrimination in Embedded System Platform

Authors: Yong-Gyu Lee, Gilwon Yoon

Abstract:

Image processing for capsule endoscopy requires large memory and it takes hours for diagnosis since operation time is normally more than 8 hours. A real-time analysis algorithm of capsule images can be clinically very useful. It can differentiate abnormal tissue from health structure and provide with correlation information among the images. Bleeding is our interest in this regard and we propose a method of detecting frames with potential bleeding in real-time. Our detection algorithm is based on statistical analysis and the shapes of bleeding spots. We tested our algorithm with 30 cases of capsule endoscopy in the digestive track. Results were excellent where a sensitivity of 99% and a specificity of 97% were achieved in detecting the image frames with bleeding spots.

Keywords: bleeding, capsule endoscopy, image processing, real time analysis

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6641 Using Statistical Significance and Prediction to Test Long/Short Term Public Services and Patients Cohorts: A Case Study in Scotland

Authors: Sotirios Raptis

Abstract:

Health and Social care (HSc) services planning and scheduling are facing unprecedented challenges, due to the pandemic pressure and also suffer from unplanned spending that is negatively impacted by the global financial crisis. Data-driven approaches can help to improve policies, plan and design services provision schedules using algorithms that assist healthcare managers to face unexpected demands using fewer resources. The paper discusses services packing using statistical significance tests and machine learning (ML) to evaluate demands similarity and coupling. This is achieved by predicting the range of the demand (class) using ML methods such as Classification and Regression Trees (CART), Random Forests (RF), and Logistic Regression (LGR). The significance tests Chi-Squared and Student’s test are used on data over a 39 years span for which data exist for services delivered in Scotland. The demands are associated using probabilities and are parts of statistical hypotheses. These hypotheses, as their NULL part, assume that the target demand is statistically dependent on other services’ demands. This linking is checked using the data. In addition, ML methods are used to linearly predict the above target demands from the statistically found associations and extend the linear dependence of the target’s demand to independent demands forming, thus, groups of services. Statistical tests confirmed ML coupling and made the prediction statistically meaningful and proved that a target service can be matched reliably to other services while ML showed that such marked relationships can also be linear ones. Zero padding was used for missing years records and illustrated better such relationships both for limited years and for the entire span offering long-term data visualizations while limited years periods explained how well patients numbers can be related in short periods of time or that they can change over time as opposed to behaviours across more years. The prediction performance of the associations were measured using metrics such as Receiver Operating Characteristic (ROC), Area Under Curve (AUC) and Accuracy (ACC) as well as the statistical tests Chi-Squared and Student. Co-plots and comparison tables for the RF, CART, and LGR methods as well as the p-value from tests and Information Exchange (IE/MIE) measures are provided showing the relative performance of ML methods and of the statistical tests as well as the behaviour using different learning ratios. The impact of k-neighbours classification (k-NN), Cross-Correlation (CC) and C-Means (CM) first groupings was also studied over limited years and for the entire span. It was found that CART was generally behind RF and LGR but in some interesting cases, LGR reached an AUC = 0 falling below CART, while the ACC was as high as 0.912 showing that ML methods can be confused by zero-padding or by data’s irregularities or by the outliers. On average, 3 linear predictors were sufficient, LGR was found competing well RF and CART followed with the same performance at higher learning ratios. Services were packed only when a significance level (p-value) of their association coefficient was more than 0.05. Social factors relationships were observed between home care services and treatment of old people, low birth weights, alcoholism, drug abuse, and emergency admissions. The work found  that different HSc services can be well packed as plans of limited duration, across various services sectors, learning configurations, as confirmed by using statistical hypotheses.

Keywords: Class, cohorts, data frames, grouping, prediction, probabilities, services.

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