Search results for: real time data analysis

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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Authors: Mouataz Zreika, Maria Estela Varua

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Stock investment decisions are often made based on current events of the global economy and the analysis of historical data. Conversely, visual representation could assist investors’ gain deeper understanding and better insight on stock market trends more efficiently. The trend analysis is based on long-term data collection. The study adopts a hybrid method that combines the Clustering algorithm and Force-directed algorithm to overcome the scalability problem when visualizing large data. This method exemplifies the potential relationships between each stock, as well as determining the degree of strength and connectivity, which will provide investors another understanding of the stock relationship for reference. Information derived from visualization will also help them make an informed decision. The results of the experiments show that the proposed method is able to produced visualized data aesthetically by providing clearer views for connectivity and edge weights.

Keywords: Clustering, force-directed, graph drawing, stock investment analysis.

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Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil

Abstract:

Using neural network we try to model the unknown function f for given input-output data pairs. The connection strength of each neuron is updated through learning. Repeated simulations of crisp neural network produce different values of weight factors that are directly affected by the change of different parameters. We propose the idea that for each neuron in the network, we can obtain quasi-fuzzy weight sets (QFWS) using repeated simulation of the crisp neural network. Such type of fuzzy weight functions may be applied where we have multivariate crisp input that needs to be adjusted after iterative learning, like claim amount distribution analysis. As real data is subjected to noise and uncertainty, therefore, QFWS may be helpful in the simplification of such complex problems. Secondly, these QFWS provide good initial solution for training of fuzzy neural networks with reduced computational complexity.

Keywords: Crisp neural networks, fuzzy systems, extraction of logical rules, quasi-fuzzy numbers.

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Authors: Jung-Min Yun, Jong-Hyun Baek, Byoung Ky Kang, Peom Park

Abstract:

In this study, workplace environmental monitoring systems were established using USN(Ubiquitous Sensor Networks) and LabVIEW. Although existing direct sampling methods enable finding accurate values as of the time points of measurement, those methods are disadvantageous in that continuous management and supervision are difficult and costs for are high when those methods are used. Therefore, the efficiency and reliability of workplace management by supervisors are relatively low when those methods are used. In this study, systems were established so that information on workplace environmental factors such as temperatures, humidity and noises is measured and transmitted to the PC in real time to enable supervisors to monitor workplaces through LabVIEW on the PC. When any accidents have occurred in workplaces, supervisors can immediately respond through the monitoring system and this system enables integrated workplace management and the prevention of safety accidents. By introducing these monitoring systems, safety accidents due to harmful environmental factors in workplaces can be prevented and these monitoring systems will be also helpful in finding out the correlation between safety accidents and occupational diseases by comparing and linking databases established by this monitoring system with existing statistical data.

Keywords: Ubiquitous Sensor Nework, LabVIEW, Environment Monitoring.

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Authors: Yu-Sheng Lee, Qi An

Abstract:

Offset mismatch, gain mismatch, and time-skew error between time-interleaved channels limit the performance of time-interleaved analog-to-digital converters (TIADC). This paper focused on the time-skew error. A new technique for calibrating time-skew error in M-channels TIADC is described, and simulation results are also presented.

Keywords: Calibration, time-skew error, time-interleavedanalog-to-digital converters.

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Authors: Tahseen Ahmed Jilani, Syed Muhammad Aqil Burney, C. Ardil

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In the last 15 years, a number of methods have been proposed for forecasting based on fuzzy time series. Most of the fuzzy time series methods are presented for forecasting of enrollments at the University of Alabama. However, the forecasting accuracy rates of the existing methods are not good enough. In this paper, we compared our proposed new method of fuzzy time series forecasting with existing methods. Our method is based on frequency density based partitioning of the historical enrollment data. The proposed method belongs to the kth order and time-variant methods. The proposed method can get the best forecasting accuracy rate for forecasting enrollments than the existing methods.

Keywords: Fuzzy logical groups, fuzzified enrollments, fuzzysets, fuzzy time series.

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Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

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In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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Authors: Anatoly D. Pluzhnikov, Elena N. Pribludova, Alexander G. Ryndyk

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In conjunction with the problem of the target selection on a clutter background, the analysis of the scanning rate influence on the spatial-temporal signal structure, the generalized multivariate correlation function and the quality of the resolution with the increase pulse repetition frequency is made. The possibility of the object space-distance resolution, which is conditioned by the range-to-angle conversion with an increased scanning rate, is substantiated. The calculations for the real cylindrical array at high scanning rate are presented. The high scanning rate let to get the signal to noise improvement of the order of 10 dB for the space-time signal processing.

Keywords: Antenna pattern, array, signal processing, spatial resolution.

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Authors: Miaomiao Yang, Shouming Zhong

Abstract:

This paper studies the problem of exponential stability analysis for uncertain neural networks with discrete and distributed time-varying delays. Together with a suitable augmented Lyapunov Krasovskii function, zero equalities, reciprocally convex approach and a novel sufficient condition to guarantee the exponential stability of the considered system. The several exponential stability criterion proposed in this paper is simpler and effective. Finally,numerical examples are provided to demonstrate the feasibility and effectiveness of our results.

Keywords: Exponential stability, Uncertain Neural networks, LMI approach, Lyapunov-Krasovskii function, Time-varying.

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Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah

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Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.

Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.

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Authors: T Panigrahi, G Panda, Mulgrew

Abstract:

This paper introduces a new approach for the performance analysis of adaptive filter with error saturation nonlinearity in the presence of impulsive noise. The performance analysis of adaptive filters includes both transient analysis which shows that how fast a filter learns and the steady-state analysis gives how well a filter learns. The recursive expressions for mean-square deviation(MSD) and excess mean-square error(EMSE) are derived based on weighted energy conservation arguments which provide the transient behavior of the adaptive algorithm. The steady-state analysis for co-related input regressor data is analyzed, so this approach leads to a new performance results without restricting the input regression data to be white.

Keywords: Error saturation nonlinearity, transient analysis, impulsive noise.

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Authors: Eric P. Jiang

Abstract:

As the Internet continues to grow at a rapid pace as the primary medium for communications and commerce and as telecommunication networks and systems continue to expand their global reach, digital information has become the most popular and important information resource and our dependence upon the underlying cyber infrastructure has been increasing significantly. Unfortunately, as our dependency has grown, so has the threat to the cyber infrastructure from spammers, attackers and criminal enterprises. In this paper, we propose a new machine learning based network intrusion detection framework for cyber security. The detection process of the framework consists of two stages: model construction and intrusion detection. In the model construction stage, a semi-supervised machine learning algorithm is applied to a collected set of network audit data to generate a profile of normal network behavior and in the intrusion detection stage, input network events are analyzed and compared with the patterns gathered in the profile, and some of them are then flagged as anomalies should these events are sufficiently far from the expected normal behavior. The proposed framework is particularly applicable to the situations where there is only a small amount of labeled network training data available, which is very typical in real world network environments.

Keywords: classification, data analysis and mining, network intrusion detection, semi-supervised learning.

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Authors: E. Koyuncu

Abstract:

The problem of Order Acceptance and Scheduling (OAS) is defined as a joint decision of which orders to accept for processing and how to schedule them. Any linear programming model representing real-world situation involves the parameters defined by the decision maker in an uncertain way or by means of language statement. Fuzzy data can be used to incorporate vagueness in the real-life situation. In this study, a fuzzy mathematical model is proposed for a single machine OAS problem, where the orders are defined by their fuzzy due dates, fuzzy processing times, and fuzzy sequence dependent setup times. The signed distance method, one of the fuzzy ranking methods, is used to handle the fuzzy constraints in the model.

Keywords: Fuzzy mathematical programming, fuzzy ranking, order acceptance, single machine scheduling.

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Authors: Dr.K.Sri Rama Krishna, J.Lakshmi Narayana, Dr.L.Pratap Reddy

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Microstrip lines, widely used for good reason, are broadband in frequency and provide circuits that are compact and light in weight. They are generally economical to produce since they are readily adaptable to hybrid and monolithic integrated circuit (IC) fabrication technologies at RF and microwave frequencies. Although, the existing EM simulation models used for the synthesis and analysis of microstrip lines are reasonably accurate, they are computationally intensive and time consuming. Neural networks recently gained attention as fast and flexible vehicles to microwave modeling, simulation and optimization. After learning and abstracting from microwave data, through a process called training, neural network models are used during microwave design to provide instant answers to the task learned.This paper presents simple and accurate ANN models for the synthesis and analysis of Microstrip lines to more accurately compute the characteristic parameters and the physical dimensions respectively for the required design specifications.

Keywords: Neural Models, Algorithms, Microstrip Lines, Analysis, Synthesis

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Authors: Sarisa Pinkham, Kanyarat Bussaban

Abstract:

The research aims to approximate the amount of daily rainfall by using a pixel value data approach. The daily rainfall maps from the Thailand Meteorological Department in period of time from January to December 2013 were the data used in this study. The results showed that this approach can approximate the amount of daily rainfall with RMSE=3.343.

Keywords: Daily rainfall, Image processing, Approximation, Pixel value data.

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Authors: Y. Ni, K. Sebri

Abstract:

The practical implementation of audio-video coupled speech recognition systems is mainly limited by the hardware complexity to integrate two radically different information capturing devices with good temporal synchronisation. In this paper, we propose a solution based on a smart CMOS image sensor in order to simplify the hardware integration difficulties. By using on-chip image processing, this smart sensor can calculate in real time the X/Y projections of the captured image. This on-chip projection reduces considerably the volume of the output data. This data-volume reduction permits a transmission of the condensed visual information via the same audio channel by using a stereophonic input available on most of the standard computation devices such as PC, PDA and mobile phones. A prototype called VMIKE (Visio-Microphone) has been designed and realised by using standard 0.35um CMOS technology. A preliminary experiment gives encouraged results. Its efficiency will be further investigated in a large variety of applications such as biometrics, speech recognition in noisy environments, and vocal control for military or disabled persons, etc.

Keywords: Audio-Visual Speech recognition, CMOS Smartsensor, On-Chip image processing.

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Authors: U. Waqas, M. F. Ahmed, A. Mehmood, M. A. Rashid

Abstract:

In geophysical exploration surveys, the quality of acquired data holds significant importance before executing the data processing and interpretation phases. In this study, 2D seismic reflection survey data of Fort Abbas area, Cholistan Desert, Pakistan was taken as test case in order to assess its quality on statistical bases by using normalized root mean square error (NRMSE), Cronbach’s alpha test (α) and null hypothesis tests (t-test and F-test). The analysis challenged the quality of the acquired data and highlighted the significant errors in the acquired database. It is proven that the study area is plain, tectonically least affected and rich in oil and gas reserves. However, subsurface 3D modeling and contouring by using acquired database revealed high degrees of structural complexities and intense folding. The NRMSE had highest percentage of residuals between the estimated and predicted cases. The outcomes of hypothesis testing also proved the biasness and erraticness of the acquired database. Low estimated value of alpha (α) in Cronbach’s alpha test confirmed poor reliability of acquired database. A very low quality of acquired database needs excessive static correction or in some cases, reacquisition of data is also suggested which is most of the time not feasible on economic grounds. The outcomes of this study could be used to assess the quality of large databases and to further utilize as a guideline to establish database quality assessment models to make much more informed decisions in hydrocarbon exploration field.

Keywords: Data quality, null hypothesis, seismic lines, seismic reflection survey.

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Authors: Abilio Avila, Orestis Terzidis

Abstract:

A fundamental principle of Grounded Theory (GT) is to prevent the formation of preconceived theories. This implies the need to start a research study with an open mind and to avoid being absorbed by the existing literature. However, to start a new study without an understanding of the research domain and its context can be extremely challenging. This paper presents a research approach that simultaneously supports a researcher to identify and to focus on critical areas of a research project and prevent the formation of prejudiced concepts by the current body of literature. This approach comprises of four stages: Selection of secondary case studies, analysis of secondary case studies, development of an initial conceptual framework, development of an initial interview guide. The analysis of secondary case studies as a starting point for a research project allows a researcher to create a first understanding of a research area based on real-world cases without being influenced by the existing body of theory. It enables a researcher to develop through a structured course of actions a firm guide that establishes a solid starting point for further investigations. Thus, the described approach may have significant implications for GT researchers who aim to start a study within a given research area.

Keywords: Grounded theory, qualitative research, secondary case studies, secondary data analysis, interview guide.

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Authors: Eduardo N. Velloso, Fernando M. N. Dantas, Luciano S. Barros

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A common complaint from power system analysis students lies in the overly complex tools they need to learn and use just to simulate very basic systems or just to check the answers to power system calculations. The most basic power system studies are power-flow solutions and short-circuit calculations. This paper presents a simple tool with an intuitive interface to perform both these studies and assess its performance in comparison with existent commercial solutions. With this in mind, Elegant is a pure Python software tool for learning power system analysis developed for undergraduate and graduate students. It solves the power-flow problem by iterative numerical methods and calculates bolted short-circuit fault currents by modeling the network in the domain of symmetrical components. Elegant can be used with a user-friendly Graphical User Interface (GUI) and automatically generates human-readable reports of the simulation results. The tool is exemplified using a typical Brazilian regional system with 18 buses. This study performs a comparative experiment with 1 undergraduate and 4 graduate students who attempted the same problem using both Elegant and a commercial tool. It was found that Elegant significantly reduces the time and labor involved in basic power system simulations while still providing some insights into real power system designs.

Keywords: Free- and open-source software, power-flow, power system analysis, Python, short-circuit.

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Authors: Mohammad Ali Baradaran Ghahfarokhi, Parvin Baradaran Ghahfarokhi

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In this paper, first we introduce the stable distribution, stable process and theirs characteristics. The a -stable distribution family has received great interest in the last decade due to its success in modeling data, which are too impulsive to be accommodated by the Gaussian distribution. In the second part, we propose major applications of alpha stable distribution in telecommunication, computer science such as network delays and signal processing and financial markets. At the end, we focus on using stable distribution to estimate measure of risk in stock markets and show simulated data with statistical softwares.

Keywords: stable distribution, SaS, infinite variance, heavy tail networks, VaR.

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Authors: M. Kargar, R. Mirmiran, F. Fartash, T. Saderi

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In this paper a new method is suggested for risk management by the numerical patterns in data-mining. These patterns are designed using probability rules in decision trees and are cared to be valid, novel, useful and understandable. Considering a set of functions, the system reaches to a good pattern or better objectives. The patterns are analyzed through the produced matrices and some results are pointed out. By using the suggested method the direction of the functionality route in the systems can be controlled and best planning for special objectives be done.

Keywords: Analysis, Data-mining, Pattern, Risk Management.

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Authors: Hiroto Nakashima, Toshihiro Morita, Koichiro Ohgushi

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Laser Profiler (LP) data from aerial laser surveys have been increasingly used as topographical inputs to numerical simulations of flooding and inundation in river basins. LP data has great potential for reproducing topography, but its effective usage has not yet been fully established. In this study, flooding and inundation are simulated numerically using LP data for the Jobaru River basin of Japan’s Saga Plain. The analysis shows that the topography is reproduced satisfactorily in the computational domain with urban and agricultural areas requiring different grid sizes. A 2-D numerical simulation shows that flood flow behavior changes as grid size is varied.

Keywords: LP data, numerical simulation, topological analysis, mesh size.

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Authors: Ling Zhang, Ting-Zhu Huang

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A P0-matrix is a real square matrix all of whose principle minors are nonnegative. In this paper, we consider the class of P0-matrix. Our main aim is to determine which sign pattern matrices are admissible for this class of real matrices.

Keywords: Sign pattern matrices, P0 matrices, graph, digraph.

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Authors: Shahin Mirshekari, Mohammadreza Moradi, Hossein Jafari, Mehdi Jafari, Mohammad Ensaf

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This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Matérn, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to identify optimal kernel weights: 0.76 for Exponential Squared, 0.21 for Revised Matérn, and 0.13 for Rational Quadratic. The ensemble kernel demonstrated superior performance in predictive accuracy, achieving an R² score near 1.0, and significantly lower values in MSE, MAE, and RMSE. These findings highlight the efficacy of ensemble kernels in GPR for predictive analytics in complex pharmaceutical sales datasets.

Keywords: Gaussian Process Regression, Ensemble Kernels, Bayesian Optimization, Pharmaceutical Sales Analysis, Time Series Forecasting, Data Analysis.

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Authors: Kosmas Dimitropoulos, Athanasios Manitsaris, Ioannis Mavridis

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The paper presents an investigation into the role of virtual reality and web technologies in the field of distance education. Within this frame, special emphasis is given on the building of web-based virtual learning environments so as to successfully fulfill their educational objectives. In particular, basic pedagogical methods are studied, focusing mainly on the efficient preparation, approach and presentation of learning content, and specific designing rules are presented considering the hypermedia, virtual and educational nature of this kind of applications. The paper also aims to highlight the educational benefits arising from the use of virtual reality technology in medicine and study the emerging area of web-based medical simulations. Finally, an innovative virtual reality environment for distance education in medicine is demonstrated. The proposed environment reproduces conditions of the real learning process and enhances learning through a real-time interactive simulator.

Keywords: Distance education, medicine, virtual reality, web.

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Authors: M. A. Hasan, M. R. Islam, R. A. Tarefder

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This study investigates how the site specific traffic data differs from the Mechanistic Empirical Pavement Design Software default values. Two Weigh-in-Motion (WIM) stations were installed in Interstate-40 (I-40) and Interstate-25 (I-25) to developed site specific data. A computer program named WIM Data Analysis Software (WIMDAS) was developed using Microsoft C-Sharp (.Net) for quality checking and processing of raw WIM data. A complete year data from November 2013 to October 2014 was analyzed using the developed WIM Data Analysis Program. After that, the vehicle class distribution, directional distribution, lane distribution, monthly adjustment factor, hourly distribution, axle load spectra, average number of axle per vehicle, axle spacing, lateral wander distribution, and wheelbase distribution were calculated. Then a comparative study was done between measured data and AASHTOWare default values. It was found that the measured general traffic inputs for I-40 and I-25 significantly differ from the default values.

Keywords: AASHTOWare, Traffic, Weigh-in-Motion, Axle load Distribution.

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Authors: Maha Shamseddine, Amjad Nusayr, Wassim Itani

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In this paper, we present a Platform-as-a-Service (PaaS) model for controlling the privacy enforcement mechanisms applied on user data when stored and processed in Cloud data centers. The proposed architecture consists of establishing user configurable ‘sticky’ policies on the Graphical User Interface (GUI) data-bound components during the application development phase to specify the details of privacy enforcement on the contents of these components. Various privacy classification classes on the data components are formally defined to give the user full control on the degree and scope of privacy enforcement including the type of execution containers to process the data in the Cloud. This not only enhances the privacy-awareness of the developed Cloud services, but also results in major savings in performance and energy efficiency due to the fact that the privacy mechanisms are solely applied on sensitive data units and not on all the user content. The proposed design is implemented in a real PaaS cloud computing environment on the Microsoft Azure platform.

Keywords: Privacy enforcement, Platform-as-a-Service privacy awareness, cloud computing privacy.

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Authors: Tarandeep Singh, Parvinder S. Sandhu

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The Economic factors are leading to the rise of infrastructures provides software and computing facilities as a service, known as cloud services or cloud computing. Cloud services can provide efficiencies for application providers, both by limiting up-front capital expenses, and by reducing the cost of ownership over time. Such services are made available in a data center, using shared commodity hardware for computation and storage. There is a varied set of cloud services available today, including application services (salesforce.com), storage services (Amazon S3), compute services (Google App Engine, Amazon EC2) and data services (Amazon SimpleDB, Microsoft SQL Server Data Services, Google-s Data store). These services represent a variety of reformations of data management architectures, and more are on the horizon.

Keywords: Data Management in Cloud, AWS, EC2, S3, SQS, TQG.

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Authors: A. Bouzekri, H. Benmassaud

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Aurèsregion is one of the arid and semi-arid areas that have suffered climate crises and overexploitation of natural resources they have led to significant land degradation. The use of remote sensing data allowed us to analyze the land and its spatiotemporal changes in the Aurès between 1987 and 2013, for this work, we adopted a method of analysis based on the exploitation of the images satellite Landsat TM 1987 and Landsat OLI 2013, from the supervised classification likelihood coupled with field surveys of the mission of May and September of 2013. Using ENVI EX software by the superposition of the ground cover maps from 1987 and 2013, one can extract a spatial map change of different land cover units. The results show that between 1987 and 2013 vegetation has suffered negative changes are the significant degradation of forests and steppe rangelands, and sandy soils and bare land recorded a considerable increase. The spatial change map land cover units between 1987 and 2013 allows us to understand the extensive or regressive orientation of vegetation and soil, this map shows that dense forests give his place to clear forests and steppe vegetation develops from a degraded forest vegetation and bare, sandy soils earn big steppe surfaces that explain its remarkable extension. The analysis of remote sensing data highlights the profound changes in our environment over time and quantitative monitoring of the risk of desertification.

Keywords: Aurès, Land use, remote sensing, spatiotemporal.

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Authors: Vesna Kirandziska, Nevena Ackovska, Ana Madevska Bogdanova

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The problem of emotion recognition is a challenging problem. It is still an open problem from the aspect of both intelligent systems and psychology. In this paper, both voice features and facial features are used for building an emotion recognition system. A Support Vector Machine classifiers are built by using raw data from video recordings. In this paper, the results obtained for the emotion recognition are given, and a discussion about the validity and the expressiveness of different emotions is presented. A comparison between the classifiers build from facial data only, voice data only and from the combination of both data is made here. The need for a better combination of the information from facial expression and voice data is argued.

Keywords: Emotion recognition, facial recognition, signal processing, machine learning.

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