Search results for: Recurrent Neural Network
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3090

Search results for: Recurrent Neural Network

2040 An Atomic-Domains-Based Approach for Attack Graph Generation

Authors: Fangfang Chen, Chunlu Wang, Zhihong Tian, Shuyuan Jin, Tianle Zhang

Abstract:

Attack graph is an integral part of modeling the overview of network security. System administrators use attack graphs to determine how vulnerable their systems are and to determine what security measures to deploy to defend their systems. Previous methods on AGG(attack graphs generation) are aiming at the whole network, which makes the process of AGG complex and non-scalable. In this paper, we propose a new approach which is simple and scalable to AGG by decomposing the whole network into atomic domains. Each atomic domain represents a host with a specific privilege. Then the process for AGG is achieved by communications among all the atomic domains. Our approach simplifies the process of design for the whole network, and can gives the attack graphs including each attack path for each host, and when the network changes we just carry on the operations of corresponding atomic domains which makes the process of AGG scalable.

Keywords: atomic domain, vulnerability, attack graphs, generation, computer security

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2039 Improvising Intrusion Detection for Malware Activities on Dual-Stack Network Environment

Authors: Zulkiflee M., Robiah Y., Nur Azman Abu, Shahrin S.

Abstract:

Malware is software which was invented and meant for doing harms on computers. Malware is becoming a significant threat in computer network nowadays. Malware attack is not just only involving financial lost but it can also cause fatal errors which may cost lives in some cases. As new Internet Protocol version 6 (IPv6) emerged, many people believe this protocol could solve most malware propagation issues due to its broader addressing scheme. As IPv6 is still new compares to native IPv4, some transition mechanisms have been introduced to promote smoother migration. Unfortunately, these transition mechanisms allow some malwares to propagate its attack from IPv4 to IPv6 network environment. In this paper, a proof of concept shall be presented in order to show that some existing IPv4 malware detection technique need to be improvised in order to detect malware attack in dual-stack network more efficiently. A testbed of dual-stack network environment has been deployed and some genuine malware have been released to observe their behaviors. The results between these different scenarios will be analyzed and discussed further in term of their behaviors and propagation methods. The results show that malware behave differently on IPv6 from the IPv4 network protocol on the dual-stack network environment. A new detection technique is called for in order to cater this problem in the near future.

Keywords: Dual-Stack, Malware, Worm, IPv6;IDS

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2038 Performance Comparison and Analysis of Table-Driven and On-Demand Routing Protocols for Mobile Ad-hoc Networks

Authors: Narendra Singh Yadav, R.P.Yadav

Abstract:

Mobile ad hoc network is a collection of mobile nodes communicating through wireless channels without any existing network infrastructure or centralized administration. Because of the limited transmission range of wireless network interfaces, multiple "hops" may be needed to exchange data across the network. In order to facilitate communication within the network, a routing protocol is used to discover routes between nodes. The primary goal of such an ad hoc network routing protocol is correct and efficient route establishment between a pair of nodes so that messages may be delivered in a timely manner. Route construction should be done with a minimum of overhead and bandwidth consumption. This paper examines two routing protocols for mobile ad hoc networks– the Destination Sequenced Distance Vector (DSDV), the table- driven protocol and the Ad hoc On- Demand Distance Vector routing (AODV), an On –Demand protocol and evaluates both protocols based on packet delivery fraction, normalized routing load, average delay and throughput while varying number of nodes, speed and pause time.

Keywords: AODV, DSDV, MANET, relative performance

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2037 Integrating Fast Karnough Map and Modular Neural Networks for Simplification and Realization of Complex Boolean Functions

Authors: Hazem M. El-Bakry

Abstract:

In this paper a new fast simplification method is presented. Such method realizes Karnough map with large number of variables. In order to accelerate the operation of the proposed method, a new approach for fast detection of group of ones is presented. Such approach implemented in the frequency domain. The search operation relies on performing cross correlation in the frequency domain rather than time one. It is proved mathematically and practically that the number of computation steps required for the presented method is less than that needed by conventional cross correlation. Simulation results using MATLAB confirm the theoretical computations. Furthermore, a powerful solution for realization of complex functions is given. The simplified functions are implemented by using a new desigen for neural networks. Neural networks are used because they are fault tolerance and as a result they can recognize signals even with noise or distortion. This is very useful for logic functions used in data and computer communications. Moreover, the implemented functions are realized with minimum amount of components. This is done by using modular neural nets (MNNs) that divide the input space into several homogenous regions. Such approach is applied to implement XOR function, 16 logic functions on one bit level, and 2-bit digital multiplier. Compared to previous non- modular designs, a clear reduction in the order of computations and hardware requirements is achieved.

Keywords: Boolean Functions, Simplification, KarnoughMap, Implementation of Logic Functions, Modular NeuralNetworks.

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2036 An Innovative Wireless Sensor Network Protocol Implementation using a Hybrid FPGA Technology

Authors: Danielle Reichel, Antoine Druilhe, Tuan Dang

Abstract:

Traditional development of wireless sensor network mote is generally based on SoC1 platform. Such method of development faces three main drawbacks: lack of flexibility in terms of development due to low resource and rigid architecture of SoC; low capability of evolution and portability versus performance if specific micro-controller architecture features are used; and the rapid obsolescence of micro-controller comparing to the long lifetime of power plants or any industrial installations. To overcome these drawbacks, we have explored a new approach of development of wireless sensor network mote using a hybrid FPGA technology. The application of such approach is illustrated through the implementation of an innovative wireless sensor network protocol called OCARI.

Keywords: Hybrid FPGA, Embedded system, Mote, flexibility, durability, OCARI protocol, SoC, Wireless Sensor Network

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2035 Predictive Model of Sensor Readings for a Mobile Robot

Authors: Krzysztof Fujarewicz

Abstract:

This paper presents a predictive model of sensor readings for mobile robot. The model predicts sensor readings for given time horizon based on current sensor readings and velocities of wheels assumed for this horizon. Similar models for such anticipation have been proposed in the literature. The novelty of the model presented in the paper comes from the fact that its structure takes into account physical phenomena and is not just a black box, for example a neural network. From this point of view it may be regarded as a semi-phenomenological model. The model is developed for the Khepera robot, but after certain modifications, it may be applied for any robot with distance sensors such as infrared or ultrasonic sensors.

Keywords: Mobile robot, sensors, prediction, anticipation.

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2034 Performance of Hybrid-MIMO Receiver Scheme in Cognitive Radio Network

Authors: Tanapong Khomyat, Peerapong Uthansakul, Monthippa Uthansakul

Abstract:

In this paper, we evaluate the performance of the Hybrid-MIMO Receiver Scheme (HMRS) in Cognitive Radio network (CR-network). We investigate the efficiency of the proposed scheme which the energy level and user number of primary user are varied according to the characteristic of CR-network. HMRS can allow users to transmit either Space-Time Block Code (STBC) or Spatial-Multiplexing (SM) streams simultaneously by using Successive Interference Cancellation (SIC) and Maximum Likelihood Detection (MLD). From simulation, the results indicate that the interference level effects to the performance of HMRS. Moreover, the exact closed-form capacity of the proposed scheme is derived and compared with STBC scheme.

Keywords: Hybrid-MIMO, Cognitive radio network (CRnetwork), Symbol Error Rate (SER), Successive interference cancellation (SIC), Maximum likelihood detection (MLD).

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2033 Existence and Exponential Stability of Almost Periodic Solution for Cohen-Grossberg SICNNs with Impulses

Authors: Meng Hu, Lili Wang

Abstract:

In this paper, based on the estimation of the Cauchy matrix of linear impulsive differential equations, by using Banach fixed point theorem and Gronwall-Bellman-s inequality, some sufficient conditions are obtained for the existence and exponential stability of almost periodic solution for Cohen-Grossberg shunting inhibitory cellular neural networks (SICNNs) with continuously distributed delays and impulses. An example is given to illustrate the main results.

Keywords: Almost periodic solution, exponential stability, neural networks, impulses.

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2032 Functional Near Infrared Spectroscope for Cognition Brain Tasks by Wavelets Analysis and Neural Networks

Authors: Truong Quang Dang Khoa, Masahiro Nakagawa

Abstract:

Brain Computer Interface (BCI) has been recently increased in research. Functional Near Infrared Spectroscope (fNIRs) is one the latest technologies which utilize light in the near-infrared range to determine brain activities. Because near infrared technology allows design of safe, portable, wearable, non-invasive and wireless qualities monitoring systems, fNIRs monitoring of brain hemodynamics can be value in helping to understand brain tasks. In this paper, we present results of fNIRs signal analysis indicating that there exist distinct patterns of hemodynamic responses which recognize brain tasks toward developing a BCI. We applied two different mathematics tools separately, Wavelets analysis for preprocessing as signal filters and feature extractions and Neural networks for cognition brain tasks as a classification module. We also discuss and compare with other methods while our proposals perform better with an average accuracy of 99.9% for classification.

Keywords: functional near infrared spectroscope (fNIRs), braincomputer interface (BCI), wavelets, neural networks, brain activity, neuroimaging.

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2031 Exploring Structure of Mobile Ecosystem: Inter-Industry Network Analysis Approach

Authors: Yongyoon Suh, Chulhyun Kim, Moon-soo Kim

Abstract:

As increasing importance of symbiosis and cooperation among mobile communication industries, the mobile ecosystem has been especially highlighted in academia and practice. The structure of mobile ecosystem is quite complex and the ecological role of actors is important to understand that structure. In this respect, this study aims to explore structure of mobile ecosystem in the case of Korea using inter-industry network analysis. Then, the ecological roles in mobile ecosystem are identified using centrality measures as a result of network analysis: degree of centrality, closeness, and betweenness. The result shows that the manufacturing and service industries are separate. Also, the ecological roles of some actors are identified based on the characteristics of ecological terms: keystone, niche, and dominator. Based on the result of this paper, we expect that the policy makers can formulate the future of mobile industry and healthier mobile ecosystem can be constructed.

Keywords: Mobile ecosystem, structure, ecological roles, network analysis, network index.

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2030 Validation Testing for Temporal Neural Networks for RBF Recognition

Authors: Khaled E. A. Negm

Abstract:

A neuron can emit spikes in an irregular time basis and by averaging over a certain time window one would ignore a lot of information. It is known that in the context of fast information processing there is no sufficient time to sample an average firing rate of the spiking neurons. The present work shows that the spiking neurons are capable of computing the radial basis functions by storing the relevant information in the neurons' delays. One of the fundamental findings of the this research also is that when using overlapping receptive fields to encode the data patterns it increases the network-s clustering capacity. The clustering algorithm that is discussed here is interesting from computer science and neuroscience point of view as well as from a perspective.

Keywords: Temporal Neurons, RBF Recognition, Perturbation, On Line Recognition.

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2029 Misleading Node Detection and Response Mechanism in Mobile Ad-Hoc Network

Authors: Earleen Jane Fuentes, Regeene Melarese Lim, Franklin Benjamin Tapia, Alexis Pantola

Abstract:

Mobile Ad-hoc Network (MANET) is an infrastructure-less network of mobile devices, also known as nodes. These nodes heavily rely on each other’s resources such as memory, computing power, and energy. Thus, some nodes may become selective in forwarding packets so as to conserve their resources. These nodes are called misleading nodes. Several reputation-based techniques (e.g. CORE, CONFIDANT, LARS, SORI, OCEAN) and acknowledgment-based techniques (e.g. TWOACK, S-TWOACK, EAACK) have been proposed to detect such nodes. These techniques do not appropriately punish misleading nodes. Hence, this paper addresses the limitations of these techniques using a system called MINDRA.

Keywords: Mobile ad-hoc network, selfish nodes, reputation-based techniques, acknowledgment-based techniques.

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2028 Device Discover: A Component for Network Management System using Simple Network Management Protocol

Authors: Garima Gupta, Daya Gupta

Abstract:

Virtually all existing networked system management tools use a Manager/Agent paradigm. That is, distributed agents are deployed on managed devices to collect local information and report it back to some management unit. Even those that use standard protocols such as SNMP fall into this model. Using standard protocol has the advantage of interoperability among devices from different vendors. However, it may not be able to provide customized information that is of interest to satisfy specific management needs. In this dissertation work, different approaches are used to collect information regarding the devices attached to a Local Area Network. An SNMP aware application is being developed that will manage the discovery procedure and will be used as data collector.

Keywords: ICMP Scanner, Network Discovery, NetworkManagement, SNMP Scanner.

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2027 Challenges to Enable Quick Start of an Environmental Monitoring with Wireless Sensor Network Technology

Authors: Masaki Ito, Hideyuki Tokuda, Takao Kawamura, Kazunori Sugahara

Abstract:

With the advancement of wireless sensor network technology, its practical utilization is becoming an important challange. This paper overviews my past environmental monitoring project, and discusses the process of starting the monitoring by classifying it into four steps. The steps to start environmental monitoring can be complicated, but not well discussed by researchers of wireless sensor network technology. This paper demonstrates our activity and challenges in each of the four steps to ease the process, and argues future challenges to enable quick start of environmental monitoring.

Keywords: Environmental Monitoring, Wireless Sensor Network, Field Experiment and Research Challenges.

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2026 Trust Enhanced Dynamic Source Routing Protocol for Adhoc Networks

Authors: N. Bhalaji, A. R. Sivaramkrishnan, Sinchan Banerjee, V. Sundar, A. Shanmugam

Abstract:

Nodes in mobile Ad Hoc Network (MANET) do not rely on a central infrastructure but relay packets originated by other nodes. Mobile ad hoc networks can work properly only if the participating nodes collaborate in routing and forwarding. For individual nodes it might be advantageous not to collaborate, though. In this conceptual paper we propose a new approach based on relationship among the nodes which makes them to cooperate in an Adhoc environment. The trust unit is used to calculate the trust values of each node in the network. The calculated trust values are being used by the relationship estimator to determine the relationship status of nodes. The proposed enhanced protocol was compared with the standard DSR protocol and the results are analyzed using the network simulator-2.

Keywords: Reliable Routing, DSR, Grudger, Adhoc network.

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2025 Phytopathology Prediction in Dry Soil Using Artificial Neural Networks Modeling

Authors: F. Allag, S. Bouharati, M. Belmahdi, R. Zegadi

Abstract:

The rapid expansion of deserts in recent decades as a result of human actions combined with climatic changes has highlighted the necessity to understand biological processes in arid environments. Whereas physical processes and the biology of flora and fauna have been relatively well studied in marginally used arid areas, knowledge of desert soil micro-organisms remains fragmentary. The objective of this study is to conduct a diversity analysis of bacterial communities in unvegetated arid soils. Several biological phenomena in hot deserts related to microbial populations and the potential use of micro-organisms for restoring hot desert environments. Dry land ecosystems have a highly heterogeneous distribution of resources, with greater nutrient concentrations and microbial densities occurring in vegetated than in bare soils. In this work, we found it useful to use techniques of artificial intelligence in their treatment especially artificial neural networks (ANN). The use of the ANN model, demonstrate his capability for addressing the complex problems of uncertainty data.

Keywords: Desert soil, Climatic changes, Bacteria, Vegetation, Artificial neural networks.

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2024 Analysis and Classification of Hiv-1 Sub- Type Viruses by AR Model through Artificial Neural Networks

Authors: O. Yavuz, L. Ozyilmaz

Abstract:

HIV-1 genome is highly heterogeneous. Due to this variation, features of HIV-I genome is in a wide range. For this reason, the ability to infection of the virus changes depending on different chemokine receptors. From this point of view, R5 HIV viruses use CCR5 coreceptor while X4 viruses use CXCR5 and R5X4 viruses can utilize both coreceptors. Recently, in Bioinformatics, R5X4 viruses have been studied to classify by using the experiments on HIV-1 genome. In this study, R5X4 type of HIV viruses were classified using Auto Regressive (AR) model through Artificial Neural Networks (ANNs). The statistical data of R5X4, R5 and X4 viruses was analyzed by using signal processing methods and ANNs. Accessible residues of these virus sequences were obtained and modeled by AR model since the dimension of residues is large and different from each other. Finally the pre-processed data was used to evolve various ANN structures for determining R5X4 viruses. Furthermore ROC analysis was applied to ANNs to show their real performances. The results indicate that R5X4 viruses successfully classified with high sensitivity and specificity values training and testing ROC analysis for RBF, which gives the best performance among ANN structures.

Keywords: Auto-Regressive Model, HIV, Neural Networks, ROC Analysis.

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2023 Performance Evaluation of Routing Protocols for High Density Ad Hoc Networks Based on Energy Consumption by GlomoSim Simulator

Authors: E. Ahvar, M. Fathy

Abstract:

Ad hoc networks are characterized by multihop wireless connectivity, frequently changing network topology and the need for efficient dynamic routing protocols. We compare the performance of three routing protocols for mobile ad hoc networks: Dynamic Source Routing (DSR), Ad Hoc On-Demand Distance Vector Routing (AODV), location-aided routing (LAR1).Our evaluation is based on energy consumption in mobile ad hoc networks. The performance differentials are analyzed using varying network load, mobility, and network size. We simulate protocols with GLOMOSIM simulator. Based on the observations, we make recommendations about when the performance of either protocol can be best.

Keywords: Ad hoc Network, energy consumption, Glomosim, routing protocols.

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2022 Fault Diagnosis of Nonlinear Systems Using Dynamic Neural Networks

Authors: E. Sobhani-Tehrani, K. Khorasani, N. Meskin

Abstract:

This paper presents a novel integrated hybrid approach for fault diagnosis (FD) of nonlinear systems. Unlike most FD techniques, the proposed solution simultaneously accomplishes fault detection, isolation, and identification (FDII) within a unified diagnostic module. At the core of this solution is a bank of adaptive neural parameter estimators (NPE) associated with a set of singleparameter fault models. The NPEs continuously estimate unknown fault parameters (FP) that are indicators of faults in the system. Two NPE structures including series-parallel and parallel are developed with their exclusive set of desirable attributes. The parallel scheme is extremely robust to measurement noise and possesses a simpler, yet more solid, fault isolation logic. On the contrary, the series-parallel scheme displays short FD delays and is robust to closed-loop system transients due to changes in control commands. Finally, a fault tolerant observer (FTO) is designed to extend the capability of the NPEs to systems with partial-state measurement.

Keywords: Hybrid fault diagnosis, Dynamic neural networks, Nonlinear systems.

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2021 H∞ State Estimation of Neural Networks with Discrete and Distributed Delays

Authors: Biao Qin, Jin Huang

Abstract:

In this paper, together with some improved Lyapunov-Krasovskii functional and effective mathematical techniques, several sufficient conditions are derived to guarantee the error system is globally asymptotically stable with H∞ performance, in which both the time-delay and its time variation can be fully considered. In order to get less conservative results of the state estimation condition, zero equalities and reciprocally convex approach are employed. The estimator gain matrix can be obtained in terms of the solution to linear matrix inequalities. A numerical example is provided to illustrate the usefulness and effectiveness of the obtained results.

Keywords: H∞ performance, Neural networks, State estimation.

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2020 To Join or Not to Join: The Effects of Healthcare Networks

Authors: Tal Ben-Zvi, Donald N. Lombardi

Abstract:

This study uses a simulation to establish a realistic environment for laboratory research on Accountable Care Organizations. We study network attributes in order to gain insights regarding healthcare providers- conduct and performance. Our findings indicate how network structure creates significant differences in organizational performance. We demonstrate how healthcare providers positioning themselves at the central, pivotal point of the network while maintaining their alliances with their partners produce better outcomes.

Keywords: Social Networks, Decision-Making, Accountable Care Organizations, Performance

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2019 A Quantitative Study of the Evolution of Open Source Software Communities

Authors: M. R. Martinez-Torres, S. L. Toral, M. Olmedilla

Abstract:

Typically, virtual communities exhibit the well-known phenomenon of participation inequality, which means that only a small percentage of users is responsible of the majority of contributions. However, the sustainability of the community requires that the group of active users must be continuously nurtured with new users that gain expertise through a participation process. This paper analyzes the time evolution of Open Source Software (OSS) communities, considering users that join/abandon the community over time and several topological properties of the network when modeled as a social network. More specifically, the paper analyzes the role of those users rejoining the community and their influence in the global characteristics of the network.

Keywords: Open source communities, social network analysis, time series, virtual communities.

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2018 EEIA: Energy Efficient Indexed Aggregation in Smart Wireless Sensor Networks

Authors: Mohamed Watfa, William Daher, Hisham Al Azar

Abstract:

The main idea behind in network aggregation is that, rather than sending individual data items from sensors to sinks, multiple data items are aggregated as they are forwarded by the sensor network. Existing sensor network data aggregation techniques assume that the nodes are preprogrammed and send data to a central sink for offline querying and analysis. This approach faces two major drawbacks. First, the system behavior is preprogrammed and cannot be modified on the fly. Second, the increased energy wastage due to the communication overhead will result in decreasing the overall system lifetime. Thus, energy conservation is of prime consideration in sensor network protocols in order to maximize the network-s operational lifetime. In this paper, we give an energy efficient approach to query processing by implementing new optimization techniques applied to in-network aggregation. We first discuss earlier approaches in sensors data management and highlight their disadvantages. We then present our approach “Energy Efficient Indexed Aggregation" (EEIA) and evaluate it through several simulations to prove its efficiency, competence and effectiveness.

Keywords: Sensor Networks, Data Base, Data Fusion, Aggregation, Indexing, Energy Efficiency

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2017 How Social Network Structure Affects the Dynamics of Evolution of Cooperation?

Authors: Mohammad Akbarpour, Reza Nasiri Mahalati, Caro Lucas

Abstract:

The existence of many biological systems, especially human societies, is based on cooperative behavior [1, 2]. If natural selection favors selfish individuals, then what mechanism is at work that we see so many cooperative behaviors? One answer is the effect of network structure. On a graph, cooperators can evolve by forming network bunches [2, 3, 4]. In a research, Ohtsuki et al used the idea of iterated prisoners- dilemma on a graph to model an evolutionary game. They showed that the average number of neighbors plays an important role in determining whether cooperation is the ESS of the system or not [3]. In this paper, we are going to study the dynamics of evolution of cooperation in a social network. We show that during evolution, the ratio of cooperators among individuals with fewer neighbors to cooperators among other individuals is greater than unity. The extent to which the fitness function depends on the payoff of the game determines this ratio.

Keywords: Evolution of cooperation, Iterated prisoner's dilemma, Model dynamics, Social network structure, Intensity of selection.

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2016 Design and Bandwidth Allocation of Embedded ATM Networks using Genetic Algorithm

Authors: H. El-Madbouly

Abstract:

In this paper, genetic algorithm (GA) is proposed for the design of an optimization algorithm to achieve the bandwidth allocation of ATM network. In Broadband ISDN, the ATM is a highbandwidth; fast packet switching and multiplexing technique. Using ATM it can be flexibly reconfigure the network and reassign the bandwidth to meet the requirements of all types of services. By dynamically routing the traffic and adjusting the bandwidth assignment, the average packet delay of the whole network can be reduced to a minimum. M/M/1 model can be used to analyze the performance.

Keywords: Bandwidth allocation, Genetic algorithm, ATMNetwork, packet delay.

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2015 An Agent Based Simulation for Network Formation with Heterogeneous Agents

Authors: Hisashi Kojima, Masatora Daito

Abstract:

We investigate an asymmetric connections model with a dynamic network formation process, using an agent based simulation. We permit heterogeneity of agents- value. Valuable persons seem to have many links on real social networks. We focus on this point of view, and examine whether valuable agents change the structures of the terminal networks. Simulation reveals that valuable agents diversify the terminal networks. We can not find evidence that valuable agents increase the possibility that star networks survive the dynamic process. We find that valuable agents disperse the degrees of agents in each terminal network on an average.

Keywords: network formation, agent based simulation, connections model.

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2014 Optimizing Network Latency with Fast Path Assignment for Incoming Flows

Authors: Qing Lyu, Hang Zhu

Abstract:

Various flows in the network require to go through different types of middlebox. The improper placement of network middlebox and path assignment for flows could greatly increase the network latency and also decrease the performance of network. Minimizing the total end to end latency of all the ows requires to assign path for the incoming flows. In this paper, the flow path assignment problem in regard to the placement of various kinds of middlebox is studied. The flow path assignment problem is formulated to a linear programming problem, which is very time consuming. On the other hand, a naive greedy algorithm is studied. Which is very fast but causes much more latency than the linear programming algorithm. At last, the paper presents a heuristic algorithm named FPA, which takes bottleneck link information and estimated bandwidth occupancy into consideration, and achieves near optimal latency in much less time. Evaluation results validate the effectiveness of the proposed algorithm.

Keywords: Latency, Fast path assignment, Bottleneck link.

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2013 Time Series Simulation by Conditional Generative Adversarial Net

Authors: Rao Fu, Jie Chen, Shutian Zeng, Yiping Zhuang, Agus Sudjianto

Abstract:

Generative Adversarial Net (GAN) has proved to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generative Adversarial Net (CGAN) to learn and simulate time series data. The conditions include both categorical and continuous variables with different auxiliary information. Our simulation studies show that CGAN has the capability to learn different types of normal and heavy-tailed distributions, as well as dependent structures of different time series. It also has the capability to generate conditional predictive distributions consistent with training data distributions. We also provide an in-depth discussion on the rationale behind GAN and the neural networks as hierarchical splines to establish a clear connection with existing statistical methods of distribution generation. In practice, CGAN has a wide range of applications in market risk and counterparty risk analysis: it can be applied to learn historical data and generate scenarios for the calculation of Value-at-Risk (VaR) and Expected Shortfall (ES), and it can also predict the movement of the market risk factors. We present a real data analysis including a backtesting to demonstrate that CGAN can outperform Historical Simulation (HS), a popular method in market risk analysis to calculate VaR. CGAN can also be applied in economic time series modeling and forecasting. In this regard, we have included an example of hypothetical shock analysis for economic models and the generation of potential CCAR scenarios by CGAN at the end of the paper.

Keywords: Conditional Generative Adversarial Net, market and credit risk management, neural network, time series.

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2012 Development of Algorithms for the Study of the Image in Digital Form for Satellite Applications: Extraction of a Road Network and Its Nodes

Authors: Z. Nougrara

Abstract:

In this paper we propose a novel methodology for extracting a road network and its nodes from satellite images of Algeria country. This developed technique is a progress of our previous research works. It is founded on the information theory and the mathematical morphology; the information theory and the mathematical morphology are combined together to extract and link the road segments to form a road network and its nodes. We therefore have to define objects as sets of pixels and to study the shape of these objects and the relations that exist between them. In this approach, geometric and radiometric features of roads are integrated by a cost function and a set of selected points of a crossing road. Its performances were tested on satellite images of Algeria country.

Keywords: Satellite image, road network, nodes.

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2011 Analytical Model of Connection Establishment Duration Calculation in Wireless Networks

Authors: Y. Chaiko

Abstract:

It is important to provide possibility of so called “handover" for the mobile subscriber from GSM network to Wi-Fi network and back. To solve specified problem it is necessary to estimate connection time between base station and wireless access point. Difficulty to estimate this parameter is that it doesn-t described in specifications of the standard and, hence, no recommended value is given. In this paper, the analytical model is presented that allows the estimating connection time between base station and IEEE 802.11 access point.

Keywords: Access point, connection procedure, Wi-Fi network.

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