Search results for: bit error probability

Authors: Anatoli Torokhti, Phil Howlett

Abstract:

We present a theory for optimal filtering of infinite sets of random signals. There are several new distinctive features of the proposed approach. First, we provide a single optimal filter for processing any signal from a given infinite signal set. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: stochastic signals, optimization problems in signal processing.

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Authors: Shazalina Mat Zin, Ahmad Abd. Majid, Ahmad Izani Md. Ismail, Muhammad Abbas

Abstract:

The generalized wave equation models various problems in sciences and engineering. In this paper, a new three-time level implicit approach based on cubic trigonometric B-spline for the approximate solution of wave equation is developed. The usual finite difference approach is used to discretize the time derivative while cubic trigonometric B-spline is applied as an interpolating function in the space dimension. Von Neumann stability analysis is used to analyze the proposed method. Two problems are discussed to exhibit the feasibility and capability of the method. The absolute errors and maximum error are computed to assess the performance of the proposed method. The results were found to be in good agreement with known solutions and with existing schemes in literature.

Keywords: Collocation method, Cubic trigonometric B-spline, Finite difference, Wave equation.

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Authors: Anatoli Torokhti, Phil Howlett

Abstract:

A theory for optimal filtering of infinite sets of random signals is presented. There are several new distinctive features of the proposed approach. First, a single optimal filter for processing any signal from a given infinite signal set is provided. Second, the filter is presented in the special form of a sum with p terms where each term is represented as a combination of three operations. Each operation is a special stage of the filtering aimed at facilitating the associated numerical work. Third, an iterative scheme is implemented into the filter structure to provide an improvement in the filter performance at each step of the scheme. The final step of the scheme concerns signal compression and decompression. This step is based on the solution of a new rank-constrained matrix approximation problem. The solution to the matrix problem is described in this paper. A rigorous error analysis is given for the new filter.

Keywords: Optimal filtering, data compression, stochastic signals.

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Authors: Magdy B. Eteiba, Wael Ismael Wahba, Shimaa Barakat

Abstract:

This paper presents a fault identification, classification and fault location estimation method based on Discrete Wavelet Transform and Adaptive Network Fuzzy Inference System (ANFIS) for medium voltage cable in the distribution system.

Different faults and locations are simulated by ATP/EMTP, and then certain selected features of the wavelet transformed signals are used as an input for a training process on the ANFIS. Then an accurate fault classifier and locator algorithm was designed, trained and tested using current samples only. The results obtained from ANFIS output were compared with the real output. From the results, it was found that the percentage error between ANFIS output and real output is less than three percent. Hence, it can be concluded that the proposed technique is able to offer high accuracy in both of the fault classification and fault location.

Keywords: ANFIS, Fault location, Underground Cable, Wavelet Transform.

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Authors: M. Morri, A. Soualmia, P. Belleudy

Abstract:

Vegetation affects the mean and turbulent flow structure. It may increase flood risks and sediment transport. Therefore, it is important to develop analytical approaches for the bed shear stress on vegetated bed, to predict resistance caused by vegetation. In the recent years, experimental and numerical models have both been developed to model the effects of submerged vegetation on open-channel flow. In this paper, different analytic models are compared and tested using the criteria of deviation, to explore their capacity for predicting the mean velocity and select the suitable one that will be applied in real case of rivers. The comparison between the measured data in vegetated flume and simulated mean velocities indicated, a good performance, in the case of rigid vegetation, whereas, Huthoff model shows the best agreement with a high coefficient of determination (R2=80%) and the smallest error in the prediction of the average velocities.

Keywords: Analytic Models, Comparison, Mean Velocity, Vegetation.

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Authors: Ghada A. Alfattni

Abstract:

Analysing unbalanced datasets is one of the challenges that practitioners in machine learning field face. However, many researches have been carried out to determine the effectiveness of the use of the synthetic minority over-sampling technique (SMOTE) to address this issue. The aim of this study was therefore to compare the effectiveness of the SMOTE over different models on unbalanced datasets. Three classification models (Logistic Regression, Support Vector Machine and Nearest Neighbour) were tested with multiple datasets, then the same datasets were oversampled by using SMOTE and applied again to the three models to compare the differences in the performances. Results of experiments show that the highest number of nearest neighbours gives lower values of error rates. 

Keywords: Imbalanced datasets, SMOTE, machine learning, logistic regression, support vector machine, nearest neighbour.

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Authors: Chia-Hau Liu, Tai-Yue Wang

Abstract:

Traditional multivariate control charts assume that measurement from manufacturing processes follows a multivariate normal distribution. However, this assumption may not hold or may be difficult to verify because not all the measurement from manufacturing processes are normal distributed in practice. This study develops a new multivariate control chart for monitoring the processes with non-normal data. We propose a mechanism based on integrating the one-class classification method and the adaptive technique. The adaptive technique is used to improve the sensitivity to small shift on one-class classification in statistical process control. In addition, this design provides an easy way to allocate the value of type I error so it is easier to be implemented. Finally, the simulation study and the real data from industry are used to demonstrate the effectiveness of the propose control charts.

Keywords: Multivariate control chart, statistical process control, one-class classification method.

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Authors: Sheng-Lan Zeng, Ting-Ting Zhang, Yu Gao, Zu-Tao Ouyang, Jia-Kuan Chen, Bo Li, Bin Zhao

Abstract:

Urbanization and related anthropogenic modifications cause extent of habitat fragmentation and directly lead to decline of local biodiversity. Conservation biologists advocate corridor creation as one approach to rescue biodiversity. Here we examine the utility of roads as corridors in preserving plant diversity by investigating roadside vegetation in Yellow River Delta (YRD), China. We examined the spatio-temporal distribution pattern of plant species richness, diversity and composition along roadside. The results suggest that roads, as dispersal conduits, increase occurrence probability of new settlers to a new area, meanwhile, roads accumulate the greater propagule pressure and favourable survival condition during operation phase. As a result, more species, including native and alien plants, non- halophyte and halophyte species, threatened and cosmopolitic species, were found prosperous at roadside. Roadside may be a refuge for more species, and the pattern of vegetation distribution is affected by road age and the distance from road verge.

Keywords: Native and alien species, Plant diversity conservation, Road construction, Road disturbance

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Authors: U. C. Amadi, N. A. Udoh

Abstract:

One of the major challenges faced in solving initial and boundary problems is how to find approximate solutions with minimal deviation from the exact solution without so much rigor and complications. The Taylor series method provides a simple way of obtaining an infinite series which converges to the exact solution for initial value problems and this method of solution is somewhat limited for a two point boundary problem since the infinite series has to be truncated to include the boundary conditions. In this paper, the Ying Buzu Shu algorithm is used to solve a two point boundary nonlinear diffusion problem for the fourth and sixth order solution and compare their relative error and rate of convergence to the exact solution.

Keywords: Ying Buzu Shu, nonlinear boundary problem, Taylor series algorithm, infinite series.

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Authors: Mert Turanli, Hakan Temeltas

Abstract:

In this paper, we present an adaptive controller for decentralized coordination problem of multiple non-holonomic agents. The performance of the presented Multi-Agent Bounded Gain Forgetting (BGF) Composite Adaptive controller is compared against the tracking error criterion with a Feedback Linearization controller. By using the method, the sensor nodes move and reconfigure themselves in a coordinated way in response to a sensed environment. The multi-agent coordination is achieved through Centroidal Voronoi Tessellations and Coverage Control. Also, a consensus protocol is used for synchronization of the parameter vectors. The two controllers are given with their Lyapunov stability analysis and their stability is verified with simulation results. The simulations are carried out in MATLAB and ROS environments. Better performance is obtained with BGF Adaptive Controller.

Keywords: Adaptive control, Centroidal Voronoi Tessellations, composite adaptation, coordination.

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Authors: Mahdi Shaneh, Azizollah Taheri

Abstract:

The goal of this project is to design a system to recognition voice commands. Most of voice recognition systems contain two main modules as follow “feature extraction" and “feature matching". In this project, MFCC algorithm is used to simulate feature extraction module. Using this algorithm, the cepstral coefficients are calculated on mel frequency scale. VQ (vector quantization) method will be used for reduction of amount of data to decrease computation time. In the feature matching stage Euclidean distance is applied as similarity criterion. Because of high accuracy of used algorithms, the accuracy of this voice command system is high. Using these algorithms, by at least 5 times repetition for each command, in a single training session, and then twice in each testing session zero error rate in recognition of commands is achieved.

Keywords: MFCC, Vector quantization, Vocal tract, Voicecommand.

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Authors: Xia Liu, Marek E. Bialkowski

Abstract:

This paper reports on investigations into capacity of a Multiple Input Multiple Output (MIMO) wireless communication system employing a uniform linear array (ULA) at the transmitter and either a uniform linear array (ULA) or a uniform circular array (UCA) antenna at the receiver. The transmitter is assumed to be surrounded by scattering objects while the receiver is postulated to be free from scattering objects. The Laplacian distribution of angle of arrival (AOA) of a signal reaching the receiver is postulated. Calculations of the MIMO system capacity are performed for two cases without and with the channel estimation errors. For estimating the MIMO channel, the scaled least square (SLS) and minimum mean square error (MMSE) methods are considered.

Keywords: MIMO, channel capacity, channel estimation, ULA, UCA, spatial correlation

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Authors: Mahmoud Elmezain, Samar El-shinawy

Abstract:

Many approaches to pattern recognition are founded on probability theory, and can be broadly characterized as either generative or discriminative according to whether or not the distribution of the image features. Generative and discriminative models have very different characteristics, as well as complementary strengths and weaknesses. In this paper, we study these models to recognize the patterns of alphabet characters (A-Z) and numbers (0-9). To handle isolated pattern, generative model as Hidden Markov Model (HMM) and discriminative models like Conditional Random Field (CRF), Hidden Conditional Random Field (HCRF) and Latent-Dynamic Conditional Random Field (LDCRF) with different number of window size are applied on extracted pattern features. The gesture recognition rate is improved initially as the window size increase, but degrades as window size increase further. Experimental results show that the LDCRF is the best in terms of results than CRF, HCRF and HMM at window size equal 4. Additionally, our results show that; an overall recognition rates are 91.52%, 95.28%, 96.94% and 98.05% for CRF, HCRF, HMM and LDCRF respectively.

Keywords: Statistical Pattern Recognition, Generative Model, Discriminative Model, Human Computer Interaction.

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Authors: Siti Nor Hafizah binti Mohd Zaid, Mohamed Abdel-Maguid, Abdel-Hamid Soliman

Abstract:

Because road traffic accidents are a major source of death worldwide, attempts have been made to create Advanced Driver Assistance Systems (ADAS) able to detect vehicle, driver and environmental conditions that are cues for possible potential accidents. This paper presents continued work on a novel Nonintrusive Intelligent Driver Assistance and Safety System (Ni-DASS) for assessing driver attention and hazard awareness. It uses two onboard CCD cameras – one observing the road and the other observing the driver-s face. The windscreen is divided into cells and analysis of the driver-s eye-gaze patterns allows Ni-DASS to determine the windscreen cell the driver is focusing on using eye-gesture templates. Intersecting the driver-s field of view through the observed windscreen cell with subsections of the camera-s field of view containing a potential hazard allows Ni-DASS to estimate the probability that the driver has actually observed the hazard. Results have shown that the proposed technique is an accurate enough measure of driver observation to be useful in ADAS systems.

Keywords: Advanced Driver Assistance Systems (ADAS), Driver Hazard Awareness, Driver Vigilance, Eye Tracking

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Authors: V. Sudha, D. Sriram Kumar

Abstract:

In this paper, we present a low complexity hybrid scheme using conventional selective mapping (C-SLM) and clipping algorithms to reduce the high peak-to-average power ratio (PAPR) of orthogonal frequency division multiplexing (OFDM) signal. In the proposed scheme, the input data sequence (X) is divided into two sub-blocks, then clipping algorithm is applied to the first sub-block, whereas C-SLM algorithm is applied to the second sub-block in order to reduce both computational complexity and PAPR. The resultant time domain OFDM signal is obtained by combining the output of two sub-blocks. The simulation results show that the proposed hybrid scheme provides 0.45 dB PAPR reduction gain at CCDF value of 10-2 and 52% of computational complexity reduction when compared to C-SLM scheme at the expense of slight degradation in bit error rate (BER) performance.

Keywords: CCDF, Clipping, OFDM, PAPR, SLM.

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Authors: Changho Han, Jaemin Lee, Li Hua, Seokkwon Jeong

Abstract:

Design of membership function ranges in fuzzy logic control (FLC) is presented for robust control of a variable speed refrigeration system (VSRS). The criterion values of the membership function ranges can be carried out from the static experimental data, and two different values are offered to compare control performance. Some simulations and real experiments for the VSRS were conducted to verify the validity of the designed membership functions. The experimental results showed good agreement with the simulation results, and the error change rate and its sampling time strongly affected the control performance at transient state of the VSRS.

Keywords: Variable speed refrigeration system, Fuzzy logic control, membership function range, control performance.

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Authors: Moumita Palchaudhuri, Sujata Biswas

Abstract:

Drought is universally acknowledged as a phenomenon associated with scarcity of water. The Standardized Precipitation Index (SPI) expresses the actual rainfall as standardized departure from rainfall probability distribution function. In this study severity and spatial pattern of meteorological drought was analyzed in the Puruliya District, West Bengal, India using multi-temporal SPI. Daily gridded data for the period 1971-2005 from 4 rainfall stations surrounding the study area were collected from IMD, Pune, and used in the analysis. Geographic Information System (GIS) was used to generate drought severity maps for the different time scales and months of the year. Temporal SPI graphs show that the maximum SPI value (extreme drought) occurs in station 3 in the year 1993. Mild and moderate droughts occur in the central portion of the study area. Severe and extreme droughts were mostly found in the northeast, northwest and the southwest part of the region.

Keywords: Standardized Precipitation Index, Meteorological Drought, Geographical Information System, Drought severity.

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Authors: Fernando Pérez, Humberto Sossa, Rigoberto Martínez, Daniel Lorias, Arturo Minor

Abstract:

This paper presents a system for tracking the movement of laparoscopic instruments which is based on an orthogonal system of webcams and video image processing. The movements are captured with two webcams placed orthogonally inside of the physical trainer. On the image, the instruments were detected by using color markers placed on the distal tip of each instrument. The 3D position of the tip of the instrument within the work space was obtained by linear triangulation method. Preliminary results showed linearity and repeatability in the motion tracking with a resolution of 0.616 mm in each axis; the accuracy of the system showed a 3D instrument positioning error of 1.009 ± 0.101 mm. This tool is a portable and low-cost alternative to traditional tracking devices and a trustable method for the objective evaluation of the surgeon’s surgical skills.

Keywords: Laparoscopic Surgery, Orthogonal Vision, Tracking Instruments, Triangulation.

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Authors: K. A. Navas, S. Archana Thampy, M. Sasikumar

Abstract:

Medical image data hiding has strict constrains such as high imperceptibility, high capacity and high robustness. Achieving these three requirements simultaneously is highly cumbersome. Some works have been reported in the literature on data hiding, watermarking and stegnography which are suitable for telemedicine applications. None is reliable in all aspects. Electronic Patient Report (EPR) data hiding for telemedicine demand it blind and reversible. This paper proposes a novel approach to blind reversible data hiding based on integer wavelet transform. Experimental results shows that this scheme outperforms the prior arts in terms of zero BER (Bit Error Rate), higher PSNR (Peak Signal to Noise Ratio), and large EPR data embedding capacity with WPSNR (Weighted Peak Signal to Noise Ratio) around 53 dB, compared with the existing reversible data hiding schemes.

Keywords: Biomedical imaging, Data security, Datacommunication, Teleconferencing.

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Authors: Ahmad Munawar

Abstract:

KREISIG is a computer simulation program, firstly developed by Munawar (1994) in Germany to optimize signalized roundabout. The traffic movement is based on the car following theory. Turbine method has been implemented for signal setting. The program has then been further developed in Indonesia to meet the traffic characteristics in Indonesia by adjusting the sensitivity of the drivers. Trial and error method has been implemented to adjust the saturation flow. The saturation flow output has also been compared to the calculation method according to 1997 Indonesian Highway Capacity Manual. It has then been implemented to optimize signalized roundabout at Kleringan roundabout in Malioboro area, Yogyakarta, Indonesia. It is found that this method can optimize the signal setting of this roundabout. Therefore, it is recommended to use this program to optimize signalized roundabout.

Keywords: KREISIG, signalized roundabout, traffic.

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Authors: Hasan Keshavarzian, Tayebeh Nesari

Abstract:

Bolted rail joint is one of the most vulnerable areas in railway track. A comprehensive approach was developed for studying the reliability of fatigue crack initiation of railroad bolt hole under random axle loads and random material properties. The operation condition was also considered as stochastic variables. In order to obtain the comprehensive probability model of fatigue crack initiation life prediction in railroad bolt hole, we used FEM, response surface method (RSM), and reliability analysis. Combined energy-density based and critical plane based fatigue concept is used for the fatigue crack prediction. The dynamic loads were calculated according to the axle load, speed, and track properties. The results show that axle load is most sensitive parameter compared to Poisson’s ratio in fatigue crack initiation life. Also, the reliability index decreases slowly due to high cycle fatigue regime in this area.

Keywords: Rail-wheel tribology, rolling contact mechanic, finite element modeling, reliability analysis.

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Authors: T. Hussain, A. Iqbal, M. W. Siddiqi

Abstract:

The objective of this study is to examine the validity of Wagner-s law and relationship between economic growth, population and export for Pakistan. The ARDL Bounds cointegration and ECM are utilized for long and short run equilibrium for the period of 1972-2007. Population has considerable role in an economy and exports are the main source to raise the GDP. With the increase in GDP, the government expenditures may or may not increase. The empirical results indicate that the Wagner-s Law does hold, as economic growth is significantly and positively correlated with government expenditures. However, population and exports have also significant and positive impact on government expenditures both in short and long run. The significant and negative coefficient of error correction term in ECM indicates that after a shock, the long rum equilibrium will again converge towards equilibrium about 70.82 percent within a year.

Keywords: ARDL Cointegration, Growth, Pakistan, Wagner's law.

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Authors: Muhammad Marsudi, Dzuraidah Abdul Wahab, Che Hassan Che Haron

Abstract:

Modeling of a manufacturing system enables one to identify the effects of key design parameters on the system performance and as a result to make correct decision. This paper proposes a manufacturing system modeling approach using a spreadsheet model based on queuing network theory, in which a static capacity planning model and stochastic queuing model are integrated. The model was used to improve the existing system utilization in relation to product design. The model incorporates few parameters such as utilization, cycle time, throughput, and batch size. The study also showed that the validity of developed model is good enough to apply and the maximum value of relative error is 10%, far below the limit value 32%. Therefore, the model developed in this study is a valuable alternative model in evaluating a manufacturing system

Keywords: Manufacturing system, product design, spreadsheet model, utilization.

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Authors: A. Mihoc, K. Cater

Abstract:

On the bridge of a ship the officers are looking for visual aids to guide navigation in order to reconcile the outside world with the position communicated by the digital navigation system. Aids to navigation include: Lighthouses, lightships, sector lights, beacons, buoys, and others. They are designed to help navigators calculate their position, establish their course or avoid dangers. In poor visibility and dense traffic areas, it can be very difficult to identify these critical aids to guide navigation. The paper presents the usage of Augmented Reality (AR) as a means to present digital information about these aids to support navigation. To date, nautical navigation related mobile AR applications have been limited to the leisure industry. If proved viable, this prototype can facilitate the creation of other similar applications that could help commercial officers with navigation. While adopting a user centered design approach, the team has developed the prototype based on insights from initial research carried on board of several ships. The prototype, built on Nexus 9 tablet and Wikitude, features a head-up display of the navigational aids (lights) in the area, presented in AR and a bird’s eye view mode presented on a simplified map. The application employs the aids to navigation data managed by Hydrographic Offices and the tablet’s sensors: GPS, gyroscope, accelerometer, compass and camera. Sea trials on board of a Navy and a commercial ship revealed the end-users’ interest in using the application and further possibility of other data to be presented in AR. The application calculates the GPS position of the ship, the bearing and distance to the navigational aids; all within a high level of accuracy. However, during testing several issues were highlighted which need to be resolved as the prototype is developed further. The prototype stretched the capabilities of Wikitude, loading over 500 objects during tests in a major port. This overloaded the display and required over 45 seconds to load the data. Therefore, extra filters for the navigational aids are being considered in order to declutter the screen. At night, the camera is not powerful enough to distinguish all the lights in the area. Also, magnetic interference with the bridge of the ship generated a continuous compass error of the AR display that varied between 5 and 12 degrees. The deviation of the compass was consistent over the whole testing durations so the team is now looking at the possibility of allowing users to manually calibrate the compass. It is expected that for the usage of AR in professional maritime contexts, further development of existing AR tools and hardware is needed. Designers will also need to implement a user-centered design approach in order to create better interfaces and display technologies for enhanced solutions to aid navigation.

Keywords: Compass error, GPS, maritime navigation, mobile augmented reality.

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Authors: M. Kamal Elbokl, Negadi Kheira

Abstract:

Risk Evaluation is an important step in protecting your workers and your business, as well as complying with the law. It helps you focus on the risks that really matter in your workplace – the ones with the potential to cause real harm. We are in this paper introduce basics of risk assessment then we mention some of ways to risk evaluation by computer especially Monte Carlo simulation and Microsoft project.

We use Program Evaluation and Review Technique (PERT) to deal with Risks in Industrial Facilities in Evaluation and Assessment for this risk. Using PERT Technique in Microsoft Project by the PERT toolbar and using PERTMASTER Program with Primavera Program we evaluate many hazards and make calculations for that by mathematical equation to make right decisions. We define and calculate risk factor and risk severity to ranking the type of the risk then dealing with it using in that many ways like probability computation, curves, and tables. By introducing variables in the equation of functions in computer programs we calculate the risk in the time and the cost in general case and then mention some examples in industrial facilities field.

Keywords: Risk, Industrial Facilities, PERT, Monte Carlo Simulation.

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Authors: John Kabuba, Antoine Mulaba-Bafubiandi, Kim Battle

Abstract:

In this study a neural network (NN) was proposed to predict the sorption of binary mixture of copper-cobalt ions into clinoptilolite as ion-exchanger. The configuration of the backpropagation neural network giving the smallest mean square error was three-layer NN with tangent sigmoid transfer function at hidden layer with 10 neurons, linear transfer function at output layer and Levenberg-Marquardt backpropagation training algorithm. Experiments have been carried out in the batch reactor to obtain equilibrium data of the individual sorption and the mixture of coppercobalt ions. The obtained modeling results have shown that the used of neural network has better adjusted the equilibrium data of the binary system when compared with the conventional sorption isotherm models.

Keywords: Adsorption isotherm, binary system, neural network; sorption

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Authors: Mohammad Ghavami, Reza S. Dilmaghani

Abstract:

This paper presents an adaptive framework for modelling financial markets using equity risk premiums, risk free rates and volatilities. The recorded economic factors are initially used to train four adaptive filters for a certain limited period of time in the past. Once the systems are trained, the adjusted coefficients are used for modelling and prediction of an important financial market index. Two different approaches based on least mean squares (LMS) and recursive least squares (RLS) algorithms are investigated. Performance analysis of each method in terms of the mean squared error (MSE) is presented and the results are discussed. Computer simulations carried out using recorded data show MSEs of 4% and 3.4% for the next month prediction using LMS and RLS adaptive algorithms, respectively. In terms of twelve months prediction, RLS method shows a better tendency estimation compared to the LMS algorithm.

Keywords: Prediction of financial markets, Adaptive methods, MSE, LSE.

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Authors: Ali Abdrhman Ukasha

Abstract:

This paper presented two new efficient algorithms for contour approximation. The proposed algorithm is compared with Ramer (good quality), Triangle (faster) and Trapezoid (fastest) in this work; which are briefly described. Cartesian co-ordinates of an input contour are processed in such a manner that finally contours is presented by a set of selected vertices of the edge of the contour. In the paper the main idea of the analyzed procedures for contour compression is performed. For comparison, the mean square error and signal-to-noise ratio criterions are used. Computational time of analyzed methods is estimated depending on a number of numerical operations. Experimental results are obtained both in terms of image quality, compression ratios, and speed. The main advantages of the analyzed algorithm is small numbers of the arithmetic operations compared to the existing algorithms.

Keywords: Polygonal approximation, Ramer, Triangle and Trapezoid methods.

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Authors: Ali Gholami, M.Esfadiari, M.H.Masihabadi

Abstract:

In this research three methods of Maximum Likelihood, Mahalanobis Distance and Minimum Distance were analyzed in the Western part of Isfahan province in the Iran country. For this purpose, the IRS satellite images and various land preparation uses in region including rangelands, irrigation farming, dry farming, gardens and urban areas were separated and identified. In these methods, matrix error and Kappa index were calculated and accuracy of each method, based on percentages: 53.13, 56.64 and 48.44, were obtained respectively. Considering the low accuracy of these methods to separate land uses due to spread of the land uses, it-s suggested the visual interpretation of the map, to preparing the land use map in this region. The map prepared by visual interpretation is in high accuracy if it will be accompany with the visit of the region.

Keywords: Aghche Region, land use map, MaximumLikelihood, Mahalanobis Distance and Minimum Distance.

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

Abstract:

Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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