Search results for: maximum entropy bootstrapping approach
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 6582

Search results for: maximum entropy bootstrapping approach

5502 Analysis of One-Way and Two-Way FSI Approaches to Characterise the Flow Regime and the Mechanical Behaviour during Closing Manoeuvring Operation of a Butterfly Valve

Authors: M. Ezkurra, J. A. Esnaola, M. Martinez-Agirre, U. Etxeberria, U. Lertxundi, L. Colomo, M. Begiristain, I. Zurutuza

Abstract:

Butterfly valves are widely used industrial piping components as on-off and flow controlling devices. The main challenge in the design process of this type of valves is the correct dimensioning to ensure proper mechanical performance as well as to minimise flow losses that affect the efficiency of the system. Butterfly valves are typically dimensioned in a closed position based on mechanical approaches considering uniform hydrostatic pressure, whereas the flow losses are analysed by means of CFD simulations. The main limitation of these approaches is that they do not consider either the influence of the dynamics of the manoeuvring stage or coupled phenomena. Recent works have included the influence of the flow on the mechanical behaviour for different opening angles by means of one-way FSI approach. However, these works consider steady-state flow for the selected angles, not capturing the effect of the transient flow evolution during the manoeuvring stage. Two-way FSI modelling approach could allow overcoming such limitations providing more accurate results. Nevertheless, the use of this technique is limited due to the increase in the computational cost. In the present work, the applicability of FSI one-way and two-way approaches is evaluated for the analysis of butterfly valves, showing that not considering fluid-structure coupling involves not capturing the most critical situation for the valve disc.

Keywords: Butterfly valves, fluid-structure interaction, one-way approach, two-way approach.

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5501 Effects of Different Meteorological Variables on Reference Evapotranspiration Modeling: Application of Principal Component Analysis

Authors: Akinola Ikudayisi, Josiah Adeyemo

Abstract:

The correct estimation of reference evapotranspiration (ETₒ) is required for effective irrigation water resources planning and management. However, there are some variables that must be considered while estimating and modeling ETₒ. This study therefore determines the multivariate analysis of correlated variables involved in the estimation and modeling of ETₒ at Vaalharts irrigation scheme (VIS) in South Africa using Principal Component Analysis (PCA) technique. Weather and meteorological data between 1994 and 2014 were obtained both from South African Weather Service (SAWS) and Agricultural Research Council (ARC) in South Africa for this study. Average monthly data of minimum and maximum temperature (°C), rainfall (mm), relative humidity (%), and wind speed (m/s) were the inputs to the PCA-based model, while ETₒ is the output. PCA technique was adopted to extract the most important information from the dataset and also to analyze the relationship between the five variables and ETₒ. This is to determine the most significant variables affecting ETₒ estimation at VIS. From the model performances, two principal components with a variance of 82.7% were retained after the eigenvector extraction. The results of the two principal components were compared and the model output shows that minimum temperature, maximum temperature and windspeed are the most important variables in ETₒ estimation and modeling at VIS. In order words, ETₒ increases with temperature and windspeed. Other variables such as rainfall and relative humidity are less important and cannot be used to provide enough information about ETₒ estimation at VIS. The outcome of this study has helped to reduce input variable dimensionality from five to the three most significant variables in ETₒ modelling at VIS, South Africa.

Keywords: Irrigation, principal component analysis, reference evapotranspiration, Vaalharts.

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5500 Shaping Traditional Chinese Culture in Contemporary Fashion: ‘Guochao’ as a Rising Aesthetic and the Case Study of the Designer Brand Angel Chen

Authors: Zhe Ginnie Wang

Abstract:

With the unprecedented spread of cultural Chinese fashion design in the global fashion system, the under-identified ‘Guochao’ aesthetic that has emerged in the global market needs to be academically emphasized with a methodological approach looking at the Western-Eastern cultural hybridization present in fashion visualization. Through an in-depth and comprehensive investigation of a representative international-based Chinese designer, Angel Chen’s fashion show ‘Madam Qing’, this paper provides a methodological approach on how a form of traditional culture can be effectively extracted and applied to modern design using the most effective techniques. The central approach examined in this study involves creating aesthetic revolutions by addressing Chinese cultural identity through re-creating and modernizing traditional Chinese culture in design.

Keywords: Style modernization, design identity, fashion show, Guochao, Chinese culture, Angel Chen.

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5499 Genome-Wide Analysis of BES1/BZR1 Gene Family in Five Plant Species

Authors: Jafar Ahmadi, Zhohreh Asiaban, Sedigheh Fabriki Ourang

Abstract:

Brassinosteroids (BRs) regulate cell elongation, vascular differentiation, senescence, and stress responses. BRs signal through the BES1/BZR1 family of transcription factors, which regulate hundreds of target genes involved in this pathway. In this research a comprehensive genome-wide analysis was carried out in BES1/BZR1 gene family in Arabidopsis thaliana, Cucumis sativus, Vitis vinifera, Glycin max and Brachypodium distachyon. Specifications of the desired sequences, dot plot and hydropathy plot were analyzed in the protein and genome sequences of five plant species. The maximum amino acid length was attributed to protein sequence Brdic3g with 374aa and the minimum amino acid length was attributed to protein sequence Gm7g with 163aa. The maximum Instability index was attributed to protein sequence AT1G19350 equal with 79.99 and the minimum Instability index was attributed to protein sequence Gm5g equal with 33.22. Aliphatic index of these protein sequences ranged from 47.82 to 78.79 in Arabidopsis thaliana, 49.91 to 57.50 in Vitis vinifera, 55.09 to 82.43 in Glycin max, 54.09 to 54.28 in Brachypodium distachyon 55.36 to 56.83 in Cucumis sativus. Overall, data obtained from our investigation contributes a better understanding of the complexity of the BES1/BZR1 gene family and provides the first step towards directing future experimental designs to perform systematic analysis of the functions of the BES1/BZR1 gene family.

Keywords: BES1/BZR1, Brassinosteroids, Phylogenetic analysis, Transcription factor.

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5498 Development of Decision Support System for House Evaluation and Purchasing

Authors: Chia-Yu Hsu, Julaimin Goh, Pei-Chann Chang

Abstract:

Home is important for Chinese people. Because the information regarding the house attributes and surrounding environments is incomplete in most real estate agency, most house buyers are difficult to consider the overall factors effectively and only can search candidates by sorting-based approach. This study aims to develop a decision support system for housing purchasing, in which surrounding facilities of each house are quantified. Then, all considered house factors and customer preferences are incorporated into Simple Multi-Attribute Ranking Technique (SMART) to support the housing evaluation. To evaluate the validity of proposed approach, an empirical study was conducted from a real estate agency. Based on the customer requirement and preferences, the proposed approach can identify better candidate house with consider the overall house attributes and surrounding facilities.

Keywords: decision support system, real estate, decision analysis, housing evaluation, SMART

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5497 A Two-Stage Expert System for Diagnosis of Leukemia Based on Type-2 Fuzzy Logic

Authors: Ali Akbar Sadat Asl

Abstract:

Diagnosis and deciding about diseases in medical fields is facing innate uncertainty which can affect the whole process of treatment. This decision is made based on expert knowledge and the way in which an expert interprets the patient's condition, and the interpretation of the various experts from the patient's condition may be different. Fuzzy logic can provide mathematical modeling for many concepts, variables, and systems that are unclear and ambiguous and also it can provide a framework for reasoning, inference, control, and decision making in conditions of uncertainty. In systems with high uncertainty and high complexity, fuzzy logic is a suitable method for modeling. In this paper, we use type-2 fuzzy logic for uncertainty modeling that is in diagnosis of leukemia. The proposed system uses an indirect-direct approach and consists of two stages: In the first stage, the inference of blood test state is determined. In this step, we use an indirect approach where the rules are extracted automatically by implementing a clustering approach. In the second stage, signs of leukemia, duration of disease until its progress and the output of the first stage are combined and the final diagnosis of the system is obtained. In this stage, the system uses a direct approach and final diagnosis is determined by the expert. The obtained results show that the type-2 fuzzy expert system can diagnose leukemia with the average accuracy about 97%.

Keywords: Expert system, leukemia, medical diagnosis, type-2 fuzzy logic.

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5496 A New Fuzzy Mathematical Model in Recycling Collection Networks: A Possibilistic Approach

Authors: B. Vahdani, R. Tavakkoli-Moghaddam, A. Baboli, S. M. Mousavi

Abstract:

Focusing on the environmental issues, including the reduction of scrap and consumer residuals, along with the benefiting from the economic value during the life cycle of goods/products leads the companies to have an important competitive approach. The aim of this paper is to present a new mixed nonlinear facility locationallocation model in recycling collection networks by considering multi-echelon, multi-suppliers, multi-collection centers and multifacilities in the recycling network. To make an appropriate decision in reality, demands, returns, capacities, costs and distances, are regarded uncertain in our model. For this purpose, a fuzzy mathematical programming-based possibilistic approach is introduced as a solution methodology from the recent literature to solve the proposed mixed-nonlinear programming model (MNLP). The computational experiments are provided to illustrate the applicability of the designed model in a supply chain environment and to help the decision makers to facilitate their analysis.

Keywords: Location-allocation model, recycling collection networks, fuzzy mathematical programming.

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5495 Effect of Distributed Generators on the Optimal Operation of Distribution Networks

Authors: J. Olamaei , T. Niknam, M. Nayeripour

Abstract:

This paper presents an approach for daily optimal operation of distribution networks considering Distributed Generators (DGs). Due to private ownership of DGs, a cost based compensation method is used to encourage DGs in active and reactive power generation. The objective function is summation of electrical energy generated by DGs and substation bus (main bus) in the next day. A genetic algorithm is used to solve the optimal operation problem. The approach is tested on an IEEE34 buses distribution feeder.

Keywords: Distributed Generator, Daily Optimal Operation, Genetic Algorithm.

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5494 Detecting Community Structure in Amino Acid Interaction Networks

Authors: Omar GACI, Stefan BALEV, Antoine DUTOT

Abstract:

In this paper we introduce the notion of protein interaction network. This is a graph whose vertices are the protein-s amino acids and whose edges are the interactions between them. Using a graph theory approach, we observe that according to their structural roles, the nodes interact differently. By leading a community structure detection, we confirm this specific behavior and describe thecommunities composition to finally propose a new approach to fold a protein interaction network.

Keywords: interaction network, protein structure, community structure detection.

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5493 Learning Spatio-Temporal Topology of a Multi-Camera Network by Tracking Multiple People

Authors: Yunyoung Nam, Junghun Ryu, Yoo-Joo Choi, We-Duke Cho

Abstract:

This paper presents a novel approach for representing the spatio-temporal topology of the camera network with overlapping and non-overlapping fields of view (FOVs). The topology is determined by tracking moving objects and establishing object correspondence across multiple cameras. To track people successfully in multiple camera views, we used the Merge-Split (MS) approach for object occlusion in a single camera and the grid-based approach for extracting the accurate object feature. In addition, we considered the appearance of people and the transition time between entry and exit zones for tracking objects across blind regions of multiple cameras with non-overlapping FOVs. The main contribution of this paper is to estimate transition times between various entry and exit zones, and to graphically represent the camera topology as an undirected weighted graph using the transition probabilities.

Keywords: Surveillance, multiple camera, people tracking, topology.

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5492 Trajectory-Based Modified Policy Iteration

Authors: R. Sharma, M. Gopal

Abstract:

This paper presents a new problem solving approach that is able to generate optimal policy solution for finite-state stochastic sequential decision-making problems with high data efficiency. The proposed algorithm iteratively builds and improves an approximate Markov Decision Process (MDP) model along with cost-to-go value approximates by generating finite length trajectories through the state-space. The approach creates a synergy between an approximate evolving model and approximate cost-to-go values to produce a sequence of improving policies finally converging to the optimal policy through an intelligent and structured search of the policy space. The approach modifies the policy update step of the policy iteration so as to result in a speedy and stable convergence to the optimal policy. We apply the algorithm to a non-holonomic mobile robot control problem and compare its performance with other Reinforcement Learning (RL) approaches, e.g., a) Q-learning, b) Watkins Q(λ), c) SARSA(λ).

Keywords: Markov Decision Process (MDP), Mobile robot, Policy iteration, Simulation.

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5491 A New Image Encryption Approach using Combinational Permutation Techniques

Authors: A. Mitra, Y. V. Subba Rao, S. R. M. Prasanna

Abstract:

This paper proposes a new approach for image encryption using a combination of different permutation techniques. The main idea behind the present work is that an image can be viewed as an arrangement of bits, pixels and blocks. The intelligible information present in an image is due to the correlations among the bits, pixels and blocks in a given arrangement. This perceivable information can be reduced by decreasing the correlation among the bits, pixels and blocks using certain permutation techniques. This paper presents an approach for a random combination of the aforementioned permutations for image encryption. From the results, it is observed that the permutation of bits is effective in significantly reducing the correlation thereby decreasing the perceptual information, whereas the permutation of pixels and blocks are good at producing higher level security compared to bit permutation. A random combination method employing all the three techniques thus is observed to be useful for tactical security applications, where protection is needed only against a casual observer.

Keywords: Encryption, Permutation, Good key, Combinationalpermutation, Pseudo random index generator.

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5490 Development of a Complex Meteorological Support System for UAVs

Authors: Z. Bottyán, F. Wantuch, A. Z. Gyöngyösi, Z. Tuba, K. Hadobács, P. Kardos, R. Kurunczi

Abstract:

The sensitivity of UAVs to the atmospheric effects are apparent. All the same the meteorological support for the UAVs missions is often non-adequate or partly missing. In our paper we show a new complex meteorological support system for different types of UAVs pilots, specialists and decision makers, too. The mentioned system has two important parts with different forecasts approach such as the statistical and dynamical ones. The statistical prediction approach is based on a large climatological data base and the special analog method which is able to select similar weather situations from the mentioned data base to apply them during the forecasting procedure. The applied dynamic approach uses the specific WRF model runs twice a day and produces 96 hours, high resolution weather forecast for the UAV users over the Hungary. An easy to use web-based system can give important weather information over the Carpathian basin in Central-Europe. The mentioned products can be reached via internet connection.

Keywords: Aviation meteorology, statistical weather prediction, unmanned aerial systems, WRF.

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5489 Web Personalization to Build Trust in E-Commerce: A Design Science Approach

Authors: Choon Ling Sia, Yani Shi, Jiaqi Yan, Huaping Chen

Abstract:

With the development of the Internet, E-commerce is growing at an exponential rate, and lots of online stores are built up to sell their goods online. A major factor influencing the successful adoption of E-commerce is consumer-s trust. For new or unknown Internet business, consumers- lack of trust has been cited as a major barrier to its proliferation. As web sites provide key interface for consumer use of E-Commerce, we investigate the design of web site to build trust in E-Commerce from a design science approach. A conceptual model is proposed in this paper to describe the ontology of online transaction and human-computer interaction. Based on this conceptual model, we provide a personalized webpage design approach using Bayesian networks learning method. Experimental evaluation are designed to show the effectiveness of web personalization in improving consumer-s trust in new or unknown online store.

Keywords: Trust, Web site design, Human-ComputerInteraction, E-Commerce, Design science, Bayesian network.

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5488 A Communication Signal Recognition Algorithm Based on Holder Coefficient Characteristics

Authors: Hui Zhang, Ye Tian, Fang Ye, Ziming Guo

Abstract:

Communication signal modulation recognition technology is one of the key technologies in the field of modern information warfare. At present, communication signal automatic modulation recognition methods are mainly divided into two major categories. One is the maximum likelihood hypothesis testing method based on decision theory, the other is a statistical pattern recognition method based on feature extraction. Now, the most commonly used is a statistical pattern recognition method, which includes feature extraction and classifier design. With the increasingly complex electromagnetic environment of communications, how to effectively extract the features of various signals at low signal-to-noise ratio (SNR) is a hot topic for scholars in various countries. To solve this problem, this paper proposes a feature extraction algorithm for the communication signal based on the improved Holder cloud feature. And the extreme learning machine (ELM) is used which aims at the problem of the real-time in the modern warfare to classify the extracted features. The algorithm extracts the digital features of the improved cloud model without deterministic information in a low SNR environment, and uses the improved cloud model to obtain more stable Holder cloud features and the performance of the algorithm is improved. This algorithm addresses the problem that a simple feature extraction algorithm based on Holder coefficient feature is difficult to recognize at low SNR, and it also has a better recognition accuracy. The results of simulations show that the approach in this paper still has a good classification result at low SNR, even when the SNR is -15dB, the recognition accuracy still reaches 76%.

Keywords: Communication signal, feature extraction, holder coefficient, improved cloud model.

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5487 Transformation Method CIM to PIM: From Business Processes Models Defined in BPMN to Use Case and Class Models Defined in UML

Authors: Y. Rhazali, Y. Hadi, A. Mouloudi

Abstract:

This paper proposes a method to automatic transformation of CIM level to PIM level respecting the MDA approach. Our proposal is based on creating a good CIM level through well-defined rules allowing as achieving rich models that contain relevant information to facilitate the task of the transformation to the PIM level. We define, thereafter, an appropriate PIM level through various UML diagram. Next, we propose set rules to move from CIM to PIM. Our method follows the MDA approach by considering the business dimension in the CIM level through the use BPMN, standard modeling business of OMG, and the use of UML in PIM advocated by MDA in this level.

Keywords: Model transformation, MDA, CIM, PIM.

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5486 Customers 50+ Behavior in the Financial Market in the Czech Republic

Authors: K. Matušínská, H. Starzyczná, M. Stoklasa

Abstract:

The paper deals with behaviour of the segment 50+ in the financial market in the Czech Republic. This segment could be said as the strong market power and it can be a crucial business potential for financial business units. The main defined objective of this paper is analysis of the customers´ behaviour of the segment 50- 60 years in the financial market in the Czech Republic and proposal making of the suitable marketing approach to satisfy their demands in the area of product, price, distribution and marketing communication policy. This paper is based on data from one part of primary marketing research. Paper determinates the basic problem areas as well as definition of financial services marketing, defining the primary research problem, hypothesis and primary research methodology. Finally suitable marketing approach to selected sub segment at age of 50-60 years is proposed according to marketing research findings.

Keywords: Population aging in the Czech Republic, Segment 50-60 years, Financial services marketing, Marketing research, Marketing approach.

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5485 A Neural Computing-Based Approach for the Early Detection of Hepatocellular Carcinoma

Authors: Marina Gorunescu, Florin Gorunescu, Kenneth Revett

Abstract:

Hepatocellular carcinoma, also called hepatoma, most commonly appears in a patient with chronic viral hepatitis. In patients with a higher suspicion of HCC, such as small or subtle rising of serum enzymes levels, the best method of diagnosis involves a CT scan of the abdomen, but only at high cost. The aim of this study was to increase the ability of the physician to early detect HCC, using a probabilistic neural network-based approach, in order to save time and hospital resources.

Keywords: Early HCC diagnosis, probabilistic neural network.

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5484 Wasting Human and Computer Resources

Authors: Mária Csernoch, Piroska Biró

Abstract:

The legends about “user-friendly” and “easy-to-use” birotical tools (computer-related office tools) have been spreading and misleading end-users. This approach has led us to the extremely high number of incorrect documents, causing serious financial losses in the creating, modifying, and retrieving processes. Our research proved that there are at least two sources of this underachievement: (1) The lack of the definition of the correctly edited, formatted documents. Consequently, end-users do not know whether their methods and results are correct or not. They are not aware of their ignorance. They are so ignorant that their ignorance does not allow them to realize their lack of knowledge. (2) The end-users’ problem solving methods. We have found that in non-traditional programming environments end-users apply, almost exclusively, surface approach metacognitive methods to carry out their computer related activities, which are proved less effective than deep approach methods. Based on these findings we have developed deep approach methods which are based on and adapted from traditional programming languages. In this study, we focus on the most popular type of birotical documents, the text based documents. We have provided the definition of the correctly edited text, and based on this definition, adapted the debugging method known in programming. According to the method, before the realization of text editing, a thorough debugging of already existing texts and the categorization of errors are carried out. With this method in advance to real text editing users learn the requirements of text based documents and also of the correctly formatted text. The method has been proved much more effective than the previously applied surface approach methods. The advantages of the method are that the real text handling requires much less human and computer sources than clicking aimlessly in the GUI (Graphical User Interface), and the data retrieval is much more effective than from error-prone documents.

Keywords: Deep approach metacognitive methods, error-prone birotical documents, financial losses, human and computer resources.

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5483 Using Visual Technologies to Promote Excellence in Computer Science Education

Authors: Carol B. Collins, M. H. N Tabrizi

Abstract:

The purposes of this paper are to (1) promote excellence in computer science by suggesting a cohesive innovative approach to fill well documented deficiencies in current computer science education, (2) justify (using the authors' and others anecdotal evidence from both the classroom and the real world) why this approach holds great potential to successfully eliminate the deficiencies, (3) invite other professionals to join the authors in proof of concept research. The authors' experiences, though anecdotal, strongly suggest that a new approach involving visual modeling technologies should allow computer science programs to retain a greater percentage of prospective and declared majors as students become more engaged learners, more successful problem-solvers, and better prepared as programmers. In addition, the graduates of such computer science programs will make greater contributions to the profession as skilled problem-solvers. Instead of wearily rememorizing code as they move to the next course, students will have the problem-solving skills to think and work in more sophisticated and creative ways.

Keywords: Algorithms, CASE, UML, Problem-solving.

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5482 Adaptive Fourier Decomposition Based Signal Instantaneous Frequency Computation Approach

Authors: Liming Zhang

Abstract:

There have been different approaches to compute the analytic instantaneous frequency with a variety of background reasoning and applicability in practice, as well as restrictions. This paper presents an adaptive Fourier decomposition and (α-counting) based instantaneous frequency computation approach. The adaptive Fourier decomposition is a recently proposed new signal decomposition approach. The instantaneous frequency can be computed through the so called mono-components decomposed by it. Due to the fast energy convergency, the highest frequency of the signal will be discarded by the adaptive Fourier decomposition, which represents the noise of the signal in most of the situation. A new instantaneous frequency definition for a large class of so-called simple waves is also proposed in this paper. Simple wave contains a wide range of signals for which the concept instantaneous frequency has a perfect physical sense. The α-counting instantaneous frequency can be used to compute the highest frequency for a signal. Combination of these two approaches one can obtain the IFs of the whole signal. An experiment is demonstrated the computation procedure with promising results.

Keywords: Adaptive Fourier decomposition, Fourier series, signal processing, instantaneous frequency

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5481 The Effect of Main Factors on Forces during FSJ Processing of AA2024 Aluminum

Authors: Dunwen Zuo, Yongfang Deng, Bo Song

Abstract:

An attempt is made here to measure the forces of three directions, under conditions of different feed speeds, different tilt angles of tool and without or with the pin on the tool, by using octagonal ring dynamometer in the AA2024 aluminum FSJ (Friction Stir Joining) process, and investigate how four main factors influence forces in the FSJ process. It is found that, high feed speed lead to small feed force and small lateral force, but high feed speed leads to large feed force in the stable joining stage of process. As the rotational speed increasing, the time of axial force drop from the maximum to the minimum required increased in the push-up process. In the stable joining stage, the rotational speed has little effect on the feed force; large rotational speed leads to small lateral force and axial force. The maximum axial force increases as the tilt angle of tool increases at the downward movement stage. At the moment of start feeding, as tilt angle of tool increases, the amplitudes of the axial force increasing become large. In the stable joining stage, with the increase of tilt angle of tool, the axial force is increased, the lateral force is decreased, and the feed force almost unchanged. The tool with pin will decrease axial force in the downward movement stage. The feed force and lateral force will increase, but the axial force will reduced in the stable joining stage by using the tool with pin compare to by using the tool without pin.

Keywords: FSJ, force factor, AA2024, friction stir joining.

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5480 High Level Synthesis of Digital Filters Based On Sub-Token Forwarding

Authors: Iyad F. Jafar, Sandra J. Alrawashdeh, Ban K. Alhamayel

Abstract:

High level synthesis (HLS) is a process which generates register-transfer level design for digital systems from behavioral description. There are many HLS algorithms and commercial tools. However, most of these algorithms consider a behavioral description for the system when a single token is presented to the system. This approach does not exploit extra hardware efficiently, especially in the design of digital filters where common operations may exist between successive tokens. In this paper, we modify the behavioral description to process multiple tokens in parallel. However, this approach is unlike the full processing that requires full hardware replication. It exploits the presence of common operations between successive tokens. The performance of the proposed approach is better than sequential processing and approaches that of full parallel processing as the hardware resources are increased.

Keywords: Digital filters, High level synthesis, Sub-token forwarding

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5479 An Application of Extreme Value Theory as a Risk Measurement Approach in Frontier Markets

Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

Abstract:

In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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5478 Bottom Up Text Mining through Hierarchical Document Representation

Authors: Y. Djouadi., F. Souam.

Abstract:

Most of the existing text mining approaches are proposed, keeping in mind, transaction databases model. Thus, the mined dataset is structured using just one concept: the “transaction", whereas the whole dataset is modeled using the “set" abstract type. In such cases, the structure of the whole dataset and the relationships among the transactions themselves are not modeled and consequently, not considered in the mining process. We believe that taking into account structure properties of hierarchically structured information (e.g. textual document, etc ...) in the mining process, can leads to best results. For this purpose, an hierarchical associations rule mining approach for textual documents is proposed in this paper and the classical set-oriented mining approach is reconsidered profits to a Direct Acyclic Graph (DAG) oriented approach. Natural languages processing techniques are used in order to obtain the DAG structure. Based on this graph model, an hierarchical bottom up algorithm is proposed. The main idea is that each node is mined with its parent node.

Keywords: Graph based association rules mining, Hierarchical document structure, Text mining.

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5477 Secret Communications Using Synchronized Sixth-Order Chuas's Circuits

Authors: López-Gutiérrez R.M., Rodríguez-Orozco E., Cruz-Hernández C., Inzunza-González E., Posadas-Castillo C., García-Guerrero E.E., Cardoza-Avendaño L.

Abstract:

In this paper, we use Generalized Hamiltonian systems approach to synchronize a modified sixth-order Chua's circuit, which generates hyperchaotic dynamics. Synchronization is obtained between the master and slave dynamics with the slave being given by an observer. We apply this approach to transmit private information (analog and binary), while the encoding remains potentially secure.

Keywords: Hyperchaos synchronization, sixth-order Chua's circuit, observers, simulation, secure communication.

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5476 Using Textual Pre-Processing and Text Mining to Create Semantic Links

Authors: Ricardo Avila, Gabriel Lopes, Vania Vidal, Jose Macedo

Abstract:

This article offers a approach to the automatic discovery of semantic concepts and links in the domain of Oil Exploration and Production (E&P). Machine learning methods combined with textual pre-processing techniques were used to detect local patterns in texts and, thus, generate new concepts and new semantic links. Even using more specific vocabularies within the oil domain, our approach has achieved satisfactory results, suggesting that the proposal can be applied in other domains and languages, requiring only minor adjustments.

Keywords: Semantic links, data mining, linked data, SKOS.

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5475 Two Approaches to Code Mobility in an Agent-based E-commerce System

Authors: Costin Badica, Maria Ganzha, Marcin Paprzycki

Abstract:

Recently, a model multi-agent e-commerce system based on mobile buyer agents and transfer of strategy modules was proposed. In this paper a different approach to code mobility is introduced, where agent mobility is replaced by local agent creation supplemented by similar code mobility as in the original proposal. UML diagrams of agents involved in the new approach to mobility and the augmented system activity diagram are presented and discussed.

Keywords: Agent system, agent mobility, code mobility, e-commerce, UML formalization.

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5474 A Parallel Architecture for the Real Time Correction of Stereoscopic Images

Authors: Zohir Irki, Michel Devy

Abstract:

In this paper, we will present an architecture for the implementation of a real time stereoscopic images correction's approach. This architecture is parallel and makes use of several memory blocs in which are memorized pre calculated data relating to the cameras used for the acquisition of images. The use of reduced images proves to be essential in the proposed approach; the suggested architecture must so be able to carry out the real time reduction of original images.

Keywords: Image reduction, Real-time correction, Parallel architecture, Parallel treatment.

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5473 Response Surface Methodology Approach to Defining Ultrafiltration of Steepwater from Corn Starch Industry

Authors: Zita I. Šereš, Ljubica P. Dokić, Dragana M. Šoronja Simović, Cecilia Hodur, Zsuzsanna Laszlo, Ivana Nikolić, Nikola Maravić

Abstract:

In this work the concentration of steepwater from corn starch industry is monitored using ultrafiltration membrane. The aim was to examine the conditions of ultrafiltration of steepwater by applying the membrane of 2.5nm. The parameters that vary during the course of ultrafiltration, were the transmembrane pressure, flow rate, while the permeate flux and the dry matter content of permeate and retentate were the dependent parameter constantly monitored during the process. Experiments of ultrafiltration are conducted on the samples of steepwater, which were obtained from the starch wet milling plant „Jabuka“ Pancevo. The procedure of ultrafiltration on a single-channel 250mm lenght, with inner diameter of 6.8mm and outer diameter of 10mm membrane were carried on. The membrane is made of a-Al2O3 with TiO2 layer obtained from GEA (Germany). The experiments are carried out at a flow rate ranging from 100 to 200lh-1 and transmembrane pressure of 1-3 bars. During the experiments of steepwater ultrafiltration, the change of permeate flux, dry matter content of permeate and retentate, as well as the absorbance changes of the permeate and retentate were monitored. The experimental results showed that the maximum flux reaches about 40lm-2h-1. For responses obtained after experiments, a polynomial model of the second degree is established to evaluate and quantify the influence of the variables. The quadratic equitation fits with the experimental values, where the coefficient of determination for flux is 0.96. The dry matter content of the retentate is increased for about 6%, while the dry matter content of permeate was reduced for about 35-40%, respectively. During steepwater ultrafiltration in permeate stays 40% less dry matter compared to the feed.

Keywords: Ultrafiltration, steepwater, starch industry, ceramic membrane.

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