Search results for: maximum likelihood estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2651

Search results for: maximum likelihood estimation

1511 Web Driving Performance Monitoring System

Authors: Ahmad Aljaafreh

Abstract:

Safer driver behavior promoting is the main goal of this paper. It is a fact that drivers behavior is relatively safer when being monitored. Thus, in this paper, we propose a monitoring system to report specific driving event as well as the potentially aggressive events for estimation of the driving performance. Our driving monitoring system is composed of two parts. The first part is the in-vehicle embedded system which is composed of a GPS receiver, a two-axis accelerometer, radar sensor, OBD interface, and GPRS modem. The design considerations that led to this architecture is described in this paper. The second part is a web server where an adaptive hierarchical fuzzy system is proposed to classify the driving performance based on the data that is sent by the in-vehicle embedded system and the data that is provided by the geographical information system (GIS). Our system is robust, inexpensive and small enough to fit inside a vehicle without distracting the driver.

Keywords: Driving monitoring system, In-vehicle embedded system, Hierarchical fuzzy system.

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1510 Fighter Aircraft Selection Using Neutrosophic Multiple Criteria Decision Making Analysis

Authors: C. Ardil

Abstract:

Fuzzy set and intuitionistic fuzzy set are dealing with the imprecision and uncertainty inherent in a complex decision problem. However, sometimes these theories are not sufficient to model indeterminate and inconsistent information encountered in real-life problems. To overcome this insufficiency, the neutrosophic set, which is useful in practical applications, is proposed, triangular neutrosophic numbers and trapezoidal neutrosophic numbers are examined, their definitions and applications are discussed. In this study, a decision making algorithm is developed using neutrosophic set processes and an application is given in fighter aircraft selection as an example of a decision making problem. The estimation of the fighter aircraft selection with the neutrosophic multiple criteria decision analysis method is examined.  

Keywords: neutrosophic set, multiple criteria decision making analysis, fighter aircraft selection, MCDMA, neutrosophic numbers

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1509 Estimating an Optimal Neighborhood Size in the Spherical Self-Organizing Feature Map

Authors: Alexandros Leontitsis, Archana P. Sangole

Abstract:

This article presents a short discussion on optimum neighborhood size selection in a spherical selforganizing feature map (SOFM). A majority of the literature on the SOFMs have addressed the issue of selecting optimal learning parameters in the case of Cartesian topology SOFMs. However, the use of a Spherical SOFM suggested that the learning aspects of Cartesian topology SOFM are not directly translated. This article presents an approach on how to estimate the neighborhood size of a spherical SOFM based on the data. It adopts the L-curve criterion, previously suggested for choosing the regularization parameter on problems of linear equations where their right-hand-side is contaminated with noise. Simulation results are presented on two artificial 4D data sets of the coupled Hénon-Ikeda map.

Keywords: Parameter estimation, self-organizing feature maps, spherical topology.

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1508 Recognition by Online Modeling – a New Approach of Recognizing Voice Signals in Linear Time

Authors: Jyh-Da Wei, Hsin-Chen Tsai

Abstract:

This work presents a novel means of extracting fixedlength parameters from voice signals, such that words can be recognized in linear time. The power and the zero crossing rate are first calculated segment by segment from a voice signal; by doing so, two feature sequences are generated. We then construct an FIR system across these two sequences. The parameters of this FIR system, used as the input of a multilayer proceptron recognizer, can be derived by recursive LSE (least-square estimation), implying that the complexity of overall process is linear to the signal size. In the second part of this work, we introduce a weighting factor λ to emphasize recent input; therefore, we can further recognize continuous speech signals. Experiments employ the voice signals of numbers, from zero to nine, spoken in Mandarin Chinese. The proposed method is verified to recognize voice signals efficiently and accurately.

Keywords: Speech Recognition, FIR system, Recursive LSE, Multilayer Perceptron

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1507 CO-OFDM DSP Channel Estimation

Authors: Pranav Ravikumar, Arunabha Bera, Vijay K. Mehra, Anand Kumar

Abstract:

This paper solves the Non Linear Schrodinger Equation using the Split Step Fourier method for modeling an optical fiber. The model generates a complex wave of optical pulses and using the results obtained two graphs namely Loss versus Wavelength and Dispersion versus Wavelength are generated. Taking Chromatic Dispersion and Polarization Mode Dispersion losses into account, the graphs generated are compared with the graphs formulated by JDS Uniphase Corporation which uses standard values of dispersion for optical fibers. The graphs generated when compared with the JDS Uniphase Corporation plots were found to be more or less similar thus verifying that the model proposed is right. MATLAB software was used for doing the modeling.

Keywords: Modulation, Non Linear Schrodinger Equation, Optical fiber, Split Step Fourier Method.

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1506 Hospital Facility Location Selection Using Permanent Analytics Process

Authors: C. Ardil

Abstract:

In this paper, a new MCDMA approach, the permanent analytics process is proposed to assess the immovable valuation criteria and their significance in the placement of the healthcare facility. Five decision factors are considered for the value and selection of immovables. In the multiple factor selection problems, the priority vector of the criteria used to compare several immovables is first determined using the permanent analytics method, a mathematical model for the multiple criteria decisionmaking process. Then, to demonstrate the viability and efficacy of the suggested approach, twenty potential candidate locations were evaluated using the hospital site selection problem's decision criteria. The ranking accuracy of estimation was evaluated using composite programming, which took into account both the permanent analytics process and the weighted multiplicative model. 

Keywords: Hospital Facility Location Selection, Permanent Analytics Process, Multiple Criteria Decision Making (MCDM)

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1505 A Comparative Study of Image Segmentation Algorithms

Authors: Mehdi Hosseinzadeh, Parisa Khoshvaght

Abstract:

In some applications, such as image recognition or compression, segmentation refers to the process of partitioning a digital image into multiple segments. Image segmentation is typically used to locate objects and boundaries (lines, curves, etc.) in images. Image segmentation is to classify or cluster an image into several parts (regions) according to the feature of image, for example, the pixel value or the frequency response. More precisely, image segmentation is the process of assigning a label to every pixel in an image such that pixels with the same label share certain visual characteristics. The result of image segmentation is a set of segments that collectively cover the entire image, or a set of contours extracted from the image. Several image segmentation algorithms were proposed to segment an image before recognition or compression. Up to now, many image segmentation algorithms exist and be extensively applied in science and daily life. According to their segmentation method, we can approximately categorize them into region-based segmentation, data clustering, and edge-base segmentation. In this paper, we give a study of several popular image segmentation algorithms that are available.

Keywords: Image Segmentation, hierarchical segmentation, partitional segmentation, density estimation.

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1504 A Brief Review on Recent Trends in Alternative Sources of Energy

Authors: Divya S., Jibin Joseph

Abstract:

Alternative energy is any energy source that is an alternative to fossil fuel. These alternatives are intended to address concerns about such fossil fuels. Today, because of the variety of energy choices and differing goals of their advocates, defining some energy types as "alternative" is highly controversial. Most of the recent and existing alternative sources of energy are discussed below

Keywords: Athra Quinone Disulphonic Acid (AQDS), Renewable Methanol (RM), Solid Oxide Fuel Cell (SOFC), Maximum Power Point Tracking (MPPT).

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1503 Image Modeling Using Gibbs-Markov Random Field and Support Vector Machines Algorithm

Authors: Refaat M Mohamed, Ayman El-Baz, Aly A. Farag

Abstract:

This paper introduces a novel approach to estimate the clique potentials of Gibbs Markov random field (GMRF) models using the Support Vector Machines (SVM) algorithm and the Mean Field (MF) theory. The proposed approach is based on modeling the potential function associated with each clique shape of the GMRF model as a Gaussian-shaped kernel. In turn, the energy function of the GMRF will be in the form of a weighted sum of Gaussian kernels. This formulation of the GMRF model urges the use of the SVM with the Mean Field theory applied for its learning for estimating the energy function. The approach has been tested on synthetic texture images and is shown to provide satisfactory results in retrieving the synthesizing parameters.

Keywords: Image Modeling, MRF, Parameters Estimation, SVM Learning.

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1502 Improvement of the Q-System Using the Rock Engineering System: A Case Study of Water Conveyor Tunnel of Azad Dam

Authors: S. Golmohammadi, M. Noorian Bidgoli

Abstract:

Because the status and mechanical parameters of discontinuities in the rock mass are included in the calculations, various methods of rock engineering classification are often used as a starting point for the design of different types of structures. The Q-system is one of the most frequently used methods for stability analysis and determination of support systems of underground structures in rock, including tunnel. In this method, six main parameters of the rock mass, namely, the Rock Quality Designation (RQD), joint set number (Jn), joint roughness number (Jr), joint alteration number (Ja), joint water parameter (Jw) and Stress Reduction Factor (SRF) are required. In this regard, in order to achieve a reasonable and optimal design, identifying the effective parameters for the stability of the mentioned structures is one of the most important goals and the most necessary actions in rock engineering. Therefore, it is necessary to study the relationships between the parameters of a system and how they interact with each other and, ultimately, the whole system. In this research, it has been attempted to determine the most effective parameters (key parameters) from the six parameters of rock mass in the Q-system using the Rock Engineering System (RES) method to improve the relationships between the parameters in the calculation of the Q value. The RES system is, in fact, a method by which one can determine the degree of cause and effect of a system's parameters by making an interaction matrix. In this research, the geomechanical data collected from the water conveyor tunnel of Azad Dam were used to make the interaction matrix of the Q-system. For this purpose, instead of using the conventional methods that are always accompanied by defects such as uncertainty, the Q-system interaction matrix is coded using a technique that is actually a statistical analysis of the data and determining the correlation coefficient between them. So, the effect of each parameter on the system is evaluated with greater certainty. The results of this study show that the formed interaction matrix provides a reasonable estimate of the effective parameters in the Q-system. Among the six parameters of the Q-system, the SRF and Jr parameters have the maximum and minimum impact on the system, respectively, and also the RQD and Jw parameters have the maximum and minimum impact on the system, respectively. Therefore, by developing this method, we can obtain a more accurate relation to the rock mass classification by weighting the required parameters in the Q-system.

Keywords: Q-system, Rock Engineering System, statistical analysis, rock mass, tunnel.

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1501 Calculation of a Sustainable Quota Harvesting of Long-Tailed Macaque (Macaca fascicularis Raffles) in Their Natural Habitats

Authors: Y. Santosa, D. A. Rahman, C. Wulan, A. H. Mustari

Abstract:

The global demand for long-tailed macaques for medical experimentation has continued to increase. Fulfillment of Indonesian export demands has been mostly from natural habitats, based on a harvesting quota. This quota has been determined according to the total catch for a given year, and not based on consideration of any demographic parameters or physical environmental factors with regard to the animal; hence threatening the sustainability of the various populations. It is therefore necessary to formulate a method for calculating a sustainable harvesting quota, based on population parameters in natural habitats. Considering the possibility of variations in habitat characteristics and population parameters, a time series observation of demographic and physical/biotic parameters, in various habitats, was performed on 13 groups of long-tailed macaques, distributed throughout the West Java, Lampung and Yogyakarta areas of Indonesia. These provinces were selected for comparison of the influence of human/tourism activities. Data on population parameters that was collected included data on life expectancy according to age class, numbers of individuals by sex and age class, and ‘ratio of infants to reproductive females’. The estimation of population growth was based on a population dynamic growth model: the Leslie matrix. The harvesting quota was calculated as being the difference between the actual population size and the MVP (minimum viable population) for each sex and age class. Observation indicated that there were variations within group size (24–106 individuals), gender (sex) ratio (1:1 to 1:1.3), life expectancy value (0.30 to 0.93), and ‘ratio of infants to reproductive females’ (0.23 to 1.56). Results of subsequent calculations showed that sustainable harvesting quotas for each studied group of long-tailed macaques, ranged from 29 to 110 individuals. An estimation model of the MVP for each age class was formulated as Log Y = 0.315 + 0.884 Log Ni (number of individual on ith age class). This study also found that life expectancy for the juvenile age class was affected by the humidity under tree stands, and dietary plants’ density at sapling, pole and tree stages (equation: Y=2.296 – 1.535 RH + 0.002 Kpcg – 0.002 Ktg – 0.001 Kphn, R2 = 89.6% with a significance value of 0.001). By contrast, for the sub-adult-adult age class, life expectancy was significantly affected by slope (equation: Y=0.377 = 0.012 Kml, R2 = 50.4%, with significance level of 0.007). The infant-toreproductive- female ratio was affected by humidity under tree stands, and dietary plant density at sapling and pole stages (equation: Y = - 1.432 + 2.172 RH – 0.004 Kpcg + 0.003 Ktg, R2 = 82.0% with significance level of 0.001). This research confirmed the importance of population parameters in determining the minimum viable population, and that MVP varied according to habitat characteristics (especially food availability). It would be difficult therefore, to formulate a general mathematical equation model for determining a harvesting quota for the species as a whole.

Keywords: Harvesting, long-tailed macaque, population, quota.

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1500 Grade and Maximum Tumor Dimension as Determinants of Lymphadenectomy in Patients with Endometrioid Endometrial Cancer (EEC)

Authors: Ali A. Bazzi, Ameer Hamza, Riley O’Hara, Kimberly Kado, Karen H. Hagglund, Lamia Fathallah, Robert T. Morris

Abstract:

Introduction: Endometrial Cancer is a common gynecologic malignancy primarily treated with complete surgical staging, which may include complete pelvic and para-aortic lymphadenectomy. The role of lymphadenectomy is controversial, especially the intraoperative indications for the procedure. Three factors are important in decision to proceed with lymphadenectomy: Myometrial invasion, maximum tumor dimension, and histology. Many institutions incorporate these criteria in varying degrees in the decision to proceed with lymphadenectomy. This investigation assesses the use of intraoperatively measured MTD with and without pre-operative histologic grade. Methods: This study compared retrospectively EEC patients with intraoperatively measured MTD ≤2 cm to those with MTD >2 cm from January 1, 2002 to August 31, 2017. This assessment compared those with MTD ≤ 2cm with endometrial biopsy (EB) grade 1-2 to patients with MTD > 2cm with EB grade 3. Lymph node metastasis (LNM), recurrence, and survival were compared in these groups. Results: This study reviewed 222 patient cases. In tumors > 2 cm, LNM occurred in 20% cases while in tumors ≤ 2 cm, LNM was found in 6% cases (p=0.04). Recurrence and mean survival based on last follow up visit in these two groups were not statistically different (p=0.78 and 0.36 respectively). Data demonstrated a trend that when combined with preoperative EB International Federation of Gynecology and Obstetrics (FIGO) grade, a higher proportion of patients with EB FIGO Grade 3 and MTD > 2 cm had LNM compared to those with EB FIGO Grade 1-2 and MTD ≤ 2 cm (43% vs, 11%, p=0.06). LNM was found in 15% of cases in which lymphadenectomy was performed based on current practices, whereas if the criteria of EB FIGO 3 and MTD > 2 cm were used the incidence of LNM would have been 44% cases. However, using this criterion, two patients would not have had their nodal metastases detected. Compared to the current practice, the sensitivity and specificity of the proposed criteria would be 60% and 81%, respectively. The PPV and NPV would be 43% and 90%, respectively. Conclusion: The results indicate that MTD combined with EB FIGO grade can detect LNM in a higher proportion of cases when compared to current practice. MTD combined with EB FIGO grade may eliminate the need of frozen section sampling in a substantial number of cases.

Keywords: Endometrial cancer, FIGO grade, lymphadenectomy, tumor size.

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1499 ANFIS Approach for Locating Faults in Underground Cables

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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1498 Prediction Heating Values of Lignocellulosics from Biomass Characteristics

Authors: Kaltima Phichai, Pornchanoke Pragrobpondee, Thaweesak Khumpart, Samorn Hirunpraditkoon

Abstract:

The paper provides biomasses characteristics by proximate analysis (volatile matter, fixed carbon and ash) and ultimate analysis (carbon, hydrogen, nitrogen and oxygen) for the prediction of the heating value equations. The heating value estimation of various biomasses can be used as an energy evaluation. Thirteen types of biomass were studied. Proximate analysis was investigated by mass loss method and infrared moisture analyzer. Ultimate analysis was analyzed by CHNO analyzer. The heating values varied from 15 to 22.4MJ kg-1. Correlations of the calculated heating value with proximate and ultimate analyses were undertaken using multiple regression analysis and summarized into three and two equations, respectively. Correlations based on proximate analysis illustrated that deviation of calculated heating values from experimental heating values was higher than the correlations based on ultimate analysis.

Keywords: Heating value equation, Proximate analysis, Ultimate analysis.

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1497 Direct Transient Stability Assessment of Stressed Power Systems

Authors: E. Popov, N. Yorino, Y. Zoka, Y. Sasaki, H. Sugihara

Abstract:

This paper discusses the performance of critical trajectory method (CTrj) for power system transient stability analysis under various loading settings and heavy fault condition. The method obtains Controlling Unstable Equilibrium Point (CUEP) which is essential for estimation of power system stability margins. The CUEP is computed by applying the CTrjto the boundary controlling unstable equilibrium point (BCU) method. The Proposed method computes a trajectory on the stability boundary that starts from the exit point and reaches CUEP under certain assumptions. The robustness and effectiveness of the method are demonstrated via six power system models and five loading conditions. As benchmark is used conventional simulation method whereas the performance is compared with and BCU Shadowing method.

Keywords: Power system, Transient stability, Critical trajectory method, Energy function method.

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1496 Household Demand for Solid Waste Disposal Options in Malaysia

Authors: Pek Chuen-Khee, Jamal Othman

Abstract:

This paper estimates the economic values of household preference for enhanced solid waste disposal services in Malaysia. The contingent valuation (CV) method estimates an average additional monthly willingness-to-pay (WTP) in solid waste management charges of Ôé¼0.77 to 0.80 for improved waste disposal services quality. The finding of a slightly higher WTP from the generic CV question than that of label-specific, further reveals a higher WTP for sanitary landfill, at Ôé¼0.90, than incineration, at Ôé¼0.63. This suggests that sanitary landfill is a more preferred alternative. The logistic regression estimation procedure reveals that household-s concern of where their rubbish is disposed, age, ownership of house, household income and format of CV question are significant factors in influencing WTP.

Keywords: contingent valuation, logistic regression, solid waste disposal, willingness-to-pay.

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1495 Aliasing Free and Additive Error in Spectra for Alpha Stable Signals

Authors: R. Sabre

Abstract:

This work focuses on the symmetric alpha stable process with continuous time frequently used in modeling the signal with indefinitely growing variance, often observed with an unknown additive error. The objective of this paper is to estimate this error from discrete observations of the signal. For that, we propose a method based on the smoothing of the observations via Jackson polynomial kernel and taking into account the width of the interval where the spectral density is non-zero. This technique allows avoiding the “Aliasing phenomenon” encountered when the estimation is made from the discrete observations of a process with continuous time. We have studied the convergence rate of the estimator and have shown that the convergence rate improves in the case where the spectral density is zero at the origin. Thus, we set up an estimator of the additive error that can be subtracted for approaching the original signal without error.

Keywords: Spectral density, stable processes, aliasing, p-adic.

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1494 Optimal Estimation of Surface Reflectance from Landsat TM Visible and Mid Infrared Data over Penang Island

Authors: H. S. Lim, M. Z. MatJafri, K. Abdullah, N. Mohd. Saleh

Abstract:

Retrieval of the surface reflectance is important in the remotely sensed data analysis to obtain the atmospheric reflectance or atmospheric correction. The relationship between visible and mid infrared reflectance over land was investigated and developed in this study. The surface reflectances of the two visible bands were measured using a handheld spectroradiometer collected around Penang Island. In this study, we use the assumption that the 2.1 μm band is not affected by aerosol and it is transparent to most aerosol types (except dust). Therefore the satellite observed signal is the same as the surface signal in 2.1 μm band. The correlation between the surface reflectance measured by the spectroradiometer in the blue and red region and the 2.1 μm observed by the satellite has been established. We investigate five dates of Landsat TM scenes in this study. The finding obtained by this study indicates that the surface reflectance can be retrieved from the 2.1 μm band.

Keywords: Surface Reflectance, Landsat TM, Aerosol, Spectroradiometer.

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1493 Target Signal Detection Using MUSIC Spectrum in Noise Environment

Authors: Sangjun Park, Sangbae Jeong, Moonsung Han, Minsoo hahn

Abstract:

In this paper, a target signal detection method using multiple signal classification (MUSIC) algorithm is proposed. The MUSIC algorithm is a subspace-based direction of arrival (DOA) estimation method. The algorithm detects the DOAs of multiple sources using the inverse of the eigenvalue-weighted eigen spectra. To apply the algorithm to target signal detection for GSC-based beamforming, we utilize its spectral response for the target DOA in noisy conditions. For evaluation of the algorithm, the performance of the proposed target signal detection method is compared with that of the normalized cross-correlation (NCC), the fixed beamforming, and the power ratio method. Experimental results show that the proposed algorithm significantly outperforms the conventional ones in receiver operating characteristics(ROC) curves.

Keywords: Beamforming, direction of arrival, multiple signal classification, target signal detection.

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1492 Performance, Emission and Combustion Characteristics of a Variable Compression Ratio Diesel Engine Fueled with Karanj Biodiesel and Its Blends

Authors: Ajay V. Kolhe, R. E. Shelke, S. S. Khandare

Abstract:

The use of biodiesel in conventional diesel engines results in substantial reduction of unburned hydrocarbon, carbon monoxide and particulate matters. The performance, emission and combustion characteristics of a single cylinder four stroke variable compression ratio engine when fueled with Karanja (Pongamia) methyl ester and its 10-50 % blends with diesel (on a volume basis) are investigated and compared with standard diesel. The suitability of karanja methyl ester as a biofuel has been established in this study. The useful brake power obtained is similar to diesel fuel for all loads. Experiment has been conducted at a fixed engine speed of 1500 rpm, variable load and at compression ratios of 17.5:1 and 18.5:1. The impact of compression ratio on fuel consumption, combustion pressures and exhaust gas emissions has been investigated and presented. Optimum compression ratio which gives best performance has been identified. The results indicate longer ignition delay, maximum rate of pressure rise, lower heat release rate and higher mass fraction burnt at higher compression ratio for pongamia oil methyl ester when compared to that of diesel. The brake thermal efficiency for pongamia oil methyl ester blends and diesel has been calculated and the blend B20 is found to give maximum thermal efficiency. The blends when used as fuel results in reduction of carbon monoxide, hydrocarbon and increase in nitrogen oxides emissions. PME as an oxygenated fuel generated more complete combustion, which means increased torque and power. This is also supported with higher thermal efficiencies of the PME blends. NOx is slightly increased due to the higher combustion temperature and the presence of fuel oxygen with the blend at full load. PME as a new Biodiesel and its blends can be used in diesel engines without any engine modification.

Keywords: Variable compression ratio CI engine, performance, combustion, emissions, biodiesel.

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1491 Estimation of Groundwater Recovery by Recharge in the Agricultural Area

Authors: Tsutomu Ichikawa

Abstract:

The Kumamoto area, Kyushu, Japan has 1,041km2 in area and about 1milion in population. This area is a greatest area in Japan which depends on groundwater for all of drinking water. Quantity of this local groundwater use is about 200MCM during the year. It is understood that the main recharging area of groundwater exist in the rice field zone which have high infiltrate height ahead of 100mm/ day of the irrigated water located in the middle area of the Shira-River Basin. However, by decrease of the paddy-rice planting area by urbanization and an acreage reduction policy, the groundwater income and expenditure turned worse. Then Kumamoto city and four companies expended financial support to increase recharging water to underground by ponded water in the field from 2004. In this paper, the author reported the situation of recovery of groundwater by recharge and estimates the efficiency of recharge by statistical method.

Keywords: Groundwater recharge, groundwater level, spring water, paddy field.

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1490 Problems Occurring in the Process of Audit by Taking into Consideration their Theoretic Aspects against the Background of Reforms Conducted in a Country: The Example of Georgia

Authors: Levan Sabauri

Abstract:

The purpose of this article is an examination of the meaning of theoretic aspects of audit in the context of solving of specific problems of the audit. The audit’s aim is the estimation of financial statements by the auditor, i.e. if they are prepared according to the basic requirements of current financial statements. By examination of concrete examples, we can clearly see problems created in an audit and in often cases, those contradictions which can be caused by incompliance of matters regulated by legislation and by reality. An important part of this work is the analysis of reform in the direction of business accounting, statements and audit in Georgia and its comparison with EU countries. In the article, attention is concentrated on the analysis of specific problems of auditing practice and ways of their solving by taking into consideration theoretical aspects of the audit are proposed.

Keywords: Audit, auditor, auditor’s ethic code, auditor’s risk, financial statement, objectivity.

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1489 UD Covariance Factorization for Unscented Kalman Filter using Sequential Measurements Update

Authors: H. Ghanbarpour Asl, S. H. Pourtakdoust

Abstract:

Extended Kalman Filter (EKF) is probably the most widely used estimation algorithm for nonlinear systems. However, not only it has difficulties arising from linearization but also many times it becomes numerically unstable because of computer round off errors that occur in the process of its implementation. To overcome linearization limitations, the unscented transformation (UT) was developed as a method to propagate mean and covariance information through nonlinear transformations. Kalman filter that uses UT for calculation of the first two statistical moments is called Unscented Kalman Filter (UKF). Square-root form of UKF (SRUKF) developed by Rudolph van der Merwe and Eric Wan to achieve numerical stability and guarantee positive semi-definiteness of the Kalman filter covariances. This paper develops another implementation of SR-UKF for sequential update measurement equation, and also derives a new UD covariance factorization filter for the implementation of UKF. This filter is equivalent to UKF but is computationally more efficient.

Keywords: Unscented Kalman filter, Square-root unscentedKalman filter, UD covariance factorization, Target tracking.

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1488 The Analysis of TRACE/PARCS in the Simulation of Ultimate Response Guideline for Lungmen ABWR

Authors: J. R. Wang, W.Y. Li, H.T. Lin, B.H. Lee, C. Shih, S.W. Chen

Abstract:

In this research, the TRACE/PARCS model of  Lungmen ABWR has been developed for verification of ultimate  response guideline (URG) efficiency. This ultimate measure was  named as DIVing plan, abbreviated from system depressurization,  water injection and containment venting. The simulation initial  condition is 100% rated power/100% rated core flow. This research  focuses on the estimation of the time when the fuel might be damaged  with no water injection by using TRACE/PARCS first. Then, the  effect of the reactor core isolation system (RCIC), control  depressurization and ac-independent water addition system (ACIWA),  which can provide the injection with 950 gpm are also estimated for  the station blackout (SBO) transient.

 

Keywords: ABWR, TRACE, safety analysis, PARCS.

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1487 Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

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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1486 Development of Autonomous Cable Inspection Robot for Nuclear Power Plant

Authors: Jae-Kyung LEE, Byung-Hak CHO, Kyung-Nam Jang, Sun-Chul Jung, Ki-Yong OH, Joon-Young PARK, Jong-Seog Kim

Abstract:

The cables in a nuclear power plant are designed to be used for about 40 years in safe operation environment. However, the heat and radiation in the nuclear power plant causes the rapid performance deterioration of cables in nuclear vessels and heat exchangers, which requires cable lifetime estimation. The most accurate method of estimating the cable lifetime is to evaluate the cables in a laboratory. However, removing cables while the plant is operating is not allowed because of its safety and cost. In this paper, a robot system to estimate the cable lifetime in nuclear power plants is developed and tested. The developed robot system can calculate a modulus value to estimate the cable lifetime even when the nuclear power plant is in operation.

Keywords: Autonomous robot, Cable Inspection, Indenter, Nuclear Power Plant

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1485 On Bayesian Analysis of Failure Rate under Topp Leone Distribution using Complete and Censored Samples

Authors: N. Feroze, M. Aslam

Abstract:

The article is concerned with analysis of failure rate (shape parameter) under the Topp Leone distribution using a Bayesian framework. Different loss functions and a couple of noninformative priors have been assumed for posterior estimation. The posterior predictive distributions have also been derived. A simulation study has been carried to compare the performance of different estimators. A real life example has been used to illustrate the applicability of the results obtained. The findings of the study suggest  that the precautionary loss function based on Jeffreys prior and singly type II censored samples can effectively be employed to obtain the Bayes estimate of the failure rate under Topp Leone distribution.

Keywords: loss functions, type II censoring, posterior distribution, Bayes estimators.

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1484 Social Organization of Kazakhstani Business under Conditions of Customs Union and Common Free Market Zone: Empirical Study Practice

Authors: Zh. Nurbekova, Z. Zhanazarova, A. Beissenova

Abstract:

This article is devoted to the analysis of results of sociological researches carried out by authors directed on studying of opinion of representatives of small, medium and big business on formation of the Customs Union, Common Free Market Zone with participation of Kazakhstan, Russia and Belarus. It-s forecasted that companies, their branches will interpenetrate with registration and moving their businesses to regions with more beneficial conditions. They say that in Kazakhstan there are more profitable geo-strategic operating environment for business and lower taxes. Russia using this opportunity will create new conditions for expansion into other countries of Central Asia and China. Opinions of participants of questionnaire and expert poll different in estimation of value of these two integration mechanisms since market segments on the one hand extend, but also on the other hand - loss of exclusive influence in certain fields of activity.

Keywords: Customs Union, Kazakhstan, sociological research.

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1483 Speech Enhancement of Vowels Based on Pitch and Formant Frequency

Authors: R. Rishma Rodrigo, R. Radhika, M. Vanitha Lakshmi

Abstract:

Numerous signal processing based speech enhancement systems have been proposed to improve intelligibility in the presence of noise. Traditionally, studies of neural vowel encoding have focused on the representation of formants (peaks in vowel spectra) in the discharge patterns of the population of auditory-nerve (AN) fibers. A method is presented for recording high-frequency speech components into a low-frequency region, to increase audibility for hearing loss listeners. The purpose of the paper is to enhance the formant of the speech based on the Kaiser window. The pitch and formant of the signal is based on the auto correlation, zero crossing and magnitude difference function. The formant enhancement stage aims to restore the representation of formants at the level of the midbrain. A MATLAB software’s are used for the implementation of the system with low complexity is developed.

Keywords: Formant estimation, formant enhancement, pitch detection, speech analysis.

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1482 Contact Drying Simulation of Particulate Materials: A Comprehensive Approach

Authors: Marco Intelvi, Apolinar Picado, Joaquín Martínez

Abstract:

In this work, simulation algorithms for contact drying of agitated particulate materials under vacuum and at atmospheric pressure were developed. The implementation of algorithms gives a predictive estimation of drying rate curves and bulk bed temperature during contact drying. The calculations are based on the penetration model to describe the drying process, where all process parameters such as heat and mass transfer coefficients, effective bed properties, gas and liquid phase properties are estimated with proper correlations. Simulation results were compared with experimental data from the literature. In both cases, simulation results were in good agreement with experimental data. Few deviations were identified and the limitations of the predictive capabilities of the models are discussed. The programs give a good insight of the drying behaviour of the analysed powders.

Keywords: Agitated bed, Atmospheric pressure, Penetrationmodel, Vacuum

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