Search results for: Facial expression identification

Authors: Rajeev Ranjan Sahay

Abstract:

Transient storage zones along the flow paths of rivers have great influence on the dispersion of pollutants that are either accidentally or otherwise led into them. The speed with which these pollution clouds get transported and dispersed downstream is, to a large extent, explained by the longitudinal dispersion coefficients in the free-flowing zones of rivers (Kf). In the present work, a new empirical expression for Kf has been derived employing genetic programming (GP) on published dispersion data. The proposed expression uses few hydraulic and geometric characteristics of a river that are readily available to field engineers. Based on various performance indices, the proposed expression is found superior to other existing expression for Kf.

Keywords: Dispersion, parameter estimation, rivers, transient pollutant.

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Authors: Adriana Alexandru, Eleonora Tudora, Ovidiu Bica

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This paper is an overview of the structure of Radio Frequency Identification (RFID) systems and radio frequency bands used by RFID technology. It also presents a solution based on the application of RFID for brand authentication, traceability and tracking, by implementing a production management system and extending its use to traders.

Keywords: Radio Frequency Identification, Tag, Tag reader, Traceability.

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Authors: Mohamed Tarek Khadir, Damien Fay, Ahmed Boughrira

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Short term electricity demand forecasts are required by power utilities for efficient operation of the power grid. In a competitive market environment, suppliers and large consumers also require short term forecasts in order to estimate their energy requirements in advance. Electricity demand is influenced (among other things) by the day of the week, the time of year and special periods and/or days such as Ramadhan, all of which must be identified prior to modelling. This identification, known as day-type identification, must be included in the modelling stage either by segmenting the data and modelling each day-type separately or by including the day-type as an input. Day-type identification is the main focus of this paper. A Kohonen map is employed to identify the separate day-types in Algerian data.

Keywords: Day type identification, electricity Load, Kohonenmaps, load forecasting.

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Authors: Mauricio Pe˜na, Adriana Luna, Carol Rodr´ıguez

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In the following article we begin from a multi-parameter unstable nonlinear model of a Quadrotor. We design a control to stabilize and assure the attitude of the device, starting off a linearized system at the equilibrium point of the null angles of Euler (hover), which provides us a control with limited capacities at small angles of rotation of the vehicle in three dimensions. In order to clear this obstacle, we propose the identification of models in different angles by means of simulations and the design of a controller specifically implemented for the identification task, that in future works will allow the development of controllers according to fast and agile angles of Euler for Quadrotor.

Keywords: Quadrotor, model, control, identification.

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Authors: Zhongjie Wang, Xiaofei Xu, Dechen Zhan

Abstract:

With deep development of software reuse, componentrelated technologies have been widely applied in the development of large-scale complex applications. Component identification (CI) is one of the primary research problems in software reuse, by analyzing domain business models to get a set of business components with high reuse value and good reuse performance to support effective reuse. Based on the concept and classification of CI, its technical stack is briefly discussed from four views, i.e., form of input business models, identification goals, identification strategies, and identification process. Then various CI methods presented in literatures are classified into four types, i.e., domain analysis based methods, cohesion-coupling based clustering methods, CRUD matrix based methods, and other methods, with the comparisons between these methods for their advantages and disadvantages. Additionally, some insufficiencies of study on CI are discussed, and the causes are explained subsequently. Finally, it is concluded with some significantly promising tendency about research on this problem.

Keywords: Business component, component granularity, component identification, reuse performance.

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Authors: J. Florescu, T. Vinay, L. Wang

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A fault detection and identification (FDI) technique is presented to create a fault tolerant control system (FTC). The fault detection is achieved by monitoring the position of the light source using an array of light sensors. When a decision is made about the presence of a fault an identification process is initiated to locate the faulty component and reconfigure the controller signals. The signals provided by the sensors are predictable; therefore the existence of a fault is easily identified. Identification of the faulty sensor is based on the dynamics of the frame. The technique is not restricted to a particular type of controllers and the results show consistency.

Keywords: algorithm, detection and diagnostic, fault-tolerantcontrol, fault detection and identification.

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Authors: D. R. Ambika, K. R. Radhika, D. Seshachalam

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Unconstrained authentication is an important component for personal automated systems and human-computer interfaces. Existing solutions mostly use face as the primary object of analysis. The performance of face-based systems is largely determined by the extent of deformation caused in the facial region and amount of useful information available in occluded face images. Periocular region is a useful portion of face with discriminative ability coupled with resistance to deformation. A reliable portion of periocular area is available for occluded images. The present work demonstrates that joint representation of periocular texture and periocular structure provides an effective expression and poses invariant representation. The proposed methodology provides an effective and compact description of periocular texture and shape. The method is tested over four benchmark datasets exhibiting varied acquisition conditions.

Keywords: Periocular authentication, Zernike moments, LBPV, shape and texture fusion.

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Authors: Jafar Ahmadi, Nafiseh Noormohammadi, Sedigheh Fabriki Ourang

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GRF, Growth regulating factor, genes encode a novel class of plant-specific transcription factors. The GRF proteins play a role in the regulation of cell numbers in young and growing tissues and may act as transcription activations in growth and development of plants. Identification of GRF genes and their expression are important in plants to performance of the growth and development of various organs. In this study, to better understanding the structural and functional differences of GRFs family, 45 GRF proteins sequences in A. thaliana, Z. mays, O. sativa, B. napus, B. rapa, H. vulgare and S. bicolor, have been collected and analyzed through bioinformatics data mining. As a result, in secondary structure of GRFs, the number of alpha helices was more than beta sheets and in all of them QLQ domains were completely in the biggest alpha helix. In all GRFs, QLQ and WRC domains were completely protected except in AtGRF9. These proteins have no trans-membrane domain and due to have nuclear localization signals act in nuclear and they are component of unstable proteins in the test tube.

Keywords: Domain, Gene Family, GRF, Motif.

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Authors: R. Padilla, C. F. F. Costa Filho, M. G. F. Costa

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In the past years a lot of effort has been made in the field of face detection. The human face contains important features that can be used by vision-based automated systems in order to identify and recognize individuals. Face location, the primary step of the vision-based automated systems, finds the face area in the input image. An accurate location of the face is still a challenging task. Viola-Jones framework has been widely used by researchers in order to detect the location of faces and objects in a given image. Face detection classifiers are shared by public communities, such as OpenCV. An evaluation of these classifiers will help researchers to choose the best classifier for their particular need. This work focuses of the evaluation of face detection classifiers minding facial landmarks.

Keywords: Face datasets, face detection, facial landmarking, haar wavelets, Viola-Jones detectors.

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Authors: O.M. Mohamed vall, M. Radhi

Abstract:

This work presents a recursive identification algorithm. This algorithm relates to the identification of closed loop system with Variable Structure Controller. The approach suggested includes two stages. In the first stage a genetic algorithm is used to obtain the parameters of switching function which gives a control signal rich in commutations (i.e. a control signal whose spectral characteristics are closest possible to those of a white noise signal). The second stage consists in the identification of the system parameters by the instrumental variable method and using the optimal switching function parameters obtained with the genetic algorithm. In order to test the validity of this algorithm a simulation example is presented.

Keywords: Closed loop identification, variable structure controller, pseud-random binary sequence, genetic algorithms.

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Authors: R. Hashemi, M.H.Kargarnovin

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This paper presents the identification of the impact force acting on a simply supported beam. The force identification is an inverse problem in which the measured response of the structure is used to determine the applied force. The identification problem is formulated as an optimization problem and the genetic algorithm is utilized to solve the optimization problem. The objective function is calculated on the difference between analytical and measured responses and the decision variables are the location and magnitude of the applied force. The results from simulation show the effectiveness of the approach and its robustness vs. the measurement noise and sensor location.

Keywords: Genetic Algorithm, Inverse problem, Optimization, Vibration.

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Authors: Tharini N. de Silva, Xiao Zhibo, Zhao Rui, Mao Kezhi

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Causal relation identification is a crucial task in information extraction and knowledge discovery. In this work, we present two approaches to causal relation identification. The first is a classification model trained on a set of knowledge-based features. The second is a deep learning based approach training a model using convolutional neural networks to classify causal relations. We experiment with several different convolutional neural networks (CNN) models based on previous work on relation extraction as well as our own research. Our models are able to identify both explicit and implicit causal relations as well as the direction of the causal relation. The results of our experiments show a higher accuracy than previously achieved for causal relation identification tasks.

Keywords: Causal relation identification, convolutional neural networks, natural Language Processing, Machine Learning.

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Authors: R. Balamurugan, A. M. Natarajan, K. Premalatha

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Microarray gene expression data play a vital in biological processes, gene regulation and disease mechanism. Biclustering in gene expression data is a subset of the genes indicating consistent patterns under the subset of the conditions. Finding a biclustering is an optimization problem. In recent years, swarm intelligence techniques are popular due to the fact that many real-world problems are increasingly large, complex and dynamic. By reasons of the size and complexity of the problems, it is necessary to find an optimization technique whose efficiency is measured by finding the near optimal solution within a reasonable amount of time. In this paper, the algorithmic concepts of the Particle Swarm Optimization (PSO), Shuffled Frog Leaping (SFL) and Cuckoo Search (CS) algorithms have been analyzed for the four benchmark gene expression dataset. The experiment results show that CS outperforms PSO and SFL for 3 datasets and SFL give better performance in one dataset. Also this work determines the biological relevance of the biclusters with Gene Ontology in terms of function, process and component.

Keywords: Particle swarm optimization, Shuffled frog leaping, Cuckoo search, biclustering, gene expression data.

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Authors: Chunming Xu

Abstract:

Sparse representation which can represent high dimensional data effectively has been successfully used in computer vision and pattern recognition problems. However, it doesn-t consider the label information of data samples. To overcome this limitation, we develop a novel dimensionality reduction algorithm namely dscriminatively regularized sparse subspace learning(DR-SSL) in this paper. The proposed DR-SSL algorithm can not only make use of the sparse representation to model the data, but also can effective employ the label information to guide the procedure of dimensionality reduction. In addition,the presented algorithm can effectively deal with the out-of-sample problem.The experiments on gene-expression data sets show that the proposed algorithm is an effective tool for dimensionality reduction and gene-expression data classification.

Keywords: sparse representation, dimensionality reduction, labelinformation, sparse subspace learning, gene-expression data classification.

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Authors: Ružarovský, Roman, Danišová, Nina, Velíšek, Karol

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In this contribution is presented a complex design of individual objects identification in the workplace of intelligent assembly cell. Intelligent assembly cell is situated at Institute of Manufacturing Systems and Applied Mechanics and is used for pneumatic actuator assembly. Pneumatic actuator components are pneumatic roller, cover, piston and spring. Two identification objects alternatives for assembly are designed in the workplace of industrial robot. In the contribution is evaluated and selected suitable alternative for identification – 2D codes reader. The complex design of individual object identification is going out of intelligent manufacturing systems knowledge. Intelligent assembly and manufacturing systems as systems of new generation are gradually loaded in to the mechanical production, when they are removeing human operation out of production process and they also short production times.

Keywords: system, cell, intelligent, mechanics, device

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Authors: Robert Niese, Ayoub Al-Hamadi, Bernd Michaelis

Abstract:

In modern human computer interaction systems (HCI), emotion recognition is becoming an imperative characteristic. The quest for effective and reliable emotion recognition in HCI has resulted in a need for better face detection, feature extraction and classification. In this paper we present results of feature space analysis after briefly explaining our fully automatic vision based emotion recognition method. We demonstrate the compactness of the feature space and show how the 2d/3d based method achieves superior features for the purpose of emotion classification. Also it is exposed that through feature normalization a widely person independent feature space is created. As a consequence, the classifier architecture has only a minor influence on the classification result. This is particularly elucidated with the help of confusion matrices. For this purpose advanced classification algorithms, such as Support Vector Machines and Artificial Neural Networks are employed, as well as the simple k- Nearest Neighbor classifier.

Keywords: Facial expression analysis, Feature extraction, Image processing, Pattern Recognition, Application.

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Authors: Stefanie Rukavina, Sascha Gruss, Steffen Walter, Holger Hoffmann, Harald C. Traue

Abstract:

OPEN_EmoRec_II is an open multimodal corpus with experimentally induced emotions. In the first half of the experiment, emotions were induced with standardized picture material and in the second half during a human-computer interaction (HCI), realized with a wizard-of-oz design. The induced emotions are based on the dimensional theory of emotions (valence, arousal and dominance). These emotional sequences - recorded with multimodal data (facial reactions, speech, audio and physiological reactions) during a naturalistic-like HCI-environment one can improve classification methods on a multimodal level. This database is the result of an HCI-experiment, for which 30 subjects in total agreed to a publication of their data including the video material for research purposes*. The now available open corpus contains sensory signal of: video, audio, physiology (SCL, respiration, BVP, EMG Corrugator supercilii, EMG Zygomaticus Major) and facial reactions annotations.

Keywords: Open multimodal emotion corpus, annotated labels.

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Authors: Stefanie Rukavina, Sascha Gruss, Steffen Walter, Holger Hoffmann, Harald C. Traue

Abstract:

OPEN_EmoRec_II is an open multimodal corpus with experimentally induced emotions. In the first half of the experiment, emotions were induced with standardized picture material and in the second half during a human-computer interaction (HCI), realized with a wizard-of-oz design. The induced emotions are based on the dimensional theory of emotions (valence, arousal and dominance). These emotional sequences - recorded with multimodal data (facial reactions, speech, audio and physiological reactions) during a naturalistic-like HCI-environment one can improve classification methods on a multimodal level. This database is the result of an HCI-experiment, for which 30 subjects in total agreed to a publication of their data including the video material for research purposes*. The now available open corpus contains sensory signal of: video, audio, physiology (SCL, respiration, BVP, EMG Corrugator supercilii, EMG Zygomaticus Major) and facial reactions annotations.

Keywords: Open multimodal emotion corpus, annotated labels.

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Authors: Abdallah S. Abdallah, Mohamad A bou El-Nasr, A. Lynn Abbott

Abstract:

This paper presents a new color face image database for benchmarking of automatic face detection algorithms and human skin segmentation techniques. It is named the VT-AAST image database, and is divided into four parts. Part one is a set of 286 color photographs that include a total of 1027 faces in the original format given by our digital cameras, offering a wide range of difference in orientation, pose, environment, illumination, facial expression and race. Part two contains the same set in a different file format. The third part is a set of corresponding image files that contain human colored skin regions resulting from a manual segmentation procedure. The fourth part of the database has the same regions converted into grayscale. The database is available on-line for noncommercial use. In this paper, descriptions of the database development, organization, format as well as information needed for benchmarking of algorithms are depicted in detail.

Keywords: Image database, color image analysis, facedetection, skin segmentation.

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Authors: Rungsinee Phongpradist, Sawitree Chiampanichayakul, Singkome Tima, Teruna J. Siahaan, Cory J. Berkland, Songyot Anuchapreeda, Chadarat Ampasavate

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The expression of LFA-1 diverges from the physiological condition, thus active targeting carrier can provide the benefits from difference into LFA-1 expression in various conditions. Here, the selectivity of cIBR-conjugated nanoparticles (cIBR-NPs), in terms of uptake, was investigated using PBMCs, Mixed PBMCMolt- 3 cells and Molt-3 cells. The expressions of LFA-1 on Molt-3 cells, from flow cytometry and Western blot, possessed the highest level whereas PBMCs showed the lowest level. The kinetic uptake profiles of cIBR-NPs were obtained by flow cytometry, which the degree of cellular uptake presented a similar trend with the level of LFA-1 indicating the influence of LFA-1 expression on the cellular uptake of cIBR-NPs. The conformation of LFA-1 had a slight effect on the cellular uptake of cIBR-NPs. Overall we demonstrated that cIBR-NPs enhanced cellular uptake and improved the selectivity of drug carriers to LFA-1 on the leukemia cells, which related with the order of LFA-1 expression.

Keywords: cIBR, LFA-1, Molt-3, PBMCs

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Authors: Qiu Chen, Koji Kotani, Feifei Lee, Tadahiro Ohmi

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In this paper, we propose an improved face recognition algorithm using histogram-based features in spatial and frequency domains. For adding spatial information of the face to improve recognition performance, a region-division (RD) method is utilized. The facial area is firstly divided into several regions, then feature vectors of each facial part are generated by Binary Vector Quantization (BVQ) histogram using DCT coefficients in low frequency domains, as well as Local Binary Pattern (LBP) histogram in spatial domain. Recognition results with different regions are first obtained separately and then fused by weighted averaging. Publicly available ORL database is used for the evaluation of our proposed algorithm, which is consisted of 40 subjects with 10 images per subject containing variations in lighting, posing, and expressions. It is demonstrated that face recognition using RD method can achieve much higher recognition rate.

Keywords: Face recognition, Binary vector quantization (BVQ), Local Binary Patterns (LBP), DCT coefficients.

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Authors: Hiba Hasan, Khalid Raza

Abstract:

Reverse engineering of genetic regulatory network involves the modeling of the given gene expression data into a form of the network. Computationally it is possible to have the relationships between genes, so called gene regulatory networks (GRNs), that can help to find the genomics and proteomics based diagnostic approach for any disease. In this paper, clustering based method has been used to reconstruct genetic regulatory network from time series gene expression data. Supercoiled data set from Escherichia coli has been taken to demonstrate the proposed method.

Keywords: Gene expression, gene regulatory networks (GRNs), clustering, data preprocessing, network visualization.

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Authors: Uun Yanuhar

Abstract:

The purpose of research was to know the role of immunogenic protein of 49 kDa from V.alginolyticus which capable to initiate molecule expression of MHC Class II in receptor of Cromileptes altivelis. The method used was in vivo experimental research through testing of immunogenic protein 49 kDa from V.alginolyticus at Cromileptes altivelis (size of 250 - 300 grams) using 3 times booster by injecting an immunogenic protein in a intramuscular manner. Response of expressed MHC molecule was shown using immunocytochemistry method and SEM. Results indicated that adhesin V.alginolyticus 49 kDa which have immunogenic character could trigger expression of MHC class II on receptor of grouper and has been proven by staining using immunocytochemistry and SEM with labeling using antibody anti MHC (anti mouse). This visible expression based on binding between epitopes antigen and antibody anti MHC in the receptor. Using immunocytochemistry, intracellular response of MHC to in vivo induction of immunogenic adhesin from V.alginolyticus was shown.

Keywords: C.altivelis, immunogenic, MHC, V.alginolyticus.

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Authors: Fiona Browne, Huiru Zheng, Haiying Wang, Francisco Azuaje

Abstract:

Recent years have seen a growing trend towards the integration of multiple information sources to support large-scale prediction of protein-protein interaction (PPI) networks in model organisms. Despite advances in computational approaches, the combination of multiple “omic" datasets representing the same type of data, e.g. different gene expression datasets, has not been rigorously studied. Furthermore, there is a need to further investigate the inference capability of powerful approaches, such as fullyconnected Bayesian networks, in the context of the prediction of PPI networks. This paper addresses these limitations by proposing a Bayesian approach to integrate multiple datasets, some of which encode the same type of “omic" data to support the identification of PPI networks. The case study reported involved the combination of three gene expression datasets relevant to human heart failure (HF). In comparison with two traditional methods, Naive Bayesian and maximum likelihood ratio approaches, the proposed technique can accurately identify known PPI and can be applied to infer potentially novel interactions.

Keywords: Bayesian network, Classification, Data integration, Protein interaction networks.

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Authors: Rajeev R. Sahay

Abstract:

Rivers have transient storage or dead zones where injected pollutants or solutes are entrapped for considerable period of time, known as residence time, before being released into the main flowing zones of rivers. In this study, a new empirical expression for residence time, implementing genetic programming on published dispersion data, has been derived. The proposed expression uses few hydraulic and geometric characteristics of rivers which are normally known to the authorities. When compared with some reported expressions, based on various statistical indices, it can be concluded that the proposed expression predicts the residence time of pollutants in natural rivers more accurately.

Keywords: Parameter estimation, pollutant transport, residence time, rivers, transient storage.

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Authors: Asadullah I. Qazi, Mansoor Ahsan, Zahir Ashraf, Uzair Ahmad

Abstract:

System identification of an Unmanned Aerial Vehicle (UAV), to acquire its mathematical model, is a significant step in the process of aircraft flight automation. The need for reliable mathematical model is an established requirement for autopilot design, flight simulator development, aircraft performance appraisal, analysis of aircraft modifications, preflight testing of prototype aircraft and investigation of fatigue life and stress distribution etc.  This research is aimed at system identification of a fixed wing UAV by means of specifically designed flight experiment. The purposely designed flight maneuvers were performed on the UAV and aircraft states were recorded during these flights. Acquired data were preprocessed for noise filtering and bias removal followed by parameter estimation of longitudinal dynamics transfer functions using MATLAB system identification toolbox. Black box identification based transfer function models, in response to elevator and throttle inputs, were estimated using least square error   technique. The identification results show a high confidence level and goodness of fit between the estimated model and actual aircraft response.

Keywords: Black box modeling, fixed wing aircraft, least square error, longitudinal dynamics, system identification.

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Authors: A. Shukla, A. Tarsauliya, R. Tiwari, S. Sharma

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Cancer classification to their corresponding cohorts has been key area of research in bioinformatics aiming better prognosis of the disease. High dimensionality of gene data has been makes it a complex task and requires significance data identification technique in order to reducing the dimensionality and identification of significant information. In this paper, we have proposed a novel approach for classification of oral cancer into metastasis positive and negative patients. We have used significance analysis of microarrays (SAM) for identifying significant genes which constitutes gene signature. 3 different gene signatures were identified using SAM from 3 different combination of training datasets and their classification accuracy was calculated on corresponding testing datasets using k-Nearest Neighbour (kNN), Fuzzy C-Means Clustering (FCM), Support Vector Machine (SVM) and Backpropagation Neural Network (BPNN). A final gene signature of only 9 genes was obtained from above 3 individual gene signatures. 9 gene signature-s classification capability was compared using same classifiers on same testing datasets. Results obtained from experimentation shows that 9 gene signature classified all samples in testing dataset accurately while individual genes could not classify all accurately.

Keywords: Cancer, Gene Signature, SAM, Classification.

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Authors: Tamara Nestorović, Jean Lefèvre, Stefan Ringwelski, Ulrich Gabbert

Abstract:

Two approaches for model development of a smart acoustic box are suggested in this paper: the finite element (FE) approach and the subspace identification. Both approaches result in a state-space model, which can be used for obtaining the frequency responses and for the controller design. In order to validate the developed FE model and to perform the subspace identification, an experimental set-up with the acoustic box and dSPACE system was used. Experimentally obtained frequency responses show good agreement with the frequency responses obtained from the FE model and from the identified model.

Keywords: Acoustic box, experimental verification, finite element model, subspace identification.

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Authors: Pricillia Priska Sianita

Abstract:

An aesthetic facial profile is one of the goals in Orthodontics treatment. However, this is not easily achieved, especially in patients with Class II Division 1 malocclusion who have the clinical characteristics of convex profile and significant skeletal discrepancy due to mandibular growth deficiency. Malocclusion with skeletal problems require proper treatment timing for growth stimulation, and it must be done in early age and in need of good cooperation from the patient. If this is not done and the patient has passed the growth period, the ideal treatment is orthognathic surgery which is more complicated and more painful. The growth stimulation of skeletal malocclusion requires a careful cephalometric evaluation ranging from diagnosis to determine the parts that require stimulation to post-treatment evaluation to see the success achieved through changes in the measurement of the skeletal parameters shown in the cephalometric analysis. This case report aims to describe skeletal changes cephalometrically that were achieved through orthodontic treatment in growing period. Material and method: Lateral Cephalograms, pre-treatment, and post-treatment of cases of Class II Division 1 malocclusion is selected from a collection of cephalometric radiographic in a private clinic. The Cephalogram is then traced and measured for the skeletal parameters. The result is noted as skeletal condition data of pre-treatment and post-treatment. Furthermore, superimposition is done to see the changes achieved. The results show that growth stimulation through orthodontic treatment can solve the skeletal problem of Class II Division 1 malocclusion and the skeletal changes that occur can be verified through cephalometric analysis. The skeletal changes have an impact on the improvement of patient's facial profile. To sum up, the treatment timing on a skeletal malocclusion is very important to obtain satisfactory results for the improvement of the aesthetic facial profile, and skeletal changes can be verified through cephalometric evaluation of pre- and post-treatment.

Keywords: Cephalometric evaluation, Class II Division 1 malocclusion, growth stimulation, skeletal changes, skeletal problems.

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Authors: Alexander Efremov

Abstract:

A system for market identification (SMI) is presented. The resulting representations are multivariable dynamic demand models. The market specifics are analyzed. Appropriate models and identification techniques are chosen. Multivariate static and dynamic models are used to represent the market behavior. The steps of the first stage of SMI, named data preprocessing, are mentioned. Next, the second stage, which is the model estimation, is considered in more details. Stepwise linear regression (SWR) is used to determine the significant cross-effects and the orders of the model polynomials. The estimates of the model parameters are obtained by a numerically stable estimator. Real market data is used to analyze SMI performance. The main conclusion is related to the applicability of multivariate dynamic models for representation of market systems.

Keywords: market identification, dynamic models, stepwise regression.

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