Search results for: Small area estimation
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4728

Search results for: Small area estimation

4638 Small Signal Stability Assessment of MEPE Test System in Free and Open Source Software

Authors: Kyaw Myo Lin

Abstract:

This paper presents small signal stability study carried over the 140-Bus, 31-Machine, 5-Area MEPE system and validated on free and open source software: PSAT. Well-established linearalgebra analysis, eigenvalue analysis, is employed to determine the small signal dynamic behavior of test system. The aspects of local and interarea oscillations which may affect the operation and behavior of power system are analyzed. Eigenvalue analysis is carried out to investigate the small signal behavior of test system and the participation factors have been determined to identify the participation of the states in the variation of different mode shapes. Also, the variations in oscillatory modes are presented to observe the damping performance of the test system.

Keywords: Eigenvalue analysis, Mode shapes, MEPE test system, Participation factors, Power System oscillations.

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4637 Variogram Fitting Based on the Wilcoxon Norm

Authors: Hazem Al-Mofleh, John Daniels, Joseph McKean

Abstract:

Within geostatistics research, effective estimation of the variogram points has been examined, particularly in developing robust alternatives. The parametric fit of these variogram points which eventually defines the kriging weights, however, has not received the same attention from a robust perspective. This paper proposes the use of the non-linear Wilcoxon norm over weighted non-linear least squares as a robust variogram fitting alternative. First, we introduce the concept of variogram estimation and fitting. Then, as an alternative to non-linear weighted least squares, we discuss the non-linear Wilcoxon estimator. Next, the robustness properties of the non-linear Wilcoxon are demonstrated using a contaminated spatial data set. Finally, under simulated conditions, increasing levels of contaminated spatial processes have their variograms points estimated and fit. In the fitting of these variogram points, both non-linear Weighted Least Squares and non-linear Wilcoxon fits are examined for efficiency. At all levels of contamination (including 0%), using a robust estimation and robust fitting procedure, the non-weighted Wilcoxon outperforms weighted Least Squares.

Keywords: Non-Linear Wilcoxon, robust estimation, Variogram estimation.

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4636 Multiple Subcarrier Indoor Geolocation System in MIMO-OFDM WLAN APs Structure

Authors: Abdul Hafiizh, Shigeki Obote, Kenichi Kagoshima

Abstract:

This report aims to utilize existing and future Multiple-Input Multiple-Output Orthogonal Frequency Division Multiplexing Wireless Local Area Network (MIMO-OFDM WLAN) systems characteristics–such as multiple subcarriers, multiple antennas, and channel estimation characteristics–for indoor location estimation systems based on the Direction of Arrival (DOA) and Radio Signal Strength Indication (RSSI) methods. Hybrid of DOA-RSSI methods also evaluated. In the experimental data result, we show that location estimation accuracy performances can be increased by minimizing the multipath fading effect. This is done using multiple subcarrier frequencies over wideband frequencies to estimate one location. The proposed methods are analyzed in both a wide indoor environment and a typical room-sized office. In the experiments, WLAN terminal locations are estimated by measuring multiple subcarriers from arrays of three dipole antennas of access points (AP). This research demonstrates highly accurate, robust and hardware-free add-on software for indoor location estimations based on a MIMO-OFDM WLAN system.

Keywords: Direction of Arrival (DOA), Indoor location estimation method, Multipath Fading, MIMO-OFDM, Received Signal Strength Indication (RSSI), WLAN, Hybrid DOA-RSSI

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4635 A Novel Stator Resistance Estimation Method and Control Design of Speed-Sensorless Induction Motor Drives

Authors: N. Ben Si Ali, N. Benalia, N. Zarzouri

Abstract:

Speed sensorless systems are intensively studied during recent years; this is mainly due to their economical benefit and fragility of mechanical sensors and also the difficulty of installing this type of sensor in many applications. These systems suffer from instability problems and sensitivity to parameter mismatch at low speed operation. In this paper an analysis of adaptive observer stability with stator resistance estimation is given.

Keywords: Motor drive, sensorless control, adaptive observer, stator resistance estimation.

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4634 Spread Spectrum Code Estimation by Genetic Algorithm

Authors: V. R. Asghari, M. Ardebilipour

Abstract:

In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.

Keywords: Code estimation, genetic algorithms, spread spectrum.

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4633 Accuracy of Small Field of View CBCT in Determining Endodontic Working Length

Authors: N. L. S. Ahmad, Y. L. Thong, P. Nambiar

Abstract:

An in vitro study was carried out to evaluate the feasibility of small field of view (FOV) cone beam computed tomography (CBCT) in determining endodontic working length. The objectives were to determine the accuracy of CBCT in measuring the estimated preoperative working lengths (EPWL), endodontic working lengths (EWL) and file lengths. Access cavities were prepared in 27 molars. For each root canal, the baseline electronic working length was determined using an EAL (Raypex 5). The teeth were then divided into overextended, non-modified and underextended groups and the lengths were adjusted accordingly. Imaging and measurements were made using the respective software of the RVG (Kodak RVG 6100) and CBCT units (Kodak 9000 3D). Root apices were then shaved and the apical constrictions viewed under magnification to measure the control working lengths. The paired t-test showed a statistically significant difference between CBCT EPWL and control length but the difference was too small to be clinically significant. From the Bland Altman analysis, the CBCT method had the widest range of 95% limits of agreement, reflecting its greater potential of error. In measuring file lengths, RVG had a bigger window of 95% limits of agreement compared to CBCT. Conclusions: (1) The clinically insignificant underestimation of the preoperative working length using small FOV CBCT showed that it is acceptable for use in the estimation of preoperative working length. (2) Small FOV CBCT may be used in working length determination but it is not as accurate as the currently practiced method of using the EAL. (3) It is also more accurate than RVG in measuring file lengths.

Keywords: Accuracy, CBCT, endodontic, measurement.

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4632 A Study on Fundamental Problems for Small and Medium Agricultural Machinery Industries in Central Region Area

Authors: P. Thepnarintra, S. Nikorn

Abstract:

Agricultural machinery industry plays an important role in the industrial development especially the production industry of the country. There has been continuing development responding to the higher demand of the production. However, the problem in agricultural machinery production still exists. Thus, the purpose of this research is to investigate problems on fundamental factors of industry based on the entrepreneurs’ point of view. The focus was on the small and medium size industry receiving factory license type number 0660 from the Department of Industrial Works. The investigation was on the comparison between the management of the small and medium size agricultural industry in 3 provinces in the central region of Thailand. Population in this study consisted of 189 company managers or managing directors, of which 101 were from the small size and 88 were from the medium size industry. The data were analyzed to find percentage, arithmetic mean, and standard deviation with independent sample T-test at the statistical significance .05. The results showed that the small and medium size agricultural machinery manufacturers in the central region of Thailand reported high problems in every aspect. When compared the problems on basic factors in running the business, it was found that there was no statistically difference at .05 in managing of the small and medium size agricultural machinery manufacturers. However, there was a statistically significant difference between the small and medium size agricultural machinery manufacturers on the aspect of policy and services of the government. The problems reported by the small and medium size agricultural machinery manufacturers were the services on public tap water and the problem on politic and stability of the country.

Keywords: Agricultural machinery, manufacturers, problems, on running the business.

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4631 Optimization of Distributed Processors for Power System: Kalman Filters using Petri Net

Authors: Anant Oonsivilai, Kenedy A. Greyson

Abstract:

The growth and interconnection of power networks in many regions has invited complicated techniques for energy management services (EMS). State estimation techniques become a powerful tool in power system control centers, and that more information is required to achieve the objective of EMS. For the online state estimator, assuming the continuous time is equidistantly sampled with period Δt, processing events must be finished within this period. Advantage of Kalman Filtering (KF) algorithm in using system information to improve the estimation precision is utilized. Computational power is a major issue responsible for the achievement of the objective, i.e. estimators- solution at a small sampled period. This paper presents the optimum utilization of processors in a state estimator based on KF. The model used is presented using Petri net (PN) theory.

Keywords: Kalman filters, model, Petri Net, power system, sequential State estimator.

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4630 Effectiveness of Business Software Systems Development and Enhancement Projects versus Work Effort Estimation Methods

Authors: Beata Czarnacka-Chrobot

Abstract:

Execution of Business Software Systems (BSS) Development and Enhancement Projects (D&EP) is characterized by the exceptionally low effectiveness, leading to considerable financial losses. The general reason for low effectiveness of such projects is that they are inappropriately managed. One of the factors of proper BSS D&EP management is suitable (reliable and objective) method of project work effort estimation since this is what determines correct estimation of its major attributes: project cost and duration. BSS D&EP is usually considered to be accomplished effectively if product of a planned functionality is delivered without cost and time overrun. The goal of this paper is to prove that choosing approach to the BSS D&EP work effort estimation has a considerable influence on the effectiveness of such projects execution.

Keywords: Business software systems, development and enhancement projects, effectiveness, work effort estimation methods, software product size, software product functionality, project duration, project cost.

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4629 Wireless Backhauling for 5G Small Cell Networks

Authors: Abdullah A. Al Orainy

Abstract:

Small cell backhaul solutions need to be cost-effective, scalable, and easy to install. This paper presents an overview of small cell backhaul technologies. Wireless solutions including TV white space, satellite, sub-6 GHz radio wave, microwave and mmWave with their backhaul characteristics are discussed. Recent research on issues like beamforming, backhaul architecture, precoding and large antenna arrays, and energy efficiency for dense small cell backhaul with mmWave communications is reviewed. Recent trials of 5G technologies are summarized.

Keywords: Backhaul, Small Cells, Wireless, 5G.

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4628 The Impact of Rehabilitation Approaches in the Sustainability of the Management of Small Tanks in Sri Lanka

Authors: N.K.K. Welgama, W.A.D.P. Wanigasundera

Abstract:

Small tanks, the ancient man-made rain water storage systems, support the pheasant life and agriculture of the dry zone of Sri Lanka. Many small tanks were abandoned with time due to various reasons. Such tanks, rehabilitated in the recent past, were found to be less sustainable and most of these rehabilitation approaches have failed. The objective of this research is to assess the impact of the rehabilitation approaches in the management of small tanks in the Kurunegala District of Sri Lanka with respect to eight small tanks. A Sustainability index was developed using seven indicators representing the ability and commitment of the villagers to maintain these tanks. The sustainability index of the eight tanks varied between 79.2 and 47.2 out of a total score of 100. The conclusion is that, the approaches used for tank rehabilitation have a significant effect on the sustainability of the management of these small tanks.

Keywords: Minor irrigation schemes, Participatory, Small Tanks, Sustainable, Water resource management.

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4627 Connectivity Estimation from the Inverse Coherence Matrix in a Complex Chaotic Oscillator Network

Authors: Won Sup Kim, Xue-Mei Cui, Seung Kee Han

Abstract:

We present on the method of inverse coherence matrix for the estimation of network connectivity from multivariate time series of a complex system. In a model system of coupled chaotic oscillators, it is shown that the inverse coherence matrix defined as the inverse of cross coherence matrix is proportional to the network connectivity. Therefore the inverse coherence matrix could be used for the distinction between the directly connected links from indirectly connected links in a complex network. We compare the result of network estimation using the method of the inverse coherence matrix with the results obtained from the coherence matrix and the partial coherence matrix.

Keywords: Chaotic oscillator, complex network, inverse coherence matrix, network estimation.

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4626 Motion Prediction and Motion Vector Cost Reduction during Fast Block Motion Estimation in MCTF

Authors: Karunakar A K, Manohara Pai M M

Abstract:

In 3D-wavelet video coding framework temporal filtering is done along the trajectory of motion using Motion Compensated Temporal Filtering (MCTF). Hence computationally efficient motion estimation technique is the need of MCTF. In this paper a predictive technique is proposed in order to reduce the computational complexity of the MCTF framework, by exploiting the high correlation among the frames in a Group Of Picture (GOP). The proposed technique applies coarse and fine searches of any fast block based motion estimation, only to the first pair of frames in a GOP. The generated motion vectors are supplied to the next consecutive frames, even to subsequent temporal levels and only fine search is carried out around those predicted motion vectors. Hence coarse search is skipped for all the motion estimation in a GOP except for the first pair of frames. The technique has been tested for different fast block based motion estimation algorithms over different standard test sequences using MC-EZBC, a state-of-the-art scalable video coder. The simulation result reveals substantial reduction (i.e. 20.75% to 38.24%) in the number of search points during motion estimation, without compromising the quality of the reconstructed video compared to non-predictive techniques. Since the motion vectors of all the pair of frames in a GOP except the first pair will have value ±1 around the motion vectors of the previous pair of frames, the number of bits required for motion vectors is also reduced by 50%.

Keywords: Motion Compensated Temporal Filtering, predictivemotion estimation, lifted wavelet transform, motion vector

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4625 Coverage and Connectivity Problem in Sensor Networks

Authors: Meenakshi Bansal, Iqbal Singh, Parvinder S. Sandhu

Abstract:

In over deployed sensor networks, one approach to Conserve energy is to keep only a small subset of sensors active at Any instant. For the coverage problems, the monitoring area in a set of points that require sensing, called demand points, and consider that the node coverage area is a circle of range R, where R is the sensing range, If the Distance between a demand point and a sensor node is less than R, the node is able to cover this point. We consider a wireless sensor network consisting of a set of sensors deployed randomly. A point in the monitored area is covered if it is within the sensing range of a sensor. In some applications, when the network is sufficiently dense, area coverage can be approximated by guaranteeing point coverage. In this case, all the points of wireless devices could be used to represent the whole area, and the working sensors are supposed to cover all the sensors. We also introduce Hybrid Algorithm and challenges related to coverage in sensor networks.

Keywords: Wireless sensor networks, network coverage, Energy conservation, Hybrid Algorithms.

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4624 Some Factors Affecting the Compressive Behaviour of Structural Masonry at Small Scales

Authors: A. Mohammed, T. G. Hughes

Abstract:

This paper presents part of a research into the small scale modelling of masonry. Small scale testing of masonry has been carried out by many authors, but few have attempted a systematic determination of the parameters that affect masonry at a small scale. The effect of increasing mortar strength and different sand gradings under compression were investigated. The results show masonry strength at small scale is influenced by increasing mortar strength and different sand gradings.

Keywords: Compression, masonry, models, mortar, sand gradings

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4623 Small and Silly? or Private Pitfall of Small and Medium-Sized Enterprises

Authors: A. Bencsik, V. Lőre, I. Marosi

Abstract:

Knowledge and these notions have become more and more important and we speak about a knowledge based society today. A lot of small and big companies have reacted upon these new challenges. But there is a deep abyss about knowledge conception and practice between the professional researchers and company - life. The question of this research was: How can small and mediumsized companies be equal to the demands of new economy? Questionnaires were used in this research and a special segment of the native knowledge based on economy was focused on. Researchers would have liked to know what the sources of success are and how they can be in connection with questions of knowledge acquisition, knowledge transfer, knowledge utilization in small and medium-sized companies. These companies know that they have to change their behaviour and thinking, but they are not on the suitable level that they can compete with bigger or multinational companies.

Keywords: Knowledge, management, small and medium-sized companies, study.

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4622 Dynamic State Estimation with Optimal PMU and Conventional Measurements for Complete Observability

Authors: M. Ravindra, R. Srinivasa Rao

Abstract:

This paper presents a Generalized Binary Integer Linear Programming (GBILP) method for optimal allocation of Phasor Measurement Units (PMUs) and to generate Dynamic State Estimation (DSE) solution with complete observability. The GBILP method is formulated with Zero Injection Bus (ZIB) constraints to reduce the number of locations for placement of PMUs in the case of normal and single line contingency. The integration of PMU and conventional measurements is modeled in DSE process to estimate accurate states of the system. To estimate the dynamic behavior of the power system with proposed method, load change up to 40% considered at a bus in the power system network. The proposed DSE method is compared with traditional Weighted Least Squares (WLS) state estimation method in presence of load changes to show the impact of PMU measurements. MATLAB simulations are carried out on IEEE 14, 30, 57, and 118 bus systems to prove the validity of the proposed approach.

Keywords: Observability, phasor measurement units, PMU, state estimation, dynamic state estimation, SCADA measurements, zero injection bus.

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4621 The Relative Efficiency of Parameter Estimation in Linear Weighted Regression

Authors: Baoguang Tian, Nan Chen

Abstract:

A new relative efficiency in linear model in reference is instructed into the linear weighted regression, and its upper and lower bound are proposed. In the linear weighted regression model, for the best linear unbiased estimation of mean matrix respect to the least-squares estimation, two new relative efficiencies are given, and their upper and lower bounds are also studied.

Keywords: Linear weighted regression, Relative efficiency, Mean matrix, Trace.

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4620 Frequency-Variation Based Method for Parameter Estimation of Transistor Amplifier

Authors: Akash Rathee, Harish Parthasarathy

Abstract:

In this paper, a frequency-variation based method has been proposed for transistor parameter estimation in a commonemitter transistor amplifier circuit. We design an algorithm to estimate the transistor parameters, based on noisy measurements of the output voltage when the input voltage is a sine wave of variable frequency and constant amplitude. The common emitter amplifier circuit has been modelled using the transistor Ebers-Moll equations and the perturbation technique has been used for separating the linear and nonlinear parts of the Ebers-Moll equations. This model of the amplifier has been used to determine the amplitude of the output sinusoid as a function of the frequency and the parameter vector. Then, applying the proposed method to the frequency components, the transistor parameters have been estimated. As compared to the conventional time-domain least squares method, the proposed method requires much less data storage and it results in more accurate parameter estimation, as it exploits the information in the time and frequency domain, simultaneously. The proposed method can be utilized for parameter estimation of an analog device in its operating range of frequencies, as it uses data collected from different frequencies output signals for parameter estimation.

Keywords: Perturbation Technique, Parameter estimation, frequency-variation based method.

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4619 An Assessment of Software Process Optimization Compared to International Best Practice in Bangladesh

Authors: Mohammad Shahadat Hossain Chowdhury, Tania Taharima Chowdhary, Hasan Sarwar

Abstract:

The challenge for software development house in Bangladesh is to find a path of using minimum process rather than CMMI or ISO type gigantic practice and process area. The small and medium size organization in Bangladesh wants to ensure minimum basic Software Process Improvement (SPI) in day to day operational activities. Perhaps, the basic practices will ensure to realize their company's improvement goals. This paper focuses on the key issues in basic software practices for small and medium size software organizations, who are unable to effort the CMMI, ISO, ITIL etc. compliance certifications. This research also suggests a basic software process practices model for Bangladesh and it will show the mapping of our suggestions with international best practice. In this IT competitive world for software process improvement, Small and medium size software companies that require collaboration and strengthening to transform their current perspective into inseparable global IT scenario. This research performed some investigations and analysis on some projects- life cycle, current good practice, effective approach, reality and pain area of practitioners, etc. We did some reasoning, root cause analysis, comparative analysis of various approach, method, practice and justifications of CMMI and real life. We did avoid reinventing the wheel, where our focus is for minimal practice, which will ensure a dignified satisfaction between organizations and software customer.

Keywords: Compare with CMMI practices, Key success factors, Small and medium software house, Software process improvement; Software process optimization.

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4618 Evaluation of Model Evaluation Criterion for Software Development Effort Estimation

Authors: S. K. Pillai, M. K. Jeyakumar

Abstract:

Estimation of model parameters is necessary to predict the behavior of a system. Model parameters are estimated using optimization criteria. Most algorithms use historical data to estimate model parameters. The known target values (actual) and the output produced by the model are compared. The differences between the two form the basis to estimate the parameters. In order to compare different models developed using the same data different criteria are used. The data obtained for short scale projects are used here. We consider software effort estimation problem using radial basis function network. The accuracy comparison is made using various existing criteria for one and two predictors. Then, we propose a new criterion based on linear least squares for evaluation and compared the results of one and two predictors. We have considered another data set and evaluated prediction accuracy using the new criterion. The new criterion is easy to comprehend compared to single statistic. Although software effort estimation is considered, this method is applicable for any modeling and prediction.

Keywords: Software effort estimation, accuracy, Radial Basis Function, linear least squares.

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4617 H∞ State Estimation of Neural Networks with Discrete and Distributed Delays

Authors: Biao Qin, Jin Huang

Abstract:

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

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

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4616 A Discrete Filtering Algorithm for Impulse Wave Parameter Estimation

Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a new method for estimating the mean curve of impulse voltage waveforms that are recorded during impulse tests. In practice, these waveforms are distorted by noise, oscillations and overshoot. The problem is formulated as an estimation problem. Estimation of the current signal parameters is achieved using a fast and accurate technique. The method is based on discrete dynamic filtering algorithm (DDF). The main advantage of the proposed technique is its ability in producing the estimates in a very short time and at a very high degree of accuracy. The algorithm uses sets of digital samples of the recorded impulse waveform. The proposed technique has been tested using simulated data of practical waveforms. Effects of number of samples and data window size are studied. Results are reported and discussed.

Keywords: Digital Filtering, Estimation, Impulse wave, Stochastic filtering.

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4615 A New Criterion Pose and Shape of Objects for Collision Risk Estimation

Authors: Do Hyeung Kim, Dae Hee Seo, Byung Doo Kim, Byung Gil Lee

Abstract:

As many recent researches being implemented in aviation and maritime aspects, strong doubts have been raised concerning the reliability of the estimation of collision risk. It is shown that using position and velocity of objects can lead to imprecise results. In this paper, therefore, a new approach to the estimation of collision risks using pose and shape of objects is proposed. Simulation results are presented validating the accuracy of the new criterion to adapt to collision risk algorithm based on fuzzy logic.

Keywords: Collision risk, Pose and shape, Fuzzy logic.

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4614 Estimation of Load Impedance in Presence of Harmonics

Authors: Khaled M. EL-Naggar

Abstract:

This paper presents a fast and efficient on-line technique for estimating impedance of unbalanced loads in power systems. The proposed technique is an application of a discrete timedynamic filter based on stochastic estimation theory which is suitable for estimating parameters in noisy environment. The algorithm uses sets of digital samples of the distorted voltage and current waveforms of the non-linear load to estimate the harmonic contents of these two signal. The non-linear load impedance is then calculated from these contents. The method is tested using practical data. Results are reported and compared with those obtained using the conventional least error squares technique. In addition to the very accurate results obtained, the method can detect and reject bad measurements. This can be considered as a very important advantage over the conventional static estimation methods such as the least error square method.

Keywords: Estimation, identification, Harmonics, Dynamic Filter.

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4613 Parameters Estimation of Double Diode Solar Cell Model

Authors: M. R. AlRashidi, K. M. El-Naggar, M. F. AlHajri

Abstract:

A new technique based on Pattern search optimization is proposed for estimating different solar cell parameters in this paper. The estimated parameters are the generated photocurrent, saturation current, series resistance, shunt resistance, and ideality factor. The proposed approach is tested and validated using double diode model to show its potential. Performance of the developed approach is quite interesting which signifies its potential as a promising estimation tool.

Keywords: Solar Cell, Parameter Estimation, Pattern Search.

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4612 A Fuzzy Tumor Volume Estimation Approach Based On Fuzzy Segmentation of MR Images

Authors: Sara A.Yones, Ahmed S. Moussa

Abstract:

Quantitative measurements of tumor in general and tumor volume in particular, become more realistic with the use of Magnetic Resonance imaging, especially when the tumor morphological changes become irregular and difficult to assess by clinical examination. However, tumor volume estimation strongly depends on the image segmentation, which is fuzzy by nature. In this paper a fuzzy approach is presented for tumor volume segmentation based on the fuzzy connectedness algorithm. The fuzzy affinity matrix resulting from segmentation is then used to estimate a fuzzy volume based on a certainty parameter, an Alpha Cut, defined by the user. The proposed method was shown to highly affect treatment decisions. A statistical analysis was performed in this study to validate the results based on a manual method for volume estimation and the importance of using the Alpha Cut is further explained.

Keywords: Alpha Cut, Fuzzy Connectedness, Magnetic Resonance Imaging, Tumor volume estimation.

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4611 Simultaneous Term Structure Estimation of Hazard and Loss Given Default with a Statistical Model using Credit Rating and Financial Information

Authors: Tomohiro Ando, Satoshi Yamashita

Abstract:

The objective of this study is to propose a statistical modeling method which enables simultaneous term structure estimation of the risk-free interest rate, hazard and loss given default, incorporating the characteristics of the bond issuing company such as credit rating and financial information. A reduced form model is used for this purpose. Statistical techniques such as spline estimation and Bayesian information criterion are employed for parameter estimation and model selection. An empirical analysis is conducted using the information on the Japanese bond market data. Results of the empirical analysis confirm the usefulness of the proposed method.

Keywords: Empirical Bayes, Hazard term structure, Loss given default.

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4610 Extended Constraint Mask Based One-Bit Transform for Low-Complexity Fast Motion Estimation

Authors: Oğuzhan Urhan

Abstract:

In this paper, an improved motion estimation (ME) approach based on weighted constrained one-bit transform is proposed for block-based ME employed in video encoders. Binary ME approaches utilize low bit-depth representation of the original image frames with a Boolean exclusive-OR based hardware efficient matching criterion to decrease computational burden of the ME stage. Weighted constrained one-bit transform (WC‑1BT) based approach improves the performance of conventional C-1BT based ME employing 2-bit depth constraint mask instead of a 1-bit depth mask. In this work, the range of constraint mask is further extended to increase ME performance of WC-1BT approach. Experiments reveal that the proposed method provides better ME accuracy compared existing similar ME methods in the literature.

Keywords: Fast motion estimation, low-complexity motion estimation, video coding.

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4609 Sensitivity Analysis for Direction of Arrival Estimation Using Capon and Music Algorithms in Mobile Radio Environment

Authors: Mustafa Abdalla, Khaled A. Madi, Rajab Farhat

Abstract:

An array antenna system with innovative signal processing can improve the resolution of a source direction of arrival (DoA) estimation. High resolution techniques take the advantage of array antenna structures to better process the incoming waves. They also have the capability to identify the direction of multiple targets. This paper investigates performance of the DOA estimation algorithm namely; Capon and MUSIC on the uniform linear array (ULA). The simulation results show that in Capon and MUSIC algorithm the resolution of the DOA techniques improves as number of snapshots, number of array elements, signal-to-noise ratio and separation angle between the two sources θ increases.

Keywords: Antenna array, Capon, MUSIC, Direction-of-arrival estimation, signal processing, uniform linear arrays.

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