Search results for: integration scheme
667 Dynamic Background Updating for Lightweight Moving Object Detection
Authors: Kelemewerk Destalem, Jungjae Cho, Jaeseong Lee, Ju H. Park, Joonhyuk Yoo
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Background subtraction and temporal difference are often used for moving object detection in video. Both approaches are computationally simple and easy to be deployed in real-time image processing. However, while the background subtraction is highly sensitive to dynamic background and illumination changes, the temporal difference approach is poor at extracting relevant pixels of the moving object and at detecting the stopped or slowly moving objects in the scene. In this paper, we propose a simple moving object detection scheme based on adaptive background subtraction and temporal difference exploiting dynamic background updates. The proposed technique consists of histogram equalization, a linear combination of background and temporal difference, followed by the novel frame-based and pixel-based background updating techniques. Finally, morphological operations are applied to the output images. Experimental results show that the proposed algorithm can solve the drawbacks of both background subtraction and temporal difference methods and can provide better performance than that of each method.Keywords: Background subtraction, background updating, real time and lightweight algorithm, temporal difference.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2565666 An Integrated Framework for the Realtime Investigation of State Space Exploration
Authors: Jörg Lassig, Stefanie Thiem
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The objective of this paper is the introduction to a unified optimization framework for research and education. The OPTILIB framework implements different general purpose algorithms for combinatorial optimization and minimum search on standard continuous test functions. The preferences of this library are the straightforward integration of new optimization algorithms and problems as well as the visualization of the optimization process of different methods exploring the search space exclusively or for the real time visualization of different methods in parallel. Further the usage of several implemented methods is presented on the basis of two use cases, where the focus is especially on the algorithm visualization. First it is demonstrated how different methods can be compared conveniently using OPTILIB on the example of different iterative improvement schemes for the TRAVELING SALESMAN PROBLEM. A second study emphasizes how the framework can be used to find global minima in the continuous domain.Keywords: Global Optimization Heuristics, Particle Swarm Optimization, Ensemble Based Threshold Accepting, Ruin and Recreate
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1383665 Influence of a Pulsatile Electroosmotic Flow on the Dispersivity of a Non-Reactive Solute through a Microcapillary
Authors: Jaime Muñoz, José Arcos, Oscar Bautista Federico Méndez
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The influence of a pulsatile electroosmotic flow (PEOF) at the rate of spread, or dispersivity, for a non-reactive solute released in a microcapillary with slippage at the boundary wall (modeled by the Navier-slip condition) is theoretically analyzed. Based on the flow velocity field developed under such conditions, the present study implements an analytical scheme of scaling known as the Theory of Homogenization, in order to obtain a mathematical expression for the dispersivity, valid at a large time scale where the initial transients have vanished and the solute spreads under the Taylor dispersion influence. Our results show the dispersivity is a function of a slip coefficient, the amplitude of the imposed electric field, the Debye length and the angular Reynolds number, highlighting the importance of the latter as an enhancement/detrimental factor on the dispersivity, which allows to promote the PEOF as a strong candidate for chemical species separation at lab-on-a-chip devices.Keywords: Dispersivity, microcapillary, Navier-slip condition, pulsatile electroosmotic flow, Taylor dispersion, Theory of Homogenization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 644664 Models to Customise Web Service Discovery Result using Static and Dynamic Parameters
Authors: Kee-Leong Tan, Cheng-Suan Lee, Hui-Na Chua
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This paper presents three models which enable the customisation of Universal Description, Discovery and Integration (UDDI) query results, based on some pre-defined and/or real-time changing parameters. These proposed models detail the requirements, design and techniques which make ranking of Web service discovery results from a service registry possible. Our contribution is two fold: First, we present an extension to the UDDI inquiry capabilities. This enables a private UDDI registry owner to customise or rank the query results, based on its business requirements. Second, our proposal utilises existing technologies and standards which require minimal changes to existing UDDI interfaces or its data structures. We believe these models will serve as valuable reference for enhancing the service discovery methods within a private UDDI registry environment.Keywords: Web service, discovery, semantic, SOA, registry, UDDI.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1486663 Effects of the Stock Market Dynamic Linkages on the Central and Eastern European Capital Markets
Authors: Ioan Popa, Cristiana Tudor, Radu Lupu
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The interdependences among stock market indices were studied for a long while by academics in the entire world. The current financial crisis opened the door to a wide range of opinions concerning the understanding and measurement of the connections considered to provide the controversial phenomenon of market integration. Using data on the log-returns of 17 stock market indices that include most of the CEE markets, from 2005 until 2009, our paper studies the problem of these dependences using a new methodological tool that takes into account both the volatility clustering effect and the stochastic properties of these linkages through a Dynamic Conditional System of Simultaneous Equations. We find that the crisis is well captured by our model as it provides evidence for the high volatility – high dependence effect.Keywords: Stock market interdependences, Dynamic System ofSimultaneous Equations, financial crisis
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1777662 Characteristics of the Long-Term Regional Tourism Development in Georgia
Authors: Valeri Arghutashvili, Mari Gogochuri
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Tourism industry development is one of the key priorities in Georgia, as it has positive influence on economic activities. Its contribution is very important for the different regions, as well as for the national economy. Benefits of the tourism industry include new jobs, service development, and increasing tax revenues, etc. The main aim of this research is to review and analyze the potential of the Georgian tourism industry with its long-term strategy and current challenges. To plan activities in a long-term development, it is required to evaluate several factors on the regional and on the national level. Factors include activities, transportation, services, lodging facilities, infrastructure and institutions. The major research contributions are practical estimates about regional tourism development which plays an important role in the integration process with global markets.
Keywords: Regional tourism, tourism industry, tourism in Georgia, tourism benefits.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 858661 Image Adaptive Watermarking with Visual Model in Orthogonal Polynomials based Transformation Domain
Authors: Krishnamoorthi R., Sheba Kezia Malarchelvi P. D.
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In this paper, an image adaptive, invisible digital watermarking algorithm with Orthogonal Polynomials based Transformation (OPT) is proposed, for copyright protection of digital images. The proposed algorithm utilizes a visual model to determine the watermarking strength necessary to invisibly embed the watermark in the mid frequency AC coefficients of the cover image, chosen with a secret key. The visual model is designed to generate a Just Noticeable Distortion mask (JND) by analyzing the low level image characteristics such as textures, edges and luminance of the cover image in the orthogonal polynomials based transformation domain. Since the secret key is required for both embedding and extraction of watermark, it is not possible for an unauthorized user to extract the embedded watermark. The proposed scheme is robust to common image processing distortions like filtering, JPEG compression and additive noise. Experimental results show that the quality of OPT domain watermarked images is better than its DCT counterpart.Keywords: Orthogonal Polynomials based Transformation, Digital Watermarking, Copyright Protection, Visual model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1696660 Social Software Approach to E-Learning 3.0
Authors: Anna Nedyalkova, KrassimirNedyalkov, TeodoraBakardjieva
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In the present paper, we-ll explore how social media tools provide an opportunity for new developments of the e-Learning in the context of managing personal knowledge. There will be a discussion how social media tools provide a possibility for helping knowledge workersand students to gather, organize and manage their personal information as a part of the e-learning process. At the centre of this social software driven approach to e-learning environments are the challenges of personalization and collaboration. We-ll share concepts of how organizations are using social media for e-Learning and believe that integration of these tools into traditional e-Learning is probably not a choice, but inevitability. Students- Survey of use of web technologies and social networking tools is presented. Newly developed framework for semantic blogging capable of organizing results relevant to user requirements is implemented at Varna Free University (VFU) to provide more effective navigation and search.
Keywords: Semantic blogging, social media tools, e-Learning, web 2.0, web 3.0.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1816659 A Survey on Ambient Intelligence in Agricultural Technology
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Despite the advances made in various new technologies, application of these technologies for agriculture still remains a formidable task, as it involves integration of diverse domains for monitoring the different process involved in agricultural management. Advances in ambient intelligence technology represents one of the most powerful technology for increasing the yield of agricultural crops and to mitigate the impact of water scarcity, climatic change and methods for managing pests, weeds and diseases. This paper proposes a GPS-assisted, machine to machine solutions that combine information collected by multiple sensors for the automated management of paddy crops. To maintain the economic viability of paddy cultivation, the various techniques used in agriculture are discussed and a novel system which uses ambient intelligence technique is proposed in this paper. The ambient intelligence based agricultural system gives a great scope.Keywords: Ambient Intelligence, Agricultural technology, smart agriculture, precise farming.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2208658 A Fully Implicit Finite-Difference Solution to One Dimensional Coupled Nonlinear Burgers’ Equations
Authors: Vineet K. Srivastava, Mukesh K. Awasthi, Mohammad Tamsir
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A fully implicit finite-difference method has been proposed for the numerical solutions of one dimensional coupled nonlinear Burgers’ equations on the uniform mesh points. The method forms a system of nonlinear difference equations which is to be solved at each iteration. Newton’s iterative method has been implemented to solve this nonlinear assembled system of equations. The linear system has been solved by Gauss elimination method with partial pivoting algorithm at each iteration of Newton’s method. Three test examples have been carried out to illustrate the accuracy of the method. Computed solutions obtained by proposed scheme have been compared with analytical solutions and those already available in the literature by finding L2 and L∞ errors.
Keywords: Burgers’ equation, Implicit Finite-difference method, Newton’s method, Gauss elimination with partial pivoting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5945657 A Web Text Mining Flexible Architecture
Authors: M. Castellano, G. Mastronardi, A. Aprile, G. Tarricone
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Text Mining is an important step of Knowledge Discovery process. It is used to extract hidden information from notstructured o semi-structured data. This aspect is fundamental because much of the Web information is semi-structured due to the nested structure of HTML code, much of the Web information is linked, much of the Web information is redundant. Web Text Mining helps whole knowledge mining process to mining, extraction and integration of useful data, information and knowledge from Web page contents. In this paper, we present a Web Text Mining process able to discover knowledge in a distributed and heterogeneous multiorganization environment. The Web Text Mining process is based on flexible architecture and is implemented by four steps able to examine web content and to extract useful hidden information through mining techniques. Our Web Text Mining prototype starts from the recovery of Web job offers in which, through a Text Mining process, useful information for fast classification of the same are drawn out, these information are, essentially, job offer place and skills.Keywords: Web text mining, flexible architecture, knowledgediscovery.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2665656 Integration and Selectivity in Open Innovation:An Empirical Analysis in SMEs
Authors: Chiara Verbano, Maria Crema, Karen Venturini
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The company-s ability to draw on a range of external sources to meet their needs for innovation, has been termed 'open innovation' (OI). Very few empirical analyses have been conducted on Small and Medium Enterprises (SMEs) to the extent that they describe and understand the characteristics and implications of this new paradigm. The study's objective is to identify and characterize different modes of OI, (considering innovation process phases and the variety and breadth of the collaboration), determinants, barriers and motivations in SMEs. Therefore a survey was carried out among Italian manufacturing firms and a database of 105 companies was obtained. With regard to data elaboration, a factorial and cluster analysis has been conducted and three different OI modes have emerged: selective low open, unselective open upstream, and mid- partners integrated open. The different behaviours of the three clusters in terms of determinants factors, performance, firm-s technology intensity, barriers and motivations have been analyzed and discussed.Keywords: Open innovation, R&D management, SMEs.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1925655 Adaptive Image Transmission with P-V Diversity in Multihop Wireless Mesh Networks
Authors: Wei Wang, Dongming Peng, Honggang Wang, Hamid Sharif
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Multirate multimedia delivery applications in multihop Wireless Mesh Network (WMN) are data redundant and delay-sensitive, which brings a lot of challenges for designing efficient transmission systems. In this paper, we propose a new cross layer resource allocation scheme to minimize the receiver side distortion within the delay bound requirements, by exploring application layer Position and Value (P-V) diversity as well as the multihop Effective Capacity (EC). We specifically consider image transmission optimization here. First of all, the maximum supportable source traffic rate is identified by exploring the multihop Effective Capacity (EC) model. Furthermore, the optimal source coding rate is selected according to the P-V diversity of multirate media streaming, which significantly increases the decoded media quality. Simulation results show the proposed approach improved media quality significantly compared with traditional approaches under the same QoS requirements.Keywords: Multirate Multimedia Streaming, Effective CapacityMultihop Wireless Mesh Network
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1470654 Power Reduction by Automatic Monitoring and Control System in Active Mode
Authors: Somaye Abdollahi Pour, Mohsen Saneei
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This paper describes a novel monitoring scheme to minimize total active power in digital circuits depend on the demand frequency, by adjusting automatically both supply voltage and threshold voltages based on circuit operating conditions such as temperature, process variations, and desirable frequency. The delay monitoring results, will be control and apply so as to be maintained at the minimum value at which the chip is able to operate for a given clock frequency. Design details of power monitor are examined using simulation framework in 32nm BTPM model CMOS process. Experimental results show the overhead of proposed circuit in terms of its power consumption is about 40 μW for 32nm technology; moreover the results show that our proposed circuit design is not far sensitive to the temperature variations and also process variations. Besides, uses the simple blocks which offer good sensitivity, high speed, the continuously feedback loop. This design provides up to 40% reduction in power consumption in active mode.Keywords: active mode, delay monitor, body biasing, VDD scaling, low power.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1851653 Tree Based Data Aggregation to Resolve Funneling Effect in Wireless Sensor Network
Authors: G. Rajesh, B. Vinayaga Sundaram, C. Aarthi
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In wireless sensor network, sensor node transmits the sensed data to the sink node in multi-hop communication periodically. This high traffic induces congestion at the node which is present one-hop distance to the sink node. The packet transmission and reception rate of these nodes should be very high, when compared to other sensor nodes in the network. Therefore, the energy consumption of that node is very high and this effect is known as the “funneling effect”. The tree based-data aggregation technique (TBDA) is used to reduce the energy consumption of the node. The throughput of the overall performance shows a considerable decrease in the number of packet transmissions to the sink node. The proposed scheme, TBDA, avoids the funneling effect and extends the lifetime of the wireless sensor network. The average case time complexity for inserting the node in the tree is O(n log n) and for the worst case time complexity is O(n2).Keywords: Data Aggregation, Funneling Effect, Traffic Congestion, Wireless Sensor Network.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1316652 Low Energy Method for Data Delivery in Ubiquitous Network
Authors: Tae Kyung Kim, Hee Suk Seo
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Recent advances in wireless sensor networks have led to many routing methods designed for energy-efficiency in wireless sensor networks. Despite that many routing methods have been proposed in USN, a single routing method cannot be energy-efficient if the environment of the ubiquitous sensor network varies. We present the controlling network access to various hosts and the services they offer, rather than on securing them one by one with a network security model. When ubiquitous sensor networks are deployed in hostile environments, an adversary may compromise some sensor nodes and use them to inject false sensing reports. False reports can lead to not only false alarms but also the depletion of limited energy resource in battery powered networks. The interleaved hop-by-hop authentication scheme detects such false reports through interleaved authentication. This paper presents a LMDD (Low energy method for data delivery) algorithm that provides energy-efficiency by dynamically changing protocols installed at the sensor nodes. The algorithm changes protocols based on the output of the fuzzy logic which is the fitness level of the protocols for the environment.Keywords: Data delivery, routing, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1345651 Adaptive Fuzzy Control of a Nonlinear Tank Process
Authors: A. R. Tavakolpour-Saleh, H. Jokar
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Liquid level control of conical tank system is known to be a great challenge in many industries such as food processing, hydrometallurgical industries and wastewater treatment plant due to its highly nonlinear characteristics. In this research, an adaptive fuzzy PID control scheme is applied to the problem of liquid level control in a nonlinear tank process. A conical tank process is first modeled and primarily simulated. A PID controller is then applied to the plant model as a suitable benchmark for comparison and the dynamic responses of the control system to different step inputs were investigated. It is found that the conventional PID controller is not able to fulfill the controller design criteria such as desired time constant due to highly nonlinear characteristics of the plant model. Consequently, a nonlinear control strategy based on gain-scheduling adaptive control incorporating a fuzzy logic observer is proposed to accurately control the nonlinear tank system. The simulation results clearly demonstrated the superiority of the proposed adaptive fuzzy control method over the conventional PID controller.
Keywords: Adaptive control, fuzzy logic, conical tank, PID controller.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2020650 The Impact of ERP Systems on Accounting Processes
Authors: Despina Galani, Efthymios Gravas, Antonios Stavropoulos
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Advances in information technology, recent changes in business environment, globalization, deregulation, privatization have made running a successful business more difficult than ever before. To remain successful and to be competitive have forced companies to react to the new changes in order to survive and succeed. The implementation of an Enterprise Resource planning (ERP) system improves information flow, reduce costs, establish linkage with suppliers and reduce response time to customer needs. This paper focuses on a sample of Greek companies, investigates the ERP market in Greece, the reasons why the Greek companies are investing in ERP systems, the benefits that users have achieved and the influence of ERP systems on the use of new accounting practices. The results indicate a greater level on information integration, flexibility in information access and greater functionality provided by ERP systems but little influence on the use of new accounting practices.
Keywords: Advanced Accounting Practices, EnterpriseResource Planning, Management Accounting.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10489649 Production Line Layout Planning Based on Complexity Measurement
Authors: Guoliang Fan, Aiping Li, Nan Xie, Liyun Xu, Xuemei Liu
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Mass customization production increases the difficulty of the production line layout planning. The material distribution process for variety of parts is very complex, which greatly increases the cost of material handling and logistics. In response to this problem, this paper presents an approach of production line layout planning based on complexity measurement. Firstly, by analyzing the influencing factors of equipment layout, the complexity model of production line is established by using information entropy theory. Then, the cost of the part logistics is derived considering different variety of parts. Furthermore, the function of optimization including two objectives of the lowest cost, and the least configuration complexity is built. Finally, the validity of the function is verified in a case study. The results show that the proposed approach may find the layout scheme with the lowest logistics cost and the least complexity. Optimized production line layout planning can effectively improve production efficiency and equipment utilization with lowest cost and complexity.
Keywords: Production line, layout planning, complexity measurement, optimization, mass customization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1088648 Hybrid Control Mode Based On Multi-Sensor Information by Fuzzy Approach for Navigation Task of Autonomous Mobile Robot
Authors: Jonqlan Lin, C. Y. Tasi, K. H. Lin
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This paper addresses the issue of the autonomous mobile robot (AMR) navigation task based on the hybrid control modes. The novel hybrid control mode, based on multi-sensors information by using the fuzzy approach, has been presented in this research. The system operates in real time, is robust, enables the robot to operate with imprecise knowledge, and takes into account the physical limitations of the environment in which the robot moves, obtaining satisfactory responses for a large number of different situations. An experiment is simulated and carried out with a pioneer mobile robot. From the experimental results, the effectiveness and usefulness of the proposed AMR obstacle avoidance and navigation scheme are confirmed. The experimental results show the feasibility, and the control system has improved the navigation accuracy. The implementation of the controller is robust, has a low execution time, and allows an easy design and tuning of the fuzzy knowledge base.
Keywords: Autonomous mobile robot, obstacle avoidance, MEMS, hybrid control mode, navigation control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2208647 Image Contrast Enhancement based Sub-histogram Equalization Technique without Over-equalization Noise
Authors: Hyunsup Yoon, Youngjoon Han, Hernsoo Hahn
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In order to enhance the contrast in the regions where the pixels have similar intensities, this paper presents a new histogram equalization scheme. Conventional global equalization schemes over-equalizes these regions so that too bright or dark pixels are resulted and local equalization schemes produce unexpected discontinuities at the boundaries of the blocks. The proposed algorithm segments the original histogram into sub-histograms with reference to brightness level and equalizes each sub-histogram with the limited extents of equalization considering its mean and variance. The final image is determined as the weighted sum of the equalized images obtained by using the sub-histogram equalizations. By limiting the maximum and minimum ranges of equalization operations on individual sub-histograms, the over-equalization effect is eliminated. Also the result image does not miss feature information in low density histogram region since the remaining these area is applied separating equalization. This paper includes how to determine the segmentation points in the histogram. The proposed algorithm has been tested with more than 100 images having various contrasts in the images and the results are compared to the conventional approaches to show its superiority.
Keywords: Contrast Enhancement, Histogram Equalization, Histogram Region Equalization, Equalization Noise
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3419646 Managing a Manufacturing System with Integration of Walking Worker and Lean Thinking
Authors: Said Rabah Azzam, Laura Carolina Arias, Shikun Zhou
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A product goes through various processes in a production flow which is also known as assembly line in manufacturing process management. Toyota created a new concept which is known as lean concept in manufacturing industry. Today it is the leading model in manufacturing plants through the globe. The linear walking worker assembly line is a flexible assembly system where each worker travels down the line carrying out each assembly task at each station; and each worker accomplishes the assembly of a unit from start to finish. This paper attempts to combine the flexibility of the walking worker and lean in order to quantify the benefits from applying the shop floor principles of lean management.
Keywords: Toyota Production System, TPS, LeanManufacturing, Walking Worker, Lean Management, Management, Linear Assembly Lines, U-shaped Assembly Lines, Shop FloorManagement
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1824645 Application of Quality Index Method, Texture Measurements and Electronic Nose to Assess the Freshness of Atlantic Herring (Clupea harengus) Stored in Ice
Authors: Nga T.T. Mai, Emilía Martinsdóttir, Kolbrún Sveinsdóttir, Gudrun Olafsdóttir, Sigurjón Arason
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Atlantic herring (Clupea harengus) is an important commercial fish and shows to be more and more demanded for human consumption. Therefore, it is very important to find good methods for monitoring the freshness of the fish in order to keep it in the best quality for human consumption. In this study, the fish was stored in ice up to 2 weeks. Quality changes during storage were assessed by the Quality Index Method (QIM), quantitative descriptive analysis (QDA) and Torry scheme, by texture measurements: puncture tests and Texture Profile Analysis (TPA) tests on texture analyzer TA.XT2i, and by electronic nose (e-nose) measurements using FreshSense instrument. Storage time of herring in ice could be estimated by QIM with ± 2 days using 5 herring per lot. No correlation between instrumental texture parameters and storage time or between sensory and instrumental texture variables was found. E-nose measurements could be use to detect the onset of spoilage.Keywords: Herring, Quality Index Method (QIM), freshness, storage time.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1650644 Robust Numerical Scheme for Pricing American Options under Jump Diffusion Models
Authors: Salah Alrabeei, Mohammad Yousuf
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The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. However, most of the option pricing models have no analytical solution. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, we solve the American option under jump diffusion models by using efficient time-dependent numerical methods. several techniques are integrated to reduced the overcome the computational complexity. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). Partial fraction decomposition technique is applied to rational approximation schemes to overcome the complexity of inverting polynomial of matrices. The proposed method is easy to implement on serial or parallel versions. Numerical results are presented to prove the accuracy and efficiency of the proposed method.Keywords: Integral differential equations, American options, jump–diffusion model, rational approximation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 561643 Endogenous Growth of Small Open Economies in New Europe under Global Imbalance
Authors: Tatyana Boikova
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The strong international competition as the factor of rising economic development efficiency should not turn into destructive force for models of social orientation. What result Europe received from the accelerated integration without a long transition period of the accepted countries. Correlative relationship between the research and development expenditure and labor productivity, inflation and the rate economy's growth of the USA and the euro zone, employment and gross value added between Old and New Europe is analyzed in this article. The article estimates the differences in economic growth of Old and New Europe. Correlation rate between cycles of the euro area and the countries of Central and the Eastern Europe very much differs, though some of these countries have high correlation as members of the Economic and Monetary Union. Besides, the majority of the countries of Central and the Eastern Europe does not correspond to criteria of an optimum currency area.
Keywords: endogenous economic growth, sustainability, competitiveness, economic development
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1644642 Broadband Baseband Impedance Control for Linearity Enhancement in Microwave Devices
Authors: Muhammad Akmal Chaudhary
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The out-of-band impedance environment is considered to be of paramount importance in engineering the in-band impedance environment. Presenting the frequency independent and constant outof- band impedances across the wide modulation bandwidth is extremely important for reliable device characterization for future wireless systems. This paper presents an out-of-band impedance optimization scheme based on simultaneous engineering of significant baseband components IF1 (twice the modulation frequency) and IF2 (four times the modulation frequency) and higher baseband components such as IF3 (six times the modulation frequency) and IF4 (eight times the modulation frequency) to engineer the in-band impedance environment. The investigations were carried out on a 10W GaN HEMT device driven to deliver a peak envelope power of approximately 40.5dBm under modulated excitation. The presentation of frequency independent baseband impedances to all the significant baseband components whilst maintaining the optimum termination for fundamental tones as well as reactive termination for 2nd harmonic under class-J mode of operation has outlined separate optimum impedances for best intermodulation (IM) linearity.Keywords: Active load-pull, baseband, device characterisation, waveform measurements.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1973641 Effects of Data Correlation in a Sparse-View Compressive Sensing Based Image Reconstruction
Authors: Sajid Abbas, Joon Pyo Hong, Jung-Ryun Lee, Seungryong Cho
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Computed tomography and laminography are heavily investigated in a compressive sensing based image reconstruction framework to reduce the dose to the patients as well as to the radiosensitive devices such as multilayer microelectronic circuit boards. Nowadays researchers are actively working on optimizing the compressive sensing based iterative image reconstruction algorithm to obtain better quality images. However, the effects of the sampled data’s properties on reconstructed the image’s quality, particularly in an insufficient sampled data conditions have not been explored in computed laminography. In this paper, we investigated the effects of two data properties i.e. sampling density and data incoherence on the reconstructed image obtained by conventional computed laminography and a recently proposed method called spherical sinusoidal scanning scheme. We have found that in a compressive sensing based image reconstruction framework, the image quality mainly depends upon the data incoherence when the data is uniformly sampled.
Keywords: Computed tomography, Computed laminography, Compressive sending, Low-dose.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1672640 Hippocampus Segmentation using a Local Prior Model on its Boundary
Authors: Dimitrios Zarpalas, Anastasios Zafeiropoulos, Petros Daras, Nicos Maglaveras
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Segmentation techniques based on Active Contour Models have been strongly benefited from the use of prior information during their evolution. Shape prior information is captured from a training set and is introduced in the optimization procedure to restrict the evolution into allowable shapes. In this way, the evolution converges onto regions even with weak boundaries. Although significant effort has been devoted on different ways of capturing and analyzing prior information, very little thought has been devoted on the way of combining image information with prior information. This paper focuses on a more natural way of incorporating the prior information in the level set framework. For proof of concept the method is applied on hippocampus segmentation in T1-MR images. Hippocampus segmentation is a very challenging task, due to the multivariate surrounding region and the missing boundary with the neighboring amygdala, whose intensities are identical. The proposed method, mimics the human segmentation way and thus shows enhancements in the segmentation accuracy.Keywords: Medical imaging & processing, Brain MRI segmentation, hippocampus segmentation, hippocampus-amygdala missingboundary, weak boundary segmentation, region based segmentation, prior information, local weighting scheme in level sets, spatialdistribution of labels, gradient distribution on boundary.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1752639 Structural Performance of a Timber-Concrete Bridge Prototype
Authors: Pedro Gutemberg de Alcântara Segundinho, José Antonio Matthiesen, Marcelo Rodrigo Carreira
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Timber-concrete structures were recently introduced in Brazil as a viable option for bridge construction on side roads. Binding between timber and concrete is fundamentally important to assure the rigidity and performance of this structural system. The objective of this study was to assess the structural performance of a timber-concrete bridge prototype with width of 170cm and span of 400cm, whose binding among timber beams and concrete slabs was made with metal pins, obtained from CA 50 construction steel bars of 12.5mm diameter. It was possible to conclude, from the results obtained experimentally in laboratory, that the timber-concrete bridge prototype showed a good structural performance. This structural system provides an economical, rapid implementation solution, which may be used on side roads, favoring regional integration and agricultural production flow.
Keywords: Binding, bridge prototype, timber and concrete
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2143638 On the Efficient Implementation of a Serial and Parallel Decomposition Algorithm for Fast Support Vector Machine Training Including a Multi-Parameter Kernel
Authors: Tatjana Eitrich, Bruno Lang
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This work deals with aspects of support vector machine learning for large-scale data mining tasks. Based on a decomposition algorithm for support vector machine training that can be run in serial as well as shared memory parallel mode we introduce a transformation of the training data that allows for the usage of an expensive generalized kernel without additional costs. We present experiments for the Gaussian kernel, but usage of other kernel functions is possible, too. In order to further speed up the decomposition algorithm we analyze the critical problem of working set selection for large training data sets. In addition, we analyze the influence of the working set sizes onto the scalability of the parallel decomposition scheme. Our tests and conclusions led to several modifications of the algorithm and the improvement of overall support vector machine learning performance. Our method allows for using extensive parameter search methods to optimize classification accuracy.
Keywords: Support Vector Machine Training, Multi-ParameterKernels, Shared Memory Parallel Computing, Large Data
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1443