Search results for: OPTIMISING DATA TRANSMISSION
6697 Delay Analysis of Sampled-Data Systems in Hard RTOS
Authors: A. M. Azad, M. Alam, C. M. Hussain
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In this paper, we have presented the effect of varying time-delays on performance and stability in the single-channel multirate sampled-data system in hard real-time (RT-Linux) environment. The sampling task require response time that might exceed the capacity of RT-Linux. So a straight implementation with RT-Linux is not feasible, because of the latency of the systems and hence, sampling period should be less to handle this task. The best sampling rate is chosen for the sampled-data system, which is the slowest rate meets all performance requirements. RT-Linux is consistent with its specifications and the resolution of the real-time is considered 0.01 seconds to achieve an efficient result. The test results of our laboratory experiment shows that the multi-rate control technique in hard real-time operating system (RTOS) can improve the stability problem caused by the random access delays and asynchronization.Keywords: Multi-rate, PID, RT-Linux, Sampled-data, Servo.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14366696 Effect of Wind and Humidity on Microwave Links in North West Libya
Authors: M. S. Agha, A. M. Eshahiry, S. A. Aldabbar, Z. M. Alshahri
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The propagation of microwave is affected by rain and dust particles causing signal attenuation and de-polarization. Computations of these effects require knowledge of the propagation characteristics of microwave and millimeter wave energy in the climate conditions of the studied region. This paper presents effect of wind and humidity on wireless communication such as microwave links in the North West region of Libya (Al-Khoms). The experimental procedure is done on three selected antennae towers (Nagaza station, Al-Khoms center station, Al-Khoms gateway station) for determining the attenuation loss per unit length and cross-polarization discrimination (XPD) change. Dust particles are collected along the region of the study, to measure the particle size distribution (PSD), calculate the concentration, and chemically analyze the contents, then the dielectric constant can be calculated. The results show that humidity and dust, antenna height and the visibility affect both attenuation and phase shift; in which, a few considerations must be taken into account in the communication power budget.
Keywords: Attenuation, scattering, transmission loss.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7736695 A Study of the Adaptive Reuse for School Land Use Strategy: An Application of the Analytic Network Process and Big Data
Authors: Wann-Ming Wey
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In today's popularity and progress of information technology, the big data set and its analysis are no longer a major conundrum. Now, we could not only use the relevant big data to analysis and emulate the possible status of urban development in the near future, but also provide more comprehensive and reasonable policy implementation basis for government units or decision-makers via the analysis and emulation results as mentioned above. In this research, we set Taipei City as the research scope, and use the relevant big data variables (e.g., population, facility utilization and related social policy ratings) and Analytic Network Process (ANP) approach to implement in-depth research and discussion for the possible reduction of land use in primary and secondary schools of Taipei City. In addition to enhance the prosperous urban activities for the urban public facility utilization, the final results of this research could help improve the efficiency of urban land use in the future. Furthermore, the assessment model and research framework established in this research also provide a good reference for schools or other public facilities land use and adaptive reuse strategies in the future.
Keywords: Adaptive reuse, analytic network process, big data, land use strategy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9156694 A Review and Comparative Analysis on Cluster Ensemble Methods
Authors: S. Sarumathi, P. Ranjetha, C. Saraswathy, M. Vaishnavi, S. Geetha
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Clustering is an unsupervised learning technique for aggregating data objects into meaningful classes so that intra cluster similarity is maximized and inter cluster similarity is minimized in data mining. However, no single clustering algorithm proves to be the most effective in producing the best result. As a result, a new challenging technique known as the cluster ensemble approach has blossomed in order to determine the solution to this problem. For the cluster analysis issue, this new technique is a successful approach. The cluster ensemble's main goal is to combine similar clustering solutions in a way that achieves the precision while also improving the quality of individual data clustering. Because of the massive and rapid creation of new approaches in the field of data mining, the ongoing interest in inventing novel algorithms necessitates a thorough examination of current techniques and future innovation. This paper presents a comparative analysis of various cluster ensemble approaches, including their methodologies, formal working process, and standard accuracy and error rates. As a result, the society of clustering practitioners will benefit from this exploratory and clear research, which will aid in determining the most appropriate solution to the problem at hand.
Keywords: Clustering, cluster ensemble methods, consensus function, data mining, unsupervised learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8006693 Simultaneous Clustering and Feature Selection Method for Gene Expression Data
Authors: T. Chandrasekhar, K. Thangavel, E. N. Sathishkumar
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Microarrays are made it possible to simultaneously monitor the expression profiles of thousands of genes under various experimental conditions. It is used to identify the co-expressed genes in specific cells or tissues that are actively used to make proteins. This method is used to analysis the gene expression, an important task in bioinformatics research. Cluster analysis of gene expression data has proved to be a useful tool for identifying co-expressed genes, biologically relevant groupings of genes and samples. In this work K-Means algorithms has been applied for clustering of Gene Expression Data. Further, rough set based Quick reduct algorithm has been applied for each cluster in order to select the most similar genes having high correlation. Then the ACV measure is used to evaluate the refined clusters and classification is used to evaluate the proposed method. They could identify compact clusters with feature selection method used to genes are selected.
Keywords: Clustering, Feature selection, Gene expression data, Quick reduct.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19606692 Segmentation Free Nastalique Urdu OCR
Authors: Sobia T. Javed, Sarmad Hussain, Ameera Maqbool, Samia Asloob, Sehrish Jamil, Huma Moin
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The electronically available Urdu data is in image form which is very difficult to process. Printed Urdu data is the root cause of problem. So for the rapid progress of Urdu language we need an OCR systems, which can help us to make Urdu data available for the common person. Research has been carried out for years to automata Arabic and Urdu script. But the biggest hurdle in the development of Urdu OCR is the challenge to recognize Nastalique Script which is taken as standard for writing Urdu language. Nastalique script is written diagonally with no fixed baseline which makes the script somewhat complex. Overlap is present not only in characters but in the ligatures as well. This paper proposes a method which allows successful recognition of Nastalique Script.Keywords: HMM, Image processing, Optical CharacterRecognition, Urdu OCR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21486691 The Advent of Electronic Logbook Technology - Reducing Cost and Risk to Both Marine Resources and the Fishing Industry
Authors: Amos Barkai, Guy Meredith, Fatima Felaar, Zahrah Dantie, Dave de Buys
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Fisheries management all around the world is hampered by the lack, or poor quality, of critical data on fish resources and fishing operations. The main reasons for the chronic inability to collect good quality data during fishing operations is the culture of secrecy common among fishers and the lack of modern data gathering technology onboard most fishing vessels. In response, OLRAC-SPS, a South African company, developed fisheries datalogging software (eLog in short) and named it Olrac. The Olrac eLog solution is capable of collecting, analysing, plotting, mapping, reporting, tracing and transmitting all data related to fishing operations. Olrac can be used by skippers, fleet/company managers, offshore mariculture farmers, scientists, observers, compliance inspectors and fisheries management authorities. The authors believe that using eLog onboard fishing vessels has the potential to revolutionise the entire process of data collection and reporting during fishing operations and, if properly deployed and utilised, could transform the entire commercial fleet to a provider of good quality data and forever change the way fish resources are managed. In addition it will make it possible to trace catches back to the actual individual fishing operation, to improve fishing efficiency and to dramatically improve control of fishing operations and enforcement of fishing regulations.Keywords: data management, electronic logbook (eLog), electronic reporting system (ERS), fisheries management
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19676690 Design and Performance Analysis of a Hydro-Power Rim-Driven Superconducting Synchronous Generator
Authors: A. Hassannia, S. Ramezani
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The technology of superconductivity has developed in many power system devices such as transmission cable, transformer, current limiter, motor and generator. Superconducting wires can carry high density current without loss, which is the capability that is used to design the compact, lightweight and more efficient electrical machines. Superconducting motors have found applications in marine and air propulsion systems as well as superconducting generators are considered in low power hydraulic and wind generators. This paper presents a rim-driven superconducting synchronous generator for hydraulic power plant. The rim-driven concept improves the performance of hydro turbine. Furthermore, high magnetic field that is produced by superconducting windings allows replacing the rotor core. As a consequent, the volume and weight of the machine is decreased significantly. In this paper, a 1 MW coreless rim-driven superconducting synchronous generator is designed. Main performance characteristics of the proposed machine are then evaluated using finite elements method and compared to an ordinary similar size synchronous generator.
Keywords: Coreless machine, electrical machine design, hydraulic generator, rim-driven machine, superconducting generator.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9566689 Charaterisation of Salmonella Isolated from Nile Tilapia (Oreochromis niloticus) along Lake Victoria Beaches in Western Kenya
Authors: Wandili S. Awuor, Onyango D. Miruka, Waindi N. Eliud
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Foodborne Salmonella infections have become a major problem world wide. Salmonellosis transmitted from fish are quite common. Established quality control measures exist for export oriented fish, none exists for fish consumed locally. This study aimed at characterization of Salmonella isolated from Nile tilapia . The study was carried out in selected beaches along L. Victoria in Western Kenya between March and June 2007. One hundred and twenty fish specimens were collected. Salmonella isolates were confirmed using serotyping, biochemical testing in addition to malic acid dehydrogenase (mdh) and fliC gene sequencing. Twenty Salmonella isolates were confirmed by mdh gene sequencing. Nine (9) were S. enterica serotype typhimurium, four (4) were S. enterica Serotype, enteritidis and seven (7) were S. enterica serotype typhi. Nile tilapia have a role in transmission of Salmonellosis in the study area, poor sanitation was a major cause of pollution at the beach inshore waters.Keywords: fliC, mdh, Salmonellosis, Serotype
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19686688 Integrated Method for Detection of Unknown Steganographic Content
Authors: Magdalena Pejas
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This article concerns the presentation of an integrated method for detection of steganographic content embedded by new unknown programs. The method is based on data mining and aggregated hypothesis testing. The article contains the theoretical basics used to deploy the proposed detection system and the description of improvement proposed for the basic system idea. Further main results of experiments and implementation details are collected and described. Finally example results of the tests are presented.Keywords: Steganography, steganalysis, data embedding, data mining, feature extraction, knowledge base, system learning, hypothesis testing, error estimation, black box program, file structure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15576687 A Proxy Multi-Signature Scheme with Anonymous Vetoable Delegation
Authors: Pei-yih Ting, Dream-Ming Huang, Xiao-Wei Huang
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Frequently a group of people jointly decide and authorize a specific person as a representative in some business/poitical occasions, e.g., the board of a company authorizes the chief executive officer to close a multi-billion acquisition deal. In this paper, an integrated proxy multi-signature scheme that allows anonymously vetoable delegation is proposed. This protocol integrates mechanisms of private veto, distributed proxy key generation, secure transmission of proxy key, and existentially unforgeable proxy multi-signature scheme. First, a provably secure Guillou-Quisquater proxy signature scheme is presented, then the “zero-sharing" protocol is extended over a composite modulus multiplicative group, and finally the above two are combined to realize the GQ proxy multi-signature with anonymously vetoable delegation. As a proxy signature scheme, this protocol protects both the original signers and the proxy signer. The modular design allows simplified implementation with less communication overheads and better computation performance than a general secure multi-party protocol.Keywords: GQ proxy signature, proxy multi-signature, zero-sharing protocol, secure multi-party protocol, private veto protocol
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15336686 Cascaded Neural Network for Internal Temperature Forecasting in Induction Motor
Authors: Hidir S. Nogay
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In this study, two systems were created to predict interior temperature in induction motor. One of them consisted of a simple ANN model which has two layers, ten input parameters and one output parameter. The other one consisted of eight ANN models connected each other as cascaded. Cascaded ANN system has 17 inputs. Main reason of cascaded system being used in this study is to accomplish more accurate estimation by increasing inputs in the ANN system. Cascaded ANN system is compared with simple conventional ANN model to prove mentioned advantages. Dataset was obtained from experimental applications. Small part of the dataset was used to obtain more understandable graphs. Number of data is 329. 30% of the data was used for testing and validation. Test data and validation data were determined for each ANN model separately and reliability of each model was tested. As a result of this study, it has been understood that the cascaded ANN system produced more accurate estimates than conventional ANN model.Keywords: Cascaded neural network, internal temperature, three-phase induction motor, inverter.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8576685 Impedance Matching of Axial Mode Helical Antennas
Authors: Hossein Mardani, Neil Buchanan, Robert Cahill, Vincent Fusco
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In this paper, we study the input impedance characteristics of axial mode helical antennas to find an effective way for matching it to 50 Ω. The study is done on the important matching parameters such as like wire diameter and helix to the ground plane gap. It is intended that these parameters control the matching without detrimentally affecting the radiation pattern. Using transmission line theory, a simple broadband technique is proposed, which is applicable for perfect matching of antennas with similar design parameters. We provide design curves to help to choose the proper dimensions of the matching section based on the antenna’s unmatched input impedance. Finally, using the proposed technique, a 4-turn axial mode helix is designed at 2.5 GHz center frequency and the measurement results of the manufactured antenna will be included. This parametric study gives a good insight into the input impedance characteristics of axial mode helical antennas and the proposed impedance matching approach provides a simple, useful method for matching these types of antennas.
Keywords: Antenna, helix, helical, axial mode, wireless power transfer, impedance matching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8676684 Spatial Variability of Brahmaputra River Flow Characteristics
Authors: Hemant Kumar
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Brahmaputra River is known according to the Hindu mythology the son of the Lord Brahma. According to this name, the river Brahmaputra creates mass destruction during the monsoon season in Assam, India. It is a state situated in North-East part of India. This is one of the essential states out of the seven countries of eastern India, where almost all entire Brahmaputra flow carried out. The other states carry their tributaries. In the present case study, the spatial analysis performed in this specific case the number of MODIS data are acquired. In the method of detecting the change, the spray content was found during heavy rainfall and in the flooded monsoon season. By this method, particularly the analysis over the Brahmaputra outflow determines the flooded season. The charged particle-associated in aerosol content genuinely verifies the heavy water content below the ground surface, which is validated by trend analysis through rainfall spectrum data. This is confirmed by in-situ sampled view data from a different position of Brahmaputra River. Further, a Hyperion Hyperspectral 30 m resolution data were used to scan the sediment deposits, which is also confirmed by in-situ sampled view data from a different position.
Keywords: Spatial analysis, change detection, aerosol, trend analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5286683 Quasi Multi-Pulse Back-to-Back Static Synchronous Compensator Employing Line Frequency Switching 2-Level GTO Inverters
Authors: A.M. Vural, K.C. Bayindir
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Back-to-back static synchronous compensator (BtBSTATCOM) consists of two back-to-back voltage-source converters (VSC) with a common DC link in a substation. This configuration extends the capabilities of conventional STATCOM that bidirectional active power transfer from one bus to another is possible. In this paper, VSCs are designed in quasi multi-pulse form in which GTOs are triggered only once per cycle in PSCAD/EMTDC. The design details of VSCs as well as gate switching circuits and controllers are fully represented. Regulation modes of BtBSTATCOM are verified and tested on a multi-machine power system through different simulation cases. The results presented in the form of typical time responses show that practical PI controllers are almost robust and stable in case of start-up, set-point change, and line faults.
Keywords: Flexible AC Transmission Systems (FACTS), Backto-Back Static Synchronous Compensator (BtB-STATCOM), quasi multi-pulse voltage source converter, active power transfer; voltage control.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21346682 Discovering Complex Regularities by Adaptive Self Organizing Classification
Authors: A. Faro, D. Giordano, F. Maiorana
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Data mining uses a variety of techniques each of which is useful for some particular task. It is important to have a deep understanding of each technique and be able to perform sophisticated analysis. In this article we describe a tool built to simulate a variation of the Kohonen network to perform unsupervised clustering and support the entire data mining process up to results visualization. A graphical representation helps the user to find out a strategy to optmize classification by adding, moving or delete a neuron in order to change the number of classes. The tool is also able to automatically suggest a strategy for number of classes optimization.The tool is used to classify macroeconomic data that report the most developed countries? import and export. It is possible to classify the countries based on their economic behaviour and use an ad hoc tool to characterize the commercial behaviour of a country in a selected class from the analysis of positive and negative features that contribute to classes formation.
Keywords: Unsupervised classification, Kohonen networks, macroeconomics, Visual data mining, cluster interpretation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15536681 A New Evolutionary Algorithm for Cluster Analysis
Authors: B.Bahmani Firouzi, T. Niknam, M. Nayeripour
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Clustering is a very well known technique in data mining. One of the most widely used clustering techniques is the kmeans algorithm. Solutions obtained from this technique depend on the initialization of cluster centers and the final solution converges to local minima. In order to overcome K-means algorithm shortcomings, this paper proposes a hybrid evolutionary algorithm based on the combination of PSO, SA and K-means algorithms, called PSO-SA-K, which can find better cluster partition. The performance is evaluated through several benchmark data sets. The simulation results show that the proposed algorithm outperforms previous approaches, such as PSO, SA and K-means for partitional clustering problem.
Keywords: Data clustering, Hybrid evolutionary optimization algorithm, K-means algorithm, Simulated Annealing (SA), Particle Swarm Optimization (PSO).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22686680 Convex Restrictions for Outage Constrained MU-MISO Downlink under Imperfect Channel State Information
Authors: A. Preetha Priyadharshini, S. B. M. Priya
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In this paper, we consider the MU-MISO downlink scenario, under imperfect channel state information (CSI). The main issue in imperfect CSI is to keep the probability of each user achievable outage rate below the given threshold level. Such a rate outage constraints present significant and analytical challenges. There are many probabilistic methods are used to minimize the transmit optimization problem under imperfect CSI. Here, decomposition based large deviation inequality and Bernstein type inequality convex restriction methods are used to perform the optimization problem under imperfect CSI. These methods are used for achieving improved output quality and lower complexity. They provide a safe tractable approximation of the original rate outage constraints. Based on these method implementations, performance has been evaluated in the terms of feasible rate and average transmission power. The simulation results are shown that all the two methods offer significantly improved outage quality and lower computational complexity.
Keywords: Imperfect channel state information, outage probability, multiuser- multi input single output.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11086679 Research and Application of Consultative Committee for Space Data Systems Wireless Communications Standards for Spacecraft
Authors: Cuitao Zhang, Xiongwen He
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According to the new requirements of the future spacecraft, such as networking, modularization and non-cable, this paper studies the CCSDS wireless communications standards, and focuses on the low data-rate wireless communications for spacecraft monitoring and control. The application fields and advantages of wireless communications are analyzed. Wireless communications technology has significant advantages in reducing the weight of the spacecraft, saving time in spacecraft integration, etc. Based on this technology, a scheme for spacecraft data system is put forward. The corresponding block diagram and key wireless interface design of the spacecraft data system are given. The design proposal of the wireless node and information flow of the spacecraft are also analyzed. The results show that the wireless communications scheme is reasonable and feasible. The wireless communications technology can meet the future spacecraft demands in networking, modularization and non-cable.
Keywords: CCSDS standards, information flow, non-cable, spacecraft, wireless communications.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9306678 Analysis of a Mathematical Model for Dengue Disease in Pregnant Cases
Authors: Rujira Kongnuy, Puntani Pongsumpun, I-Ming Tang
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Dengue fever is an important human arboviral disease. Outbreaks are now reported quite often from many parts of the world. The number of cases involving pregnant women and infant cases are increasing every year. The illness is often severe and complications may occur. Deaths often occur because of the difficulties in early diagnosis and in the improper management of the diseases. Dengue antibodies from pregnant women are passed on to infants and this protects the infants from dengue infections. Antibodies from the mother are transferred to the fetus when it is still in the womb. In this study, we formulate a mathematical model to describe the transmission of this disease in pregnant women. The model is formulated by dividing the human population into pregnant women and non-pregnant human (men and non-pregnant women). Each class is subdivided into susceptible (S), infectious (I) and recovered (R) subclasses. We apply standard dynamical analysis to our model. Conditions for the local stability of the equilibrium points are given. The numerical simulations are shown. The bifurcation diagrams of our model are discussed. The control of this disease in pregnant women is discussed in terms of the threshold conditions.
Keywords: Dengue disease, local stability, mathematical model, pregnancy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19316677 Comparative Study of Line Voltage Stability Indices for Voltage Collapse Forecasting in Power Transmission System
Authors: H. H. Goh, Q. S. Chua, S. W. Lee, B. C. Kok, K. C. Goh, K. T. K. Teo
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At present, the evaluation of voltage stability assessment experiences sizeable anxiety in the safe operation of power systems. This is due to the complications of a strain power system. With the snowballing of power demand by the consumers and also the restricted amount of power sources, therefore, the system has to perform at its maximum proficiency. Consequently, the noteworthy to discover the maximum ability boundary prior to voltage collapse should be undertaken. A preliminary warning can be perceived to evade the interruption of power system’s capacity. The effectiveness of line voltage stability indices (LVSI) is differentiated in this paper. The main purpose of the indices used is to predict the proximity of voltage instability of the electric power system. On the other hand, the indices are also able to decide the weakest load buses which are close to voltage collapse in the power system. The line stability indices are assessed using the IEEE 14 bus test system to validate its practicability. Results demonstrated that the implemented indices are practically relevant in predicting the manifestation of voltage collapse in the system. Therefore, essential actions can be taken to dodge the incident from arising.
Keywords: Critical line, line outage, line voltage stability indices (LVSI), maximum loadability, voltage collapse, voltage instability, voltage stability analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 41326676 A Novel Design in the Use of Planar Transformers for LDMOS Based Amplifiers in Bands II, III, DRM+, DVB-T and DAB+
Authors: Antonis Constantinides, Christos Yiallouras
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The coaxial transformer-coupled push-pull circuitry has been used widely in HF and VHF amplifiers for many decades without significant changes in the topology of the transformers. Basic changes over the years concerned the construction and turns ratio of the transformers as has been imposed upon the newer technologies active devices demands. The balun transmission line transformers applied in push-pull amplifiers enable input/output impedance transformation, but are mainly used to convert the balanced output into unbalanced and the input unbalanced into balanced. A simple and affordable alternative solution over the traditional coaxial transformer is the coreless planar balun. A key advantage over the traditional approach lies in the high specifications repeatability; simplifying the amplifier construction requirements as the planar balun constitutes an integrated part of the PCB copper layout. This paper presents the performance analysis of a planar LDMOS MRFE6VP5600 Push-Pull amplifier that enables robust operation in Band III, DVB-T, DVB-T2 standards but functions equally well in Band II, for DRM+ new generation transmitters.Keywords: Amplifier, balun, complex impedance, LDMOS, planar-transformers.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33726675 The Use of Artificial Neural Network in Option Pricing: The Case of S and P 100 Index Options
Authors: Zeynep İltüzer Samur, Gül Tekin Temur
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Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.
Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30696674 Totally Integrated Smart Energy System through Data Acquisition via Remote Location
Authors: Muhammad Tahir Qadri, M. Irfan Anis, M. Nawaz Irshad Khan
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This paper discusses the approach of real-time controlling of the energy management system using the data acquisition tool of LabVIEW. The main idea of this inspiration was to interface the Station (PC) with the system and publish the data on internet using LabVIEW. In this venture, controlling and switching of 3 phase AC loads are effectively and efficiently done. The phases are also sensed through devices. In case of any failure the attached generator starts functioning automatically. The computer sends command to the system and system respond to the request. The modern feature is to access and control the system world-wide using world wide web (internet). This controlling can be done at any time from anywhere to effectively use the energy especially in developing countries where energy management is a big problem. In this system totally integrated devices are used to operate via remote location.Keywords: VI-server, Remote Access, Telemetry, Data Acquisition, web server.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18656673 Development of a Porous Silica Film by Sol-gel Process
Authors: Binay K. Dutta, Tayseir M. Abd Ellateif, Saikat Maitra
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In the present work homogeneous silica film on silicon was fabricated by colloidal silica sol. The silica sol precursor with uniformly granular particle was derived by the alkaline hydrolysis of tetraethoxyorthosilicate (TEOS) in presence of glycerol template. The film was prepared by dip coating process. The templated hetero-structured silica film was annealed at elevated temperatures to generate nano- and meso porosity in the film. The film was subsequently annealed at different temperatures to make it defect free and abrasion resistant. The sol and the film were characterized by the measurement of particle size distribution, scanning electron microscopy, XRD, FTIR spectroscopy, transmission electron microscopy, atomic force microscopy, measurement of the refractive index, thermal conductivity and abrasion resistance. The porosity of the films decreased whereas refractive index and dielectric constant of it `increased with the increase in the annealing temperature. The thermal conductivity of the films increased with the increase in the film thickness. The developed porous silica film holds strong potential for use in different areas.Keywords: Silica film, Nanoporous, Sol-gel, Templating, Dip coating.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 30726672 Preservation of Molecular Ozone in a Clathrate Hydrate : Three-Phase (Gas + Liquid + Hydrate) Equilibrium Measurements for O3 + O2 + CO2 + H2O Systems
Authors: Kazutoshi Shishido, Sanehiro Muromachi, Ryo Ohmura
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This paper reports the three-phase (gas + liquid + hydrate) equilibrium pressure versus temperature data for a (O3 + O2 + CO2 + H2O) system for developing the hydrate-based technology to preserve ozone, a chemically unstable substance, for various industrial, medical and consumer uses. These data cover the temperature range from 272 K to 277 K, corresponding to pressures from 1.6 MPa to 3.1 MPa, for each of the three different (O3 + O2)-to-CO2 or O2-to-CO2 molar ratios in the gas phase, which are approximately 4 : 6, 5 : 5, respectively. The mole fraction of ozone in the gas phase was ~0.03 , which are the densest ozone fraction to artificially form O3 containing hydrate ever reported in the literature. Based on these data, the formation of hydrate containing high-concentration ozone, as high as 1 mass %, will be expected.Keywords: Clathrate hydrate, Ozone, Molecule storage, Sterilization.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14956671 A Fuzzy TOPSIS Based Model for Safety Risk Assessment of Operational Flight Data
Authors: N. Borjalilu, P. Rabiei, A. Enjoo
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Flight Data Monitoring (FDM) program assists an operator in aviation industries to identify, quantify, assess and address operational safety risks, in order to improve safety of flight operations. FDM is a powerful tool for an aircraft operator integrated into the operator’s Safety Management System (SMS), allowing to detect, confirm, and assess safety issues and to check the effectiveness of corrective actions, associated with human errors. This article proposes a model for safety risk assessment level of flight data in a different aspect of event focus based on fuzzy set values. It permits to evaluate the operational safety level from the point of view of flight activities. The main advantages of this method are proposed qualitative safety analysis of flight data. This research applies the opinions of the aviation experts through a number of questionnaires Related to flight data in four categories of occurrence that can take place during an accident or an incident such as: Runway Excursions (RE), Controlled Flight Into Terrain (CFIT), Mid-Air Collision (MAC), Loss of Control in Flight (LOC-I). By weighting each one (by F-TOPSIS) and applying it to the number of risks of the event, the safety risk of each related events can be obtained.Keywords: F-TOPSIS, fuzzy set, FDM, flight safety.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8756670 A Novel Optimal Setting for Directional over Current Relay Coordination using Particle Swarm Optimization
Authors: D. Vijayakumar, R. K. Nema
Abstract:
Over Current Relays (OCRs) and Directional Over Current Relays (DOCRs) are widely used for the radial protection and ring sub transmission protection systems and for distribution systems. All previous work formulates the DOCR coordination problem either as a Non-Linear Programming (NLP) for TDS and Ip or as a Linear Programming (LP) for TDS using recently a social behavior (Particle Swarm Optimization techniques) introduced to the work. In this paper, a Modified Particle Swarm Optimization (MPSO) technique is discussed for the optimal settings of DOCRs in power systems as a Non-Linear Programming problem for finding Ip values of the relays and for finding the TDS setting as a linear programming problem. The calculation of the Time Dial Setting (TDS) and the pickup current (Ip) setting of the relays is the core of the coordination study. PSO technique is considered as realistic and powerful solution schemes to obtain the global or quasi global optimum in optimization problem.
Keywords: Directional over current relays, Optimization techniques, Particle swarm optimization, Power system protection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27446669 Time Series Forecasting Using a Hybrid RBF Neural Network and AR Model Based On Binomial Smoothing
Authors: Fengxia Zheng, Shouming Zhong
Abstract:
ANNARIMA that combines both autoregressive integrated moving average (ARIMA) model and artificial neural network (ANN) model is a valuable tool for modeling and forecasting nonlinear time series, yet the over-fitting problem is more likely to occur in neural network models. This paper provides a hybrid methodology that combines both radial basis function (RBF) neural network and auto regression (AR) model based on binomial smoothing (BS) technique which is efficient in data processing, which is called BSRBFAR. This method is examined by using the data of Canadian Lynx data. Empirical results indicate that the over-fitting problem can be eased using RBF neural network based on binomial smoothing which is called BS-RBF, and the hybrid model–BS-RBFAR can be an effective way to improve forecasting accuracy achieved by BSRBF used separately.
Keywords: Binomial smoothing (BS), hybrid, Canadian Lynx data, forecasting accuracy.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36716668 Unsupervised Texture Classification and Segmentation
Authors: V.P.Subramanyam Rallabandi, S.K.Sett
Abstract:
An unsupervised classification algorithm is derived by modeling observed data as a mixture of several mutually exclusive classes that are each described by linear combinations of independent non-Gaussian densities. The algorithm estimates the data density in each class by using parametric nonlinear functions that fit to the non-Gaussian structure of the data. This improves classification accuracy compared with standard Gaussian mixture models. When applied to textures, the algorithm can learn basis functions for images that capture the statistically significant structure intrinsic in the images. We apply this technique to the problem of unsupervised texture classification and segmentation.Keywords: Gaussian Mixture Model, Independent Component Analysis, Segmentation, Unsupervised Classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1581