Search results for: Support Vector Regression.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2944

Search results for: Support Vector Regression.

1594 An Automatic Pipeline Monitoring System Based on PCA and SVM

Authors: C. Wan, A. Mita

Abstract:

This paper proposes a novel system for monitoring the health of underground pipelines. Some of these pipelines transport dangerous contents and any damage incurred might have catastrophic consequences. However, most of these damage are unintentional and usually a result of surrounding construction activities. In order to prevent these potential damages, monitoring systems are indispensable. This paper focuses on acoustically recognizing road cutters since they prelude most construction activities in modern cities. Acoustic recognition can be easily achieved by installing a distributed computing sensor network along the pipelines and using smart sensors to “listen" for potential threat; if there is a real threat, raise some form of alarm. For efficient pipeline monitoring, a novel monitoring approach is proposed. Principal Component Analysis (PCA) was studied and applied. Eigenvalues were regarded as the special signature that could characterize a sound sample, and were thus used for the feature vector for sound recognition. The denoising ability of PCA could make it robust to noise interference. One class SVM was used for classifier. On-site experiment results show that the proposed PCA and SVM based acoustic recognition system will be very effective with a low tendency for raising false alarms.

Keywords: One class SVM, pipeline monitoring system, principal component analysis, sound recognition, third party damage.

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1593 Perceptual Framework for a Modern Left-Turn Collision Warning System

Authors: E. Dabbour, S. M. Easa

Abstract:

Most of the collision warning systems currently available in the automotive market are mainly designed to warn against imminent rear-end and lane-changing collisions. No collision warning system is commercially available to warn against imminent turning collisions at intersections, especially for left-turn collisions when a driver attempts to make a left-turn at either a signalized or non-signalized intersection, conflicting with the path of other approaching vehicles traveling on the opposite-direction traffic stream. One of the major factors that lead to left-turn collisions is the human error and misjudgment of the driver of the turning vehicle when perceiving the speed and acceleration of other vehicles traveling on the opposite-direction traffic stream; therefore, using a properly-designed collision warning system will likely reduce, or even eliminate, this type of collisions by reducing human error. This paper introduces perceptual framework for a proposed collision warning system that can detect imminent left-turn collisions at intersections. The system utilizes a commercially-available detection sensor (either a radar sensor or a laser detector) to detect approaching vehicles traveling on the opposite-direction traffic stream and calculate their speeds and acceleration rates to estimate the time-tocollision and compare that time to the time required for the turning vehicle to clear the intersection. When calculating the time required for the turning vehicle to clear the intersection, consideration is given to the perception-reaction time of the driver of the turning vehicle, which is the time required by the driver to perceive the message given by the warning system and react to it by engaging the throttle. A regression model was developed to estimate perception-reaction time based on age and gender of the driver of the host vehicle. Desired acceleration rate selected by the driver of the turning vehicle, when making the left-turn movement, is another human factor that is considered by the system. Another regression model was developed to estimate the acceleration rate selected by the driver of the turning vehicle based on driver-s age and gender as well as on the location and speed of the nearest approaching vehicle along with the maximum acceleration rate provided by the mechanical characteristics of the turning vehicle. By comparing time-to-collision with the time required for the turning vehicle to clear the intersection, the system displays a message to the driver of the turning vehicle when departure is safe. An application example is provided to illustrate the logic algorithm of the proposed system.

Keywords: Collision warning systems, intelligent transportationsystems, vehicle safety.

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1592 Total Quality Management: The Socio- Demographic and Operational-Financial Determinants for Users- Perception of the Services Quality

Authors: H. Silvestre

Abstract:

The aim of this paper is to know the sociodemographic and operational-financial determinants of the services quality perceived by users of the national health services. Through the use of an inquiry conducted by the Ministry of Health, comprehending 16.936 interviews in 2006, we intend to find out if there is any characteristic that determines the 2006 inquiry results. With the revision of the literature we also want to know if the operational-financial results have implications in hospitals users- perception on the quality of the received services. In order to achieve our main goals we will make use of the regression analysis to find out the possible dimensions that determine those results.

Keywords: Management by Results, Quality Approach, Tableau de Bord, Total Quality Management, Services quality.

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1591 The Role of Internal Function of Organization for The Successful Implementation of Good Corporate Governance

Authors: Aries Susanty

Abstract:

The inability to implement the principles of good corporate governance (GCG) as demonstrated in the surveys is due to a number of constraints which can be classified into three; namely internal constraints, external constraints, and constraints coming from the structure of ownership. The issues in the internal constraints mentioned are related to the function of several elements of the company. As a business organization, corporation is unable to achieve its goal to successfully implement GCG principles since it is not support by its internal elements- functions. Two of several numbers of internal elements of a company are ethical work climate and leadership style of the top management. To prove the correlation between internal function of organization (in this case ethical work climate and transformational leadership) and the successful implementation of GCG principles, this study proposes two hypotheses to be empirically tested on thirty surveyed organizations; eleven of which are state-owned companies and nineteen are private companies. These thirty corporations are listed in the Jakarta Stock Exchange. All state-owned companies in the samples are those which have been privatized. The research showed that internal function of organization give support to the successful implementation of GCG principle. In this research we can prove that : (i) ethical work climate has positive significance of correlation with the successful implementation of social awareness principle (one of principles on GCG) and, (ii) only at the state-owned companies, transformational leadership have positive significance effect to forming the ethical work climate.

Keywords: Good Corporate Governance Principles, Ethical Work Climate, Transformational Leadership

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1590 Influence of Chemical Treatment on Elastic Properties of the Band Cotton Crepe 100%

Authors: Bachir Chemani, Rachid Halfaoui, Madani Maalem

Abstract:

The manufacturing technology of band cotton is very delicate and depends to choice of certain parameters such as torsion of warp yarn. The fabric elasticity is achieved without the use of any elastic material, chemical expansion, artificial or synthetic and it’s capable of creating pressures useful for therapeutic treatments. Before use, the band is subjected to treatments of specific preparation for obtaining certain elasticity, however, during its treatment, there are some regression parameters. The dependence of manufacturing parameters on the quality of the chemical treatment was confirmed. The aim of this work is to improve the properties of the fabric through the development of manufacturing technology appropriately. Finally for the treatment of the strip pancake 100% cotton, a treatment method is recommended.

Keywords: Elastic, cotton, processing, torsion.

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1589 Using Suffix Tree Document Representation in Hierarchical Agglomerative Clustering

Authors: Daniel I. Morariu, Radu G. Cretulescu, Lucian N. Vintan

Abstract:

In text categorization problem the most used method for documents representation is based on words frequency vectors called VSM (Vector Space Model). This representation is based only on words from documents and in this case loses any “word context" information found in the document. In this article we make a comparison between the classical method of document representation and a method called Suffix Tree Document Model (STDM) that is based on representing documents in the Suffix Tree format. For the STDM model we proposed a new approach for documents representation and a new formula for computing the similarity between two documents. Thus we propose to build the suffix tree only for any two documents at a time. This approach is faster, it has lower memory consumption and use entire document representation without using methods for disposing nodes. Also for this method is proposed a formula for computing the similarity between documents, which improves substantially the clustering quality. This representation method was validated using HAC - Hierarchical Agglomerative Clustering. In this context we experiment also the stemming influence in the document preprocessing step and highlight the difference between similarity or dissimilarity measures to find “closer" documents.

Keywords: Text Clustering, Suffix tree documentrepresentation, Hierarchical Agglomerative Clustering

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1588 Coupled Spacecraft Orbital and Attitude Modeling and Simulation in Multi-Complex Modes

Authors: Amr Abdel Azim Ali, G. A. Elsheikh, Moutaz Hegazy

Abstract:

This paper presents verification of a modeling and simulation for a Spacecraft (SC) attitude and orbit control system. Detailed formulation of coupled SC orbital and attitude equations of motion is performed in order to achieve accepted accuracy to meet the requirements of multitargets tracking and orbit correction complex modes. Correction of the target parameter based on the estimated state vector during shooting time to enhance pointing accuracy is considered. Time-optimal nonlinear feedback control technique was used in order to take full advantage of the maximum torques that the controller can deliver. This simulation provides options for visualizing SC trajectory and attitude in a 3D environment by including an interface with V-Realm Builder and VR Sink in Simulink/MATLAB. Verification data confirms the simulation results, ensuring that the model and the proposed control law can be used successfully for large and fast tracking and is robust enough to keep the pointing accuracy within the desired limits with considerable uncertainty in inertia and control torque.

Keywords: Attitude and orbit control, time-optimal nonlinear feedback control, modeling and simulation, pointing accuracy, maximum torques.

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1587 Industrial Effects and Firm's Survival (Case Study: Iran- East Azarbaijan Province)

Authors: Ghaffar Tari

Abstract:

The aim of this paper is to investigate the effect of mean size of industry on survival of new firms in East-Azarbaijan province through 1981-2006 using hazard function. So the effect of two variables including mean employment of industry and mean capital of industry are investigated on firm's survival. The Industry & Mine Ministry database has used for data gathering and the data are analyzed using the semi-parametric cox regression model. The results of this study shows that there is a meaningful negative relationship between mean capital of industry and firm's survival, but the mean employment of industry has no meaningful effect on survival of new firms.

Keywords: Firm's Survival, Hazard Function, Mean Capital of Industry, Mean Employment of Industry.

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1586 Distributional Semantics Approach to Thai Word Sense Disambiguation

Authors: Sunee Pongpinigpinyo, Wanchai Rivepiboon

Abstract:

Word sense disambiguation is one of the most important open problems in natural language processing applications such as information retrieval and machine translation. Many approach strategies can be employed to resolve word ambiguity with a reasonable degree of accuracy. These strategies are: knowledgebased, corpus-based, and hybrid-based. This paper pays attention to the corpus-based strategy that employs an unsupervised learning method for disambiguation. We report our investigation of Latent Semantic Indexing (LSI), an information retrieval technique and unsupervised learning, to the task of Thai noun and verbal word sense disambiguation. The Latent Semantic Indexing has been shown to be efficient and effective for Information Retrieval. For the purposes of this research, we report experiments on two Thai polysemous words, namely  /hua4/ and /kep1/ that are used as a representative of Thai nouns and verbs respectively. The results of these experiments demonstrate the effectiveness and indicate the potential of applying vector-based distributional information measures to semantic disambiguation.

Keywords: Distributional semantics, Latent Semantic Indexing, natural language processing, Polysemous words, unsupervisedlearning, Word Sense Disambiguation.

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1585 The Effect of Soil Surface Slope on Splash Distribution under Water Drop Impact

Authors: H. Aissa, L. Mouzai, M. Bouhadef

Abstract:

The effects of down slope steepness on soil splash distribution under a water drop impact have been investigated in this study. The equipment used are the burette to simulate a water drop, a splash cup filled with sandy soil which forms the source area and a splash board to collect the ejected particles. The results found in this study have shown that the apparent mass increased with increasing downslope angle following a linear regression equation with high coefficient of determination. In the same way, the radial soil splash distribution over the distance has been analyzed statistically, and an exponential function was the best fit of the relationship for the different slope angles. The curves and the regressions equations validate the well known FSDF and extend the theory of Van Dijk.

Keywords: Splash distribution, water drop, slope steepness, soil detachment.

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1584 Palmprint Recognition by Wavelet Transform with Competitive Index and PCA

Authors: Deepti Tamrakar, Pritee Khanna

Abstract:

This manuscript presents, palmprint recognition by combining different texture extraction approaches with high accuracy. The Region of Interest (ROI) is decomposed into different frequencytime sub-bands by wavelet transform up-to two levels and only the approximate image of two levels is selected, which is known as Approximate Image ROI (AIROI). This AIROI has information of principal lines of the palm. The Competitive Index is used as the features of the palmprint, in which six Gabor filters of different orientations convolve with the palmprint image to extract the orientation information from the image. The winner-take-all strategy is used to select dominant orientation for each pixel, which is known as Competitive Index. Further, PCA is applied to select highly uncorrelated Competitive Index features, to reduce the dimensions of the feature vector, and to project the features on Eigen space. The similarity of two palmprints is measured by the Euclidean distance metrics. The algorithm is tested on Hong Kong PolyU palmprint database. Different AIROI of different wavelet filter families are also tested with the Competitive Index and PCA. AIROI of db7 wavelet filter achievs Equal Error Rate (EER) of 0.0152% and Genuine Acceptance Rate (GAR) of 99.67% on the palm database of Hong Kong PolyU.

Keywords: DWT, EER, Euclidean Distance, Gabor filter, PCA, ROI.

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1583 Impulse Response Shortening for Discrete Multitone Transceivers using Convex Optimization Approach

Authors: Ejaz Khan, Conor Heneghan

Abstract:

In this paper we propose a new criterion for solving the problem of channel shortening in multi-carrier systems. In a discrete multitone receiver, a time-domain equalizer (TEQ) reduces intersymbol interference (ISI) by shortening the effective duration of the channel impulse response. Minimum mean square error (MMSE) method for TEQ does not give satisfactory results. In [1] a new criterion for partially equalizing severe ISI channels to reduce the cyclic prefix overhead of the discrete multitone transceiver (DMT), assuming a fixed transmission bandwidth, is introduced. Due to specific constrained (unit morm constraint on the target impulse response (TIR)) in their method, the freedom to choose optimum vector (TIR) is reduced. Better results can be obtained by avoiding the unit norm constraint on the target impulse response (TIR). In this paper we change the cost function proposed in [1] to the cost function of determining the maximum of a determinant subject to linear matrix inequality (LMI) and quadratic constraint and solve the resulting optimization problem. Usefulness of the proposed method is shown with the help of simulations.

Keywords: Equalizer, target impulse response, convex optimization, matrix inequality.

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1582 A Review on the Importance of Nursing Approaches in Nutrition of Children with Cancer

Authors: Ş. Çiftcioğlu, E. Efe

Abstract:

In recent years, cancer has been at the top of diseases that cause death in children. Adequate and balanced nutrition plays an important role in the treatment of cancer. Cancer and cancer treatment is affecting food intake, absorption and metabolism, causing nutritional disorders. Appropriate nutrition is very important for the cancerous child to feel well before, during and after the treatment. There are various difficulties in feeding children with cancer. These are the cancer-related factors. Other factors are environmental and behavioral. As health professionals who spend more time with children in the hospital, nurses should be able to support the children on nutrition and help them to have balanced nutrition. This study aimed to evaluate the importance of nursing approaches in the nutrition of children with cancer. This article is planned as a review article by searching the literature on this field. Anorexia may develop due to psychogenic causes or chemotherapeutic agents or accompanying infections and nutrient uptake may be reduced.  In addition, stomatitis, mucositis, taste and odor changes in the mouth, the feeling of nausea, vomiting and diarrhea can also reduce oral intake and result in significant losses in the energy deficit. In assessing the nutritional status of children with cancer, determining weight loss and good nutrition is essential anamnesis of a child.  Some anthropometric measurements and biochemical tests should be used to evaluate the nutrition of the child. The nutritional status of pediatric cancer patients has been studied for a long time and malnutrition, in particular under nutrition, in this population has long been recognized. Yet, its management remains variable with many malnourished children going unrecognized and consequently untreated. Nutritional support is important to pediatric cancer patients and should be integrated into the overall treatment of these children.

Keywords: Cancer treatment, children, complication, nutrition, nursing approaches.

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1581 Secure Block-Based Video Authentication with Localization and Self-Recovery

Authors: Ammar M. Hassan, Ayoub Al-Hamadi, Yassin M. Y. Hasan, Mohamed A. A. Wahab, Bernd Michaelis

Abstract:

Because of the great advance in multimedia technology, digital multimedia is vulnerable to malicious manipulations. In this paper, a public key self-recovery block-based video authentication technique is proposed which can not only precisely localize the alteration detection but also recover the missing data with high reliability. In the proposed block-based technique, multiple description coding MDC is used to generate two codes (two descriptions) for each block. Although one block code (one description) is enough to rebuild the altered block, the altered block is rebuilt with better quality by the two block descriptions. So using MDC increases the ratability of recovering data. A block signature is computed using a cryptographic hash function and a doubly linked chain is utilized to embed the block signature copies and the block descriptions into the LSBs of distant blocks and the block itself. The doubly linked chain scheme gives the proposed technique the capability to thwart vector quantization attacks. In our proposed technique , anyone can check the authenticity of a given video using the public key. The experimental results show that the proposed technique is reliable for detecting, localizing and recovering the alterations.

Keywords: Authentication, hash function, multiple descriptioncoding, public key encryption, watermarking.

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1580 Robotic End-Effector Impedance Control without Expensive Torque/Force Sensor

Authors: Shiuh-Jer Huang, Yu-Chi Liu, Su-Hai Hsiang

Abstract:

A novel low-cost impedance control structure is proposed for monitoring the contact force between end-effector and environment without installing an expensive force/torque sensor. Theoretically, the end-effector contact force can be estimated from the superposition of each joint control torque. There have a nonlinear matrix mapping function between each joint motor control input and end-effector actuating force/torques vector. This new force control structure can be implemented based on this estimated mapping matrix. First, the robot end-effector is manipulated to specified positions, then the force controller is actuated based on the hall sensor current feedback of each joint motor. The model-free fuzzy sliding mode control (FSMC) strategy is employed to design the position and force controllers, respectively. All the hardware circuits and software control programs are designed on an Altera Nios II embedded development kit to constitute an embedded system structure for a retrofitted Mitsubishi 5 DOF robot. Experimental results show that PI and FSMC force control algorithms can achieve reasonable contact force monitoring objective based on this hardware control structure.

Keywords: Robot, impedance control, fuzzy sliding mode control, contact force estimator.

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1579 Wormhole Attack Detection in Wireless Sensor Networks

Authors: Zaw Tun, Aung Htein Maw

Abstract:

The nature of wireless ad hoc and sensor networks make them very attractive to attackers. One of the most popular and serious attacks in wireless ad hoc networks is wormhole attack and most proposed protocols to defend against this attack used positioning devices, synchronized clocks, or directional antennas. This paper analyzes the nature of wormhole attack and existing methods of defending mechanism and then proposes round trip time (RTT) and neighbor numbers based wormhole detection mechanism. The consideration of proposed mechanism is the RTT between two successive nodes and those nodes- neighbor number which is needed to compare those values of other successive nodes. The identification of wormhole attacks is based on the two faces. The first consideration is that the transmission time between two wormhole attack affected nodes is considerable higher than that between two normal neighbor nodes. The second detection mechanism is based on the fact that by introducing new links into the network, the adversary increases the number of neighbors of the nodes within its radius. This system does not require any specific hardware, has good performance and little overhead and also does not consume extra energy. The proposed system is designed in ad hoc on-demand distance vector (AODV) routing protocol and analysis and simulations of the proposed system are performed in network simulator (ns-2).

Keywords: AODV, Wormhole attacks, Wireless ad hoc andsensor networks

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1578 Role of Customers in Stakeholders- Approach in Company Corporate Governance

Authors: Kolis Karel, Kubicek Ales

Abstract:

The purpose of this paper is to explore the relationship between the customers- issues in company corporate governance and the financial performance. At the beginning theoretical background consisting stakeholder theory and corporate governance is presented. On this theoretical background, the empirical research is built, collecting data of 60 Czech joint stock companies- boards considering their relationships with customers. Correlation analysis and multivariate regression analysis were employed to test the sample on two hypotheses. The weak positive correlation between stakeholder approach and the company size was identified. But both hypotheses were not supported, because there was no significant relation of independent variables to financial performance.

Keywords: customers, stakeholder theory, corporate governance, financial performance

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1577 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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1576 The Effect of Rotational Speed and Shaft Eccentric on Looseness of Bearing

Authors: Chalermsak Leetrakool, Komson Jirapattarasilp

Abstract:

This research was to study effect of rotational speed and eccentric factors, which were affected on looseness of bearing. The experiment was conducted on three rotational speeds and five eccentric distances with 5 replications. The results showed that influenced factor affected to looseness of bearing was rotational speed and eccentric distance which showed statistical significant. Higher rotational speed would cause on high looseness. Moreover, more eccentric distance, more looseness of bearing. Using bearing at high rotational with high eccentric of shaft would be affected bearing fault more than lower rotational speed. The prediction equation of looseness was generated by regression analysis. The prediction has an effected to the looseness of bearing at 91.5%.

Keywords: Bearing, Looseness, Rotational speed, Eccentric

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1575 Envelope-Wavelet Packet Transform for Machine Condition Monitoring

Authors: M. F. Yaqub, I. Gondal, J. Kamruzzaman

Abstract:

Wavelet transform has been extensively used in machine fault diagnosis and prognosis owing to its strength to deal with non-stationary signals. The existing Wavelet transform based schemes for fault diagnosis employ wavelet decomposition of the entire vibration frequency which not only involve huge computational overhead in extracting the features but also increases the dimensionality of the feature vector. This increase in the dimensionality has the tendency to 'over-fit' the training data and could mislead the fault diagnostic model. In this paper a novel technique, envelope wavelet packet transform (EWPT) is proposed in which features are extracted based on wavelet packet transform of the filtered envelope signal rather than the overall vibration signal. It not only reduces the computational overhead in terms of reduced number of wavelet decomposition levels and features but also improves the fault detection accuracy. Analytical expressions are provided for the optimal frequency resolution and decomposition level selection in EWPT. Experimental results with both actual and simulated machine fault data demonstrate significant gain in fault detection ability by EWPT at reduced complexity compared to existing techniques.

Keywords: Envelope Detection, Wavelet Transform, Bearing Faults, Machine Health Monitoring.

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1574 A Study of the Influence of College Students’ Exercise and Leisure Motivations on the Leisure Benefits – Using Leisure Involvement as a Moderator

Authors: Chiung-En Huang, Cheng-Yu Tsai, Shane-Chung Lee

Abstract:

This study aim at the influence of college students’ exercise and leisure motivations on the leisure benefits while using the leisure involvement as a moderator. Whereby, the research tools used in this study included the application of leisure motivation scale, leisure involvement scale and leisure benefits scale, and a hierarchical regression analysis was performed by using a questionnaire-based survey, in which, a total of 1,500 copies of questionnaires were administered and 917 valid questionnaires were obtained, achieving a response rate of 61.13%. Research findings explore that leisure involvement has a moderating effect on the relationship between the leisure motivation and leisure benefits.

Keywords: Leisure motivation, leisure involvement, leisure benefits, moderator.

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1573 Optic Disc Detection by Earth Mover's Distance Template Matching

Authors: Fernando C. Monteiro, Vasco Cadavez

Abstract:

This paper presents a method for the detection of OD in the retina which takes advantage of the powerful preprocessing techniques such as the contrast enhancement, Gabor wavelet transform for vessel segmentation, mathematical morphology and Earth Mover-s distance (EMD) as the matching process. The OD detection algorithm is based on matching the expected directional pattern of the retinal blood vessels. Vessel segmentation method produces segmentations by classifying each image pixel as vessel or nonvessel, based on the pixel-s feature vector. Feature vectors are composed of the pixel-s intensity and 2D Gabor wavelet transform responses taken at multiple scales. A simple matched filter is proposed to roughly match the direction of the vessels at the OD vicinity using the EMD. The minimum distance provides an estimate of the OD center coordinates. The method-s performance is evaluated on publicly available DRIVE and STARE databases. On the DRIVE database the OD center was detected correctly in all of the 40 images (100%) and on the STARE database the OD was detected correctly in 76 out of the 81 images, even in rather difficult pathological situations.

Keywords: Diabetic retinopathy, Earth Mover's distance, Gabor wavelets, optic disc detection, retinal images

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1572 Novel GPU Approach in Predicting the Directional Trend of the S&P 500

Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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1571 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

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. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. 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, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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1570 Pure Scalar Equilibria for Normal-Form Games

Authors: H. W. Corley

Abstract:

A scalar equilibrium (SE) is an alternative type of equilibrium in pure strategies for an n-person normal-form game G. It is defined using optimization techniques to obtain a pure strategy for each player of G by maximizing an appropriate utility function over the acceptable joint actions. The players’ actions are determined by the choice of the utility function. Such a utility function could be agreed upon by the players or chosen by an arbitrator. An SE is an equilibrium since no players of G can increase the value of this utility function by changing their strategies. SEs are formally defined, and examples are given. In a greedy SE, the goal is to assign actions to the players giving them the largest individual payoffs jointly possible. In a weighted SE, each player is assigned weights modeling the degree to which he helps every player, including himself, achieve as large a payoff as jointly possible. In a compromise SE, each player wants a fair payoff for a reasonable interpretation of fairness. In a parity SE, the players want their payoffs to be as nearly equal as jointly possible. Finally, a satisficing SE achieves a personal target payoff value for each player. The vector payoffs associated with each of these SEs are shown to be Pareto optimal among all such acceptable vectors, as well as computationally tractable.

Keywords: Compromise equilibrium, greedy equilibrium, normal-form game, parity equilibrium, pure strategies, satisficing equilibrium, scalar equilibria, utility function, weighted equilibrium.

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1569 A Social Cognitive Investigation in the Context of Vocational Training Performance of People with Disabilities

Authors: Majid A. AlSayari

Abstract:

The study reported here investigated social cognitive theory (SCT) in the context of Vocational Rehab (VR) for people with disabilities. The prime purpose was to increase knowledge of VR phenomena and make recommendations for improving VR services. The sample consisted of 242 persons with Spinal Cord Injuries (SCI) who completed questionnaires. A further 32 participants were Trainers. Analysis of questionnaire data was carried out using factor analysis, multiple regression analysis, and thematic analysis. The analysis suggested that, in motivational terms, and consistent with research carried out in other academic contexts, self-efficacy was the best predictor of VR performance. The author concludes that that VR self-efficacy predicted VR training performance.

Keywords: Social cognitive theory, vocational rehab, self-efficacy, proxy efficacy, people with disabilities.

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1568 Markov Chain Based QoS Support for Wireless Body Area Network Communication in Health Monitoring Services

Authors: R. A. Isabel, E. Baburaj

Abstract:

Wireless Body Area Networks (WBANs) are essential for real-time health monitoring of patients and in diagnosing of many diseases. WBANs comprise many sensors to monitor a large range of ambient conditions. Quality of Service (QoS) is a key challenge in WBAN, because the different state information of the neighboring nodes has to be monitored in an accurate manner. However, energy consumption gets increased while predicting and maintaining the exact information in highly dynamic environments. In order to reduce energy consumption and end to end delay, Markov Chain Based Quality of Service Support (MC-QoSS) method is designed in the health monitoring services of WBAN communication. The energy consumption gets reduced by forming a Markov chain with high energy nodes in the sensor networks communication path. The low energy level sensor nodes are removed using transitional probability in order to reduce end to end delay. High energy nodes are formed in the chain structure of its corresponding path to enhance communication. After choosing the communication path through high energy nodes, the packets are sent to the sink node from the source node with a higher Packet Delivery Ratio. The simulation result shows that MC-QoSS method improves the packet delivery ratio and reduces energy consumption with minimum end to end delay, compared to existing methods.

Keywords: Wireless body area networks, quality of service, Markov chain, health monitoring services.

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1567 Integrated Design in Additive Manufacturing Based on Design for Manufacturing

Authors: E. Asadollahi-Yazdi, J. Gardan, P. Lafon

Abstract:

Nowadays, manufactures are encountered with production of different version of products due to quality, cost and time constraints. On the other hand, Additive Manufacturing (AM) as a production method based on CAD model disrupts the design and manufacturing cycle with new parameters. To consider these issues, the researchers utilized Design For Manufacturing (DFM) approach for AM but until now there is no integrated approach for design and manufacturing of product through the AM. So, this paper aims to provide a general methodology for managing the different production issues, as well as, support the interoperability with AM process and different Product Life Cycle Management tools. The problem is that the models of System Engineering which is used for managing complex systems cannot support the product evolution and its impact on the product life cycle. Therefore, it seems necessary to provide a general methodology for managing the product’s diversities which is created by using AM. This methodology must consider manufacture and assembly during product design as early as possible in the design stage. The latest approach of DFM, as a methodology to analyze the system comprehensively, integrates manufacturing constraints in the numerical model in upstream. So, DFM for AM is used to import the characteristics of AM into the design and manufacturing process of a hybrid product to manage the criteria coming from AM. Also, the research presents an integrated design method in order to take into account the knowledge of layers manufacturing technologies. For this purpose, the interface model based on the skin and skeleton concepts is provided, the usage and manufacturing skins are used to show the functional surface of the product. Also, the material flow and link between the skins are demonstrated by usage and manufacturing skeletons. Therefore, this integrated approach is a helpful methodology for designer and manufacturer in different decisions like material and process selection as well as, evaluation of product manufacturability.

Keywords: Additive manufacturing, 3D printing, design for manufacturing, integrated design, interoperability.

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1566 An Efficient and Optimized Multi Constrained Path Computation for Real Time Interactive Applications in Packet Switched Networks

Authors: P.S. Prakash, S. Selvan

Abstract:

Quality of Service (QoS) Routing aims to find path between source and destination satisfying the QoS requirements which efficiently using the network resources and underlying routing algorithm and to fmd low-cost paths that satisfy given QoS constraints. One of the key issues in providing end-to-end QoS guarantees in packet networks is determining feasible path that satisfies a number of QoS constraints. We present a Optimized Multi- Constrained Routing (OMCR) algorithm for the computation of constrained paths for QoS routing in computer networks. OMCR applies distance vector to construct a shortest path for each destination with reference to a given optimization metric, from which a set of feasible paths are derived at each node. OMCR is able to fmd feasible paths as well as optimize the utilization of network resources. OMCR operates with the hop-by-hop, connectionless routing model in IP Internet and does not create any loops while fmding the feasible paths. Nodes running OMCR not necessarily maintaining global view of network state such as topology, resource information and routing updates are sent only to neighboring nodes whereas its counterpart link-state routing method depend on complete network state for constrained path computation and that incurs excessive communication overhead.

Keywords: QoS Routing, Optimization, feasible path, multiple constraints.

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1565 Methodology of Realization for Supervisor and Simulator Dedicated to a Semiconductor Research and Production Factory

Authors: Hanane Ondella, Pierre Ladet, David Ferrand, Pat Sloan

Abstract:

In the micro and nano-technology industry, the «clean-rooms» dedicated to manufacturing chip, are equipped with the most sophisticated equipment-tools. There use a large number of resources in according to strict specifications for an optimum working and result. The distribution of «utilities» to the production is assured by teams who use a supervision tool. The studies show the interest to control the various parameters of production or/and distribution, in real time, through a reliable and effective supervision tool. This document looks at a large part of the functions that the supervisor must assure, with complementary functionalities to help the diagnosis and simulation that prove very useful in our case where the supervised installations are complexed and in constant evolution.

Keywords: Control-Command, evolution, non regression, performances, real time, simulation, supervision.

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