Search results for: Fully fuzzy linear equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4086

Search results for: Fully fuzzy linear equations

2706 Exploring the Effect of Accounting Information on Systematic Risk: An Empirical Evidence of Tehran Stock Exchange

Authors: Mojtaba Rezaei, Elham Heydari

Abstract:

This paper highlights the empirical results of analyzing the correlation between accounting information and systematic risk. This association is analyzed among financial ratios and systematic risk by considering the financial statement of 39 companies listed on the Tehran Stock Exchange (TSE) for five years (2014-2018). Financial ratios have been categorized into four groups and to describe the special features, as representative of accounting information we selected: Return on Asset (ROA), Debt Ratio (Total Debt to Total Asset), Current Ratio (current assets to current debt), Asset Turnover (Net sales to Total assets), and Total Assets. The hypotheses were tested through simple and multiple linear regression and T-student test. The findings illustrate that there is no significant relationship between accounting information and market risk. This indicates that in the selected sample, historical accounting information does not fully reflect the price of stocks.

Keywords: Accounting information, market risk, systematic risk, efficient market hypothesis, EMH, Tehran Stock Exchange, TSE.

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2705 An Inverse Optimal Control Approach for the Nonlinear System Design Using ANN

Authors: M. P. Nanda Kumar, K. Dheeraj

Abstract:

The design of a feedback controller, so as to minimize a given performance criterion, for a general non-linear dynamical system is difficult; if not impossible. But for a large class of non-linear dynamical systems, the open loop control that minimizes a performance criterion can be obtained using calculus of variations and Pontryagin’s minimum principle. In this paper, the open loop optimal trajectories, that minimizes a given performance measure, is used to train the neural network whose inputs are state variables of non-linear dynamical systems and the open loop optimal control as the desired output. This trained neural network is used as the feedback controller. In other words, attempts are made here to solve the “inverse optimal control problem” by using the state and control trajectories that are optimal in an open loop sense.

Keywords: Inverse Optimal Control, Radial basis function neural network, Controller Design.

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2704 CFD Simulation of SO2 Removal from Gas Mixtures using Ceramic Membranes

Authors: Azam Marjani, Saeed Shirazian

Abstract:

This work deals with modeling and simulation of SO2 removal in a ceramic membrane by means of FEM. A mass transfer model was developed to predict the performance of SO2 absorption in a chemical solvent. The model was based on solving conservation equations for gas component in the membrane. Computational fluid dynamics (CFD) of mass and momentum were used to solve the model equations. The simulations aimed to obtain the distribution of gas concentration in the absorption process. The effect of the operating parameters on the efficiency of the ceramic membrane was evaluated. The modeling findings showed that the gas phase velocity has significant effect on the removal of gas whereas the liquid phase does not affect the SO2 removal significantly. It is also indicated that the main mass transfer resistance is placed in the membrane and gas phase because of high tortuosity of the ceramic membrane.

Keywords: Gas separation, finite element, ceramic, sulphur dioxide, simulation.

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2703 Modeling Uncertainty in Multiple Criteria Decision Making Using the Technique for Order Preference by Similarity to Ideal Solution for the Selection of Stealth Combat Aircraft

Authors: C. Ardil

Abstract:

Uncertainty set theory is a generalization of fuzzy set theory and intuitionistic fuzzy set theory. It serves as an effective tool for dealing with inconsistent, imprecise, and vague information. The technique for order preference by similarity to ideal solution (TOPSIS) method is a multiple-attribute method used to identify solutions from a finite set of alternatives. It simultaneously minimizes the distance from an ideal point and maximizes the distance from a nadir point. In this paper, an extension of the TOPSIS method for multiple attribute group decision-making (MAGDM) based on uncertainty sets is presented. In uncertainty decision analysis, decision-makers express information about attribute values and weights using uncertainty numbers to select the best stealth combat aircraft.

Keywords: Uncertainty set, stealth combat aircraft selection multiple criteria decision-making analysis, MCDM, uncertainty decision analysis, TOPSIS

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2702 Increase Energy Savings with Lighting Automation Using Light Pipes and Power LEDs

Authors: İ. Kıyak, G. Gökmen

Abstract:

Using of natural lighting has come into prominence in constructed buildings, especially in last ten years, under scope of energy efficiency. Natural lighting methods are one of the methods that aim to take advantage of day light in maximum level and decrease using of artificial lighting. Increasing of day light amount in buildings by using suitable methods will give optimum result in terms of comfort and energy saving when the daylight-artificial light integration is ensured with a suitable control system. Using of natural light in places that require lighting will ensure energy saving in great extent. With this study, it is aimed to save energy used for purpose of lighting. Under this scope, lighting of a scanning laboratory of a hospital was realized by using a lighting automation containing natural and artificial lighting. In natural lighting, light pipes were used and in artificial lighting, dimmable power LED modules were used. Necessity of lighting was followed with motion sensors. The lighting automation containing natural and artificial light was ensured with fuzzy logic control. At the scanning laboratory where this application was realized, energy saving in lighting was obtained.

Keywords: Daylight transfer, fuzzy logic controller, light pipe, Power LED.

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2701 The Proof of Analogous Results for Martingales and Partial Differential Equations Options Price Valuation Formulas Using Stochastic Differential Equation Models in Finance

Authors: H. D. Ibrahim, H. C. Chinwenyi, A. H. Usman

Abstract:

Valuing derivatives (options, futures, swaps, forwards, etc.) is one uneasy task in financial mathematics. The two ways this problem can be effectively resolved in finance is by the use of two methods (Martingales and Partial Differential Equations (PDEs)) to obtain their respective options price valuation formulas. This research paper examined two different stochastic financial models which are Constant Elasticity of Variance (CEV) model and Black-Karasinski term structure model. Assuming their respective option price valuation formulas, we proved the analogous of the Martingales and PDEs options price valuation formulas for the two different Stochastic Differential Equation (SDE) models. This was accomplished by using the applications of Girsanov theorem for defining an Equivalent Martingale Measure (EMM) and the Feynman-Kac theorem. The results obtained show the systematic proof for analogous of the two (Martingales and PDEs) options price valuation formulas beginning with the Martingales option price formula and arriving back at the Black-Scholes parabolic PDEs and vice versa.

Keywords: Option price valuation, Martingales, Partial Differential Equations, PDEs, Equivalent Martingale Measure, Girsanov Theorem, Feyman-Kac Theorem, European Put Option.

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2700 Prediction of Dissolved Oxygen in Rivers Using a Wang-Mendel Method – Case Study of Au Sable River

Authors: Mahmoud R. Shaghaghian

Abstract:

Amount of dissolve oxygen in a river has a great direct affect on aquatic macroinvertebrates and this would influence on the region ecosystem indirectly. In this paper it is tried to predict dissolved oxygen in rivers by employing an easy Fuzzy Logic Modeling, Wang Mendel method. This model just uses previous records to estimate upcoming values. For this purpose daily and hourly records of eight stations in Au Sable watershed in Michigan, United States are employed for 12 years and 50 days period respectively. Calculations indicate that for long period prediction it is better to increase input intervals. But for filling missed data it is advisable to decrease the interval. Increasing partitioning of input and output features influence a little on accuracy but make the model too time consuming. Increment in number of input data also act like number of partitioning. Large amount of train data does not modify accuracy essentially, so, an optimum training length should be selected.

Keywords: Dissolved oxygen, Au Sable, fuzzy logic modeling, Wang Mendel.

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2699 Optimal Convolutive Filters for Real-Time Detection and Arrival Time Estimation of Transient Signals

Authors: Michal Natora, Felix Franke, Klaus Obermayer

Abstract:

Linear convolutive filters are fast in calculation and in application, and thus, often used for real-time processing of continuous data streams. In the case of transient signals, a filter has not only to detect the presence of a specific waveform, but to estimate its arrival time as well. In this study, a measure is presented which indicates the performance of detectors in achieving both of these tasks simultaneously. Furthermore, a new sub-class of linear filters within the class of filters which minimize the quadratic response is proposed. The proposed filters are more flexible than the existing ones, like the adaptive matched filter or the minimum power distortionless response beamformer, and prove to be superior with respect to that measure in certain settings. Simulations of a real-time scenario confirm the advantage of these filters as well as the usefulness of the performance measure.

Keywords: Adaptive matched filter, minimum variance distortionless response, beam forming, Capon beam former, linear filters, performance measure.

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2698 Mathematical Properties of the Viscous Rotating Stratified Fluid Counting with Salinity and Heat Transfer in a Layer

Authors: A. Giniatoulline

Abstract:

A model of the mathematical fluid dynamics which describes the motion of a three-dimensional viscous rotating fluid in a homogeneous gravitational field with the consideration of the salinity and heat transfer is considered in a vertical finite layer. The model is a generalization of the linearized Navier-Stokes system with the addition of the Coriolis parameter and the equations for changeable density, salinity, and heat transfer. An explicit solution is constructed and the proof of the existence and uniqueness theorems is given. The localization and the structure of the spectrum of inner waves is also investigated. The results may be used, in particular, for constructing stable numerical algorithms for solutions of the considered models of fluid dynamics of the Atmosphere and the Ocean.

Keywords: Fourier transform, generalized solutions, Navier-Stokes equations, stratified fluid.

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2697 Convergence and Comparison Theorems of the Modified Gauss-Seidel Method

Authors: Zhouji Chen

Abstract:

In this paper, the modified Gauss-Seidel method with the new preconditioner for solving the linear system Ax = b, where A is a nonsingular M-matrix with unit diagonal, is considered. The convergence property and the comparison theorems of the proposed method are established. Two examples are given to show the efficiency and effectiveness of the modified Gauss-Seidel method with the presented new preconditioner.

Keywords: Preconditioned linear system, M-matrix, Convergence, Comparison theorem.

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2696 Numerical Solution for Elliptical Crack with Developing Cusps Subject to Shear Loading

Authors: Nik Mohd Asri Nik Long, Koo Lee Feng, Zainidin K. Eshkuvatov, A. A. Khaldjigitov

Abstract:

This paper study the behavior of the solution at the crack edges for an elliptical crack with developing cusps, Ω in the plane elasticity subjected to shear loading. The problem of finding the resulting shear stress can be formulated as a hypersingular integral equation over Ω and it is then transformed into a similar equation over a circular region, D, using conformal mapping. An appropriate collocation points are chosen on the region D to reduce the hypersingular integral equation into a system of linear equations with (2N+1)(N+1) unknown coefficients, which will later be used in the determination of shear stress intensity factors and maximum shear stress intensity. Numerical solution for the considered problem are compared with the existing asymptotic solution, and displayed graphically. Our results give a very good agreement to the existing asymptotic solutions.

Keywords: Elliptical crack, stress intensity factors, hyper singular integral equation, shear loading, conformal mapping.

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2695 Adaptive Hysteresis Based SHAF Using PI and FLC Controller for Current Harmonics Mitigation

Authors: Ravit Gautam, Dipen A. Mistry, Manmohan Singh Meena, Bhupelly Dheeraj, Suresh Mikkili

Abstract:

Due to the increased use of the power electronic equipment, harmonics in the power system has increased to a greater extent. These harmonics results a poor power quality causing a major effect on the customers. Shunt active filters (SHAF) are used for the mitigations of the current harmonics and to maintain constant DC link voltage. PI and Fuzzy logic controllers (FLC) were used to control the performance of the shunt active filter under both balance and unbalance source voltage condition. The results found were not satisfying the IEEE-519 standards of THD to be less than 5%. Hysteresis band current control was used to obtain the gating signals for SHAF, though it has some drawbacks and thus to obtain a better performance of the SHAF to mitigate the harmonics, adaptive hysteresis band current control scheme is implemented. Adaptive hysteresis based SHAF is used to obtain better compensation of current harmonics and to regulate the DC link voltage in a better way.

Keywords: DC Link Voltage, Fuzzy Logic Controller, Adaptive Hysteresis, Harmonics, Shunt Active Filter.

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2694 Discrete-time Phase and Delay Locked Loops Analyses in Tracking Mode

Authors: Jiri Sebesta

Abstract:

Phase locked loops (PLL) and delay locked loops (DLL) play an important role in establishing coherent references (phase of carrier and symbol timing) in digital communication systems. Fully digital receiver including digital carrier synchronizer and symbol timing synchronizer fulfils the conditions for universal multi-mode communication receiver with option of symbol rate setting over several digit places and long-term stability of requirement parameters. Afterwards it is necessary to realize PLL and DLL in synchronizer in digital form and to approach to these subsystems as a discrete representation of analog template. Analysis of discrete phase locked loop (DPLL) or discrete delay locked loop (DDLL) and technique to determine their characteristics based on analog (continuous-time) template is performed in this posed paper. There are derived transmission response and error function for 1st order discrete locked loop and resulting equations and graphical representations for 2nd order one. It is shown that the spectrum translation due to sampling takes effect at frequency characteristics computing for specific values of loop parameters.

Keywords: Carrier synchronization, coherent demodulation, software defined receiver, symbol timing.

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2693 On Climbing Winding Stairs for a Robotic Wheelchair

Authors: Chun-Ta Chen, Te-Tan Liao, Hoang-Vuong Pham

Abstract:

In this paper motion analysis on a winding stair-climbing is investigated using our proposed rotational arm type of robotic wheelchair. For now, the robotic wheelchair is operated in an open mode to climb winding stairs by a dynamic turning, therefore, the dynamics model is required to ensure a passenger-s safety. Equations of motion based on the skid-steering analysis are developed for the trajectory planning and motion analysis on climbing winding stairs. Since the robotic wheelchair must climb a winding staircase stably, the winding trajectory becomes a constraint equation to be followed, and the Baumgarte-s method is used to solve for the constrained dynamics equations. Experimental results validate the behavior of the prototype as it climbs a winding stair.

Keywords: Climb, robotic wheelchair, skid-steering, windingstair .

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2692 Stabilization and Control of a UAV Flight Attitude Angles using the Backstepping Method

Authors: Mihai Lungu

Abstract:

The paper presents the design of a mini-UAV attitude controller using the backstepping method. Starting from the nonlinear dynamic equations of the mini-UAV, by using the backstepping method, the author of this paper obtained the expressions of the elevator, rudder and aileron deflections, which stabilize the UAV, at each moment, to the desired values of the attitude angles. The attitude controller controls the attitude angles, the angular rates, the angular accelerations and other variables that describe the UAV longitudinal and lateral motions. To design the nonlinear controller, by using the backstepping technique, the nonlinear equations and the Lyapunov analysis have been directly used. The designed controller has been implemented in Matlab/Simulink environment and its effectiveness has been tested with a campaign of numerical simulations using data from the UAV flight tests. The obtained results are very good and they are better than the ones found in previous works.

Keywords: Attitude angles, Backstepping, Controller, UAV.

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2691 Parametric Non-Linear Analysis of Reinforced Concrete Frames with Supplemental Damping Systems

Authors: Daniele Losanno, Giorgio Serino

Abstract:

This paper focuses on parametric analysis of reinforced concrete structures equipped with supplemental damping braces. Practitioners still luck sufficient data for current design of damper added structures and often reduce the real model to a pure damper braced structure even if this assumption is neither realistic nor conservative. In the present study, the damping brace is modelled as made by a linear supporting brace connected in series with the viscous/hysteretic damper. Deformation capacity of existing structures is usually not adequate to undergo the design earthquake. In spite of this, additional dampers could be introduced strongly limiting structural damage to acceptable values, or in some cases, reducing frame response to elastic behavior. This work is aimed at providing useful considerations for retrofit of existing buildings by means of supplemental damping braces. The study explicitly takes into consideration variability of (a) relative frame to supporting brace stiffness, (b) dampers’ coefficient (viscous coefficient or yielding force) and (c) non-linear frame behavior. Non-linear time history analysis has been run to account for both dampers’ behavior and non-linear plastic hinges modelled by Pivot hysteretic type. Parametric analysis based on previous studies on SDOF or MDOF linear frames provide reference values for nearly optimal damping systems design. With respect to bare frame configuration, seismic response of the damper-added frame is strongly improved, limiting deformations to acceptable values far below ultimate capacity. Results of the analysis also demonstrated the beneficial effect of stiffer supporting braces, thus highlighting inadequacy of simplified pure damper models. At the same time, the effect of variable damping coefficient and yielding force has to be treated as an optimization problem.

Keywords: Brace stiffness, dissipative braces, non-linear analysis, plastic hinges, reinforced concrete.

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2690 On the Construction of Lightweight Circulant Maximum Distance Separable Matrices

Authors: Qinyi Mei, Li-Ping Wang

Abstract:

MDS matrices are of great significance in the design of block ciphers and hash functions. In the present paper, we investigate the problem of constructing MDS matrices which are both lightweight and low-latency. We propose a new method of constructing lightweight MDS matrices using circulant matrices which can be implemented efficiently in hardware. Furthermore, we provide circulant MDS matrices with as few bit XOR operations as possible for the classical dimensions 4 × 4, 8 × 8 over the space of linear transformations over finite field F42 . In contrast to previous constructions of MDS matrices, our constructions have achieved fewer XORs.

Keywords: Linear diffusion layer, circulant matrix, lightweight, MDS matrix.

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2689 Multilayer Soft Tissue Continuum Model: Towards Realistic Simulation of Facial Expressions

Authors: A. Hung, K. Mithraratne, M. Sagar, P. Hunter

Abstract:

A biophysically based multilayer continuum model of the facial soft tissue composite has been developed for simulating wrinkle formation. The deformed state of the soft tissue block was determined by solving large deformation mechanics equations using the Galerkin finite element method. The proposed soft tissue model is composed of four layers with distinct mechanical properties. These include stratum corneum, epidermal-dermal layer (living epidermis and dermis), subcutaneous tissue and the underlying muscle. All the layers were treated as non-linear, isotropic Mooney Rivlin materials. Contraction of muscle fibres was approximated using a steady-state relationship between the fibre extension ratio, intracellular calcium concentration and active stress in the fibre direction. Several variations of the model parameters (stiffness and thickness of epidermal-dermal layer, thickness of subcutaneous tissue layer) have been considered.

Keywords: Bio-physically based, soft tissue mechanics, facialtissue composite, wrinkling.

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2688 A Nonlinear ODE System for the Unsteady Hydrodynamic Force – A New Approach

Authors: Osama A. Marzouk

Abstract:

We propose a reduced-ordermodel for the instantaneous hydrodynamic force on a cylinder. The model consists of a system of two ordinary differential equations (ODEs), which can be integrated in time to yield very accurate histories of the resultant force and its direction. In contrast to several existing models, the proposed model considers the actual (total) hydrodynamic force rather than its perpendicular or parallel projection (the lift and drag), and captures the complete force rather than the oscillatory part only. We study and provide descriptions of the relationship between the model parameters, evaluated utilizing results from numerical simulations, and the Reynolds number so that the model can be used at any arbitrary value within the considered range of 100 to 500 to provide accurate representation of the force without the need to perform timeconsuming simulations and solving the partial differential equations (PDEs) governing the flow field.

Keywords: reduced-order model, wake oscillator, nonlinear, ODEsystem

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2687 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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2686 Order Reduction of Linear Dynamic Systems using Stability Equation Method and GA

Authors: G. Parmar, R. Prasad, S. Mukherjee

Abstract:

The authors present an algorithm for order reduction of linear dynamic systems using the combined advantages of stability equation method and the error minimization by Genetic algorithm. The denominator of the reduced order model is obtained by the stability equation method and the numerator terms of the lower order transfer function are determined by minimizing the integral square error between the transient responses of original and reduced order models using Genetic algorithm. The reduction procedure is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. The proposed algorithm has also been extended for the order reduction of linear multivariable systems. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing ones including one example of multivariable system.

Keywords: Genetic algorithm, Integral square error, Orderreduction, Stability equation method.

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2685 Analytical Solution of Stress Distribution ona Hollow Cylindrical Fiber of a Composite with Cylindrical Volume Element under Axial Loading

Authors: M. H. Kargarnovin, K. Momeni

Abstract:

The study of the stress distribution on a hollow cylindrical fiber placed in a composite material is considered in this work and an analytical solution for this stress distribution has been constructed. Finally some parameters such as fiber-s thickness and fiber-s length are considered and their effects on the distribution of stress have been investigated. For finding the governing relations, continuity equations for the axisymmetric problem in cylindrical coordinate (r,o,z) are considered. Then by assuming some conditions and solving the governing equations and applying the boundary conditions, an equation relates the stress applied to the representative volume element with the stress distribution on the fiber has been found.

Keywords: Axial Loading, Composite, Hollow CylindricalFiber, Stress Distribution.

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2684 Metaheuristic Algorithms for Decoding Binary Linear Codes

Authors: Hassan Berbia, Faissal Elbouanani, Rahal Romadi, Mostafa Belkasmi

Abstract:

This paper introduces two decoders for binary linear codes based on Metaheuristics. The first one uses a genetic algorithm and the second is based on a combination genetic algorithm with a feed forward neural network. The decoder based on the genetic algorithms (DAG) applied to BCH and convolutional codes give good performances compared to Chase-2 and Viterbi algorithm respectively and reach the performances of the OSD-3 for some Residue Quadratic (RQ) codes. This algorithm is less complex for linear block codes of large block length; furthermore their performances can be improved by tuning the decoder-s parameters, in particular the number of individuals by population and the number of generations. In the second algorithm, the search space, in contrast to DAG which was limited to the code word space, now covers the whole binary vector space. It tries to elude a great number of coding operations by using a neural network. This reduces greatly the complexity of the decoder while maintaining comparable performances.

Keywords: Block code, decoding, methaheuristic, genetic algorithm, neural network

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2683 Exact Pfaffian and N-Soliton Solutions to a (3+1)-Dimensional Generalized Integrable Nonlinear Partial Differential Equations

Authors: Magdy G. Asaad

Abstract:

The objective of this paper is to use the Pfaffian technique to construct different classes of exact Pfaffian solutions and N-soliton solutions to some of the generalized integrable nonlinear partial differential equations in (3+1) dimensions. In this paper, I will show that the Pfaffian solutions to the nonlinear PDEs are nothing but Pfaffian identities. Solitons are among the most beneficial solutions for science and technology, from ocean waves to transmission of information through optical fibers or energy transport along protein molecules. The existence of multi-solitons, especially three-soliton solutions, is essential for information technology: it makes possible undisturbed simultaneous propagation of many pulses in both directions.

Keywords: Bilinear operator, G-BKP equation, Integrable nonlinear PDEs, Jimbo-Miwa equation, Ma-Fan equation, N-soliton solutions, Pfaffian solutions.

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2682 A Novel Approach to Handle Uncertainty in Health System Variables for Hospital Admissions

Authors: Manisha Rathi, Thierry Chaussalet

Abstract:

Hospital staff and managers are under pressure and concerned for effective use and management of scarce resources. The hospital admissions require many decisions that have complex and uncertain consequences for hospital resource utilization and patient flow. It is challenging to predict risk of admissions and length of stay of a patient due to their vague nature. There is no method to capture the vague definition of admission of a patient. Also, current methods and tools used to predict patients at risk of admission fail to deal with uncertainty in unplanned admission, LOS, patients- characteristics. The main objective of this paper is to deal with uncertainty in health system variables, and handles uncertain relationship among variables. An introduction of machine learning techniques along with statistical methods like Regression methods can be a proposed solution approach to handle uncertainty in health system variables. A model that adapts fuzzy methods to handle uncertain data and uncertain relationships can be an efficient solution to capture the vague definition of admission of a patient.

Keywords: Admission, Fuzzy, Regression, Uncertainty

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2681 A Study of Panel Logit Model and Adaptive Neuro-Fuzzy Inference System in the Prediction of Financial Distress Periods

Authors: Ε. Giovanis

Abstract:

The purpose of this paper is to present two different approaches of financial distress pre-warning models appropriate for risk supervisors, investors and policy makers. We examine a sample of the financial institutions and electronic companies of Taiwan Security Exchange (TSE) market from 2002 through 2008. We present a binary logistic regression with paned data analysis. With the pooled binary logistic regression we build a model including more variables in the regression than with random effects, while the in-sample and out-sample forecasting performance is higher in random effects estimation than in pooled regression. On the other hand we estimate an Adaptive Neuro-Fuzzy Inference System (ANFIS) with Gaussian and Generalized Bell (Gbell) functions and we find that ANFIS outperforms significant Logit regressions in both in-sample and out-of-sample periods, indicating that ANFIS is a more appropriate tool for financial risk managers and for the economic policy makers in central banks and national statistical services.

Keywords: ANFIS, Binary logistic regression, Financialdistress, Panel data

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2680 A 3D Approach for Extraction of the Coronaryartery and Quantification of the Stenosis

Authors: Mahdi Mazinani, S. D. Qanadli, Rahil Hosseini, Tim Ellis, Jamshid Dehmeshki

Abstract:

Segmentation and quantification of stenosis is an important task in assessing coronary artery disease. One of the main challenges is measuring the real diameter of curved vessels. Moreover, uncertainty in segmentation of different tissues in the narrow vessel is an important issue that affects accuracy. This paper proposes an algorithm to extract coronary arteries and measure the degree of stenosis. Markovian fuzzy clustering method is applied to model uncertainty arises from partial volume effect problem. The algorithm employs: segmentation, centreline extraction, estimation of orthogonal plane to centreline, measurement of the degree of stenosis. To evaluate the accuracy and reproducibility, the approach has been applied to a vascular phantom and the results are compared with real diameter. The results of 10 patient datasets have been visually judged by a qualified radiologist. The results reveal the superiority of the proposed method compared to the Conventional thresholding Method (CTM) on both datasets.

Keywords: 3D coronary artery tree extraction, segmentation, quantification, fuzzy clustering, and Markov random field

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2679 ELD79-LGD2006 Transformation Techniques Implementation and Accuracy Comparison in Tripoli Area, Libya

Authors: Jamal A. Gledan, Othman A. Azzeidani

Abstract:

During the last decade, Libya established a new Geodetic Datum called Libyan Geodetic Datum 2006 (LGD 2006) by using GPS, whereas the ground traversing method was used to establish the last Libyan datum which was called the Europe Libyan Datum 79 (ELD79). The current research paper introduces ELD79 to LGD2006 coordinate transformation technique, the accurate comparison of transformation between multiple regression equations and the three – parameters model (Bursa-Wolf). The results had been obtained show that the overall accuracy of stepwise multi regression equations is better than that can be determined by using Bursa-Wolf transformation model.

Keywords: Geodetic datum, horizontal control points, traditional similarity transformation model, unconventional transformation techniques.

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2678 Low Voltage High Gain Linear Class AB CMOS OTA with DC Level Input Stage

Authors: Houda Bdiri Gabbouj, Néjib Hassen, Kamel Besbes

Abstract:

This paper presents a low-voltage low-power differential linear transconductor with near rail-to-rail input swing. Based on the current-mirror OTA topology, the proposed transconductor combines the Flipped Voltage Follower (FVF) technique to linearize the transconductor behavior that leads to class- AB linear operation and the virtual transistor technique to lower the effective threshold voltages of the transistors which offers an advantage in terms of low supply requirement. Design of the OTA has been discussed. It operates at supply voltages of about ±0.8V. Simulation results for 0.18μm TSMC CMOS technology show a good input range of 1Vpp with a high DC gain of 81.53dB and a total harmonic distortion of -40dB at 1MHz for an input of 1Vpp. The main aim of this paper is to present and compare new OTA design with high transconductance, which has a potential to be used in low voltage applications.

Keywords: Amplifier class AB, current mirror, flipped voltage follower, low voltage.

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2677 Multiple Mental Thought Parametric Classification: A New Approach for Individual Identification

Authors: Ramaswamy Palaniappan

Abstract:

This paper reports a new approach on identifying the individuality of persons by using parametric classification of multiple mental thoughts. In the approach, electroencephalogram (EEG) signals were recorded when the subjects were thinking of one or more (up to five) mental thoughts. Autoregressive features were computed from these EEG signals and classified by Linear Discriminant classifier. The results here indicate that near perfect identification of 400 test EEG patterns from four subjects was possible, thereby opening up a new avenue in biometrics.

Keywords: Autoregressive, Biometrics, Electroencephalogram, Linear discrimination, Mental thoughts.

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