Search results for: maritime traffic network extraction

Authors: Wafa' S.Al-Sharafat, Reyadh Naoum

Abstract:

Society has grown to rely on Internet services, and the number of Internet users increases every day. As more and more users become connected to the network, the window of opportunity for malicious users to do their damage becomes very great and lucrative. The objective of this paper is to incorporate different techniques into classier system to detect and classify intrusion from normal network packet. Among several techniques, Steady State Genetic-based Machine Leaning Algorithm (SSGBML) will be used to detect intrusions. Where Steady State Genetic Algorithm (SSGA), Simple Genetic Algorithm (SGA), Modified Genetic Algorithm and Zeroth Level Classifier system are investigated in this research. SSGA is used as a discovery mechanism instead of SGA. SGA replaces all old rules with new produced rule preventing old good rules from participating in the next rule generation. Zeroth Level Classifier System is used to play the role of detector by matching incoming environment message with classifiers to determine whether the current message is normal or intrusion and receiving feedback from environment. Finally, in order to attain the best results, Modified SSGA will enhance our discovery engine by using Fuzzy Logic to optimize crossover and mutation probability. The experiments and evaluations of the proposed method were performed with the KDD 99 intrusion detection dataset.

Keywords: MSSGBML, Network Intrusion Detection, SGA, SSGA.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1676

Authors: Jamal Fathi Abu Hasna

Abstract:

There are two common methodologies to verify signatures: the functional approach and the parametric approach. This paper presents a new approach for dynamic handwritten signature verification (HSV) using the Neural Network with verification by the Conjugate Gradient Neural Network (NN). It is yet another avenue in the approach to HSV that is found to produce excellent results when compared with other methods of dynamic. Experimental results show the system is insensitive to the order of base-classifiers and gets a high verification ratio.

Keywords: Signature Verification, MATLAB Software, Conjugate Gradient, Segmentation, Skilled Forgery, and Genuine.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1641

Authors: Cristina S. Decano, Vitaliana U. Malamug, Melissa E. Agulto, Helen F. Gavino

Abstract:

This study aimed to introduce new natural fiber to be used in the production of geotextile net for mitigation of soil erosion. Fiber extraction from the stalks was the main challenge faced during the processing of stalks to ropes. Thus, an investigation on the extraction procedures of corn (Zea mays L.) stalk under biological and chemical retting was undertaken. Results indicated significant differences among percent fiber yield as affected by the retting methods used with values of 15.07%, 12.97%, 11.60%, and 9.01%, for dew, water, chemical (1 day after harvest and15 days after harvest), respectively, with the corresponding average extracting duration of 70, 82, 89, and 94 minutes. Physical characterization of the developed corn stalk geotextile net resulted to average mass per unit area of 806.25 g/m² and 241% water absorbing capacity. The effect of corn stalk geotextile net in mitigating soil erosion was evaluated in a laboratory experiment for 30^o and 60^o inclinations with three treatments: bare soil (A₁), corn stalk geotextile net (A₂) and combined cornstalk geotextile net and vegetation cover (A₃). Results revealed that treatment A₂ and A₃ significantly decreased sediment yield and an increase in terms of soil loss reduction efficiency. The cost of corn stalk geotextile net is Php 62.41 per square meter.

Keywords: Corn stalk, natural geotextile, retting, soil erosion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1732

Authors: J. Moshtagh, L. Eslami

Abstract:

Various studies have showed that about 90% of single line to ground faults occurred on High voltage transmission lines have transient nature. This type of faults is cleared by temporary outage (by the single phase auto-reclosure). The interval between opening and reclosing of the faulted phase circuit breakers is named “Dead Time” that is varying about several hundred milliseconds. For adjustment of traditional single phase auto-reclosures that usually are not intelligent, it is necessary to calculate the dead time in the off-line condition precisely. If the dead time used in adjustment of single phase auto-reclosure is less than the real dead time, the reclosing of circuit breakers threats the power systems seriously. So in this paper a novel approach for precise calculation of dead time in power transmission lines based on the network equivalencing in time domain is presented. This approach has extremely higher precision in comparison with the traditional method based on Thevenin equivalent circuit. For comparison between the proposed approach in this paper and the traditional method, a comprehensive simulation by EMTP-ATP is performed on an extensive power network.

Keywords: Dead Time, Network Equivalencing, High Voltage Transmission Lines, Single Phase Auto-Reclosure.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1583

Authors: Ali Payan

Abstract:

The aim of this paper is to evaluate the performance of the faculties of Islamic Azad University of Zahedan Branch based on two-component (teaching and research) decision making units (DMUs) in data envelopment analysis (DEA). Nowadays it is obvious that most of the systems as DMUs do not act as a simple inputoutput structure. Instead, if they have been studied more delicately, they include network structure. University is such a network in which different sections i.e. teaching, research, students and office work as a parallel structure. They consume some inputs of university commonly and some others individually. Then, they produce both dependent and independent outputs. These DMUs are called two-component DMUs with network structure. In this paper, performance of the faculties of Zahedan branch is calculated by using relative efficiency model and also, a formula to compute relative efficiencies teaching and research components based on DEA are offered.

Keywords: Data envelopment analysis, faculties of Islamic Azad University of Zahedan branch, two-component DMUs.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1664

Authors: Kyoung-Mi Lee, Youn-Mi Lee

Abstract:

This paper proposes a way to track persons by making use of multiple non-overlapping cameras. Tracking persons on multiple non-overlapping cameras enables data communication among cameras through the network connection between a camera and a computer, while at the same time transferring human feature data captured by a camera to another camera that is connected via the network. To track persons with a camera and send the tracking data to another camera, the proposed system uses a hierarchical human model that comprises a head, a torso, and legs. The feature data of the person being modeled are transferred to the server, after which the server sends the feature data of the human model to the cameras connected over the network. This enables a camera that captures a person's movement entering its vision to keep tracking the recognized person with the use of the feature data transferred from the server.

Keywords: Person tracking, human model, networked cameras, vision-based surveillance.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1492

Authors: Varsha Shah, Patel Pritesh, Patel Sagar, PrasantaKundu, RanjanMaheshwari

Abstract:

Performance of vehicle depends on driving patterns and vehicle drive train configuration. Driving patterns depends on traffic condition, road condition and driver behavior. HEV design is carried out under certain constrain like vehicle operating range, acceleration, decelerations, maximum speed and road grades which are directly related to the driving patterns. Therefore the detailed study on HEV performance over a different drive cycle is required for selection and sizing of HEV components. A simple hardware is design to measured velocity v/s time profile of the vehicle by operating vehicle on Indian roads under real traffic conditions. To size the HEV components, a detailed dynamic model of the vehicle is developed considering the effect of inertia of rotating components like wheels, drive chain, engine and electric motor. Using vehicle model and different Indian drive cycles data, total tractive power demanded by vehicle and power supplied by individual components has been calculated.Using above information selection and estimation of component sizing for HEV is carried out so that HEV performs efficiently under hostile driving condition. Complete analysis is carried out in LABVIEW.

Keywords: BLDC motor, Driving cycle, LABVIEW Ultracapacitors, Vehicle Dynamics,

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3905

Authors: A. Statkus, S. Paulikas

Abstract:

With increasing number of wireless devices like laptops, Wi-Fi Web Cams, network extenders, etc., a new kind of problems appeared, mostly related to poor Wi-Fi throughput or communication problems. In this paper an investigation on wireless networks and it-s saturation in Vilnius City and its surrounding is presented, covering the main problems of wireless saturation and network load during day. Also an investigation on wireless channel selection and noise levels were made, showing the impact of neighbor AP to signal and noise levels and how it changes during the day.

Keywords: IEEE 802.11b/g/n, wireless saturation, client activity, channel selection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1651

Authors: Alexandre Boum, Salomon Madinatou

Abstract:

This paper aims at bringing a scientific contribution to the cardiac arrhythmia biomedical diagnosis systems; more precisely to the study of the amelioration of cardiac arrhythmia classification performance using artificial neural network, adaptive neuro-fuzzy and fuzzy inference systems classifiers. The purpose of this amelioration is to enable cardiologists to make reliable diagnosis through automatic cardiac arrhythmia analyzes and classifications based on high confidence classifiers. In this study, six classes of the most commonly encountered arrhythmias are considered: the Right Bundle Branch Block, the Left Bundle Branch Block, the Ventricular Extrasystole, the Auricular Extrasystole, the Atrial Fibrillation and the Normal Cardiac rate beat. From the electrocardiogram (ECG) extracted parameters, we constructed a matrix (360x360) serving as an input data sample for the classifiers based on neural networks and a matrix (1x6) for the classifier based on fuzzy logic. By varying three parameters (the quality of the neural network learning, the data size and the quality of the input parameters) the automatic classification permitted us to obtain the following performances: in terms of correct classification rate, 83.6% was obtained using the fuzzy logic based classifier, 99.7% using the neural network based classifier and 99.8% for the adaptive neuro-fuzzy based classifier. These results are based on signals containing at least 360 cardiac cycles. Based on the comparative analysis of the aforementioned three arrhythmia classifiers, the classifiers based on neural networks exhibit a better performance.

Keywords: Adaptive neuro-fuzzy, artificial neural network, cardiac arrythmias, fuzzy inference systems.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 714

Authors: Tae Kyung Kim, Hee Suk Seo

Abstract:

Adapting various sensor devices to communicate within sensor networks empowers us by providing range of possibilities. The sensors in sensor networks need to know their measurable belief of trust for efficient and safe communication. In this paper, we suggested a trust model using fuzzy logic in sensor network. Trust is an aggregation of consensus given a set of past interaction among sensors. We applied our suggested model to sensor networks in order to show how trust mechanisms are involved in communicating algorithm to choose the proper path from source to destination.

Keywords: Fuzzy, Sensor Networks, Trust.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3559

Authors: Anjin Park, Sungju Yun, Jungwhan Kim, Seungk Min, Keechul Jung

Abstract:

Finger spelling is an art of communicating by signs made with fingers, and has been introduced into sign language to serve as a bridge between the sign language and the verbal language. Previous approaches to finger spelling recognition are classified into two categories: glove-based and vision-based approaches. The glove-based approach is simpler and more accurate recognizing work of hand posture than vision-based, yet the interfaces require the user to wear a cumbersome and carry a load of cables that connected the device to a computer. In contrast, the vision-based approaches provide an attractive alternative to the cumbersome interface, and promise more natural and unobtrusive human-computer interaction. The vision-based approaches generally consist of two steps: hand extraction and recognition, and two steps are processed independently. This paper proposes real-time vision-based Korean finger spelling recognition system by integrating hand extraction into recognition. First, we tentatively detect a hand region using CAMShift algorithm. Then fill factor and aspect ratio estimated by width and height estimated by CAMShift are used to choose candidate from database, which can reduce the number of matching in recognition step. To recognize the finger spelling, we use DTW(dynamic time warping) based on modified chain codes, to be robust to scale and orientation variations. In this procedure, since accurate hand regions, without holes and noises, should be extracted to improve the precision, we use graph cuts algorithm that globally minimize the energy function elegantly expressed by Markov random fields (MRFs). In the experiments, the computational times are less than 130ms, and the times are not related to the number of templates of finger spellings in database, as candidate templates are selected in extraction step.

Keywords: CAMShift, DTW, Graph Cuts, MRF.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1639

Authors: Brenden M. Shutt, Lubjana Beshaj, Paul L. Goethals, Ambrose Kam

Abstract:

Communication security is of particular interest to military data networks. A relatively novel approach to network security is blockchain, a cryptographically secured distribution ledger with a decentralized consensus mechanism for data transaction processing. Recent advances in blockchain technology have proposed new techniques for both data validation and trust management, as well as different frameworks for managing dataflow. The purpose of this work is to test the feasibility of different blockchain architectures as applied to military command and control networks. Various architectures are tested through discrete-event simulation and the feasibility is determined based upon a blockchain design’s ability to maintain long-term stable performance at industry standards of throughput, network latency, and security. This work proposes a consortium blockchain architecture with a computationally inexpensive consensus mechanism, one that leverages a Proof-of-Identity (PoI) concept and a reputation management mechanism.

Keywords: Blockchain, command & control network, discrete-event simulation, reputation management.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 851

Authors: Nurhani Kasuan, Zakariah Yusuf, Mohd Nasir Taib, Mohd Hezri Fazalul Rahiman, Nazurah Tajuddin, Mohd Azri Abdul Aziz

Abstract:

This paper presents a hybrid fuzzy-PD plus PID (HFPP) controller and its application to steam distillation process for essential oil extraction system. Steam temperature is one of the most significant parameters that can influence the composition of essential oil yield. Due to parameter variations and changes in operation conditions during distillation, a robust steam temperature controller becomes nontrivial to avoid the degradation of essential oil quality. Initially, the PRBS input is triggered to the system and output of steam temperature is modeled using ARX model structure. The parameter estimation and tuning method is adopted by simulation using HFPP controller scheme. The effectiveness and robustness of proposed controller technique is validated by real time implementation to the system. The performance of HFPP using 25 and 49 fuzzy rules is compared. The experimental result demonstrates the proposed HFPP using 49 fuzzy rules achieves a better, consistent and robust controller compared to PID when considering the test on tracking the set point and the effects due to disturbance.

Keywords: Fuzzy Logic controller, steam temperature, steam distillation, real time control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2850

Authors: Ajoy Kumar Das, Prasenjit Dey

Abstract:

Heat transfer due to forced convection of copper water based nanofluid has been predicted by Artificial Neural network (ANN). The present nanofluid is formed by mixing copper nanoparticles in water and the volume fractions are considered here are 0% to 15% and the Reynolds number are kept constant at 100. The back propagation algorithm is used to train the network. The present ANN is trained by the input and output data which has been obtained from the numerical simulation, performed in finite volume based Computational Fluid Dynamics (CFD) commercial software Ansys Fluent. The numerical simulation based results are compared with the back propagation based ANN results. It is found that the forced convection heat transfer of water based nanofluid can be predicted correctly by ANN. It is also observed that the back propagation ANN can predict the heat transfer characteristics of nanofluid very quickly compared to standard CFD method.

Keywords: Forced convection, Square cylinder, nanofluid, neural network.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2370

Authors: Anant Oonsivilai, Sanom Saichoomdee

Abstract:

To determine the presence and location of faults in a transmission by the adaptation of protective distance relay based on the measurement of fixed settings as line impedance is achieved by several different techniques. Moreover, a fast, accurate and robust technique for real-time purposes is required for the modern power systems. The appliance of radial basis function neural network in transmission line protection is demonstrated in this paper. The method applies the power system via voltage and current signals to learn the hidden relationship presented in the input patterns. It is experiential that the proposed technique is competent to identify the particular fault direction more speedily. System simulations studied show that the proposed approach is able to distinguish the direction of a fault on a transmission line swiftly and correctly, therefore suitable for the real-time purposes.

Keywords: radial basis function neural network, transmission lines protection, relaying, power system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2368

Authors: B. Kabane, G. G. Redhi

Abstract:

An ammonium based ionic liquid (methyltrioctylammonium chloride) [N_{8 8 8 1}] [Cl] was investigated as an extraction potential solvent for volatile organic solvents (in this regard, solutes), which includes alkenes, alkanes, ketones, alkynes, aromatic hydrocarbons, tetrahydrofuran (THF), alcohols, thiophene, water and acetonitrile based on the experimental activity coefficients at infinite THF measurements were conducted by the use of gas-liquid chromatography at four different temperatures (313.15 to 343.15) K. Experimental data of activity coefficients obtained across the examined temperatures were used in order to calculate the physicochemical properties at infinite dilution such as partial molar excess enthalpy, Gibbs free energy and entropy term. Capacity and selectivity data for selected petrochemical extraction problems (heptane/thiophene, heptane/benzene, cyclohaxane/cyclohexene, hexane/toluene, hexane/hexene) were computed from activity coefficients data and compared to the literature values with other ionic liquids. Evaluation of activity coefficients at infinite dilution expands the knowledge and provides a good understanding related to the interactions between the ionic liquid and the investigated compounds.

Keywords: Separation, activity coefficients, ionic liquid, methyltrioctylammonium chloride, capacity.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 739

Authors: Seyed Hossein Iranmanesh, Mansoureh Zarezadeh

Abstract:

This paper presents an application of Artificial Neural Network (ANN) to forecast actual cost of a project based on the earned value management system (EVMS). For this purpose, some projects randomly selected based on the standard data set , and it is produced necessary progress data such as actual cost ,actual percent complete , baseline cost and percent complete for five periods of project. Then an ANN with five inputs and five outputs and one hidden layer is trained to produce forecasted actual costs. The comparison between real and forecasted data show better performance based on the Mean Absolute Percentage Error (MAPE) criterion. This approach could be applicable to better forecasting the project cost and result in decreasing the risk of project cost overrun, and therefore it is beneficial for planning preventive actions.

Keywords: Earned Value Management System (EVMS), Artificial Neural Network (ANN), Estimate At Completion, Forecasting Methods, Project Performance Measurement.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2771

Authors: Denis Câprâroiu, Gica Pehoiu

Abstract:

The Mongol expansion in the West and the political and commercial interests arising from antagonisms between the Golden Horde and the Persian Ilkhanate determined the transformation of the Black Sea into an international trade turntable beginning with the last third of the XIIIth century. As the Volga Khanate attracted the maritime power of Genoa in the transcontinental project of deviating the Silk Road to its own benefit, the latter took full advantage of the new historical conjuncture, to the detriment of its rival, Venice. As a consequence, Genoa settled important urban centers on the Pontic shores, having mainly a commercial role. In the Romanian outer-Carpathian area, Vicina, Cetatea Albâ, and Chilia are notable, representing distinct, important types of cities within the broader context of the Romanian medieval urban genesis typology.

Keywords: Black Sea, Vicina, Cetatea Albâ, Chilia.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1746

Authors: Mehdi Seifbarghy, Keyvan Roshan

Abstract:

Main goal of preventive healthcare problems are at decreasing the likelihood and severity of potentially life-threatening illnesses by protection and early detection. The levels of establishment and staffing costs along with summation of the travel and waiting time that clients spent are considered as objectives functions of the proposed nonlinear integer programming model. In this paper, we have proposed a bi-objective mathematical model for designing a network of preventive healthcare facilities so as to minimize aforementioned objectives, simultaneously. Moreover, each facility acts as M/M/1 queuing system. The number of facilities to be established, the location of each facility, and the level of technology for each facility to be chosen are provided as the main determinants of a healthcare facility network. Finally, to demonstrate performance of the proposed model, four multi-objective decision making techniques are presented to solve the model.

Keywords: Preventive healthcare problems, Non-linear integer programming models, Multi-objective decision making techniques

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1773

Authors: Mehmet Balci, Sakir Tasdemir, Mustafa Altin, Ozlem Bozok

Abstract:

Our globalizing world has become almost a small village and everyone can access any information at any time. Everyone lets each other know who does whatever in which place. We can learn which social events occur in which place in the world. From the perspective of education, the course notes that a lecturer use in lessons in a university in any state of America can be examined by a student studying in a city of Africa or the Far East. This dizzying communication we have mentioned happened thanks to fast developments in computer and internet technologies. While these developments occur in the world, Turkey that has a very large young population and whose electronic infrastructure rapidly improves has also been affected by these developments. Nowadays, mobile devices have become common and thus, it causes to increase data traffic in social networks. This study was carried out on students in the different age groups in Selcuk University Vocational School of Technical Sciences, the Department of Computer Technology. Students’ opinions about the use of internet and social media were obtained. The features such as using the Internet and social media skills, purposes, operating frequency, accessing facilities and tools, social life and effects on vocational education and so forth were explored. The positive effects and negative effects of both internet and social media use on the students in this department and findings are evaluated from different perspectives and results are obtained. In addition, relations and differences were found out statistically.

Keywords: Computer technologies, internet use, social network, higher vocational school.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1762

Authors: Marios N. Moschakis

Abstract:

The increasing penetration of Distributed Generation and storage connected to the distribution network via PWM converters increases the possibility of a DC-component (offset) in voltage or current flowing into the grid. This occurs when even harmonics are present in the network voltage. DC-components can affect the operation and safety of several grid components. Therefore, an investigation of the way they are produced is important in order to take appropriate measures for their elimination. Further research on DC-components that appear on output voltage of converters is performed for different parameters of PWM technique and characteristics of even harmonics.

Keywords: Asymmetric even harmonics, DC-offsets, distributed generation, electric machine drive systems, power quality.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3687

Authors: Helyane B. Borges, Julio Cesar Nievola

Abstract:

Hierarchical classification is a problem with applications in many areas as protein function prediction where the dates are hierarchically structured. Therefore, it is necessary the development of algorithms able to induce hierarchical classification models. This paper presents experimenters using the algorithm for hierarchical classification called Multi-label Hierarchical Classification using a Competitive Neural Network (MHC-CNN). It was tested in ten datasets the Gene Ontology (GO) Cellular Component Domain. The results are compared with the Clus-HMC and Clus-HSC using the hF-Measure.

Keywords: Hierarchical Classification, Competitive Neural Network, Global Classifier.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2384

Authors: K. Jayakumar, S. Thangavel

Abstract:

In this paper proposed the effective fault detection of industrial drives by using Biorthogonal Posterior Vibration Signal-Data Probabilistic Wavelet Neural Network (BPPVS-WNN) system. This system was focused to reducing the current flow and to identify faults with lesser execution time with harmonic values obtained through fifth derivative. Initially, the construction of Biorthogonal vibration signal-data based wavelet transform in BPPVS-WNN system localizes the time and frequency domain. The Biorthogonal wavelet approximates the broken bearing using double scaling and factor, identifies the transient disturbance due to fault on induction motor through approximate coefficients and detailed coefficient. Posterior Probabilistic Neural Network detects the final level of faults using the detailed coefficient till fifth derivative and the results obtained through it at a faster rate at constant frequency signal on the industrial drive. Experiment through the Simulink tool detects the healthy and unhealthy motor on measuring parametric factors such as fault detection rate based on time, current flow rate, and execution time.

Keywords: Biorthogonal Wavelet Transform, Posterior Probabilistic Neural Network, Induction Motor.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1021

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

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 3090

Authors: Farid Ezanee Mohamed Ghazali

Abstract:

The Malaysia Highway Authority (MHA) was established by the Government in 1980 for the purpose of designing, constructing and maintaining toll highways in Malaysia that include the North-South Expressway and the Penang Bridge, which were procured using the publicly-funded traditional procurement. However following a recession in the mid 80-s, the operations of these tolledhighways had been privatized to ensure that their operational services continue through private financing as a result of long-term concession agreement concurred between the Malaysian Government and private operators. The change in the contract strategy for highway projects in Malaysia would have a great tendency to dictate a significant risk exposure towards the key parties involved, particularly the Malaysian Government as project principal, unless operational risks are clearly identified and managed via appropriate mitigation measures prior to a contract signing. This research identifies potential operational risks that have a possibility to occur in highway projects in Malaysia from the perspective of public sector clients. Since this research focuses on the operational risks for highway projects in Malaysia, the initial results acquired from literature review on the operational risks of highway projects in some Asian countries are then justified by a number of key individuals from the MHA through interviews. As a result, among key operational risks that have possibility to occur in the highway projects in Malaysia include initial toll-tariff decided by the Government, traffic congestion, change of road network and overloaded freight transportation, which could cause damage to the road surface and hence affecting the operation of a particular highway.

Keywords: Malaysia, operating highway project, operational risk.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3552

Authors: Sandipan Chakroborty, Anindya Roy, Goutam Saha

Abstract:

A state of the art Speaker Identification (SI) system requires a robust feature extraction unit followed by a speaker modeling scheme for generalized representation of these features. Over the years, Mel-Frequency Cepstral Coefficients (MFCC) modeled on the human auditory system has been used as a standard acoustic feature set for SI applications. However, due to the structure of its filter bank, it captures vocal tract characteristics more effectively in the lower frequency regions. This paper proposes a new set of features using a complementary filter bank structure which improves distinguishability of speaker specific cues present in the higher frequency zone. Unlike high level features that are difficult to extract, the proposed feature set involves little computational burden during the extraction process. When combined with MFCC via a parallel implementation of speaker models, the proposed feature set outperforms baseline MFCC significantly. This proposition is validated by experiments conducted on two different kinds of public databases namely YOHO (microphone speech) and POLYCOST (telephone speech) with Gaussian Mixture Models (GMM) as a Classifier for various model orders.

Keywords: Complementary Information, Filter Bank, GMM, IMFCC, MFCC, Speaker Identification, Speaker Recognition.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2310

Authors: Stella O. Olubodun, George E. Eriyamremu

Abstract:

The study assessed the effect of crude oil applied at rates, 0, 2, 5, and 10% on the fractional chemical forms and availability of some metals in soils from Usen, Edo State, with no known crude oil contamination and soil from a crude oil spill site in Ubeji, Delta State, Nigeria. Three methods were used to determine the bioavailability of metals in the soils: maize (Zea mays) plant, EDTA and BCR sequential extraction. The sequential extract acid soluble fraction of the BCR extraction (most labile fraction of the soils, normally associated with bioavailability) were compared with total metal concentration in maize seedlings as a means to compare the chemical and biological measures of bioavailability. Total Fe was higher in comparison to other metals for the crude oil contaminated soils. The metal concentrations were below the limits of 4.7% Fe, 190mg/kg Cu and 720mg/kg Zn intervention values and 36mg/kg Cu and 140mg/kg Zn target values for soils provided by the Department of Petroleum Resources (DPR) guidelines. The concentration of the metals in maize seedlings increased with increasing rates of crude oil contamination. Comparison of the metal concentrations in maize seedlings with EDTA extractable concentrations showed that EDTA extracted more metals than maize plant.

Keywords: Availability, crude oil contamination, EDTA, maize, metals.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1384

Authors: Taneli Eisto, Venlakaisa Hölttä, Katrine Mahlamäki, Janne Kollanus, Marko Nieminen

Abstract:

Early supplier involvement (ESI) benefits new product development projects several ways. Nevertheless, many castuser companies do not know the advantages of ESI and therefore do not utilize it. This paper presents reasons why to utilize ESI in casting industry and how that can be done. Further, this paper presents advantages and challenges related to ESI in casting industry, and introduces a Casting-Network Collaboration Model. The model presents practices for companies to build advantageous collaborative relationships. More detailed, the model describes three levels for company-network relationships in casting industry with different degrees of collaboration, and requirements for operating in each level. In our research, ESI was found to influence, for example, on project time, component cost, and quality. In addition, challenges related to ESI, such as, a lack of mutual trust and unawareness about the advantages were found. Our research approach was a case study including four cases.

Keywords: Casting Industry, Collaboration Model, EarlySupplier Involvement, New Product Development.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8478

Authors: Kwangjin Hong, Chulhan Lee, Keechul Jung, Kyoungsu Oh

Abstract:

For the communication between human and computer in an interactive computing environment, the gesture recognition is studied vigorously. Therefore, a lot of studies have proposed efficient methods about the recognition algorithm using 2D camera captured images. However, there is a limitation to these methods, such as the extracted features cannot fully represent the object in real world. Although many studies used 3D features instead of 2D features for more accurate gesture recognition, the problem, such as the processing time to generate 3D objects, is still unsolved in related researches. Therefore we propose a method to extract the 3D features combined with the 3D object reconstruction. This method uses the modified GPU-based visual hull generation algorithm which disables unnecessary processes, such as the texture calculation to generate three kinds of 3D projection maps as the 3D feature: a nearest boundary, a farthest boundary, and a thickness of the object projected on the base-plane. In the section of experimental results, we present results of proposed method on eight human postures: T shape, both hands up, right hand up, left hand up, hands front, stand, sit and bend, and compare the computational time of the proposed method with that of the previous methods.

Keywords: Fast 3D Feature Extraction, Gesture Recognition, Computer Vision.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1640

Authors: Noman Khan, B. S. Chowdhry, A.Q.K Rajput

Abstract:

Integrated fiber-wireless (FiWi) access networks are a viable solution that can deliver the high profile quadruple play services. Passive optical networks (PON) networks integrated with wireless access networks provide ubiquitous characteristics for high bandwidth applications. Operation of PON improves by employing a variety of multiplexing techniques. One of it is time division/wavelength division multiplexed (TDM/WDM) architecture that improves the performance of optical-wireless access networks. This paper proposes a novel feedback-based TDM/WDM-PON architecture and introduces a model of integrated PON-FiWi networks. Feedback-based link architecture is an efficient solution to improves the performance of optical-line-terminal (OLT) and interlink optical-network-units (ONUs) communication. Furthermore, the feedback-based WDM/TDM-PON architecture is compared with existing architectures in terms of capacity of network throughput.

Keywords: Fiber-wireless (FiWi), Passive Optical Network (PON), TDM/WDM architecture

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1735