Search results for: Noise estimation

Authors: Tim Falk, Chris Chatwin

Abstract:

This study explores the possibility of a space station that will occupy a geostationary equatorial orbit (GEO) and create artificial gravity using centripetal acceleration. The concept of the station is to create a habitable, safe environment that can increase the possibility of space tourism by reducing the wide variation of hazards associated with space exploration. The ability to control the intensity of artificial gravity through Hall-effect thrusters will allow experiments to be carried out at different levels of artificial gravity. A feasible prototype model was built to convey the concept and to enable cost estimation. The SpaceX Falcon Heavy rocket with a 26,700 kg payload to GEO was selected to take the 675 tonne spacecraft into orbit; space station construction will require up to 30 launches, this would be reduced to 5 launches when the SpaceX BFR becomes available. The estimated total cost of implementing the Sussex Biocompatible International Space Station (BISS) is approximately $47.039 billion, which is very attractive when compared to the cost of the International Space Station, which cost $150 billion.

Keywords: Artificial gravity, biocompatible, geostationary orbit, space station.

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Authors: Rohan Putatunda, Aryya Gangopadhyay

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Acoustic sensors, if embedded in smart street lights, can help in capturing the activities (car honking, sirens, events, traffic, etc.) in cities. Needless to say, the acoustic data from such scenarios are complex due to multiple audio streams originating from different events, and when decomposed to independent signals, the amount of retrieved data volume is small in quantity which is inadequate to train deep neural networks. So, in this paper, we address the two challenges: a) separating the mixed signals, and b) developing an efficient acoustic classifier under data paucity. So, to address these challenges, we propose an architecture with supervised deep learning, where the initial captured mixed acoustics data are analyzed with Fast Fourier Transformation (FFT), followed by filtering the noise from the signal, and then decomposed to independent signals by fast independent component analysis (Fast ICA). To address the challenge of data paucity, we propose a multi feature-based deep neural network with high performance that is reflected in our experiments when compared to the conventional convolutional neural network (CNN) and multi-layer perceptron (MLP).

Keywords: FFT, ICA, vehicle classification, multi-feature DNN, CNN, MLP.

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Authors: J. P. Dubois, O. M. Abdul-Latif

Abstract:

Support Vector Machine (SVM) is a statistical learning tool that was initially developed by Vapnik in 1979 and later developed to a more complex concept of structural risk minimization (SRM). SVM is playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM was applied to the detection of medical ultrasound images in the presence of partially developed speckle noise. The simulation was done for single look and multi-look speckle models to give a complete overlook and insight to the new proposed model of the SVM-based detector. The structure of the SVM was derived and applied to clinical ultrasound images and its performance in terms of the mean square error (MSE) metric was calculated. We showed that the SVM-detected ultrasound images have a very low MSE and are of good quality. The quality of the processed speckled images improved for the multi-look model. Furthermore, the contrast of the SVM detected images was higher than that of the original non-noisy images, indicating that the SVM approach increased the distance between the pixel reflectivity levels (detection hypotheses) in the original images.

Keywords: LS-SVM, medical ultrasound imaging, partially developed speckle, multi-look model.

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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Authors: Ihor Trots, Yuriy Tasinkevych, Andrzej Nowicki, Marcin Lewandowski

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In the paper the study of synthetic transmit aperture method applying the Golay coded transmission for medical ultrasound imaging is presented. Longer coded excitation allows to increase the total energy of the transmitted signal without increasing the peak pressure. Moreover signal-to-noise ratio and penetration depth are improved while maintaining high ultrasound image resolution. In the work the 128-element linear transducer array with 0.3 mm inter-element spacing excited by one cycle and the 8 and 16- bit Golay coded sequences at nominal frequency 4 MHz was used. To generate a spherical wave covering the full image region a single element transmission aperture was used and all the elements received the echo signals. The comparison of 2D ultrasound images of the tissue mimicking phantom and in vitro measurements of the beef liver is presented to illustrate the benefits of the coded transmission. The results were obtained using the synthetic aperture algorithm with transmit and receive signals correction based on a single element directivity function.

Keywords: Golay coded sequences, radiation pattern, signal processing, synthetic aperture, ultrasound imaging.

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Authors: L. Bikulciene, E. Venskaityte, G. Jarusevicius

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Nonstationary and nonlinear signals generated by living complex systems defy traditional mechanistic approaches, which are based on homeostasis. Previous our studies have shown that the evaluation of the interactions of physiological signals by using special analysis methods is suitable for observation of physiological processes. It is demonstrated the possibility of using deep physiological model, based on the interpretation of the changes of the human body’s functional states combined with an application of the analytical method based on matrix theory for the physiological signals analysis, which was applied on high risk cardiac patients. It is shown that evaluation of cardiac signals interactions show peculiar for each individual functional changes at the onset of hemodynamic restoration procedure. Therefore, we suggest that the alterations of functional state of the body, after patients overcome surgery can be complemented by the data received from the suggested approach of the evaluation of functional variables’ interactions.

Keywords: Cardiac diseases, Complex systems theory, ECG analysis, matrix analysis.

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Authors: Mashitah Mohd Hussain, Salleh Serwan, Zuhaina Hj Zakaria

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This paper presents a method to estimate load profile in a multiple power flow solutions for every minutes in 24 hours per day. A method to calculate multiple solutions of non linear profile is introduced. The Power System Simulation/Engineering (PSS®E) and python has been used to solve the load power flow. The result of this power flow solutions has been used to estimate the load profiles for each load at buses using Independent Component Analysis (ICA) without any knowledge of parameter and network topology of the systems. The proposed algorithm is tested with IEEE 69 test bus system represents for distribution part and the method of ICA has been programmed in MATLAB R2012b version. Simulation results and errors of estimations are discussed in this paper.

Keywords: Electrical Distribution System, Power Flow Solution, Distribution Network, Independent Component Analysis, Newton Raphson, Power System Simulation for Engineering.

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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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Authors: Ion-Cosmin Dita, Vasile Gui, Franz Quint, Marius Otesteanu

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In automatic manufacturing and assembling of mechanical, electrical and electronic parts one needs to reliably identify the position of components and to extract the information of these components. Data Matrix Codes (DMC) are established by these days in many areas of industrial manufacturing thanks to their concentration of information on small spaces. In today’s usually order-related industry, where increased tracing requirements prevail, they offer further advantages over other identification systems. This underlines in an impressive way the necessity of a robust code reading system for detecting DMC on the components in factories. This paper compares two methods for estimating the angle of orientation of Data Matrix Codes: one method based on the Hough Transform and the other based on the Mean Shift Algorithm. We concentrate on Data Matrix Codes in industrial environment, punched, milled, lasered or etched on different materials in arbitrary orientation.

Keywords: Industrial data matrix code, Hough transform, mean shift.

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Authors: Yee Yee Htun, Dr. Khaing Khaing Aye

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Morphological operators transform the original image into another image through the interaction with the other image of certain shape and size which is known as the structure element. Mathematical morphology provides a systematic approach to analyze the geometric characteristics of signals or images, and has been applied widely too many applications such as edge detection, objection segmentation, noise suppression and so on. Fuzzy Mathematical Morphology aims to extend the binary morphological operators to grey-level images. In order to define the basic morphological operations such as fuzzy erosion, dilation, opening and closing, a general method based upon fuzzy implication and inclusion grade operators is introduced. The fuzzy morphological operations extend the ordinary morphological operations by using fuzzy sets where for fuzzy sets, the union operation is replaced by a maximum operation, and the intersection operation is replaced by a minimum operation. In this work, it consists of two articles. In the first one, fuzzy set theory, fuzzy Mathematical morphology which is based on fuzzy logic and fuzzy set theory; fuzzy Mathematical operations and their properties will be studied in details. As a second part, the application of fuzziness in Mathematical morphology in practical work such as image processing will be discussed with the illustration problems.

Keywords: Binary Morphological, Fuzzy sets, Grayscalemorphology, Image processing, Mathematical morphology.

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Authors: Weinian Wang, Joseph C. Chen

Abstract:

The objective of this research is to optimize the process of cutting cylindrical workpieces utilizing live tooling on a HAAS ST-20 lathe. Surface roughness (Ra) has been investigated as the indicator of quality characteristics for machining process. Aluminum alloy was used to conduct experiments due to its wide range usages in engineering structures and components where light weight or corrosion resistance is required. In this study, Taguchi methodology is utilized to determine the effects that each of the parameters has on surface roughness (Ra). A total of 18 experiments of each process were designed according to Taguchi’s L9 orthogonal array (OA) with four control factors at three levels of each and signal-to-noise ratios (S/N) were computed with Smaller the better equation for minimizing the system. The optimal parameters identified for the surface roughness of the turning operation utilizing live tooling were a feed rate of 3 inches/min(A3); a spindle speed of 1300 rpm(B3); a 2-flute titanium nitrite coated 3/8” endmill (C1); and a depth of cut of 0.025 inches (D2). The mean surface roughness of the confirmation runs in turning operation was 8.22 micro inches. The final results demonstrate that Taguchi methodology is a sufficient way of process improvement in turning process on surface roughness.

Keywords: Live tooling, surface roughness, Taguchi Parameter Design, CNC turning operation.

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Authors: Azam Beg, P. W. Chandana Prasad, S.M.N.A Senenayake

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When binary decision diagrams are formed from uniformly distributed Monte Carlo data for a large number of variables, the complexity of the decision diagrams exhibits a predictable relationship to the number of variables and minterms. In the present work, a neural network model has been used to analyze the pattern of shortest path length for larger number of Monte Carlo data points. The neural model shows a strong descriptive power for the ISCAS benchmark data with an RMS error of 0.102 for the shortest path length complexity. Therefore, the model can be considered as a method of predicting path length complexities; this is expected to lead to minimum time complexity of very large-scale integrated circuitries and related computer-aided design tools that use binary decision diagrams.

Keywords: Monte Carlo circuit simulation data, binary decision diagrams, neural network modeling, shortest path length estimation

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Authors: Haniye Dehestani, Yadollah Ordokhani

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In this work, we present an efficient approach for solving variable-order time-fractional partial differential equations, which are based on Legendre and Laguerre polynomials. First, we introduced the pseudo-operational matrices of integer and variable fractional order of integration by use of some properties of Riemann-Liouville fractional integral. Then, applied together with collocation method and Legendre-Laguerre functions for solving variable-order time-fractional partial differential equations. Also, an estimation of the error is presented. At last, we investigate numerical examples which arise in physics to demonstrate the accuracy of the present method. In comparison results obtained by the present method with the exact solution and the other methods reveals that the method is very effective.

Keywords: Collocation method, fractional partial differential equations, Legendre-Laguerre functions, pseudo-operational matrix of integration.

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Authors: S. Padmapriya, M. Tamilarasi

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Femtocells are regarded as a milestone for next generation cellular networks. As femtocells are deployed in an unplanned manner, there is a chance of assigning same resource to neighboring femtocells. This scenario may induce co-channel interference and may seriously affect the service quality of neighboring femtocells. In addition, the dominant transmit power of a femtocell will induce co-tier interference to neighboring femtocells. Thus to jointly handle co-tier and co-channel interference, we propose an interference-free power and resource block allocation (IFPRBA) algorithm for closely located, closed access femtocells. Based on neighboring list, inter-femto-base station distance and uplink noise power, the IFPRBA algorithm assigns non-interfering power and resource to femtocells. The IFPRBA algorithm also guarantees the quality of service to femtouser based on the knowledge of resource requirement, connection type, and the tolerable delay budget. Simulation result shows that the interference power experienced in IFPRBA algorithm is below the tolerable interference power and hence the overall service success ratio, PRB efficiency and network throughput are maximum when compared to conventional resource allocation framework for femtocell (RAFF) algorithm.

Keywords: Co-channel interference, co-tier interference, femtocells, guaranteed QoS, power optimization, resource assignment.

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Authors: Farhad Kolahan, Mohsen Manoochehri, Abbas Hosseini

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Machining is an important manufacturing process used to produce a wide variety of metallic parts. Among various machining processes, turning is one of the most important one which is employed to shape cylindrical parts. In turning, the quality of finished product is measured in terms of surface roughness. In turn, surface quality is determined by machining parameters and tool geometry specifications. The main objective of this study is to simultaneously model and optimize machining parameters and tool geometry in order to improve the surface roughness for AISI1045 steel. Several levels of machining parameters and tool geometry specifications are considered as input parameters. The surface roughness is selected as process output measure of performance. A Taguchi approach is employed to gather experimental data. Then, based on signal-to-noise (S/N) ratio, the best sets of cutting parameters and tool geometry specifications have been determined. Using these parameters values, the surface roughness of AISI1045 steel parts may be minimized. Experimental results are provided to illustrate the effectiveness of the proposed approach.

Keywords: Taguchi method, turning parameters, tool geometry specifications, S/N ratio, statistical analysis.

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Authors: S. M. Sohel Murshed, C. A. Nieto de Castro, M. J. V. Lourenço, J. França, A. P. C. Ribeiro, S. I. C.Vieira, C. S. Queirós

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Ionanofluids are a new and innovative class of heat transfer fluids which exhibit fascinating thermophysical properties compared to their base ionic liquids. This paper deals with the findings of thermal conductivity and specific heat capacity of ionanofluids as a function of a temperature and concentration of nanotubes. Simulation results using ionanofluids as coolants in heat exchanger are also used to access their feasibility and performance in heat transfer devices. Results on thermal conductivity and heat capacity of ionanofluids as well as the estimation of heat transfer areas for ionanofluids and ionic liquids in a model shell and tube heat exchanger reveal that ionanofluids possess superior thermal conductivity and heat capacity and require considerably less heat transfer areas as compared to those of their base ionic liquids. This novel class of fluids shows great potential for advanced heat transfer applications.

Keywords: Heat transfer, Ionanofluids, Ionic liquids, Nanotubes, Thermal conductivity.

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Authors: M. M. Abutaleb, A. Hamdy, M. E. Abuelwafa, E. M. Saad

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Optical flow is a research topic of interest for many years. It has, until recently, been largely inapplicable to real-time applications due to its computationally expensive nature. This paper presents a new reliable flow technique which is combined with a motion detection algorithm, from stationary camera image streams, to allow flow-based analyses of moving entities, such as rigidity, in real-time. The combination of the optical flow analysis with motion detection technique greatly reduces the expensive computation of flow vectors as compared with standard approaches, rendering the method to be applicable in real-time implementation. This paper describes also the hardware implementation of a proposed pipelined system to estimate the flow vectors from image sequences in real time. This design can process 768 x 576 images at a very high frame rate that reaches to 156 fps in a single low cost FPGA chip, which is adequate for most real-time vision applications.

Keywords: Optical flow, motion detection, real-time systems, FPGA.

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Authors: Venkatesh C., K. Shanti Swarup

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This paper investigates the impact on operating time delay and relay maloperation when 1st,2nd and 3rd order analog antialiasing filters are used in numerical distance protection. RC filter with cut-off frequency 90 Hz is used. Simulations are carried out for different SIR (Source to line Impedance Ratio), load, fault type and fault conditions using SIMULINK, where the voltage and current signals are fed online to the developed numerical distance relay model. Matlab is used for plotting the impedance trajectory. Investigation results shows that, about 75 % of the simulated cases, numerical distance relay operating time is not increased even-though there is a time delay when higher order filters are used. Relay maloperation (selectivity) also reduces (increases) when higher order filters are used in numerical distance protection.

Keywords: Antialiasing, capacitive voltage transformers, delay estimation, discrete Fourier transform (DFT), distance measurement, low-pass filters, source to line impedance ratio (SIR), protective relaying.

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Authors: Eleni Aggelogiannaki, Haralambos Sarimveis

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In this work, a radial basis function (RBF) neural network is developed for the identification of hyperbolic distributed parameter systems (DPSs). This empirical model is based only on process input-output data and used for the estimation of the controlled variables at specific locations, without the need of online solution of partial differential equations (PDEs). The nonlinear model that is obtained is suitably transformed to a nonlinear state space formulation that also takes into account the model mismatch. A stable robust control law is implemented for the attenuation of external disturbances. The proposed identification and control methodology is applied on a long duct, a common component of thermal systems, for a flow based control of temperature distribution. The closed loop performance is significantly improved in comparison to existing control methodologies.

Keywords: Hyperbolic Distributed Parameter Systems, Radial Basis Function Neural Networks, H∞ control, Thermal systems.

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Authors: M. Raciti Castelli, L. M. Moglia, E. Benini

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This paper presents an evaluation of the wind potential in the area of the Lagoon of Venice (Italy). A full anemometric campaign of 2 year measurements, performed by the "Osservatorio Bioclimatologico dell'Ospedale al Mare di Venezia" has been analyzed to obtain the Weibull wind speed distribution and the main wind directions. The annual energy outputs of two candidate horizontal-axis wind turbines (“Aventa AV-7 LoWind" and “Gaia Wind 133-11kW") have been estimated on the basis of the computed Weibull wind distribution, registering a better performance of the former turbine, due to a higher ratio between rotor swept area and rated power of the electric generator, determining a lower cut-in wind speed.

Keywords: Wind potential, Annual Energy Output (AEO), Weibull distribution, Horizontal-Axis Wind Turbine (HAWT).

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Authors: P. Varzakas

Abstract:

In this paper, the problem of estimating the optimal radio capacity of a single-cell spread spectrum (SS) multiple-inputmultiple- output (MIMO) system operating in a Rayleigh fading environment is examined. The optimisation between the radio capacity and the theoretically achievable average channel capacity (in the sense of information theory) per user of a MIMO single-cell SS system operating in a Rayleigh fading environment is presented. Then, the spectral efficiency is estimated in terms of the achievable average channel capacity per user, during the operation over a broadcast time-varying link, and leads to a simple novel-closed form expression for the optimal radio capacity value based on the maximization of the achieved spectral efficiency. Numerical results are presented to illustrate the proposed analysis.

Keywords: Channel capacity, MIMO systems, Radio capacity, Rayleigh fading, Spectral efficiency.

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Authors: S.M. Bahri, F.T. Bendimerad

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We propose a downlink multiple-input multipleoutput (MIMO) multi-carrier code division multiple access (MCCDMA) system with adaptive beamforming algorithm for smart antennas. The algorithm used in this paper is based on the Least Mean Square (LMS), with pilot channel estimation (PCE) and the zero forcing equalizer (ZFE) in the receiver, requiring reference signal and no knowledge channel. MC-CDMA is studied in a multiple antenna context in order to efficiently exploit robustness against multipath effects and multi-user flexibility of MC-CDMA and channel diversity offered by MIMO systems for radio mobile channels. Computer simulations, considering multi-path Rayleigh Fading Channel, interference inter symbol and interference are presented to verify the performance. Simulation results show that the scheme achieves good performance in a multi-user system.

Keywords: Adaptive Beamforming, LMS Algorithm, MCCDMA, MIMO System, Smart Antenna.

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Authors: Suparman

Abstract:

Piecewise polynomial regression model is very flexible model for modeling the data. If the piecewise polynomial regression model is matched against the data, its parameters are not generally known. This paper studies the parameter estimation problem of piecewise polynomial regression model. The method which is used to estimate the parameters of the piecewise polynomial regression model is Bayesian method. Unfortunately, the Bayes estimator cannot be found analytically. Reversible jump MCMC algorithm is proposed to solve this problem. Reversible jump MCMC algorithm generates the Markov chain that converges to the limit distribution of the posterior distribution of piecewise polynomial regression model parameter. The resulting Markov chain is used to calculate the Bayes estimator for the parameters of piecewise polynomial regression model.

Keywords: Piecewise, Bayesian, reversible jump MCMC, segmentation.

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Authors: Sedigheh Mirzaei S., Debasis Sengupta

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Parametric models have been quite popular for studying human growth, particularly in relation to biological parameters such as peak size velocity and age at peak size velocity. Longitudinal data are generally considered to be vital for fittinga parametric model to individual-specific data, and for studying the distribution of these biological parameters in a human population. However, cross-sectional data are easier to obtain than longitudinal data. In this paper, we present a method of combining longitudinal and cross-sectional data for the purpose of estimating the distribution of the biological parameters. We demonstrate, through simulations in the special case ofthePreece Baines model, how estimates based on longitudinal data can be improved upon by harnessing the information contained in cross-sectional data.We study the extent of improvement for different mixes of the two types of data, and finally illustrate the use of the method through data collected by the Indian Statistical Institute.

Keywords: Preece-Baines growth model, MCMC method, Mixed effect model

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Authors: M. S. Gadala, Khaled Ahmed, Elasadig Mahdi

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In this paper, we introduced a gradient-based inverse solver to obtain the missing boundary conditions based on the readings of internal thermocouples. The results show that the method is very sensitive to measurement errors, and becomes unstable when small time steps are used. The artificial neural networks are shown to be capable of capturing the whole thermal history on the run-out table, but are not very effective in restoring the detailed behavior of the boundary conditions. Also, they behave poorly in nonlinear cases and where the boundary condition profile is different. GA and PSO are more effective in finding a detailed representation of the time-varying boundary conditions, as well as in nonlinear cases. However, their convergence takes longer. A variation of the basic PSO, called CRPSO, showed the best performance among the three versions. Also, PSO proved to be effective in handling noisy data, especially when its performance parameters were tuned. An increase in the self-confidence parameter was also found to be effective, as it increased the global search capabilities of the algorithm. RPSO was the most effective variation in dealing with noise, closely followed by CRPSO. The latter variation is recommended for inverse heat conduction problems, as it combines the efficiency and effectiveness required by these problems.

Keywords: Inverse Analysis, Function Specification, Neural Net Works, Particle Swarm, Run Out Table.

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Authors: Davide Pierattoni, Ivan Macor, Pier Luca Montessoro

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In the recent years multimedia traffic and in particular VoIP services are growing dramatically. We present a new algorithm to control the resource utilization and to optimize the voice codec selection during SIP call setup on behalf of the traffic condition estimated on the network path. The most suitable methodologies and the tools that perform realtime evaluation of the available bandwidth on a network path have been integrated with our proposed algorithm: this selects the best codec for a VoIP call in function of the instantaneous available bandwidth on the path. The algorithm does not require any explicit feedback from the network, and this makes it easily deployable over the Internet. We have also performed intensive tests on real network scenarios with a software prototype, verifying the algorithm efficiency with different network topologies and traffic patterns between two SIP PBXs. The promising results obtained during the experimental validation of the algorithm are now the basis for the extension towards a larger set of multimedia services and the integration of our methodology with existing PBX appliances.

Keywords: Integrated voice-data communication, computernetwork performance, resource optimization.

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Authors: Adrian O’Hagan, Robert McLoughlin

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Considerable focus in the world of insurance risk quantification is placed on modeling loss values from lines of business (LOBs) that possess upper tail dependence. Copulas such as the Joe, Gumbel and Student-t copula may be used for this purpose. The copula structure imparts a desired level of tail dependence on the joint distribution of claims from the different LOBs. Alternatively, practitioners may possess historical or simulated data that already exhibit upper tail dependence, through the impact of catastrophe events such as hurricanes or earthquakes. In these circumstances, it is not desirable to induce additional upper tail dependence when modeling the joint distribution of the loss values from the individual LOBs. Instead, it is of interest to accurately assess the degree of tail dependence already present in the data. The empirical copula and its associated upper tail dependence coefficient are presented in this paper as robust, efficient means of achieving this goal.

Keywords: Empirical copula, extreme events, insurance loss reserving, upper tail dependence coefficient.

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Authors: Hyun-Woo Cho

Abstract:

The early diagnostic decision making in industrial processes is absolutely necessary to produce high quality final products. It helps to provide early warning for a special event in a process, and finding its assignable cause can be obtained. This work presents a hybrid diagnostic schmes for batch processes. Nonlinear representation of raw process data is combined with classification tree techniques. The nonlinear kernel-based dimension reduction is executed for nonlinear classification decision boundaries for fault classes. In order to enhance diagnosis performance for batch processes, filtering of the data is performed to get rid of the irrelevant information of the process data. For the diagnosis performance of several representation, filtering, and future observation estimation methods, four diagnostic schemes are evaluated. In this work, the performance of the presented diagnosis schemes is demonstrated using batch process data.

Keywords: Diagnostics, batch process, nonlinear representation, data filtering, multivariate statistical approach

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Authors: Imen Sfaihi, Noureddine Hamdi

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In this paper, we investigate the study of techniques for scheduling users for resource allocation in the case of multiple input and multiple output (MIMO) packet transmission systems. In these systems, transmit antennas are assigned to one user or dynamically to different users using spatial multiplexing. The allocation of all transmit antennas to one user cannot take full advantages of multi-user diversity. Therefore, we developed the case when resources are allocated dynamically. At each time slot users have to feed back their channel information on an uplink feedback channel. Channel information considered available in the schedulers is the zero forcing (ZF) post detection signal to interference plus noise ratio. Our analysis study concerns the round robin and the opportunistic schemes. In this paper, we present an overview and a complete capacity analysis of these schemes. The main results in our study are to give an analytical form of system capacity using the ZF receiver at the user terminal. Simulations have been carried out to validate all proposed analytical solutions and to compare the performance of these schemes.

Keywords: MIMO, scheduling, ZF receiver, spatial multiplexing, round robin scheduling, opportunistic.

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Authors: R. Sabre, W. Horrigue, J. C. Simon

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This paper is interested in two difficulties encountered in practice when observing a continuous time process. The first is that we cannot observe a process over a time interval; we only take discrete observations. The second is the process frequently observed with a constant additive error. It is important to give an estimator of the spectral density of such a process taking into account the additive observation error and the choice of the discrete observation times. In this work, we propose an estimator based on the spectral smoothing of the periodogram by the polynomial Jackson kernel reducing the additive error. In order to solve the aliasing phenomenon, this estimator is constructed from observations taken at well-chosen times so as to reduce the estimator to the field where the spectral density is not zero. We show that the proposed estimator is asymptotically unbiased and consistent. Thus we obtain an estimate solving the two difficulties concerning the choice of the instants of observations of a continuous time process and the observations affected by a constant error.

Keywords: Spectral density, stable processes, aliasing, periodogram.

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