Search results for: frequency estimation.
1235 Investigation on Mesh Sensitivity of a Transient Model for Nozzle Clogging
Authors: H. Barati, M. Wu, A. Kharicha, A. Ludwig
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A transient model for nozzle clogging has been developed and successfully validated against a laboratory experiment. Key steps of clogging are considered: transport of particles by turbulent flow towards the nozzle wall; interactions between fluid flow and nozzle wall, and the adhesion of the particle on the wall; the growth of the clog layer and its interaction with the flow. The current paper is to investigate the mesh (size and type) sensitivity of the model in both two and three dimensions. It is found that the algorithm for clog growth alone excluding the flow effect is insensitive to the mesh type and size, but the calculation including flow becomes sensitive to the mesh quality. The use of 2D meshes leads to overestimation of the clog growth because the 3D nature of flow in the boundary layer cannot be properly solved by 2D calculation. 3D simulation with tetrahedron mesh can also lead to an error estimation of the clog growth. A mesh-independent result can be achieved with hexahedral mesh, or at least with triangular prism (inflation layer) for near-wall regions.
Keywords: Clogging, nozzle, numerical model, simulation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8411234 Modified Hybrid Genetic Algorithm-Based Artificial Neural Network Application on Wall Shear Stress Prediction
Authors: Zohreh Sheikh Khozani, Wan Hanna Melini Wan Mohtar, Mojtaba Porhemmat
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Prediction of wall shear stress in a rectangular channel, with non-homogeneous roughness distribution, was studied. Estimation of shear stress is an important subject in hydraulic engineering, since it affects the flow structure directly. In this study, the Genetic Algorithm Artificial (GAA) neural network is introduced as a hybrid methodology of the Artificial Neural Network (ANN) and modified Genetic Algorithm (GA) combination. This GAA method was employed to predict the wall shear stress. Various input combinations and transfer functions were considered to find the most appropriate GAA model. The results show that the proposed GAA method could predict the wall shear stress of open channels with high accuracy, by Root Mean Square Error (RMSE) of 0.064 in the test dataset. Thus, using GAA provides an accurate and practical simple-to-use equation.
Keywords: Artificial neural network, genetic algorithm, genetic programming, rectangular channel, shear stress.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6701233 Long-Range Dependence of Financial Time Series Data
Authors: Chatchai Pesee
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This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18841232 Nonlinearity and Spectrum Analysis of Drill Strings with Component Mass Unbalance
Authors: F. Abdul Majeed, H. Karki, Y. Abdel Magid, M. Karkoub
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This paper analyses the non linear properties exhibited by a drill string system under various un balanced mass conditions. The drill string is affected by continuous friction in the form of drill bit and well bore hole interactions. This paper proves the origin of limit cycling and increase of non linearity with increase in speed of the drilling in the presence of friction. The spectrum of the frequency response is also studied to detect the presence of vibration abnormalities arising during the drilling process.Keywords: Drill strings, Nonlinear, Spectrum analysis, Unbalanced mass
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17241231 Precombining Adaptive LMMSE Detection for DS-CDMA Systems in Time Varying Channels: Non Blind and Blind Approaches
Authors: M. D. Kokate, T. R. Sontakke, P. W. Wani
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This paper deals with an adaptive multiuser detector for direct sequence code division multiple-access (DS-CDMA) systems. A modified receiver, precombinig LMMSE is considered under time varying channel environment. Detector updating is performed with two criterions, mean square estimation (MSE) and MOE optimization technique. The adaptive implementation issues of these two schemes are quite different. MSE criterion updates the filter weights by minimizing error between data vector and adaptive vector. MOE criterion together with canonical representation of the detector results in a constrained optimization problem. Even though the canonical representation is very complicated under time varying channels, it is analyzed with assumption of average power profile of multipath replicas of user of interest. The performance of both schemes is studied for practical SNR conditions. Results show that for poor SNR, MSE precombining LMMSE is better than the blind precombining LMMSE but for greater SNR, MOE scheme outperforms with better result.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14951230 An Attempt to Predict the Performances of a Rocket Thrust Chamber
Authors: A. Benarous, D. Karmed, R. Haoui, A. Liazid
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The process for predicting the ballistic properties of a liquid rocket engine is based on the quantitative estimation of idealized performance deviations. In this aim, an equilibrium chemistry procedure is firstly developed and implemented in a Fortran routine. The thermodynamic formulation allows for the calculation of the theoretical performances of a rocket thrust chamber. In a second step, a computational fluid dynamic analysis of the turbulent reactive flow within the chamber is performed using a finite volume approach. The obtained values for the “quasi-real" performances account for both turbulent mixing and chemistryturbulence coupling. In the present work, emphasis is made on the combustion efficiency performance for which deviation is mainly due to radial gradients of static temperature and mixture ratio. Numerical values of the characteristic velocity are successfully compared with results from an industry-used code. The results are also confronted with the experimental data of a laboratory-scale rocket engine.
Keywords: JANAF methodology, Liquid rocket engine, Mascotte test-rig, Theoretical performances.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 20431229 An Intelligent Text Independent Speaker Identification Using VQ-GMM Model Based Multiple Classifier System
Authors: Cheima Ben Soltane, Ittansa Yonas Kelbesa
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Speaker Identification (SI) is the task of establishing identity of an individual based on his/her voice characteristics. The SI task is typically achieved by two-stage signal processing: training and testing. The training process calculates speaker specific feature parameters from the speech and generates speaker models accordingly. In the testing phase, speech samples from unknown speakers are compared with the models and classified. Even though performance of speaker identification systems has improved due to recent advances in speech processing techniques, there is still need of improvement. In this paper, a Closed-Set Tex-Independent Speaker Identification System (CISI) based on a Multiple Classifier System (MCS) is proposed, using Mel Frequency Cepstrum Coefficient (MFCC) as feature extraction and suitable combination of vector quantization (VQ) and Gaussian Mixture Model (GMM) together with Expectation Maximization algorithm (EM) for speaker modeling. The use of Voice Activity Detector (VAD) with a hybrid approach based on Short Time Energy (STE) and Statistical Modeling of Background Noise in the pre-processing step of the feature extraction yields a better and more robust automatic speaker identification system. Also investigation of Linde-Buzo-Gray (LBG) clustering algorithm for initialization of GMM, for estimating the underlying parameters, in the EM step improved the convergence rate and systems performance. It also uses relative index as confidence measures in case of contradiction in identification process by GMM and VQ as well. Simulation results carried out on voxforge.org speech database using MATLAB highlight the efficacy of the proposed method compared to earlier work.Keywords: Feature Extraction, Speaker Modeling, Feature Matching, Mel Frequency Cepstrum Coefficient (MFCC), Gaussian mixture model (GMM), Vector Quantization (VQ), Linde-Buzo-Gray (LBG), Expectation Maximization (EM), pre-processing, Voice Activity Detection (VAD), Short Time Energy (STE), Background Noise Statistical Modeling, Closed-Set Tex-Independent Speaker Identification System (CISI).
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18871228 Contribution of On-Site and Off-Site Processes to Greenhouse Gas (GHG) Emissions by Wastewater Treatment Plants
Authors: Laleh Yerushalmi, Fariborz Haghighat, Maziar Bani Shahabadi
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The estimation of overall on-site and off-site greenhouse gas (GHG) emissions by wastewater treatment plants revealed that in anaerobic and hybrid treatment systems greater emissions result from off-site processes compared to on-site processes. However, in aerobic treatment systems, onsite processes make a higher contribution to the overall GHG emissions. The total GHG emissions were estimated to be 1.6, 3.3 and 3.8 kg CO2-e/kg BOD in the aerobic, anaerobic and hybrid treatment systems, respectively. In the aerobic treatment system without the recovery and use of the generated biogas, the off-site GHG emissions were 0.65 kg CO2-e/kg BOD, accounting for 40.2% of the overall GHG emissions. This value changed to 2.3 and 2.6 kg CO2-e/kg BOD, and accounted for 69.9% and 68.1% of the overall GHG emissions in the anaerobic and hybrid treatment systems, respectively. The increased off-site GHG emissions in the anaerobic and hybrid treatment systems are mainly due to material usage and energy demand in these systems. The anaerobic digester can contribute up to 100%, 55% and 60% of the overall energy needs of plants in the aerobic, anaerobic and hybrid treatment systems, respectively.
Keywords: On-site and off-site greenhouse gas (GHG)emissions, wastewater treatment plants, biogas recovery
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21661227 Survey on Jamming Wireless Networks: Attacks and Prevention Strategies
Authors: S. Raja Ratna, R. Ravi
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Wireless networks are built upon the open shared medium which makes easy for attackers to conduct malicious activities. Jamming is one of the most serious security threats to information economy and it must be dealt efficiently. Jammer prevents legitimate data to reach the receiver side and also it seriously degrades the network performance. The objective of this paper is to provide a general overview of jamming in wireless network. It covers relevant works, different jamming techniques, various types of jammers and typical prevention techniques. Challenges associated with comparing several anti-jamming techniques are also highlighted.Keywords: Channel, Cryptography, Frequency, Jamming, Legitimate, Security, Wavelength.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 31611226 Optimal Convolutive Filters for Real-Time Detection and Arrival Time Estimation of Transient Signals
Authors: Michal Natora, Felix Franke, Klaus Obermayer
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15231225 Analysis of Combined Use of NN and MFCC for Speech Recognition
Authors: Safdar Tanweer, Abdul Mobin, Afshar Alam
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The performance and analysis of speech recognition system is illustrated in this paper. An approach to recognize the English word corresponding to digit (0-9) spoken by 2 different speakers is captured in noise free environment. For feature extraction, speech Mel frequency cepstral coefficients (MFCC) has been used which gives a set of feature vectors from recorded speech samples. Neural network model is used to enhance the recognition performance. Feed forward neural network with back propagation algorithm model is used. However other speech recognition techniques such as HMM, DTW exist. All experiments are carried out on Matlab.
Keywords: Speech Recognition, MFCC, Neural Network, classifier.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 32681224 Semi-automatic Background Detection in Microscopic Images
Authors: Alessandro Bevilacqua, Alessandro Gherardi, Ludovico Carozza, Filippo Piccinini
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The last years have seen an increasing use of image analysis techniques in the field of biomedical imaging, in particular in microscopic imaging. The basic step for most of the image analysis techniques relies on a background image free of objects of interest, whether they are cells or histological samples, to perform further analysis, such as segmentation or mosaicing. Commonly, this image consists of an empty field acquired in advance. However, many times achieving an empty field could not be feasible. Or else, this could be different from the background region of the sample really being studied, because of the interaction with the organic matter. At last, it could be expensive, for instance in case of live cell analyses. We propose a non parametric and general purpose approach where the background is built automatically stemming from a sequence of images containing even objects of interest. The amount of area, in each image, free of objects just affects the overall speed to obtain the background. Experiments with different kinds of microscopic images prove the effectiveness of our approach.
Keywords: Microscopy, flat field correction, background estimation, image segmentation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18351223 Antibiotic Prescribing in the Acute Care in Iraq
Authors: Ola A. Nassr, Ali M. Abd Alridha, Rua A. Naser, Rasha S. Abbas
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Background: Excessive and inappropriate use of antimicrobial agents among hospitalized patients remains an important patient safety and public health issue worldwide. Not only does this behavior incur unnecessary cost but it is also associated with increased morbidity and mortality. The objective of this study is to obtain an insight into the prescribing patterns of antibiotics in surgical and medical wards, to help identify a scope for improvement in service delivery. Method: A simple point prevalence survey included a convenience sample of 200 patients admitted to medical and surgical wards in a government teaching hospital in Baghdad between October 2017 and April 2018. Data were collected by a trained pharmacy intern using a standardized form. Patient’s demographics and details of the prescribed antibiotics, including dose, frequency of dosing and route of administration, were reported. Patients were included if they had been admitted at least 24 hours before the survey. Patients under 18 years of age, having a diagnosis of cancer or shock, or being admitted to the intensive care unit, were excluded. Data were checked and entered by the authors into Excel and were subjected to frequency analysis, which was carried out on anonymized data to protect patient confidentiality. Results: Overall, 88.5% of patients (n=177) received 293 antibiotics during their hospital admission, with a small variation between wards (80%-97%). The average number of antibiotics prescribed per patient was 1.65, ranging from 1.3 for medical patients to 1.95 for surgical patients. Parenteral third-generation cephalosporins were the most commonly prescribed at a rate of 54.3% (n=159) followed by nitroimidazole 29.4% (n=86), quinolones 7.5% (n=22) and macrolides 4.4% (n=13), while carbapenems and aminoglycosides were the least prescribed together accounting for only 4.4% (n=13). The intravenous route was the most common route of administration, used for 96.6% of patients (n=171). Indications were reported in only 63.8% of cases. Culture to identify pathogenic organisms was employed in only 0.5% of cases. Conclusion: Broad-spectrum antibiotics are prescribed at an alarming rate. This practice may provoke antibiotic resistance and adversely affect the patient outcome. Implementation of an antibiotic stewardship program is warranted to enhance the efficacy, safety and cost-effectiveness of antimicrobial agents.
Keywords: Acute care, antibiotic misuse, Iraq, prescribing.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9841222 Speaker Identification by Atomic Decomposition of Learned Features Using Computational Auditory Scene Analysis Principals in Noisy Environments
Authors: Thomas Bryan, Veton Kepuska, Ivica Kostanic
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Speaker recognition is performed in high Additive White Gaussian Noise (AWGN) environments using principals of Computational Auditory Scene Analysis (CASA). CASA methods often classify sounds from images in the time-frequency (T-F) plane using spectrograms or cochleargrams as the image. In this paper atomic decomposition implemented by matching pursuit performs a transform from time series speech signals to the T-F plane. The atomic decomposition creates a sparsely populated T-F vector in “weight space” where each populated T-F position contains an amplitude weight. The weight space vector along with the atomic dictionary represents a denoised, compressed version of the original signal. The arraignment or of the atomic indices in the T-F vector are used for classification. Unsupervised feature learning implemented by a sparse autoencoder learns a single dictionary of basis features from a collection of envelope samples from all speakers. The approach is demonstrated using pairs of speakers from the TIMIT data set. Pairs of speakers are selected randomly from a single district. Each speak has 10 sentences. Two are used for training and 8 for testing. Atomic index probabilities are created for each training sentence and also for each test sentence. Classification is performed by finding the lowest Euclidean distance between then probabilities from the training sentences and the test sentences. Training is done at a 30dB Signal-to-Noise Ratio (SNR). Testing is performed at SNR’s of 0 dB, 5 dB, 10 dB and 30dB. The algorithm has a baseline classification accuracy of ~93% averaged over 10 pairs of speakers from the TIMIT data set. The baseline accuracy is attributable to short sequences of training and test data as well as the overall simplicity of the classification algorithm. The accuracy is not affected by AWGN and produces ~93% accuracy at 0dB SNR.
Keywords: Time-frequency plane, atomic decomposition, envelope sampling, Gabor atoms, matching pursuit, sparse dictionary learning, sparse autoencoder.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15701221 Dynamic Measurement System Modeling with Machine Learning Algorithms
Authors: Changqiao Wu, Guoqing Ding, Xin Chen
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In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7811220 Combining Color and Layout Features for the Identification of Low-resolution Documents
Authors: Ardhendu Behera, Denis Lalanne, Rolf Ingold
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This paper proposes a method, combining color and layout features, for identifying documents captured from lowresolution handheld devices. On one hand, the document image color density surface is estimated and represented with an equivalent ellipse and on the other hand, the document shallow layout structure is computed and hierarchically represented. The combined color and layout features are arranged in a symbolic file, which is unique for each document and is called the document-s visual signature. Our identification method first uses the color information in the signatures in order to focus the search space on documents having a similar color distribution, and finally selects the document having the most similar layout structure in the remaining search space. Finally, our experiment considers slide documents, which are often captured using handheld devices.Keywords: Document color modeling, document visual signature, kernel density estimation, document identification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13751219 Sparse Unmixing of Hyperspectral Data by Exploiting Joint-Sparsity and Rank-Deficiency
Authors: Fanqiang Kong, Chending Bian
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In this work, we exploit two assumed properties of the abundances of the observed signatures (endmembers) in order to reconstruct the abundances from hyperspectral data. Joint-sparsity is the first property of the abundances, which assumes the adjacent pixels can be expressed as different linear combinations of same materials. The second property is rank-deficiency where the number of endmembers participating in hyperspectral data is very small compared with the dimensionality of spectral library, which means that the abundances matrix of the endmembers is a low-rank matrix. These assumptions lead to an optimization problem for the sparse unmixing model that requires minimizing a combined l2,p-norm and nuclear norm. We propose a variable splitting and augmented Lagrangian algorithm to solve the optimization problem. Experimental evaluation carried out on synthetic and real hyperspectral data shows that the proposed method outperforms the state-of-the-art algorithms with a better spectral unmixing accuracy.Keywords: Hyperspectral unmixing, joint-sparse, low-rank representation, abundance estimation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7701218 Kinetic Parameter Estimation from Thermogravimetry and Microscale Combustion Calorimetry
Authors: Rhoda Afriyie Mensah, Lin Jiang, Solomon Asante-Okyere, Xu Qiang, Cong Jin
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Flammability analysis of extruded polystyrene (XPS) has become crucial due to its utilization as insulation material for energy efficient buildings. Using the Kissinger-Akahira-Sunose and Flynn-Wall-Ozawa methods, the degradation kinetics of two pure XPS from the local market, red and grey ones, were obtained from the results of thermogravity analysis (TG) and microscale combustion calorimetry (MCC) experiments performed under the same heating rates. From the experiments, it was discovered that red XPS released more heat than grey XPS and both materials showed two mass loss stages. Consequently, the kinetic parameters for red XPS were higher than grey XPS. A comparative evaluation of activation energies from MCC and TG showed an insignificant degree of deviation signifying an equivalent apparent activation energy from both methods. However, different activation energy profiles as a result of the different chemical pathways were presented when the dependencies of the activation energies on extent of conversion for TG and MCC were compared.
Keywords: Flammability, microscale combustion calorimetry, thermogravity analysis, thermal degradation, kinetic analysis.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8841217 Spatio-Temporal Analysis and Mapping of Malaria in Thailand
Authors: Krisada Lekdee, Sunee Sammatat, Nittaya Boonsit
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This paper proposes a GLMM with spatial and temporal effects for malaria data in Thailand. A Bayesian method is used for parameter estimation via Gibbs sampling MCMC. A conditional autoregressive (CAR) model is assumed to present the spatial effects. The temporal correlation is presented through the covariance matrix of the random effects. The malaria quarterly data have been extracted from the Bureau of Epidemiology, Ministry of Public Health of Thailand. The factors considered are rainfall and temperature. The result shows that rainfall and temperature are positively related to the malaria morbidity rate. The posterior means of the estimated morbidity rates are used to construct the malaria maps. The top 5 highest morbidity rates (per 100,000 population) are in Trat (Q3, 111.70), Chiang Mai (Q3, 104.70), Narathiwat (Q4, 97.69), Chiang Mai (Q2, 88.51), and Chanthaburi (Q3, 86.82). According to the DIC criterion, the proposed model has a better performance than the GLMM with spatial effects but without temporal terms.
Keywords: Bayesian method, generalized linear mixed model (GLMM), malaria, spatial effects, temporal correlation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 21471216 Deployment of a Biocompatible International Space Station into Geostationary Orbit
Authors: Tim Falk, Chris Chatwin
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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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5661215 Application of Generalized Autoregressive Score Model to Stock Returns
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10341214 The Estimation of Human Vital Signs Complexity
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22471213 Connected Objects with Optical Rectenna for Wireless Information Systems
Authors: Chayma Bahar, Chokri Baccouch, Hedi Sakli, Nizar Sakli
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Harvesting and transport of optical and radiofrequency signals are a topical subject with multiple challenges. In this paper, we present a Optical RECTENNA system. We propose here a hybrid system solar cell antenna for 5G mobile communications networks. Thus, we propose rectifying circuit. A parametric study is done to follow the influence of load resistance and input power on Optical RECTENNA system performance. Thus, we propose a solar cell antenna structure in the frequency band of future 5G standard in 2.45 GHz bands.Keywords: Antenna, Rectenna, solar cell, 5G, optical RECTENNA.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 4841212 Nodal Load Profiles Estimation for Time Series Load Flow Using Independent Component Analysis
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 29161211 Speech Intelligibility Improvement Using Variable Level Decomposition DWT
Authors: Samba Raju, Chiluveru, Manoj Tripathy
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Intelligibility is an essential characteristic of a speech signal, which is used to help in the understanding of information in speech signal. Background noise in the environment can deteriorate the intelligibility of a recorded speech. In this paper, we presented a simple variance subtracted - variable level discrete wavelet transform, which improve the intelligibility of speech. The proposed algorithm does not require an explicit estimation of noise, i.e., prior knowledge of the noise; hence, it is easy to implement, and it reduces the computational burden. The proposed algorithm decides a separate decomposition level for each frame based on signal dominant and dominant noise criteria. The performance of the proposed algorithm is evaluated with speech intelligibility measure (STOI), and results obtained are compared with Universal Discrete Wavelet Transform (DWT) thresholding and Minimum Mean Square Error (MMSE) methods. The experimental results revealed that the proposed scheme outperformed competing methodsKeywords: Discrete Wavelet Transform, speech intelligibility, STOI, standard deviation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 6931210 Comparison of Hough Transform and Mean Shift Algorithm for Estimation of the Orientation Angle of Industrial Data Matrix Codes
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.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13361209 Unscented Transformation for Estimating the Lyapunov Exponents of Chaotic Time Series Corrupted by Random Noise
Authors: K. Kamalanand, P. Mannar Jawahar
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Many systems in the natural world exhibit chaos or non-linear behavior, the complexity of which is so great that they appear to be random. Identification of chaos in experimental data is essential for characterizing the system and for analyzing the predictability of the data under analysis. The Lyapunov exponents provide a quantitative measure of the sensitivity to initial conditions and are the most useful dynamical diagnostic for chaotic systems. However, it is difficult to accurately estimate the Lyapunov exponents of chaotic signals which are corrupted by a random noise. In this work, a method for estimation of Lyapunov exponents from noisy time series using unscented transformation is proposed. The proposed methodology was validated using time series obtained from known chaotic maps. In this paper, the objective of the work, the proposed methodology and validation results are discussed in detail.
Keywords: Lyapunov exponents, unscented transformation, chaos theory, neural networks.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19881208 Estimating Shortest Circuit Path Length Complexity
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
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13781207 X-ray Pulse Profiles of PSR J0538+2817
Authors: Kun Tao Zhao, Na Wang, Jian Ping Yuan
Abstract:
This paper reports our analysis of 163 ks observations of PSR J0538+2817 with the Rossi X-Ray Timing Explorer (RXTE).The pulse profiles, detected up to 60 keV, show a single peak asin the case for radio frequency. The profile is well described by one Gaussians function with full width at half maximum (FWHM) 0.04794. We compared the difference of arrival time between radio and X-ray pulse profiles for the first time. It turns out that the phase of radio emits precede the X-ray by 8.7 ± 4.5 ms. Furthermore we obtained the pulse profiles in the energy ranges of 2.29-6.18 keV, 6.18-12.63 keV and 12.63-17.36 keV. The intensity of pulses decreases with the increasing energy range. We discuss the emission geometry in our work.Keywords: RXTE, X-ray pulsars, PSR J0538+2817.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 16261206 An Efficient Collocation Method for Solving the Variable-Order Time-Fractional Partial Differential Equations Arising from the Physical Phenomenon
Authors: Haniye Dehestani, Yadollah Ordokhani
Abstract:
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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