Search results for: Interest Rate Swap
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3632

Search results for: Interest Rate Swap

3512 Customer Need Type Classification Model using Data Mining Techniques for Recommender Systems

Authors: Kyoung-jae Kim

Abstract:

Recommender systems are usually regarded as an important marketing tool in the e-commerce. They use important information about users to facilitate accurate recommendation. The information includes user context such as location, time and interest for personalization of mobile users. We can easily collect information about location and time because mobile devices communicate with the base station of the service provider. However, information about user interest can-t be easily collected because user interest can not be captured automatically without user-s approval process. User interest usually represented as a need. In this study, we classify needs into two types according to prior research. This study investigates the usefulness of data mining techniques for classifying user need type for recommendation systems. We employ several data mining techniques including artificial neural networks, decision trees, case-based reasoning, and multivariate discriminant analysis. Experimental results show that CHAID algorithm outperforms other models for classifying user need type. This study performs McNemar test to examine the statistical significance of the differences of classification results. The results of McNemar test also show that CHAID performs better than the other models with statistical significance.

Keywords: Customer need type, Data mining techniques, Recommender system, Personalization, Mobile user.

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3511 Hot Workability of High Strength Low Alloy Steels

Authors: Seok Hong Min, Jung Ho Moon, Woo Young Jung, Tae Kwon Ha

Abstract:

The hot deformation behavior of high strength low alloy (HSLA) steels with different chemical compositions under hot working conditions in the temperature range of 900 to 1100℃ and strain rate range from 0.1 to 10 s-1 has been studied by performing a series of hot compression tests. The dynamic materials model has been employed for developing the processing maps, which show variation of the efficiency of power dissipation with temperature and strain rate. Also the Kumar-s model has been used for developing the instability map, which shows variation of the instability for plastic deformation with temperature and strain rate. The efficiency of power dissipation increased with decreasing strain rate and increasing temperature in the steel with higher Cr and Ti content. High efficiency of power dissipation over 20 % was obtained at a finite strain level of 0.1 under the conditions of strain rate lower than 1 s-1 and temperature higher than 1050 ℃ . Plastic instability was expected in the regime of temperatures lower than 1000 ℃ and strain rate lower than 0.3 s-1. Steel with lower Cr and Ti contents showed high efficiency of power dissipation at higher strain rate and lower temperature conditions.

Keywords: High strength low alloys steels, hot workability, Dynamic materials model, Processing maps.

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3510 The Investors- Reaction to Investment Rating Change Announcements

Authors: Chih-Hsiang Chang, Liang-Chien Lee, Shu-Ling Wu

Abstract:

This study investigates the investors- behavioral reaction to the investment rating change announcements from the views of behavioral finance. The empirical results indicate that self-interest does affect the intention of securities firms to release investment ratings for individual stocks. In addition, behavioral pitfalls are also found in the response of retail investors to investment rating change announcements.

Keywords: Investment ratings, Behavioral finance, Self-interest, Behavioral pitfalls

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3509 Phase Noise Impact on BER in Space Communication

Authors: Ondrej Baran, Miroslav Kasal, Petr Vagner, Tomas Urbanec

Abstract:

This paper deals with the modeling and the evaluation of a multiplicative phase noise influence on the bit error ratio in a general space communication system. Our research is focused on systems with multi-state phase shift keying modulation techniques and it turns out, that the phase noise significantly affects the bit error rate, especially for higher signal to noise ratios. These results come from a system model created in Matlab environment and are shown in a form of constellation diagrams and bit error rate dependencies. The change of a user data bit rate is also considered and included into simulation results. Obtained outcomes confirm theoretical presumptions.

Keywords: Additive thermal noise, AWGN, BER, bit error rate, multiplicative phase noise, phase shift keying.

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3508 Development of Soft-Core System for Heart Rate and Oxygen Saturation

Authors: Caje F. Pinto, Jivan S. Parab, Gourish M. Naik

Abstract:

This paper is about the development of non-invasive heart rate and oxygen saturation in human blood using Altera NIOS II soft-core processor system. In today's world, monitoring oxygen saturation and heart rate is very important in hospitals to keep track of low oxygen levels in blood. We have designed an Embedded System On Peripheral Chip (SOPC) reconfigurable system by interfacing two LED’s of different wavelengths (660 nm/940 nm) with a single photo-detector to measure the absorptions of hemoglobin species at different wavelengths. The implementation of the interface with Finger Probe and Liquid Crystal Display (LCD) was carried out using NIOS II soft-core system running on Altera NANO DE0 board having target as Cyclone IVE. This designed system is used to monitor oxygen saturation in blood and heart rate for different test subjects. The designed NIOS II processor based non-invasive heart rate and oxygen saturation was verified with another Operon Pulse oximeter for 50 measurements on 10 different subjects. It was found that the readings taken were very close to the Operon Pulse oximeter.

Keywords: Heart rate, NIOS II, Oxygen Saturation, photoplethysmography, soft-core, SOPC.

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3507 Development of Vibration Sensor with Wide Frequency Range Based on Condenser Microphone -Estimation System for Flow Rate in Water Pipes-

Authors: Hironori Kakuta, Kajiro Watanabe, Yosuke Kurihara

Abstract:

Water leakage is a serious problem in the maintenance of a waterworks facility. Monitoring the water flow rate is one way to locate leakage. However, conventional flowmeters such as the wet-type flowmeter and the clamp-on type ultrasonic flowmeter require additional construction for their installation and are therefore quite expensive. This paper proposes a novel estimation system for the flow rate in a water pipeline, which employs a vibration sensor. This assembly can be attached to any water pipeline without the need for additional high-cost construction. The vibration sensor is designed based on a condenser microphone. This sensor detects vibration caused by water flowing through a pipeline. It is possible to estimate the water flow rate by measuring the amplitude of the output signal from the vibration sensor. We confirmed the validity of the proposed sensing system experimentally.

Keywords: Condenser microphone, Flow rate estimation, Piping vibration, Water pipe.

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3506 An Integrated Software Architecture for Bandwidth Adaptive Video Streaming

Authors: T. Arsan

Abstract:

Video streaming over lossy IP networks is very important issues, due to the heterogeneous structure of networks. Infrastructure of the Internet exhibits variable bandwidths, delays, congestions and time-varying packet losses. Because of variable attributes of the Internet, video streaming applications should not only have a good end-to-end transport performance but also have a robust rate control, furthermore multipath rate allocation mechanism. So for providing the video streaming service quality, some other components such as Bandwidth Estimation and Adaptive Rate Controller should be taken into consideration. This paper gives an overview of video streaming concept and bandwidth estimation tools and then introduces special architectures for bandwidth adaptive video streaming. A bandwidth estimation algorithm – pathChirp, Optimized Rate Controllers and Multipath Rate Allocation Algorithm are considered as all-in-one solution for video streaming problem. This solution is directed and optimized by a decision center which is designed for obtaining the maximum quality at the receiving side.

Keywords: Adaptive Video Streaming, Bandwidth Estimation, QoS, Software Architecture.

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3505 Error Rate Performance Comparisons of Precoding Schemes over Fading Channels for Multiuser MIMO

Authors: M. Arulvizhi

Abstract:

In Multiuser MIMO communication systems, interuser interference has a strong impact on the transmitted signals. Precoding technique schemes are employed for multiuser broadcast channels to suppress an interuser interference. Different Linear and nonlinear precoding schemes are there. For the massive system dimension, it is difficult to design an appropriate precoding algorithm with low computational complexity and good error rate performance at the same time over fading channels. This paper describes the error rate performance of precoding schemes over fading channels with the assumption of perfect channel state information at the transmitter. To estimate the bit error rate performance, different propagation environments namely, Rayleigh, Rician and Nakagami fading channels have been offered. This paper presents the error rate performance comparison of these fading channels based on precoding methods like Channel Inversion and Dirty paper coding for multiuser broadcasting system. MATLAB simulation has been used. It is observed that multiuser system achieves better error rate performance by Dirty paper coding over Rayleigh fading channel.

Keywords: Multiuser MIMO, channel inversion precoding, dirty paper coding, fading channels, BER.

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3504 A Noble Flow Rate Control based on Leaky Bucket Method for Multi-Media OBS Networks

Authors: Kentaro Miyoko, Yoshihiko Mori, Yugo Ikeda, Yoshihiro Nishino, Yong-Bok Choi, Hiromi Okada

Abstract:

Optical burst switching (OBS) has been proposed to realize the next generation Internet based on the wavelength division multiplexing (WDM) network technologies. In the OBS, the burst contention is one of the major problems. The deflection routing has been designed for resolving the problem. However, the deflection routing becomes difficult to prevent from the burst contentions as the network load becomes high. In this paper, we introduce a flow rate control methods to reduce burst contentions. We propose new flow rate control methods based on the leaky bucket algorithm and deflection routing, i.e. separate leaky bucket deflection method, and dynamic leaky bucket deflection method. In proposed methods, edge nodes which generate data bursts carry out the flow rate control protocols. In order to verify the effectiveness of the flow rate control in OBS networks, we show that the proposed methods improve the network utilization and reduce the burst loss probability through computer simulations.

Keywords: Optical burst switching, OBS, flow rate control.

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3503 Noise Reduction in Web Data: A Learning Approach Based on Dynamic User Interests

Authors: Julius Onyancha, Valentina Plekhanova

Abstract:

One of the significant issues facing web users is the amount of noise in web data which hinders the process of finding useful information in relation to their dynamic interests. Current research works consider noise as any data that does not form part of the main web page and propose noise web data reduction tools which mainly focus on eliminating noise in relation to the content and layout of web data. This paper argues that not all data that form part of the main web page is of a user interest and not all noise data is actually noise to a given user. Therefore, learning of noise web data allocated to the user requests ensures not only reduction of noisiness level in a web user profile, but also a decrease in the loss of useful information hence improves the quality of a web user profile. Noise Web Data Learning (NWDL) tool/algorithm capable of learning noise web data in web user profile is proposed. The proposed work considers elimination of noise data in relation to dynamic user interest. In order to validate the performance of the proposed work, an experimental design setup is presented. The results obtained are compared with the current algorithms applied in noise web data reduction process. The experimental results show that the proposed work considers the dynamic change of user interest prior to elimination of noise data. The proposed work contributes towards improving the quality of a web user profile by reducing the amount of useful information eliminated as noise.

Keywords: Web log data, web user profile, user interest, noise web data learning, machine learning.

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3502 Proposal of Additional Fuzzy Membership Functions in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we present, propose and examine additional membership functions for the Smoothing Transition Autoregressive (STAR) models. More specifically, we present the tangent hyperbolic, Gaussian and Generalized bell functions. Because Smoothing Transition Autoregressive (STAR) models follow fuzzy logic approach, more fuzzy membership functions should be tested. Furthermore, fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation or genetic algorithm instead to nonlinear squares. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecast , Fuzzy membership functions, Smoothingtransition, Time-series

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3501 Effect of Wheat Flour Extraction Rates on Flour Composition, Farinographic Characteristics and Sensory Perception of Sourdough Naans

Authors: Ghulam Mueen-ud-Din, Salim-ur-Rehman, Faqir M. Anjum, Haq Nawaz, Mian A. Murtaza

Abstract:

The effect of wheat flour extraction rates on flour composition, farinographic characteristics and the quality of sourdough naans was investigated. The results indicated that by increasing the extraction rate, the amount of protein, fiber, fat and ash increased, whereas moisture content decreased. Farinographic characteristic like water absorption and dough development time increased with an increase in flour extraction rate but the dough stabilities and tolerance indices were reduced with an increase in flour extraction rates. Titratable acidity for both sourdough and sourdough naans also increased along with flour extraction rate. The study showed that overall quality of sourdough naans were affected by both flour extraction rate and starter culture used. Sensory analysis of sourdough naans revealed that desirable extraction rate for sourdough naan was 76%.

Keywords: Extraction rates, Farinographic characteristics, Flour composition, Sourdough naans, Wheat flour.

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3500 Application of Adaptive Neuro-Fuzzy Inference System in Smoothing Transition Autoregressive Models

Authors: Ε. Giovanis

Abstract:

In this paper we propose and examine an Adaptive Neuro-Fuzzy Inference System (ANFIS) in Smoothing Transition Autoregressive (STAR) modeling. Because STAR models follow fuzzy logic approach, in the non-linear part fuzzy rules can be incorporated or other training or computational methods can be applied as the error backpropagation algorithm instead to nonlinear squares. Furthermore, additional fuzzy membership functions can be examined, beside the logistic and exponential, like the triangle, Gaussian and Generalized Bell functions among others. We examine two macroeconomic variables of US economy, the inflation rate and the 6-monthly treasury bills interest rates.

Keywords: Forecasting, Neuro-Fuzzy, Smoothing transition, Time-series

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3499 Increasing Convergence Rate of a Fractionally-Spaced Channel Equalizer

Authors: Waseem Khan

Abstract:

In this paper a technique for increasing the convergence rate of fractionally spaced channel equalizer is proposed. Instead of symbol-spaced updating of the equalizer filter, a mechanism has been devised to update the filter at a higher rate. This ensures convergence of the equalizer filter at a higher rate and therefore less time-consuming. The proposed technique has been simulated and tested for two-ray modeled channels with various delay spreads. These channels include minimum-phase and nonminimum- phase channels. Simulation results suggest that that proposed technique outperforms the conventional technique of symbol-spaced updating of equalizer filter.

Keywords: Channel equalization, Fractionally-spaced equalizer

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3498 Burning Rate Response of Solid Fuels in Laminar Boundary Layer

Authors: A. M. Tahsini

Abstract:

Solid fuel transient burning behavior under oxidizer gas flow is numerically investigated. It is done using analysis of the regression rate responses to the imposed sudden and oscillatory variation at inflow properties. The conjugate problem is considered by simultaneous solution of flow and solid phase governing equations to compute the fuel regression rate. The advection upstream splitting method is used as flow computational scheme in finite volume method. The ignition phase is completely simulated to obtain the exact initial condition for response analysis. The results show that the transient burning effects which lead to the combustion instabilities and intermittent extinctions could be observed in solid fuels as the solid propellants.

Keywords: Extinction, Oscillation, Regression rate, Response, Transient burning.

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3497 Gas Lift Optimization to Improve Well Performance

Authors: Mohamed A. G. H. Abdalsadig, Amir Nourian, G. G. Nasr, Meisam Babaie

Abstract:

Gas lift optimization is becoming more important now a day in petroleum industry. A proper lift optimization can reduce the operating cost, increase the net present value (NPV) and maximize the recovery from the asset. A widely accepted definition of gas lift optimization is to obtain the maximum output under specified operating conditions. In addition, gas lift, a costly and indispensable means to recover oil from high depth reservoir entails solving the gas lift optimization problems. Gas lift optimization is a continuous process; there are two levels of production optimization. The total field optimization involves optimizing the surface facilities and the injection rate that can be achieved by standard tools softwares. Well level optimization can be achieved by optimizing the well parameters such as point of injection, injection rate, and injection pressure. All these aspects have been investigated and presented in this study by using experimental data and PROSPER simulation program. The results show that the well head pressure has a large influence on the gas lift performance and also proved that smart gas lift valve can be used to improve gas lift performance by controlling gas injection from down hole. Obtaining the optimum gas injection rate is important because excessive gas injection reduces production rate and consequently increases the operation cost.

Keywords: Optimization, production rate, reservoir pressure effect, gas injection rate effect, gas injection pressure.

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3496 Differentiation of Heart Rate Time Series from Electroencephalogram and Noise

Authors: V. I. Thajudin Ahamed, P. Dhanasekaran, Paul Joseph K.

Abstract:

Analysis of heart rate variability (HRV) has become a popular non-invasive tool for assessing the activities of autonomic nervous system. Most of the methods were hired from techniques used for time series analysis. Currently used methods are time domain, frequency domain, geometrical and fractal methods. A new technique, which searches for pattern repeatability in a time series, is proposed for quantifying heart rate (HR) time series. These set of indices, which are termed as pattern repeatability measure and pattern repeatability ratio are able to distinguish HR data clearly from noise and electroencephalogram (EEG). The results of analysis using these measures give an insight into the fundamental difference between the composition of HR time series with respect to EEG and noise.

Keywords: Approximate entropy, heart rate variability, noise, pattern repeatability, and sample entropy.

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3495 Real Time Control Learning Game - Speed Race by Learning at the Wheel - Development of Data Acquisition System

Authors: Κonstantinos Kalovrektis, Chryssanthi Palazi

Abstract:

Schools today face ever-increasing demands in their attempts to ensure that students are well equipped to enter the workforce and navigate a complex world. Research indicates that computer technology can help support learning, implementation of various experiments or learning games, and that it is especially useful in developing the higher-order skills of critical thinking, observation, comprehension, implementation, comparison, analysis and active attention to activities such as research, field work, simulations and scientific inquiry. The ICT in education supports the learning procedure by enabling it to be more flexible and effective, create a rich and attractive training environment and equip the students with knowledge and potential useful for the competitive social environment in which they live. This paper presents the design, the development, and the results of the evaluation analysis of an interactive educational game which using real electric vehicles - toys (material) on a toy race track. When the game starts each student selects a specific vehicle toy. Then students are answering questionnaires in the computer. The vehicles' speed is related to the percentage of right answers in a multiple choice questionnaire (software). Every question has its own significant value depending of the different level of questionnaire. Via the developed software, each right or wrong answers in questionnaire increase or decrease the real time speed of their vehicle toys. Moreover the rate of vehicle's speed increase or decrease depends on the difficulty level of each question. The aim of the work is to attract the student’s interest in a learning process and also to improve their scores. The developed real time game was tested using independent populations of students of age groups: 8-10, 11-14, 15-18 years. Standard educational and statistical analysis tools were used for the evaluation analysis of the game. Results reveal that students using the developed real time control game scored much higher (60%) than students using a traditional simulation game on the same questionnaire. Results further indicate that student's interest in repeating the developed real time control gaming was far higher (70%) than the interest of students using a traditional simulation game.

Keywords: Real time game, sensor, learning games, LabVIEW

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3494 Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model

Authors: Katleho D. Makatjane, Kalebe M. Kalebe

Abstract:

The present paper used time-varying parameters which are based on the score function of a probability density at time t to model volatility of saving rate. We used a scaled likelihood function to update the parameters of the model overtime. Our results revealed high diligence of time-varying since the location parameter is greater than zero. Furthermore, we discovered a leptokurtic condition on saving rate’s distribution. Kapetanios, Shin-Shell Nonlinear Augmented Dickey-Fuller (KSS-NADF) test showed that the saving rate has a nonlinear unit root; therefore, it can be modeled by a generalised autoregressive score (GAS) model. Additionally, value at risk (VaR) and conditional tail expectation (CTE) indicate that 99% of the time people in Lesotho are saving more than spending. This puts the economy in high risk of not expanding. Therefore, the monetary policy committee (MPC) of Lesotho should revise their monetary policies towards this high saving rates risk.

Keywords: Generalized autoregressive score, time-varying, saving rate, Lesotho.

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3493 A Comparative Study of Malware Detection Techniques Using Machine Learning Methods

Authors: Cristina Vatamanu, Doina Cosovan, Dragoş Gavriluţ, Henri Luchian

Abstract:

In the past few years, the amount of malicious software increased exponentially and, therefore, machine learning algorithms became instrumental in identifying clean and malware files through (semi)-automated classification. When working with very large datasets, the major challenge is to reach both a very high malware detection rate and a very low false positive rate. Another challenge is to minimize the time needed for the machine learning algorithm to do so. This paper presents a comparative study between different machine learning techniques such as linear classifiers, ensembles, decision trees or various hybrids thereof. The training dataset consists of approximately 2 million clean files and 200.000 infected files, which is a realistic quantitative mixture. The paper investigates the above mentioned methods with respect to both their performance (detection rate and false positive rate) and their practicability.

Keywords: Detection Rate, False Positives, Perceptron, One Side Class, Ensembles, Decision Tree, Hybrid methods, Feature Selection.

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3492 3D CFD Modelling of the Airflow and Heat Transfer in Cold Room Filled with Dates

Authors: Zina Ghiloufi, Tahar Khir

Abstract:

A transient three-dimensional computational fluid dynamics (CFD) model is developed to determine the velocity and temperature distribution in different positions cold room during pre-cooling of dates. The turbulence model used is the k-ω Shear Stress Transport (SST) with the standard wall function, the air. The numerical results obtained show that cooling rate is not uniform inside the room; the product at the medium of room has a slower cooling rate. This cooling heterogeneity has a large effect on the energy consumption during cold storage.

Keywords: Numerical simulation, CFD, k-ω (SST), cold room, dates, cooling rate.

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3491 Improving the Dissolution Rate of Folic Acid via the Antisolvent Vapour Precipitation

Authors: J. Y. Tan, L. C. Lum, M. G. Lee, S. Mansouri, K. Hapgood, X. D. Chen, M. W. Woo

Abstract:

Folic acid (FA) is known to be an important supplement to prevent neural tube defect (NTD) in pregnant women. Similar to some commercial formulations, sodium bicarbonate solution is used as a solvent for FA. This work uses the antisolvent vapour precipitation (AVP), incorporating ethanol vapour as the convective drying medium in place of air to produce branch-like micro-structure FA particles. Interestingly, the dissolution rate of the resultant particle is 2-3 times better than the particle produce from conventional air drying due to the higher surface area of particles produced. The higher dissolution rate could possibly improve the delivery and absorption of FA in human body. This application could potentially be extended to other commercial products, particularly in less soluble drugs to improve its solubility.

Keywords: Absorption, antisolvent vapour precipitation, dissolution rate, folic acid.

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3490 Variable Rate Superorthogonal Turbo Code with the OVSF Code Tree

Authors: Insah Bhurtah, P. Clarel Catherine, K. M. Sunjiv Soyjaudah

Abstract:

When using modern Code Division Multiple Access (CDMA) in mobile communications, the user must be able to vary the transmission rate of users to allocate bandwidth efficiently. In this work, Orthogonal Variable Spreading Factor (OVSF) codes are used with the same principles applied in a low-rate superorthogonal turbo code due to their variable-length properties. The introduced system is the Variable Rate Superorthogonal Turbo Code (VRSTC) where puncturing is not performed on the encoder’s final output but rather before selecting the output to achieve higher rates. Due to bandwidth expansion, the codes outperform an ordinary turbo code in the AWGN channel. Simulations results show decreased performance compared to those obtained with the employment of Walsh-Hadamard codes. However, with OVSF codes, the VRSTC system keeps the orthogonality of codewords whilst producing variable rate codes contrary to Walsh-Hadamard codes where puncturing is usually performed on the final output.

Keywords: CDMA, MAP Decoding, OVSF, Superorthogonal Turbo Code.

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3489 Wetting Front Propagation during Quenching of Aluminum Plate by Water Spray

Authors: M. M. Seraj, M. S. Gadala

Abstract:

This study presents a systematic analysis of wetted region due to cooling of aluminum plate by water spray impingement with respect to different water flow rates, spray nozzle heights, and subcooling. Unlike jet impingement, the wetting is not commenced upon spray impingement and there is a delay in wetness of hot test surface. After initiation, the wetting (black zone) progresses gradually to cover all test plate and provides efficient cooling in nucleate boiling regime. Generally, spray cooling is found function of spray flow rate, spray-to-surface distance and water subcooling. Wetting delay is decreasing by increasing of spray flow rate until spray impact area is not become bigger that test surface. Otherwise, higher spray flow rate is not practically accelerated start of wetting. Very fast wetting due to spray cooling can be obtained by dense spray (high floe rate) discharged from adjacent nozzle to the test surface. Highly subcooling water spray also triggers earlier wetting of hot aluminum plate.

Keywords: Water spray, wetting, aluminum plate, flow rate.

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3488 The Buffer Gas Influence Rate on Absolute Cu Atoms Density with regard to Deposition

Authors: S. Sobhanian, H. Naghshara, N. Sadeghi, S. Khorram

Abstract:

The absolute Cu atoms density in Cu(2S1/2ÔåÉ2P1/2) ground state has been measured by Resonance Optical Absorption (ROA) technique in a DC magnetron sputtering deposition with argon. We measured these densities under variety of operation conditions: pressure from 0.6 μbar to 14 μbar, input power from 10W to 200W and N2 mixture from 0% to 100%. For measuring the gas temperature, we used the simulation of N2 rotational spectra with a special computer code. The absolute number density of Cu atoms decreases with increasing the N2 percentage of buffer gas at any conditions of this work. But the deposition rate, is not decreased with the same manner. The deposition rate variation is very small and in the limit of quartz balance measuring equipment accuracy. So we conclude that decrease in the absolute number density of Cu atoms in magnetron plasma has not a big effect on deposition rate, because the diffusion of Cu atoms to the chamber volume and deviation of Cu atoms from direct path (towards the substrate) decreases with increasing of N2 percentage of buffer gas. This is because of the lower mass of N2 atoms compared to the argon ones.

Keywords: Deposition rate, Resonance Optical Absorption, Sputtering.

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3487 Comparative Analysis of the Stochastic and Parsimonious Interest Rates Models on Croatian Government Market

Authors: Zdravka Aljinović, Branka Marasović, Blanka Škrabić

Abstract:

The paper provides a discussion of the most relevant aspects of yield curve modeling. Two classes of models are considered: stochastic and parsimonious function based, through the approaches developed by Vasicek (1977) and Nelson and Siegel (1987). Yield curve estimates for Croatia are presented and their dynamics analyzed and finally, a comparative analysis of models is conducted.

Keywords: the term structure of interest rates, Vasicek model, Nelson-Siegel model, Croatian Government market.

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3486 Face Localization Using Illumination-dependent Face Model for Visual Speech Recognition

Authors: Robert E. Hursig, Jane X. Zhang

Abstract:

A robust still image face localization algorithm capable of operating in an unconstrained visual environment is proposed. First, construction of a robust skin classifier within a shifted HSV color space is described. Then various filtering operations are performed to better isolate face candidates and mitigate the effect of substantial non-skin regions. Finally, a novel Bhattacharyya-based face detection algorithm is used to compare candidate regions of interest with a unique illumination-dependent face model probability distribution function approximation. Experimental results show a 90% face detection success rate despite the demands of the visually noisy environment.

Keywords: Audio-visual speech recognition, Bhattacharyyacoefficient, face detection,

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3485 Extraction of Fetal Heart Rate and Fetal Heart Rate Variability from Mother's ECG Signal

Authors: Khaldon Lweesy, Luay Fraiwan, Christoph Maier, Hartmut Dickhaus

Abstract:

This paper describes a new method for extracting the fetal heart rate (fHR) and the fetal heart rate variability (fHRV) signal non-invasively using abdominal maternal electrocardiogram (mECG) recordings. The extraction is based on the fundamental frequency (Fourier-s) theorem. The fundamental frequency of the mother-s electrocardiogram signal (fo-m) is calculated directly from the abdominal signal. The heart rate of the fetus is usually higher than that of the mother; as a result, the fundamental frequency of the fetal-s electrocardiogram signal (fo-f) is higher than that of the mother-s (fo-f > fo-m). Notch filters to suppress mother-s higher harmonics were designed; then a bandpass filter to target fo-f and reject fo-m is implemented. Although the bandpass filter will pass some other frequencies (harmonics), we have shown in this study that those harmonics are actually carried on fo-f, and thus have no impact on the evaluation of the beat-to-beat changes (RR intervals). The oscillations of the time-domain extracted signal represent the RR intervals. We have also shown in this study that zero-to-zero evaluation of the periods is more accurate than the peak-to-peak evaluation. This method is evaluated both on simulated signals and on different abdominal recordings obtained at different gestational ages.

Keywords: Aabdominal ECG, fetal heart rate variability, frequency harmonics, fundamental frequency.

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3484 Dynamic Response of Strain Rate Dependent Glass/Epoxy Composite Beams Using Finite Difference Method

Authors: M. M. Shokrieh, A. Karamnejad

Abstract:

This paper deals with a numerical analysis of the transient response of composite beams with strain rate dependent mechanical properties by use of a finite difference method. The equations of motion based on Timoshenko beam theory are derived. The geometric nonlinearity effects are taken into account with von Kármán large deflection theory. The finite difference method in conjunction with Newmark average acceleration method is applied to solve the differential equations. A modified progressive damage model which accounts for strain rate effects is developed based on the material property degradation rules and modified Hashin-type failure criteria and added to the finite difference model. The components of the model are implemented into a computer code in Mathematica 6. Glass/epoxy laminated composite beams with constant and strain rate dependent mechanical properties under dynamic load are analyzed. Effects of strain rate on dynamic response of the beam for various stacking sequences, load and boundary conditions are investigated.

Keywords: Composite beam, Finite difference method, Progressive damage modeling, Strain rate.

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3483 Heart-Rate Resistance Electrocardiogram Identification Based on Slope-Oriented Neural Networks

Authors: Tsu-Wang Shen, Shan-Chun Chang, Chih-Hsien Wang, Te-Chao Fang

Abstract:

For electrocardiogram (ECG) biometrics system, it is a tedious process to pre-install user’s high-intensity heart rate (HR) templates in ECG biometric systems. Based on only resting enrollment templates, it is a challenge to identify human by using ECG with the high-intensity HR caused from exercises and stress. This research provides a heartbeat segment method with slope-oriented neural networks against the ECG morphology changes due to high intensity HRs. The method has overall system accuracy at 97.73% which includes six levels of HR intensities. A cumulative match characteristic curve is also used to compare with other traditional ECG biometric methods.

Keywords: High-intensity heart rate, heart rate resistant, ECG human identification, decision based artificial neural network.

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