Search results for: global error.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2400

Search results for: global error.

2280 Performance Evaluation of Cooperative Diversity in Flat Fading Channel with Error Control Coding

Authors: Oluseye Adeniyi Adeleke, Mohd Fadzli Salleh

Abstract:

Cooperative communication provides transmit diversity, even when, due to size constraints, mobile units cannot accommodate multiple antennas. A versatile cooperation method called coded cooperation has been developed, in which cooperation is implemented through channel coding with a view to controlling the errors inherent in wireless communication. In this work we evaluate the performance of coded cooperation in flat Rayleigh fading environment using a concept known as the pair wise error probability (PEP). We derive the PEP for a flat fading scenario in coded cooperation and then compare with the signal-to-noise ratio of the users in the network. Results show that an increase in the SNR leads to a decrease in the PEP. We also carried out simulations to validate the result.

Keywords: Channel state information, coded cooperation, cooperative systems, pairwise-error-probability, Reed-Solomon codes.

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2279 Knowledge Required for Avoiding Lexical Errors at Machine Translation

Authors: Yukiko Sasaki Alam

Abstract:

This research aims at finding out the causes that led to wrong lexical selections in machine translation (MT) rather than categorizing lexical errors, which has been a main practice in error analysis. By manually examining and analyzing lexical errors outputted by a MT system, it suggests what knowledge would help the system reduce lexical errors.

Keywords: Error analysis, causes of errors, machine translation, outputs evaluation.

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2278 A Selective 3-Anchor DV-Hop Algorithm Based On the Nearest Anchor for Wireless Sensor Network

Authors: Hichem Sassi, Tawfik Najeh, Noureddine Liouane

Abstract:

Information of nodes’ locations is an important criterion for lots of applications in Wireless Sensor Networks. In the hop-based range-free localization methods, anchors transmit the localization messages counting a hop count value to the whole network. Each node receives this message and calculates its own distance with anchor in hops and then approximates its own position. However the estimative distances can provoke large error, and affect the localization precision. To solve the problem, this paper proposes an algorithm, which makes the unknown nodes fix the nearest anchor as a reference and select two other anchors which are the most accurate to achieve the estimated location. Compared to the DV-Hop algorithm, experiment results illustrate that proposed algorithm has less average localization error and is more effective.

Keywords: Wireless Sensors Networks, Localization problem, localization average error, DV–Hop Algorithm, MATLAB.

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2277 Springback Investigation on Sheet Metal Incremental Formed Parts

Authors: Hongyu Wei, Wenliang Chen, Lin Gao

Abstract:

Incremental forming is a complex forming process with continuously local cumulative deformation taking place during its process, and springback that forming quality affected by would occur. The springback evaluation method based on forming error compensation also was proposed, which it can be defined as the difference between theory and the actual amount of compensation along the measured direction. According to forming error compensation evaluation method, experiments was designed and implemented. And from the results that obtained it can be show, the magnitude of springback average (δE) of formed parts was very small, and the forming precision could be significantly improved by adopting compensation method. Based on double tensile stress state in the main deformation area, a hypothesis that there is little springback be arisen by bending behavior on the formed parts that was proposed.

Keywords: Sheet metal, incremental forming, springback, forming error compensation, geometric accuracy

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2276 Lookup Table Reduction and Its Error Analysis of Hall Sensor-Based Rotation Angle Measurement

Authors: Young-San Shin, Seongsoo Lee

Abstract:

Hall sensor is widely used to measure rotation angle. When the Hall voltage is measured for linear displacement, it is converted to angular displacement using arctangent function, which requires a large lookup table. In this paper, a lookup table reduction technique is presented for angle measurement. When the input of the lookup table is small within a certain threshold, the change of the outputs with respect to the change of the inputs is relatively small. Thus, several inputs can share same output, which significantly reduce the lookup table size. Its error analysis was also performed, and the threshold was determined so as to maintain the error less than 1°. When the Hall voltage has 11-bit resolution, the lookup table size is reduced from 1,024 samples to 279 samples.

Keywords: Hall sensor, angle measurement, lookup table, arctangent.

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2275 Verification of a Locked CFD Approach to Cool Down Modeling

Authors: P. Bárta

Abstract:

Increasing demand on the performance of Subsea Production Systems (SPS) suggests a need for more detailed investigation of fluid behavior taking place in subsea equipment. Complete CFD cool down analyses of subsea equipment are very time demanding. The objective of this paper is to investigate a Locked CFD approach, which enables significant reduction of the computational time and at the same time maintains sufficient accuracy during thermal cool down simulations. The result comparison of a dead leg simulation using the Full CFD and the three LCFD-methods confirms the validity of the locked flow field assumption for the selected case. For the tested case the LCFD simulation speed up by factor of 200 results in the absolute thermal error of 0.5 °C (3% relative error), speed up by factor of 10 keeps the LCFD results within 0.1 °C (0.5 % relative error) comparing to the Full CFD.

Keywords: CFD, Locked Flow Field, Speed up of CFD simulation time, Subsea

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2274 The Optimization of Decision Rules in Multimodal Decision-Level Fusion Scheme

Authors: Andrey V. Timofeev, Dmitry V. Egorov

Abstract:

This paper introduces an original method of parametric optimization of the structure for multimodal decisionlevel fusion scheme which combines the results of the partial solution of the classification task obtained from assembly of the mono-modal classifiers. As a result, a multimodal fusion classifier which has the minimum value of the total error rate has been obtained.

Keywords: Сlassification accuracy, fusion solution, total error rate.

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2273 Identifying the Best Global Solar Radiation Model for Hutat Suder, Saudi Arabia

Authors: H. Al-Sholigom, Z. Al-Mostafa

Abstract:

Many associations and experimental models have been developed to estimate solar radiation around the world. The duration of sunshine is the most commonly used parameter for estimating global solar radiation because it can be easily and reliably measured. To estimate the global monthly solar average on horizontal surfaces, we used 52 models with widely available data in Hutat Suder, Saudi Arabia. After testing the models, some were not suitable for use in this area, while others differed in performance. The best models have been identified.

Keywords: Earth, Global solar radiation, Hutat Suder, Saudi Arabia, sunshine, measured data.

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2272 A Survey of Key Challenges of Adopting Agile in Global Software Development: A Case Study with Malaysia Perspective

Authors: Amna Batool

Abstract:

Agile methodology is the current most popular technique in software development projects. Agile methods in software development bring optimistic impact on software performances, quality and customer satisfaction. There are some organizations and small-medium enterprises adopting agile into their local software development projects as well as in distributed software development projects. Adopting agile methods in local software development projects is valuable. However, agile global software deployment needs an attention. There are different key challenges in agile global software development that need to resolve and enhance the global software development cycles. The proposed systematic literature review investigates all key challenges of agile in global software development. Moreover, a quantitative methodology (an actual survey) targeted to present a real case scenario of these particular key challenges faced by one of the software houses that is BestWeb Malaysia. The outcomes of systematic literature and the results of quantitative methodology are compared with each other to evaluate if the key challenges pointed out in systematic review still exist. The proposed research and its exploratory results can assist small medium enterprises to avoid these challenges by adopting the best practices in their global software development projects. Moreover, it is helpful for novice researchers to get valuable information altogether.

Keywords: Agile software development, ASD challenges, agile global software development. challenges in agile global software development.

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2271 Controller Design of Discrete Systems by Order Reduction Technique Employing Differential Evolution Optimization Algorithm

Authors: J. S. Yadav, N. P. Patidar, J. Singhai

Abstract:

One of the main objectives of order reduction is to design a controller of lower order which can effectively control the original high order system so that the overall system is of lower order and easy to understand. In this paper, a simple method is presented for controller design of a higher order discrete system. First the original higher order discrete system in reduced to a lower order model. Then a Proportional Integral Derivative (PID) controller is designed for lower order model. An error minimization technique is employed for both order reduction and controller design. For the error minimization purpose, Differential Evolution (DE) optimization algorithm has been employed. DE method is based on the minimization of the Integral Squared Error (ISE) between the desired response and actual response pertaining to a unit step input. Finally the designed PID controller is connected to the original higher order discrete system to get the desired specification. The validity of the proposed method is illustrated through a numerical example.

Keywords: Discrete System, Model Order Reduction, PIDController, Integral Squared Error, Differential Evolution.

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2270 Unit Root Tests Based On the Robust Estimator

Authors: Wararit Panichkitkosolkul

Abstract:

The unit root tests based on the robust estimator for the first-order autoregressive process are proposed and compared with the unit root tests based on the ordinary least squares (OLS) estimator. The percentiles of the null distributions of the unit root test are also reported. The empirical probabilities of Type I error and powers of the unit root tests are estimated via Monte Carlo simulation. Simulation results show that all unit root tests can control the probability of Type I error for all situations. The empirical power of the unit root tests based on the robust estimator are higher than the unit root tests based on the OLS estimator.

Keywords: Autoregressive, Ordinary least squares, Type I error, Power of the test, Monte Carlo simulation.

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2269 End Point Detection for Wavelet Based Speech Compression

Authors: Jalal Karam

Abstract:

In real-field applications, the correct determination of voice segments highly improves the overall system accuracy and minimises the total computation time. This paper presents reliable measures of speech compression by detcting the end points of the speech signals prior to compressing them. The two different compession schemes used are the Global threshold and the Level- Dependent threshold techniques. The performance of the proposed method is tested wirh the Signal to Noise Ratios, Peak Signal to Noise Ratios and Normalized Root Mean Square Error parameter measures.

Keywords: Wavelets, End-points Detection, Compression.

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2268 BIP-Based Alarm Declaration and Clearing in SONET Networks Employing Automatic Protection Switching

Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper examines the performance of bit-interleaved parity (BIP) methods in error rate monitoring, and in declaration and clearing of alarms in those transport networks that employ automatic protection switching (APS). The BIP-based error rate monitoring is attractive for its simplicity and ease of implementation. The BIP-based results are compared with exact results and are found to declare the alarms too late, and to clear the alarms too early. It is concluded that the standards development and systems implementation should take into account the fact of early clearing and late declaration of alarms. The window parameters defining the detection and clearing thresholds should be set so as to build sufficient hysteresis into the system to ensure that BIP-based implementations yield acceptable performance results.

Keywords: Automatic protection switching, bit interleaved parity, excessive bit error rate

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2267 Power Forecasting of Photovoltaic Generation

Authors: S. H. Oudjana, A. Hellal, I. Hadj Mahammed

Abstract:

Photovoltaic power generation forecasting is an important task in renewable energy power system planning and operating. This paper explores the application of neural networks (NN) to study the design of photovoltaic power generation forecasting systems for one week ahead using weather databases include the global irradiance, and temperature of Ghardaia city (south of Algeria) using a data acquisition system. Simulations were run and the results are discussed showing that neural networks Technique is capable to decrease the photovoltaic power generation forecasting error.

Keywords: Photovoltaic Power Forecasting, Regression, Neural Networks.

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2266 Error Correction of Radial Displacement in Grinding Machine Tool Spindle by Optimizing Shape and Bearing Tuning

Authors: Khairul Jauhari, Achmad Widodo, Ismoyo Haryanto

Abstract:

In this article, the radial displacement error correction capability of a high precision spindle grinding caused by unbalance force was investigated. The spindle shaft is considered as a flexible rotor mounted on two sets of angular contact ball bearing. Finite element methods (FEM) have been adopted for obtaining the equation of motion of the spindle. In this paper, firstly, natural frequencies, critical frequencies, and amplitude of the unbalance response caused by residual unbalance are determined in order to investigate the spindle behaviors. Furthermore, an optimization design algorithm is employed to minimize radial displacement of the spindle which considers dimension of the spindle shaft, the dynamic characteristics of the bearings, critical frequencies and amplitude of the unbalance response, and computes optimum spindle diameters and stiffness and damping of the bearings. Numerical simulation results show that by optimizing the spindle diameters, and stiffness and damping in the bearings, radial displacement of the spindle can be reduced. A spindle about 4 μm radial displacement error can be compensated with 2 μm accuracy. This certainly can improve the accuracy of the product of machining.

Keywords: Error correction, High precision grinding, Optimization, Radial displacement, Spindle.

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2265 Optimal Model Order Selection for Transient Error Autoregressive Moving Average (TERA) MRI Reconstruction Method

Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie

Abstract:

An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.

Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.

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2264 Large-Eddy Simulation of Hypersonic Configuration Aerodynamics

Authors: Huang Shengqin, Xiao Hong

Abstract:

LES with mixed subgrid-scale model has been used to simulate aerodynamic performance of hypersonic configuration. The simulation was conducted to replicate conditions and geometry of a model which has been previously tested. LES Model has been successful in predict pressure coefficient with the max error 1.5% besides afterbody. But in the high Mach number condition, it is poor in predict ability and product 12.5% error. The calculation error are mainly conducted by the distribution swirling. The fact of poor ability in the high Mach number and afterbody region indicated that the mixed subgrid-scale model should be improved in large eddied especially in hypersonic separate region. In the condition of attach and sideslip flight, the calculation results have waves. LES are successful in the prediction the pressure wave in hypersonic flow.

Keywords: Hypersonic, LES, mixed Subgrid-scale model, experiment.

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2263 Forecasting Models for Steel Demand Uncertainty Using Bayesian Methods

Authors: Watcharin Sangma, Onsiri Chanmuang, Pitsanu Tongkhow

Abstract:

 A forecasting model for steel demand uncertainty in Thailand is proposed. It consists of trend, autocorrelation, and outliers in a hierarchical Bayesian frame work. The proposed model uses a cumulative Weibull distribution function, latent first-order autocorrelation, and binary selection, to account for trend, time-varying autocorrelation, and outliers, respectively. The Gibbs sampling Markov Chain Monte Carlo (MCMC) is used for parameter estimation. The proposed model is applied to steel demand index data in Thailand. The root mean square error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE) criteria are used for model comparison. The study reveals that the proposed model is more appropriate than the exponential smoothing method.

Keywords: Forecasting model, Steel demand uncertainty, Hierarchical Bayesian framework, Exponential smoothing method.

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2262 Error Detection and Correction for Onboard Satellite Computers Using Hamming Code

Authors: Rafsan Al Mamun, Md. Motaharul Islam, Rabana Tajrin, Nabiha Noor, Shafinaz Qader

Abstract:

In an attempt to enrich the lives of billions of people by providing proper information, security and a way of communicating with others, the need for efficient and improved satellites is constantly growing. Thus, there is an increasing demand for better error detection and correction (EDAC) schemes, which are capable of protecting the data onboard the satellites. The paper is aimed towards detecting and correcting such errors using a special algorithm called the Hamming Code, which uses the concept of parity and parity bits to prevent single-bit errors onboard a satellite in Low Earth Orbit. This paper focuses on the study of Low Earth Orbit satellites and the process of generating the Hamming Code matrix to be used for EDAC using computer programs. The most effective version of Hamming Code generated was the Hamming (16, 11, 4) version using MATLAB, and the paper compares this particular scheme with other EDAC mechanisms, including other versions of Hamming Codes and Cyclic Redundancy Check (CRC), and the limitations of this scheme. This particular version of the Hamming Code guarantees single-bit error corrections as well as double-bit error detections. Furthermore, this version of Hamming Code has proved to be fast with a checking time of 5.669 nanoseconds, that has a relatively higher code rate and lower bit overhead compared to the other versions and can detect a greater percentage of errors per length of code than other EDAC schemes with similar capabilities. In conclusion, with the proper implementation of the system, it is quite possible to ensure a relatively uncorrupted satellite storage system.

Keywords: Bit-flips, Hamming code, low earth orbit, parity bits, satellite, single error upset.

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2261 On Constructing a Cubically Convergent Numerical Method for Multiple Roots

Authors: Young Hee Geum

Abstract:

We propose the numerical method defined by

xn+1 = xn − λ[f(xn − μh(xn))/]f'(xn) , n ∈ N,

and determine the control parameter λ and μ to converge cubically. In addition, we derive the asymptotic error constant. Applying this proposed scheme to various test functions, numerical results show a good agreement with the theory analyzed in this paper and are proven using Mathematica with its high-precision computability.

Keywords: Asymptotic error constant, iterative method , multiple root, root-finding.

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2260 Impact of Government Spending on Private Consumption and on the Economy: Case of Thailand

Authors: Paitoon Kraipornsak

Abstract:

The recent global financial problem urges government to play role in stimulating the economy due to the fact that private sector has little ability to purchase during the recession. A concerned question is whether the increased government spending crowds out private consumption and whether it helps stimulate the economy. If the government spending policy is effective; the private consumption is expected to increase and can compensate the recent extra government expense. In this study, the government spending is categorized into government consumption spending and government capital spending. The study firstly examines consumer consumption along the line with the demand function in microeconomic theory. Three categories of private consumption are used in the study. Those are food consumption, non food consumption, and services consumption. The dynamic Almost Ideal Demand System of the three categories of the private consumption is estimated using the Vector Error Correction Mechanism model. The estimated model indicates the substituting effects (negative impacts) of the government consumption spending on budget shares of private non food consumption and of the government capital spending on budget share of private food consumption, respectively. Nevertheless the result does not necessarily indicate whether the negative effects of changes in the budget shares of the non food and the food consumption means fallen total private consumption. Microeconomic consumer demand analysis clearly indicates changes in component structure of aggregate expenditure in the economy as a result of the government spending policy. The macroeconomic concept of aggregate demand comprising consumption, investment, government spending (the government consumption spending and the government capital spending), export, and import are used to estimate for their relationship using the Vector Error Correction Mechanism model. The macroeconomic study found no effect of the government capital spending on either the private consumption or the growth of GDP while the government consumption spending has negative effect on the growth of GDP. Therefore no crowding out effect of the government spending is found on the private consumption but it is ineffective and even inefficient expenditure as found reducing growth of the GDP in the context of Thailand.

Keywords: government consumption spending, governmentcapital spending, private consumption on food, non food, andservices, Vector Error Correction Mechanism, Almost Ideal DemandSystem, substitution effect, complementary effect, consumer demand, aggregate demand

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2259 Compton Scattering of Annihilation Photons as a Short Range Quantum Key Distribution Mechanism

Authors: Roman Novak, Matjaz Vencelj

Abstract:

The angular distribution of Compton scattering of two quanta originating in the annihilation of a positron with an electron is investigated as a quantum key distribution (QKD) mechanism in the gamma spectral range. The geometry of coincident Compton scattering is observed on the two sides as a way to obtain partially correlated readings on the quantum channel. We derive the noise probability density function of a conceptually equivalent prepare and measure quantum channel in order to evaluate the limits of the concept in terms of the device secrecy capacity and estimate it at roughly 1.9 bits per 1 000 annihilation events. The high error rate is well above the tolerable error rates of the common reconciliation protocols; therefore, the proposed key agreement protocol by public discussion requires key reconciliation using classical error-correcting codes. We constructed a prototype device based on the readily available monolithic detectors in the least complex setup.

Keywords: Compton scattering, gamma-ray polarization, quantumcryptography, quantum key distribution

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2258 Text Mining Technique for Data Mining Application

Authors: M. Govindarajan

Abstract:

Text Mining is around applying knowledge discovery techniques to unstructured text is termed knowledge discovery in text (KDT), or Text data mining or Text Mining. In decision tree approach is most useful in classification problem. With this technique, tree is constructed to model the classification process. There are two basic steps in the technique: building the tree and applying the tree to the database. This paper describes a proposed C5.0 classifier that performs rulesets, cross validation and boosting for original C5.0 in order to reduce the optimization of error ratio. The feasibility and the benefits of the proposed approach are demonstrated by means of medial data set like hypothyroid. It is shown that, the performance of a classifier on the training cases from which it was constructed gives a poor estimate by sampling or using a separate test file, either way, the classifier is evaluated on cases that were not used to build and evaluate the classifier are both are large. If the cases in hypothyroid.data and hypothyroid.test were to be shuffled and divided into a new 2772 case training set and a 1000 case test set, C5.0 might construct a different classifier with a lower or higher error rate on the test cases. An important feature of see5 is its ability to classifiers called rulesets. The ruleset has an error rate 0.5 % on the test cases. The standard errors of the means provide an estimate of the variability of results. One way to get a more reliable estimate of predictive is by f-fold –cross- validation. The error rate of a classifier produced from all the cases is estimated as the ratio of the total number of errors on the hold-out cases to the total number of cases. The Boost option with x trials instructs See5 to construct up to x classifiers in this manner. Trials over numerous datasets, large and small, show that on average 10-classifier boosting reduces the error rate for test cases by about 25%.

Keywords: C5.0, Error Ratio, text mining, training data, test data.

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2257 High Performance of Direct Torque and Flux Control of a Double Stator Induction Motor Drive with a Fuzzy Stator Resistance Estimator

Authors: K. Kouzi

Abstract:

In order to have stable and high performance of direct torque and flux control (DTFC) of double star induction motor drive (DSIM), proper on-line adaptation of the stator resistance is very important. This is inevitably due to the variation of the stator resistance during operating conditions, which introduces error in estimated flux position and the magnitude of the stator flux. Error in the estimated stator flux deteriorates the performance of the DTFC drive. Also, the effect of error in estimation is very important especially at low speed. Due to this, our aim is to overcome the sensitivity of the DTFC to the stator resistance variation by proposing on-line fuzzy estimation stator resistance. The fuzzy estimation method is based on an on-line stator resistance correction through the variations of the stator current estimation error and its variations. The fuzzy logic controller gives the future stator resistance increment at the output. The main advantage of the suggested algorithm control is to avoid the drive instability that may occur in certain situations and ensure the tracking of the actual stator resistance. The validity of the technique and the improvement of the whole system performance are proved by the results.

Keywords: Direct torque control, dual stator induction motor, fuzzy logic estimation, stator resistance adaptation.

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2256 Optimizing Forecasting for Indonesia's Coal and Palm Oil Exports: A Comparative Analysis of ARIMA, ANN, and LSTM Methods

Authors: Mochammad Dewo, Sumarsono Sudarto

Abstract:

The Exponential Triple Smoothing Algorithm approach nowadays, which is used to anticipate the export value of Indonesia's two major commodities, coal and palm oil, has a Mean Percentage Absolute Error (MAPE) value of 30-50%, which may be considered as a "reasonable" forecasting mistake. Forecasting errors of more than 30% shall have a domino effect on industrial output, as extra production adds to raw material, manufacturing and storage expenses. Whereas, reaching an "excellent" classification with an error value of less than 10% will provide new investors and exporters with confidence in the commercial development of related sectors. Industrial growth will bring out a positive impact on economic development. It can be applied for other commodities if the forecast error is less than 10%. The purpose of this project is to create a forecasting technique that can produce precise forecasting results with an error of less than 10%. This research analyzes forecasting methods such as ARIMA (Autoregressive Integrated Moving Average), ANN (Artificial Neural Network) and LSTM (Long-Short Term Memory). By providing a MAPE of 1%, this study reveals that ANN is the most successful strategy for forecasting coal and palm oil commodities in Indonesia.

Keywords: ANN, Artificial Neural Network, ARIMA, Autoregressive Integrated Moving Average, export value, forecast, LSTM, Long Short Term Memory.

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2255 Receding Horizon Filtering for Mobile Robot Systems with Cross-Correlated Sensor Noises

Authors: Il Young Song, Du Yong Kim, Vladimir Shin

Abstract:

This paper reports on a receding horizon filtering for mobile robot systems with cross-correlated sensor noises and uncertainties. Also, the effect of uncertain parameters in the state of the tracking error model performance is considered. A distributed fusion receding horizon filter is proposed. The distributed fusion filtering algorithm represents the optimal linear combination of the local filters under the minimum mean square error criterion. The derivation of the error cross-covariances between the local receding horizon filters is the key of this paper. Simulation results of the tracking mobile robot-s motion demonstrate high accuracy and computational efficiency of the distributed fusion receding horizon filter.

Keywords: Distributed fusion, fusion formula, Kalman filter, multisensor, receding horizon, wheeled mobile robot

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2254 Levenberg-Marquardt Algorithm for Karachi Stock Exchange Share Rates Forecasting

Authors: Syed Muhammad Aqil Burney, Tahseen Ahmed Jilani, C. Ardil

Abstract:

Financial forecasting is an example of signal processing problems. A number of ways to train/learn the network are available. We have used Levenberg-Marquardt algorithm for error back-propagation for weight adjustment. Pre-processing of data has reduced much of the variation at large scale to small scale, reducing the variation of training data.

Keywords: Gradient descent method, jacobian matrix.Levenberg-Marquardt algorithm, quadratic error surfaces,

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2253 Triangular Geometric Feature for Offline Signature Verification

Authors: Zuraidasahana Zulkarnain, Mohd Shafry Mohd Rahim, Nor Anita Fairos Ismail, Mohd Azhar M. Arsad

Abstract:

Handwritten signature is accepted widely as a biometric characteristic for personal authentication. The use of appropriate features plays an important role in determining accuracy of signature verification; therefore, this paper presents a feature based on the geometrical concept. To achieve the aim, triangle attributes are exploited to design a new feature since the triangle possesses orientation, angle and transformation that would improve accuracy. The proposed feature uses triangulation geometric set comprising of sides, angles and perimeter of a triangle which is derived from the center of gravity of a signature image. For classification purpose, Euclidean classifier along with Voting-based classifier is used to verify the tendency of forgery signature. This classification process is experimented using triangular geometric feature and selected global features. Based on an experiment that was validated using Grupo de Senales 960 (GPDS-960) signature database, the proposed triangular geometric feature achieves a lower Average Error Rates (AER) value with a percentage of 34% as compared to 43% of the selected global feature. As a conclusion, the proposed triangular geometric feature proves to be a more reliable feature for accurate signature verification.

Keywords: biometrics, euclidean classifier, feature extraction, offline signature verification, VOTING-based classifier

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2252 An Analysis of Economic Capital Allocation of Global Banks

Authors: Petr Teply, Ondrej Vejdovec

Abstract:

There are three main ways of categorizing capital in banking operations: accounting, regulatory and economic capital. However, the 2008-2009 global crisis has shown that none of these categories adequately reflects the real risks of bank operations, especially in light of the failures Bear Stearns, Lehman Brothers or Northern Rock. This paper deals with the economic capital allocation of global banks. In theory, economic capital should reflect the real risks of a bank and should be publicly available. Yet, as discovered during the global financial crisis, even when economic capital information was publicly disclosed, the underlying assumptions rendered the information useless. Specifically, some global banks that reported relatively high levels of economic capital before the crisis went bankrupt or had to be bailed-out by their government. And, only 15 out of 50 global banks reported their economic capital during the 2007-2010 period. In this paper, we analyze the changes in reported bank economic capital disclosure during this period. We conclude that relative shares of credit and business risks increased in 2010 compared to 2007, while both operational and market risks decreased their shares on the total economic capital of top-rated global banks. Generally speaking, higher levels of disclosure and transparency of bank operations are required to obtain more confidence from stakeholders. Moreover, additional risks such as liquidity risks should be included in these disclosures.

Keywords: global crisis, economic capital, risk management, risk allocation, bank

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2251 The Effect of a Free -Trade Agreement upon Agricultural Imports

Authors: Andres G. Victorio, Montita Rungswang

Abstract:

A free-trade agreement is found to increase Thailand-s agricultural imports from New Zealand, despite the short span of time for which the agreement has been operational. The finding is described by autoregressive estimates that correct for possible unit roots in the data. The agreement-s effect upon imports is also estimated while considering an error-correction model of imports against gross domestic product.

Keywords: Agricultural imports, free trade, unit roots, cointegration, error correction.

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