Search results for: Time delay

Authors: A. I. A. Rahman, Sh-Hussain Salleh, K. Ahmad, K. Anuar

Abstract:

Analysis of vocal fold vibration is essential for understanding the mechanism of voice production and for improving clinical assessment of voice disorders. This paper presents a Dynamic Time Warping (DTW) based approach to analyze and objectively classify vocal fold vibration patterns. The proposed technique was designed and implemented on a Glottal Area Waveform (GAW) extracted from high-speed laryngeal images by delineating the glottal edges for each image frame. Feature extraction from the GAW was performed using Linear Predictive Coding (LPC). Several types of voice reference templates from simulations of clear, breathy, fry, pressed and hyperfunctional voice productions were used. The patterns of the reference templates were first verified using the analytical signal generated through Hilbert transformation of the GAW. Samples from normal speakers’ voice recordings were then used to evaluate and test the effectiveness of this approach. The classification of the voice patterns using the technique of LPC and DTW gave the accuracy of 81%.

Keywords: Dynamic Time Warping, Glottal Area Waveform, Linear Predictive Coding, High-Speed Laryngeal Images, Hilbert Transform.

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Authors: A. Benzian

Abstract:

The generalization of relativistic theory of gravity based essentially on the principle of equivalence stipulates that for all bodies, the grave mass is equal to the inert mass which leads us to believe that gravitation is not a property of the bodies themselves, but of space, and the conclusion that the gravitational field must curved space-time what allows the abandonment of Minkowski space (because Minkowski space-time being nonetheless null curvature) to adopt Riemannian geometry as a mathematical framework in order to determine the curvature. Therefore the work presented in this paper begins with the evolution of the concept of gravity then tensor field which manifests by Riemannian geometry to formulate the general equation of the gravitational field.

Keywords: Inertia, principle of equivalence, tensors, Riemannian geometry.

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Authors: Venus Marza, Amin Seyyedi, Luiz Fernando Capretz

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Software estimation accuracy is among the greatest challenges for software developers. This study aimed at building and evaluating a neuro-fuzzy model to estimate software projects development time. The forty-one modules developed from ten programs were used as dataset. Our proposed approach is compared with fuzzy logic and neural network model and Results show that the value of MMRE (Mean of Magnitude of Relative Error) applying neuro-fuzzy was substantially lower than MMRE applying fuzzy logic and neural network.

Keywords: Artificial Neural Network, Fuzzy Logic, Neuro-Fuzzy, Software Estimation

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Authors: V. Tawiwat, T. Amornthep, P. Pnop

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Both the minimum energy consumption and smoothness, which is quantified as a function of jerk, are generally needed in many dynamic systems such as the automobile and the pick-and-place robot manipulator that handles fragile equipments. Nevertheless, many researchers come up with either solely concerning on the minimum energy consumption or minimum jerk trajectory. This research paper considers the indirect minimum Jerk method for higher order differential equation in dynamics optimization proposes a simple yet very interesting indirect jerks approaches in designing the time-dependent system yielding an alternative optimal solution. Extremal solutions for the cost functions of indirect jerks are found using the dynamic optimization methods together with the numerical approximation. This case considers the linear equation of a simple system, for instance, mass, spring and damping. The simple system uses two mass connected together by springs. The boundary initial is defined the fix end time and end point. The higher differential order is solved by Galerkin-s methods weight residual. As the result, the 6th higher differential order shows the faster solving time.

Keywords: Optimization, Dynamic, Linear Systems, Jerks.

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Authors: Xiuyong Ding, Lan Shu, Xiu Liu

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This paper is concerned with the existence of a linear copositive Lyapunov function(LCLF) for a special class of switched positive linear systems(SPLSs) composed of continuousand discrete-time subsystems. Firstly, by using system matrices, we construct a special kind of matrices in appropriate manner. Secondly, our results reveal that the Hurwitz stability of these matrices is equivalent to the existence of a common LCLF for arbitrary finite sets composed of continuous- and discrete-time positive linear timeinvariant( LTI) systems. Finally, a simple example is provided to illustrate the implication of our results.

Keywords: Linear co-positive Lyapunov functions, positive systems, switched systems.

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Authors: Liang Zhao, Jianhua Ge

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In this paper, we proposed a novel receiver algorithm for coherent underwater acoustic communications. The proposed receiver is composed of three parts: (1) Doppler tracking and correction, (2) Time reversal channel estimation and combining, and (3) Joint iterative equalization and decoding (JIED). To reduce computational complexity and optimize the equalization algorithm, Time reversal (TR) channel estimation and combining is adopted to simplify multi-channel adaptive decision feedback equalizer (ADFE) into single channel ADFE without reducing the system performance. Simultaneously, the turbo theory is adopted to form joint iterative ADFE and convolutional decoder (JIED). In JIED scheme, the ADFE and decoder exchange soft information in an iterative manner, which can enhance the equalizer performance using decoding gain. The simulation results show that the proposed algorithm can reduce computational complexity and improve the performance of equalizer. Therefore, the performance of coherent underwater acoustic communications can be improved greatly.

Keywords: Underwater acoustic communication, Time reversal (TR) combining, joint iterative equalization and decoding (JIED)

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Authors: K. Anitha Sheela, J. Tarun Kumar

Abstract:

HSDPA is a new feature which is introduced in Release-5 specifications of the 3GPP WCDMA/UTRA standard to realize higher speed data rate together with lower round-trip times. Moreover, the HSDPA concept offers outstanding improvement of packet throughput and also significantly reduces the packet call transfer delay as compared to Release -99 DSCH. Till now the HSDPA system uses turbo coding which is the best coding technique to achieve the Shannon limit. However, the main drawbacks of turbo coding are high decoding complexity and high latency which makes it unsuitable for some applications like satellite communications, since the transmission distance itself introduces latency due to limited speed of light. Hence in this paper it is proposed to use LDPC coding in place of Turbo coding for HSDPA system which decreases the latency and decoding complexity. But LDPC coding increases the Encoding complexity. Though the complexity of transmitter increases at NodeB, the End user is at an advantage in terms of receiver complexity and Bit- error rate. In this paper LDPC Encoder is implemented using “sparse parity check matrix" H to generate a codeword at Encoder and “Belief Propagation algorithm "for LDPC decoding .Simulation results shows that in LDPC coding the BER suddenly drops as the number of iterations increase with a small increase in Eb/No. Which is not possible in Turbo coding. Also same BER was achieved using less number of iterations and hence the latency and receiver complexity has decreased for LDPC coding. HSDPA increases the downlink data rate within a cell to a theoretical maximum of 14Mbps, with 2Mbps on the uplink. The changes that HSDPA enables includes better quality, more reliable and more robust data services. In other words, while realistic data rates are only a few Mbps, the actual quality and number of users achieved will improve significantly.

Keywords: AMC, HSDPA, LDPC, WCDMA, 3GPP.

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Authors: Eva Tvrdá, Hana Greifová, Peter Ivanič, Norbert Lukáč

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The aim of this study was to evaluate the dose- and time-dependent in vitro effects of berberine (BER), a natural alkaloid with numerous biological properties on bovine spermatozoa during three time periods (0 h, 2 h, 24 h). Bovine semen samples were diluted and cultivated in physiological saline solution containing 0.5% DMSO together with 200, 100, 50, 10, 5, and 1 μmol/L BER. Spermatozoa motility was assessed using the computer assisted semen analyzer. The viability of spermatozoa was assessed by the metabolic (MTT) assay, production of superoxide radicals was quantified using the nitroblue tetrazolium (NBT) test, and chemiluminescence was used to evaluate the generation of reactive oxygen species (ROS). Cell lysates were prepared and the extent of lipid peroxidation (LPO) was evaluated using the TBARS assay. The results of the movement activity showed a significant increase in the motility during long term cultivation in case of concentrations ranging between 1 and 10 μmol/L BER (P < 0.01; P < 0.001; 24 h). At the same time, supplementation of 1, 5 and 10 μmol/L BER led to a significant preservation of the cell viability (P < 0.001; 24 h). BER addition at a range of 1-50 μmol/L also provided a significantly higher protection against superoxide (P < 0.05) and ROS (P < 0.001; P < 0.01) overgeneration as well as LPO (P < 0.01; P<0.05) after a 24 h cultivation. We may suggest that supplementation of BER to bovine spermatozoa, particularly at concentrations ranging between 1 and 50 μmol/L, may offer protection to the motility, viability and oxidative status of the spermatozoa, particularly notable at 24 h.

Keywords: Berberine, bulls, motility, oxidative profile, spermatozoa, viability.

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Authors: Kasra Ghaemi, Syeda Tasnim, Shohel Mahmud

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One of the main issues affecting the quality and shelf life of food products is temperature fluctuation during transportation and storage. Packaging plays an important role in protecting food from environmental conditions, especially thermal variations. In this study, the performance of using microencapsulated Phase Change Material (PCM) as a promising thermal buffer layer in smart food packaging is investigated. The considered insulation layer is evaluated for different thicknesses and the absorbed heat from the environment. The results are presented in terms of the melting time of PCM or provided thermal protection period.

Keywords: Food packaging, phase change material, thermal buffer, protection time.

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Authors: Tahir Iqbal, Mumtaz Ali, Syed Wajahat Kareem, Muhammad Harris

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Digital information is expanding in exponential order in our life. Information that is residing online and offline are stored in huge repositories relating to every aspect of our lives. Getting the required information is a task of retrieval systems. Content based image retrieval (CBIR) is a retrieval system that retrieves the required information from repositories on the basis of the contents of the image. Time is a critical factor in retrieval system and using indexed views with CBIR system improves the time efficiency of retrieved results.

Keywords: Content based image retrieval (CBIR), Indexed view, Color, Image retrieval, Cross correlation.

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Authors: Hy Dang, Bo Mei

Abstract:

The development of machine learning methods and techniques has opened doors for investigation in many areas such as medicines, economics, finance, etc. One active research area involving machine learning is stock market prediction. This research paper tries to consider multiple techniques and methods for stock movement prediction using historical price or price factors. The paper explores the effectiveness of some deep learning frameworks for forecasting stock. Moreover, an architecture (TimeStock) is proposed which takes the representation of time into account apart from the price information itself. Our model achieves a promising result that shows a potential approach for the stock movement prediction problem.

Keywords: Classification, machine learning, time representation, stock prediction.

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Authors: Goh Han Keat, Azman Samsudin Zurinahni Zainol

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The increase popularity of multimedia application especially in image processing places a great demand on efficient data storage and transmission techniques. Network communication such as wireless network can easily be intercepted and cause of confidential information leaked. Unfortunately, conventional compression and encryption methods are too slow; it is impossible to carry out real time secure image processing. In this research, Embedded Zerotree Wavelet (EZW) encoder which specially designs for wavelet compression is examined. With this algorithm, three methods are proposed to reduce the processing time, space and security protection that will be secured enough to protect the data.

Keywords: Embedded Zerotree Wavelet (EZW), Imagecompression, Wavelet encoder, Entropy encoder, Encryption.

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Authors: Nabhan Hamadneh, Michael Dixon, Peter Cole, David Murray

Abstract:

This work presents the Risk Threshold RED (RTRED) congestion control strategy for TCP networks. In addition to the maximum and minimum thresholds in existing RED-based strategies, we add a third dropping level. This new dropping level is the risk threshold which works with the actual and average queue sizes to detect the immediate congestion in gateways. Congestion reaction by RTRED is on time. The reaction to congestion is neither too early, to avoid unfair packet losses, nor too late to avoid packet dropping from time-outs. We compared our novel strategy with RED and ARED strategies for TCP congestion handling using a NS-2 simulation script. We found that the RTRED strategy outperformed RED and ARED.

Keywords: AQM, congestion control, RED, TCP.

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Authors: Rungchat Chompu-Inwai, Akararit Charoenkasemsuk

Abstract:

The use of electronic sensors in the electronics industry has become increasingly popular over the past few years, and it has become a high competition product. The frequency adjustment process is regarded as one of the most important process in the electronic sensor manufacturing process. Due to inaccuracies in the frequency adjustment process, up to 80% waste can be caused due to rework processes; therefore, this study aims to provide a preliminary understanding of the role of parameters used in the frequency adjustment process, and also make suggestions in order to further improve performance. Four parameters are considered in this study: air pressure, dispensing time, vacuum force, and the distance between the needle tip and the product. A full factorial design for experiment 2k was considered to determine those parameters that significantly affect the accuracy of the frequency adjustment process, where a deviation in the frequency after adjustment and the target frequency is expected to be 0 kHz. The experiment was conducted on two levels, using two replications and with five center-points added. In total, 37 experiments were carried out. The results reveal that air pressure and dispensing time significantly affect the frequency adjustment process. The mathematical relationship between these two parameters was formulated, and the optimal parameters for air pressure and dispensing time were found to be 0.45 MPa and 458 ms, respectively. The optimal parameters were examined by carrying out a confirmation experiment in which an average deviation of 0.082 kHz was achieved.

Keywords: Design of Experiment, Electronic Sensor, Frequency Adjustment, Parametric Analysis

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Authors: C. Phalakornkule, S. Polgumhang, W. Tongdaung

Abstract:

This study presents an investigation of electrochemical variables and an application of the optimal parameters in operating a continuous upflow electrocoagulation reactor in removing dye. Direct red 23, which is azo-based, was used as a representative of direct dyes. First, a batch mode was employed to optimize the design parameters: electrode type, electrode distance, current density and electrocoagulation time. The optimal parameters were found to be iron anode, distance between electrodes of 8 mm and current density of 30 A·m-2 with contact time of 5 min. The performance of the continuous upflow reactor with these parameters was satisfactory, with >95% color removal and energy consumption in the order of 0.6-0.7 kWh·m-3.

Keywords: Decolorization, Direct Dye, Electrocoagulation, Textile Wastewater, Upflow Reactor.

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Authors: Christian Endisch, Christoph Hackl, Dierk Schröder

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This paper presents an exact pruning algorithm with adaptive pruning interval for general dynamic neural networks (GDNN). GDNNs are artificial neural networks with internal dynamics. All layers have feedback connections with time delays to the same and to all other layers. The structure of the plant is unknown, so the identification process is started with a larger network architecture than necessary. During parameter optimization with the Levenberg- Marquardt (LM) algorithm irrelevant weights of the dynamic neural network are deleted in order to find a model for the plant as simple as possible. The weights to be pruned are found by direct evaluation of the training data within a sliding time window. The influence of pruning on the identification system depends on the network architecture at pruning time and the selected weight to be deleted. As the architecture of the model is changed drastically during the identification and pruning process, it is suggested to adapt the pruning interval online. Two system identification examples show the architecture selection ability of the proposed pruning approach.

Keywords: System identification, dynamic neural network, recurrentneural network, GDNN, optimization, Levenberg Marquardt, realtime recurrent learning, network pruning, quasi-online learning.

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Authors: P. Prudtikul, S. Pathomsiri

Abstract:

Most, if not all, public hospitals in Thailand have encountered a common problem regarding the increasing demand for medical services. The increasing number of patients causes so much strain on the hospital-s services, over-crowded, overloaded working hours, staff fatigue, medical error and long waiting time. This research studied the characteristics of operational processes of the medical care services at the medicine department in a large public university hospital. The research focuses on details regarding methods, procedures, processes, resources, and time management in overall processes. The simulation model is used as a tool to analyze the impact of various improvement strategies.

Keywords: Patient flow, medicine department, simulation, outpatient department.

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Authors: Medya Fathi

Abstract:

When public transportation projects were delivered through design-bid-build and later design-build, governments found a serious issue: inadequate funding. With population growth, governments began to develop new arrangements in which the private sectors were involved to cut the financial burden. This arrangement, Public-Private Partnership (PPP), has its own risks; however, performance outputs can motivate or discourage its use. On top of such output are time and budget, which can be affected by the type of project delivery methods. Project completion within or ahead of schedule as well as within or under budget is among any owner’s objectives. With a higher application of PPP in the highway industry in the US and insufficient research, the current study addresses the schedule and cost performance of PPP highway projects and determines which one outperforms the other. To meet this objective, after collecting performance data of all PPP projects, schedule growth and cost growth are calculated, and finally, statistical analysis is conducted to evaluate the PPP performance. The results show that PPP highway projects on average have saved time and cost; however, the main benefit is a faster delivery rather than an under-budget completion. This study can provide better insights to understand PPP highways’ performance and assist practitioners in applying PPP for transportation projects with the opportunity to save time and cost.

Keywords: Cost, delivery method, highway, public-private partnership, schedule, transportation.

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Authors: Khalid Ahmed Elrabie Abdelrasoul

Abstract:

The present study was carried out on Sahiwal cattle bulls maintained at the Artificial Breeding Complex, NDRI, Karnal, Hayana, India, to assess the effect of cooling using mist cooling and fanning on Sahiwal bulls in the dry hot summer season. Fourteen Sahiwal bulls were divided into two groups of seven each. Sexual behavior and semen quality traits considered were: Reaction time (RT), Dismounting time (DMT), Total time taken in mounts (TTTM), Flehmen response (FR), Erection Score (ES), Protrusion Score (PS), Intensity of thrust (ITS), Temperament Score (TS), Libido Score (LS), Semen volume, Physical appearance, Mass activity, Initial progressive motility, Non-eosinophilic spermatozoa count (NESC) and post thaw motility percent. Data were analyzed by least squares technique. Group-1 was the control, whereas group-2 (treatment group) bulls were exposed to mist cooling and fanning (thrice a day 15 min each) in the dry hot summer season. Group-2 showed significantly (p < 0.01) higher value in DMT (sec), ES, PS, ITS, LS, semen volume (ml), semen color density, mass activity, initial motility, progressive motility and live sperm.

Keywords: Mist cooling, Sahiwal bulls, semen quality, sexual behavior.

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Authors: Benjamin Gorry

Abstract:

Safety Critical hard Real-Time Systems are ever present in the avionics industry. The Model Driven Architecture (MDA) offers different levels of model abstraction and generation. This paper discusses our concerns relating to model development and generation when using the MDA approach in the avionics industry. These concerns are based on our experience when looking into adopting the MDA as part of avionics systems development. We place emphasis on transformations between model types and discuss possible benefits of adopting an MDA approach as part of the software development life cycle.

Keywords: Model Driven Architecture, Real-Time AvionicsApplications.

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Authors: B. A. Parate, C. P. Shetty

Abstract:

This research article describes the evaluation methodology of an internal ballistics of multi-perforated grain in a closed vessel (CV). The propellant testing in a CV is conducted to characterize the propellants and to ascertain the various internal ballistic parameters. The assessment of an internal ballistics plays a very crucial role for suitability of its use in the selection for a given particular application. The propellant used in defense sectors has to satisfy the user requirements as per laid down specifications. The outputs from CV evaluation of multi-propellant grain are maximum pressure of 226.75 MPa, differentiation of pressure with respect to time of 36.99 MPa/ms, average vivacity of 9.990×10-4/MPa ms, force constant of 933.9 J/g, rise time of 9.85 ms, pressure index of 0.878 including burning coefficient of 0.2919. This paper addresses an internal ballistic of multi-perforated grain, propellant selection, its calculation, and evaluation of various parameters in a CV testing. For the current analysis, the propellant is evaluated in 100 cc CV with propellant mass 20 g. The loading density of propellant is 0.2 g/cc. The method for determination of internal ballistic properties consists of burning of propellant mass under constant volume.

Keywords: Burning rate, closed vessel, force constant, internal ballistic, loading density, maximum pressure, multi-propellant grain, propellant, rise time, vivacity.

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Authors: Süha Yılmaz, Emin Özyılmaz, Melih Turgut, Şuur Nizamoğlu

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In this paper, position vector of a partially null unit speed curve with respect to standard frame of Minkowski space-time is studied. First, it is proven that position vector of every partially null unit speed curve satisfies a vector differential equation of fourth order. In terms of solution of the differential equation, position vector of a partially null unit speed curve is expressed.

Keywords: Frenet Equations, Partially Null Curves, Minkowski Space-time, Vector Differential Equation.

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Authors: Saeed H. Nasiri, Rahim Faez, Bita Davoodi, Maryam Farrokhi

Abstract:

Bode stability analysis based on transmission line modeling (TLM) for single wall carbon nanotube (SWCNT) interconnects used in 3D-VLSI circuits is investigated for the first time. In this analysis, the dependence of the degree of relative stability for SWCNT interconnects on the geometry of each tube has been acquired. It is shown that, increasing the length and diameter of each tube, SWCNT interconnects become more stable.

Keywords: Bode stability criterion, Interconnects, Interlayer via, Single wall carbon nanotubes, Transmission line method, Time domain analysis

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Authors: Chandra Prayaga, Lakshmi Prayaga, Aaron Wade, Kyle Rank, Gopi Shankar Mallu, Sri Satya Harsha Pola

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In today's tech-driven world, where connectivity shapes our daily lives, maintaining physical and emotional health is crucial. Athletic trainers play a vital role in optimizing athletes' performance and preventing injuries. However, a shortage of trainers impacts the quality of care. This study introduces a vision-based exercise monitoring system leveraging Google's MediaPipe library for precise tracking of bicep curl exercises and simultaneous posture monitoring. We propose a three-stage methodology: landmark detection, side detection, and angle computation. Our system calculates angles at the elbow, wrist, neck, and torso to assess exercise form. Experimental results demonstrate the system's effectiveness in distinguishing between good and partial repetitions and evaluating body posture during exercises, providing real-time feedback for precise fitness monitoring.

Keywords: Physical health, athletic trainers, fitness monitoring, technology driven solutions, Google's MediaPipe, landmark detection, angle computation, real-time feedback.

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Authors: Abdulrahman M. Homadi

Abstract:

This study focuses on how to control the outlet temperature of a solar air heater in a way simpler than the existing methods. In this work, five cases have been studied by using ANSYS Fluent based on a CFD numerical method. All the cases have been simulated by utilizing the same criteria and conditions like the temperature, materials, areas except the geometry. The case studies are conducted in Little Rock (LR), AR, USA during the winter time supposedly on 15^th of December. A fresh air that is flowing with a velocity of 0.5 m/s and a flow rate of 0.009 m³/s. The results prove the possibility of achieving a controlled temperature just by changing the geometric shape of the heater. This geometry guarantees that the absorber plate always has a normal component of the solar radiation at any time during the day. The heater has a sectarian shape with a radius of 150 mm where the outlet temperature remains almost constant for six hours.

Keywords: Solar energy, air heater, control of temperature, CFD.

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Authors: Sungji Han, Youngjoon Han, Hernsoo Hahn

Abstract:

This paper presents a robust vehicle detection approach using Haar-like feature. It is possible to get a strong edge feature from this Haar-like feature. Therefore it is very effective to remove the shadow of a vehicle on the road. And we can detect the boundary of vehicles accurately. In the paper, the vehicle detection algorithm can be divided into two main steps. One is hypothesis generation, and the other is hypothesis verification. In the first step, it determines vehicle candidates using features such as a shadow, intensity, and vertical edge. And in the second step, it determines whether the candidate is a vehicle or not by using the symmetry of vehicle edge features. In this research, we can get the detection rate over 15 frames per second on our embedded system.

Keywords: vehicle detection, haar-like feauture, single camera, real time

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Authors: M. Zielina, W. Dabrowski, E. Radziszewska-Zielina

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Several different cements have been tested to evaluate their potential to leach calcium, chromium and aluminum ions in soft water environment. The research allows comparing some different cements in order to the potential risk of water contamination. This can be done only in the same environment. To reach the results in reasonable short time intervals and to make heavy metals measurements with high accuracy, demineralized water was used. In this case the conditions of experiments are far away from the water supply practice, but short time experiments and measurably high concentrations of elements in the water solution are an important advantage. Moreover leaching mechanisms can be recognized, our experiments reported here refer to this kind of cements evaluation.

Keywords: Concrete corrosion, hydrogen sulfide, odors, reinforced concrete sewers, sewerage.

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Authors: Hiraku Nunomiya, Takuo Ichiju, Yoshiyuki Higuchi

Abstract:

In the management of industrial waste, conversion from the use of paper invoices to electronic forms is currently under way in developed countries. Difficulties in such computerization include the lack of synchronization between the actual goods and the corresponding data managed by the server. Consequently, a system which utilizes the incorporation of a QR code in connection with the waste material has been developed. The code is read at each stage, from discharge until disposal, and progress at each stage can be easily reported. This system can be linked with Japanese public digital authentication service of waste, taking advantage of its good points, and can be used to submit reports to the regulatory authorities. Its usefulness was confirmed by a verification test, and put into actual practice.

Keywords: Infectious Waste, Electronic Manifest, Real Time Management, QR code.

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Authors: Cyrille Lambert, Tatiana Kalganova, Emanuele Stomeo, Manissa Wilson

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A multi-board run-time reconfigurable (MRTR) system for evolvable hardware (EHW) is introduced with the aim to implement on hardware the bidirectional incremental evolution (BIE) method. The main features of this digital intrinsic EHW solution rely on the multi-board approach, the variable chromosome length management and the partial configuration of the reconfigurable circuit. These three features provide a high scalability to the solution. The design has been written in VHDL with the concern of not being platform dependant in order to keep a flexibility factor as high as possible. This solution helps tackling the problem of evolving complex task on digital configurable support.

Keywords: Evolvable Hardware, Evolutionary Strategy, multiboardFPGA system.

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Authors: Irwin Ma, Tony Wong, Thiagas Sankar

Abstract:

By systematically applying different engineering methods, difficult financial problems become approachable. Using a combination of theory and techniques such as wavelet transform, time series data mining, Markov chain based discrete stochastic optimization, and evolutionary algorithms, this work formulated a strategy to characterize and forecast non-linear time series. It attempted to extract typical features from the volatility data sets of S&P100 and S&P500 indices that include abrupt drops, jumps and other non-linearity. As a result, accuracy of forecasting has reached an average of over 75% surpassing any other publicly available results on the forecast of any financial index.

Keywords: Discrete stochastic optimization, genetic algorithms, genetic programming, volatility forecast

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