Search results for: Fuzzy time series
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7825

Search results for: Fuzzy time series

6265 A Novel Multiplex Real-Time PCR Assay Using TaqMan MGB Probes for Rapid Detection of Trisomy 21

Authors: Mehrdad Hashemi, Mitra Behrooz Aghdam, Reza Mahdian, Ahmad Reza Kamyab

Abstract:

Cytogenetic analysis still remains the gold standard method for prenatal diagnosis of trisomy 21 (Down syndrome, DS). Nevertheless, the conventional cytogenetic analysis needs live cultured cells and is too time-consuming for clinical application. In contrast, molecular methods such as FISH, QF-PCR, MLPA and quantitative Real-time PCR are rapid assays with results available in 24h. In the present study, we have successfully used a novel MGB TaqMan probe-based real time PCR assay for rapid diagnosis of trisomy 21 status in Down syndrome samples. We have also compared the results of this molecular method with corresponding results obtained by the cytogenetic analysis. Blood samples obtained from DS patients (n=25) and normal controls (n=20) were tested by quantitative Real-time PCR in parallel to standard G-banding analysis. Genomic DNA was extracted from peripheral blood lymphocytes. A high precision TaqMan probe quantitative Real-time PCR assay was developed to determine the gene dosage of DSCAM (target gene on 21q22.2) relative to PMP22 (reference gene on 17p11.2). The DSCAM/PMP22 ratio was calculated according to the formula; ratio=2 -ΔΔCT. The quantitative Real-time PCR was able to distinguish between trisomy 21 samples and normal controls with the gene ratios of 1.49±0.13 and 1.03±0.04 respectively (p value <0.001). These results represent the presence of 3 copies of target gene in DS samples Vs 2 copies in normal controls. The results of quantitative Real-time PCR were in complete agreement with results of cytogenetic analysis. This study confirms previous reports regarding successful implementation of quantitative Real-time PCR for detection of trisomy 21. However, the assay has been improved by using MGB probes and more accurate data analysis. This assay, in particular, when performed in combination with another molecular assay such as QF-PCR or MLPA, can be used as a reliable technique for rapid prenatal diagnosis of trisomy 21.

Keywords: Trisomy 21, Real-time PCR, MGB-TaqMan Probes, Gene Dosage.

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6264 A Visualized Framework for Representing Uncertain and Incomplete Temporal Knowledge

Authors: Yue Wang, Jixin Ma, Brian Knight

Abstract:

This paper presents a visualized computer aided case tool for non-expert, called Visual Time, for representing and reasoning about incomplete and uncertain temporal information. It is both expressive and versatile, allowing logical conjunctions and disjunctions of both absolute and relative temporal relations, such as “Before”, “Meets”, “Overlaps”, “Starts”, “During”, and “Finishes”, etc. In terms of a visualized framework, Visual Time provides a user-friendly environment for describing scenarios with rich temporal structure in natural language, which can be formatted as structured temporal phrases and modeled in terms of Temporal Relationship Diagrams (TRD). A TRD can be automatically and visually transformed into a corresponding Time Graph, supported by automatic consistency checker that derives a verdict to confirm if a given scenario is temporally consistent or inconsistent.

Keywords: Time Visualization, Uncertainty, Incompleteness, Consistency Checking.

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6263 Associated Map and Inter-Purchase Time Model for Multiple-Category Products

Authors: Ching-I Chen

Abstract:

The continued rise of e-commerce is the main driver of the rapid growth of global online purchase. Consumers can nearly buy everything they want at one occasion through online shopping. The purchase behavior models which focus on single product category are insufficient to describe online shopping behavior. Therefore, analysis of multi-category purchase gets more and more popular. For example, market basket analysis explores customers’ buying tendency of the association between product categories. The information derived from market basket analysis facilitates to make cross-selling strategies and product recommendation system.

To detect the association between different product categories, we use the market basket analysis with the multidimensional scaling technique to build an associated map which describes how likely multiple product categories are bought at the same time. Besides, we also build an inter-purchase time model for associated products to describe how likely a product will be bought after its associated product is bought. We classify inter-purchase time behaviors of multi-category products into nine types, and use a mixture regression model to integrate those behaviors under our assumptions of purchase sequences. Our sample data is from comScore which provides a panelist-label database that captures detailed browsing and buying behavior of internet users across the United States. Finding the inter-purchase time from books to movie is shorter than the inter-purchase time from movies to books. According to the model analysis and empirical results, this research finally proposes the applications and recommendations in the management.

Keywords: Multiple-category purchase behavior, inter-purchase time, market basket analysis.

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6262 Complex-Valued Neural Networks for Blind Equalization of Time-Varying Channels

Authors: Rajoo Pandey

Abstract:

Most of the commonly used blind equalization algorithms are based on the minimization of a nonconvex and nonlinear cost function and a neural network gives smaller residual error as compared to a linear structure. The efficacy of complex valued feedforward neural networks for blind equalization of linear and nonlinear communication channels has been confirmed by many studies. In this paper we present two neural network models for blind equalization of time-varying channels, for M-ary QAM and PSK signals. The complex valued activation functions, suitable for these signal constellations in time-varying environment, are introduced and the learning algorithms based on the CMA cost function are derived. The improved performance of the proposed models is confirmed through computer simulations.

Keywords: Blind Equalization, Neural Networks, Constant Modulus Algorithm, Time-varying channels.

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6261 Real Time Multi-Sensory Force Sensing Mat for Sports Biomechanics and Human Gait Analysis

Authors: D. Gouwanda, S. M. N. A. Senanayake

Abstract:

This paper presents a real time force sensing instrument that is designed for human gait analysis purposes. It is capable of recording and monitoring ground reaction forces exerted by human foot during various activities such as walking, running and jumping in real time. In overall, force sensing mat mainly consists of three elements: the force sensing mat, signal conditioning circuit and data acquisition device. Force sensing mat is the mat that contains an array of force sensing elements. To control and process the incoming signal from the force sensing mat, Force-Logger and Force-Reloader are developed using National Instrument Labview. This paper describes the architecture of the force sensing mat, signal conditioning circuit and the real time streaming of the incoming data from the force sensing mat. Additionally, a preliminary experiment dataset is presented in this paper.

Keywords: Force platform, force sensing resistor, human gait analysis.

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6260 Off-Line Hand Written Thai Character Recognition using Ant-Miner Algorithm

Authors: P. Phokharatkul, K. Sankhuangaw, S. Somkuarnpanit, S. Phaiboon, C. Kimpan

Abstract:

Much research into handwritten Thai character recognition have been proposed, such as comparing heads of characters, Fuzzy logic and structure trees, etc. This paper presents a system of handwritten Thai character recognition, which is based on the Ant-minor algorithm (data mining based on Ant colony optimization). Zoning is initially used to determine each character. Then three distinct features (also called attributes) of each character in each zone are extracted. The attributes are Head zone, End point, and Feature code. All attributes are used for construct the classification rules by an Ant-miner algorithm in order to classify 112 Thai characters. For this experiment, the Ant-miner algorithm is adapted, with a small change to increase the recognition rate. The result of this experiment is a 97% recognition rate of the training set (11200 characters) and 82.7% recognition rate of unseen data test (22400 characters).

Keywords: Hand written, Thai character recognition, Ant-mineralgorithm, distinct feature.

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6259 An Optimization Model for the Arrangement of Assembly Areas Considering Time Dynamic Area Requirements

Authors: Michael Zenker, Henrik Prinzhorn, Christian Böning, Tom Strating

Abstract:

Large-scale products are often assembled according to the job-site principle, meaning that during the assembly the product is located at a fixed position, while the area requirements are constantly changing. On one hand, the product itself is growing with each assembly step, whereas varying areas for storage, machines or working areas are temporarily required. This is an important factor when arranging products to be assembled within the factory. Currently, it is common to reserve a fixed area for each product to avoid overlaps or collisions with the other assemblies. Intending to be large enough to include the product and all adjacent areas, this reserved area corresponds to the superposition of the maximum extents of all required areas of the product. In this procedure, the reserved area is usually poorly utilized over the course of the entire assembly process; instead a large part of it remains unused. If the available area is a limited resource, a systematic arrangement of the products, which complies with the dynamic area requirements, will lead to an increased area utilization and productivity. This paper presents the results of a study on the arrangement of assembly objects assuming dynamic, competing area requirements. First, the problem situation is extensively explained, and existing research on associated topics is described and evaluated on the possibility of an adaptation. Then, a newly developed mathematical optimization model is introduced. This model allows an optimal arrangement of dynamic areas, considering logical and practical constraints. Finally, in order to quantify the potential of the developed method, some test series results are presented, showing the possible increase in area utilization.

Keywords: Dynamic area requirements, facility layout problem, optimization model, product assembly.

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6258 Fast Forecasting of Stock Market Prices by using New High Speed Time Delay Neural Networks

Authors: Hazem M. El-Bakry, Nikos Mastorakis

Abstract:

Fast forecasting of stock market prices is very important for strategic planning. In this paper, a new approach for fast forecasting of stock market prices is presented. Such algorithm uses new high speed time delay neural networks (HSTDNNs). The operation of these networks relies on performing cross correlation in the frequency domain between the input data and the input weights of neural networks. It is proved mathematically and practically that the number of computation steps required for the presented HSTDNNs is less than that needed by traditional time delay neural networks (TTDNNs). Simulation results using MATLAB confirm the theoretical computations.

Keywords: Fast Forecasting, Stock Market Prices, Time Delay NeuralNetworks, Cross Correlation, Frequency Domain.

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6257 Switching Rule for the Exponential Stability and Stabilization of Switched Linear Systems with Interval Time-varying Delays

Authors: Kreangkri Ratchagit

Abstract:

This paper is concerned with exponential stability and stabilization of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton-s formula, a switching rule for the exponential stability and stabilization of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability and stabilization of the systems are first established in terms of LMIs. Numerical examples are included to illustrate the effectiveness of the results.

Keywords: Switching design, exponential stability and stabilization, switched linear systems, interval delay, Lyapunov function, linear matrix inequalities.

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6256 Group Similarity Transformation of a Time Dependent Chemical Convective Process

Authors: M. M. Kassem, A. S. Rashed

Abstract:

The time dependent progress of a chemical reaction over a flat horizontal plate is here considered. The problem is solved through the group similarity transformation method which reduces the number of independent by one and leads to a set of nonlinear ordinary differential equation. The problem shows a singularity at the chemical reaction order n=1 and is analytically solved through the perturbation method. The behavior of the process is then numerically investigated for n≠1 and different Schmidt numbers. Graphical results for the velocity and concentration of chemicals based on the analytical and numerical solutions are presented and discussed.

Keywords: Time dependent, chemical convection, grouptransformation method, perturbation method.

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6255 Active Vibration Control of Passenger Seat with HFPIDCR Controlled Suspension Alternatives

Authors: Devdutt, M. L. Aggarwal

Abstract:

In this paper, passenger ride comfort issues are studied taking active quarter car model with three degrees of freedom. A hybrid fuzzy – PID controller with coupled rules (HFPIDCR) is designed for vibration control of passenger seat. Three different control strategies are considered. In first case, main suspension is controlled. In second case, passenger seat suspension is controlled. In third case, both main suspension and passenger seat suspensions are controlled. Passenger seat acceleration and displacement results are obtained using bump and sinusoidal type road disturbances. Finally, obtained simulation results of designed uncontrolled and controlled quarter car models are compared and discussed to select best control strategy for achieving high level of passenger ride comfort.

Keywords: Active suspension system, HFPIDCR controller, passenger ride comfort, quarter car model.

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6254 Decision Support System for a Pilot Flash Flood Early Warning System in Central Chile

Authors: D. Pinto, L. Castro, M.L. Cruzat, S. Barros, J. Gironás, C. Oberli, M. Torres, C. Escauriaza, A. Cipriano

Abstract:

Flash Floods, together with landslides, are a common natural threat for people living in mountainous regions and foothills. One way to deal with this constant menace is the use of Early Warning Systems, which have become a very important mitigation strategy for natural disasters. In this work we present our proposal for a pilot Flash Flood Early Warning System for Santiago, Chile, the first stage of a more ambitious project that in a future stage shall also include early warning of landslides. To give a context for our approach, we first analyze three existing Flash Flood Early Warning Systems, focusing on their general architectures. We then present our proposed system, with main focus on the decision support system, a system that integrates empirical models and fuzzy expert systems to achieve reliable risk estimations.

Keywords: Decision Support System, Early Warning Systems, Flash Flood, Natural Hazard.

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6253 An Event Based Approach to Extract the Run Time Execution Path of BPEL Process for Monitoring QoS in the Cloud

Authors: Rima Grati, Khouloud Boukadi, Hanene Ben-Abdallah

Abstract:

Due to the dynamic nature of the Cloud, continuous monitoring of QoS requirements is necessary to manage the Cloud computing environment. The process of QoS monitoring and SLA violation detection consists of: collecting low and high level information pertinent to the service, analyzing the collected information, and taking corrective actions when SLA violations are detected. In this paper, we detail the architecture and the implementation of the first step of this process. More specifically, we propose an event-based approach to obtain run time information of services developed as BPEL processes. By catching particular events (i.e., the low level information), our approach recognizes the run-time execution path of a monitored service and uses the BPEL execution patterns to compute QoS of the composite service (i.e., the high level information).

Keywords: Monitoring of Web service composition, Cloud environment, Run-time extraction of execution path of BPEL.

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6252 Adaptive Impedance Control for Unknown Time-Varying Environment Position and Stiffness

Authors: Norsinnira Zainul Azlan, Hiroshi Yamaura

Abstract:

This study is concerned with a new adaptive impedance control strategy to compensate for unknown time-varying environment stiffness and position. The uncertainties are expressed by Function Approximation Technique (FAT), which allows the update laws to be derived easily using Lyapunov stability theory. Computer simulation results are presented to validate the effectiveness of the proposed strategy.

Keywords: Adaptive Impedance Control, Function Approximation Technique (FAT), unknown time-varying environment position and stiffness.

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6251 Performance and Emission Prediction in a Biodiesel Engine Fuelled with Honge Methyl Ester Using RBF Neural Networks

Authors: Shivakumar, G. S. Vijay, P. Srinivas Pai, B. R. Shrinivasa Rao

Abstract:

In the present study, RBF neural networks were used for predicting the performance and emission parameters of a biodiesel engine. Engine experiments were carried out in a 4 stroke diesel engine using blends of diesel and Honge methyl ester as the fuel. Performance parameters like BTE, BSEC, Tex and emissions from the engine were measured. These experimental results were used for ANN modeling. RBF center initialization was done by random selection and by using Clustered techniques. Network was trained by using fixed and varying widths for the RBF units. It was observed that RBF results were having a good agreement with the experimental results. Networks trained by using clustering technique gave better results than using random selection of centers in terms of reduced MRE and increased prediction accuracy. The average MRE for the performance parameters was 3.25% with the prediction accuracy of 98% and for emissions it was 10.4% with a prediction accuracy of 80%.

Keywords: Radial Basis Function networks, emissions, Performance parameters, Fuzzy c means.

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6250 Determination of the Gain in Learning the Free-Fall Motion of Bodies by Applying the Resource of Previous Concepts

Authors: Ricardo Merlo

Abstract:

In this paper, we analyzed the different didactic proposals for teaching about the free fall motion of bodies available online. An important aspect was the interpretation of the direction and sense of the acceleration of gravity and of the falling velocity of a body, which is why we found different applications of the Cartesian reference system used and also different graphical presentations of the velocity as a function of time and of the distance traveled vertically by the body in the period of time that it was dropped from a height h0. In this framework, a survey of previous concepts was applied to a voluntary group of first-year university students of an Engineering degree before and after the development of the class of the subject in question. Then, Hake's index (0.52) was determined, which resulted in an average learning gain from the meaningful use of the reference system and the respective graphs of velocity versus time and height versus time.

Keywords: Didactic gain, free–fall, physics teaching, previous knowledge.

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6249 Analysis and Remediation of Fecal Coliform Bacteria Pollution in Selected Surface Water Bodies of Enugu State of Nigeria

Authors: Chime Charles C., Ikechukwu Alexander Okorie, Ekanem E.J., Kagbu J. A.

Abstract:

The assessment of surface waters in Enugu metropolis for fecal coliform bacteria was undertaken. Enugu urban was divided into three areas (A1, A2 and A3), and fecal coliform bacteria analysed in the surface waters found in these areas for four years (2005-2008). The plate count method was used for the analyses. Data generated were subjected to statistical tests involving; Normality test, Homogeneity of variance test, correlation test, and tolerance limit test. The influence of seasonality and pollution trends were investigated using time series plots. Results from the tolerance limit test at 95% coverage with 95% confidence, and with respect to EU maximum permissible concentration show that the three areas suffer from fecal coliform pollution. To this end, remediation procedure involving the use of saw-dust extracts from three woods namely; Chlorophora-Excelsa (C-Excelsa),Khayan-Senegalensis,(CSenegalensis) and Erythrophylum-Ivorensis (E-Ivorensis) in controlling the coliforms was studied. Results show that mixture of the acetone extracts of the woods show the most effective antibacterial inhibitory activities (26.00mm zone of inhibition) against E-coli. Methanol extract mixture of the three woods gave best inhibitory activity (26.00mm zone of inhibition) against S-areus, and 25.00mm zones of inhibition against E-Aerogenes. The aqueous extracts mixture gave acceptable zones of inhibitions against the three bacteria organisms.

Keywords: Coliform bacteria, Pollution, Remediation, Saw-dust

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6248 The Optimum Aeration Time of Wastewater Treatment by Surface Aerators in Suan Sunandha Rajabhat University

Authors: Anat Thapinta

Abstract:

This research aimed to study on the efficiency of wastewater treatment by comparing the different aeration times of surface aerators in Suan Sunandha Rajabhat University. In doing so, the operation of surface aerators was divided into 2 groups which included the groups of 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day. As a result of the study, it was found that the efficiency of wastewater treatment in the forms of DO, BOD, turbidity and NO2- by 8 hours (8-0/opened-closed) and 4 hours (2-2/opened-closed) of aeration time per day of surface aerators was not statistically different [Sig. = .644, .488, .716 and .054 > α (.05)] while the efficiency in the forms of NO3- and P was significantly different at the statistical level of .01 [Sig. = .001 and .000 < α (.01)].

Keywords: Aeration time, Surface aerator, Wastewater treatment.

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6247 Frame and Burst Acquisition in TDMA Satellite Communication Networks with Transponder Hopping

Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper presents frame and burst acquisition in a satellite communication network based on time division multiple access (TDMA) in which the transmissions may be carried on different transponders. A unique word pattern is used for the acquisition process. The search for the frame is aided by soft-decision of QPSK modulated signals in an additive white Gaussian channel. Results show that when the false alarm rate is low the probability of detection is also low, and the acquisition time is long. Conversely when the false alarm rate is high, the probability of detection is also high and the acquisition time is short. Thus the system operators can trade high false alarm rates for high detection probabilities and shorter acquisition times.

Keywords: burst acquisition, burst time plan, frame acquisition, satellite access, satellite TDMA, unique word detection

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6246 Real Time Object Tracking in H.264/ AVC Using Polar Vector Median and Block Coding Modes

Authors: T. Kusuma, K. Ashwini

Abstract:

This paper presents a real time video surveillance system which is capable of tracking multiple real time objects using Polar Vector Median (PVM) and Block Coding Modes (BCM) with Global Motion Compensation (GMC). This strategy works in the packed area and furthermore utilizes the movement vectors and BCM from the compressed bit stream to perform real time object tracking. We propose to do this in view of the neighboring Motion Vectors (MVs) using a method called PVM. Since GM adds to the object’s native motion, for accurate tracking, it is important to remove GM from the MV field prior to further processing. The proposed method is tested on a number of standard sequences and the results show its advantages over some of the current modern methods.

Keywords: Block coding mode, global motion compensation, object tracking, polar vector median, video surveillance.

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6245 Response of a Bridge Crane during an Earthquake

Authors: F. Fekak, A. Gravouil, M. Brun, B. Depale

Abstract:

During an earthquake, a bridge crane may be subjected to multiple impacts between crane wheels and rail. In order to model such phenomena, a time-history dynamic analysis with a multi-scale approach is performed. The high frequency aspect of the impacts between wheels and rails is taken into account by a Lagrange explicit event-capturing algorithm based on a velocity-impulse formulation to resolve contacts and impacts. An implicit temporal scheme is used for the rest of the structure. The numerical coupling between the implicit and the explicit schemes is achieved with a heterogeneous asynchronous time-integrator.

Keywords: Earthquake, bridge crane, heterogeneous asynchronous time-integrator, impacts.

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6244 Enhancing Cache Performance Based on Improved Average Access Time

Authors: Jasim. A. Ghaeb

Abstract:

A high performance computer includes a fast processor and millions bytes of memory. During the data processing, huge amount of information are shuffled between the memory and processor. Because of its small size and its effectiveness speed, cache has become a common feature of high performance computers. Enhancing cache performance proved to be essential in the speed up of cache-based computers. Most enhancement approaches can be classified as either software based or hardware controlled. The performance of the cache is quantified in terms of hit ratio or miss ratio. In this paper, we are optimizing the cache performance based on enhancing the cache hit ratio. The optimum cache performance is obtained by focusing on the cache hardware modification in the way to make a quick rejection to the missed line's tags from the hit-or miss comparison stage, and thus a low hit time for the wanted line in the cache is achieved. In the proposed technique which we called Even- Odd Tabulation (EOT), the cache lines come from the main memory into cache are classified in two types; even line's tags and odd line's tags depending on their Least Significant Bit (LSB). This division is exploited by EOT technique to reject the miss match line's tags in very low time compared to the time spent by the main comparator in the cache, giving an optimum hitting time for the wanted cache line. The high performance of EOT technique against the familiar mapping technique FAM is shown in the simulated results.

Keywords: Caches, Cache performance, Hit time, Cache hit ratio, Cache mapping, Cache memory.

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6243 Automatic Facial Skin Segmentation Using Possibilistic C-Means Algorithm for Evaluation of Facial Surgeries

Authors: Elham Alaee, Mousa Shamsi, Hossein Ahmadi, Soroosh Nazem, Mohammadhossein Sedaaghi

Abstract:

Human face has a fundamental role in the appearance of individuals. So the importance of facial surgeries is undeniable. Thus, there is a need for the appropriate and accurate facial skin segmentation in order to extract different features. Since Fuzzy CMeans (FCM) clustering algorithm doesn’t work appropriately for noisy images and outliers, in this paper we exploit Possibilistic CMeans (PCM) algorithm in order to segment the facial skin. For this purpose, first, we convert facial images from RGB to YCbCr color space. To evaluate performance of the proposed algorithm, the database of Sahand University of Technology, Tabriz, Iran was used. In order to have a better understanding from the proposed algorithm; FCM and Expectation-Maximization (EM) algorithms are also used for facial skin segmentation. The proposed method shows better results than the other segmentation methods. Results include misclassification error (0.032) and the region’s area error (0.045) for the proposed algorithm.

Keywords: Facial image, segmentation, PCM, FCM, skin error, facial surgery.

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6242 Solving a System of Nonlinear Functional Equations Using Revised New Iterative Method

Authors: Sachin Bhalekar, Varsha Daftardar-Gejji

Abstract:

In the present paper, we present a modification of the New Iterative Method (NIM) proposed by Daftardar-Gejji and Jafari [J. Math. Anal. Appl. 2006;316:753–763] and use it for solving systems of nonlinear functional equations. This modification yields a series with faster convergence. Illustrative examples are presented to demonstrate the method.

Keywords: Caputo fractional derivative, System of nonlinear functional equations, Revised new iterative method.

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6241 FPGA based Relative Distance Measurement using Stereo Vision Technology

Authors: Manasi Pathade, Prachi Kadam, Renuka Kulkarni, Tejas Teredesai

Abstract:

In this paper, we propose a novel concept of relative distance measurement using Stereo Vision Technology and discuss its implementation on a FPGA based real-time image processor. We capture two images using two CCD cameras and compare them. Disparity is calculated for each pixel using a real time dense disparity calculation algorithm. This algorithm is based on the concept of indexed histogram for matching. Disparity being inversely proportional to distance (Proved Later), we can thus get the relative distances of objects in front of the camera. The output is displayed on a TV screen in the form of a depth image (optionally using pseudo colors). This system works in real time on a full PAL frame rate (720 x 576 active pixels @ 25 fps).

Keywords: Stereo Vision, Relative Distance Measurement, Indexed Histogram, Real time FPGA Image Processor

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6240 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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6239 FEA for Transient Responses of an S-Shaped Force Transducer with a Viscoelastic Absorber Using a Nonlinear Complex Spring

Authors: T. Yamaguchi, Y. Fujii, A. Takita, T. Kanai

Abstract:

To compute dynamic characteristics of nonlinear viscoelastic springs with elastic structures having huge degree-of-freedom, Yamaguchi proposed a new fast numerical method using finite element method [1]-[2]. In this method, restoring forces of the springs are expressed using power series of their elongation. In the expression, nonlinear hysteresis damping is introduced. In this expression, nonlinear complex spring constants are introduced. Finite element for the nonlinear spring having complex coefficients is expressed and is connected to the elastic structures modeled by linear solid finite element. Further, to save computational time, the discrete equations in physical coordinate are transformed into the nonlinear ordinary coupled equations using normal coordinate corresponding to linear natural modes. In this report, the proposed method is applied to simulation for impact responses of a viscoelastic shock absorber with an elastic structure (an S-shaped structure) by colliding with a concentrated mass. The concentrated mass has initial velocities and collides with the shock absorber. Accelerations of the elastic structure and the concentrated mass are measured using Levitation Mass Method proposed by Fujii [3]. The calculated accelerations from the proposed FEM, corresponds to the experimental ones. Moreover, using this method, we also investigate dynamic errors of the S-shaped force transducer due to elastic mode in the S-shaped structure.

Keywords: Transient response, Finite Element analysis, Numerical analysis, Viscoelastic shock absorber, Force transducer.

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6238 A 3rd order 3bit Sigma-Delta Modulator with Reduced Delay Time of Data Weighted Averaging

Authors: Soon Jai Yi, Sun-Hong Kim, Hang-Geun Jeong, Seong-Ik Cho

Abstract:

This paper presents a method of reducing the feedback delay time of DWA(Data Weighted Averaging) used in sigma-delta modulators. The delay time reduction results from the elimination of the latch at the quantizer output and also from the falling edge operation. The designed sigma-delta modulator improves the timing margin about 16%. The sub-circuits of sigma-delta modulator such as SC(Switched Capacitor) integrator, 9-level quantizer, comparator, and DWA are designed with the non-ideal characteristics taken into account. The sigma-delta modulator has a maximum SNR (Signal to Noise Ratio) of 84 dB or 13 bit resolution.

Keywords: Sigma-delta modulator, multibit, DWA

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6237 Minimizing Makespan Subject to Budget Limitation in Parallel Flow Shop

Authors: Amin Sahraeian

Abstract:

One of the criteria in production scheduling is Make Span, minimizing this criteria causes more efficiently use of the resources specially machinery and manpower. By assigning some budget to some of the operations the operation time of these activities reduces and affects the total completion time of all the operations (Make Span). In this paper this issue is practiced in parallel flow shops. At first we convert parallel flow shop to a network model and by using a linear programming approach it is identified in order to minimize make span (the completion time of the network) which activities (operations) are better to absorb the predetermined and limited budget. Minimizing the total completion time of all the activities in the network is equivalent to minimizing make span in production scheduling.

Keywords: parallel flow shop, make span, linear programming, budget

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6236 Validation Testing for Temporal Neural Networks for RBF Recognition

Authors: Khaled E. A. Negm

Abstract:

A neuron can emit spikes in an irregular time basis and by averaging over a certain time window one would ignore a lot of information. It is known that in the context of fast information processing there is no sufficient time to sample an average firing rate of the spiking neurons. The present work shows that the spiking neurons are capable of computing the radial basis functions by storing the relevant information in the neurons' delays. One of the fundamental findings of the this research also is that when using overlapping receptive fields to encode the data patterns it increases the network-s clustering capacity. The clustering algorithm that is discussed here is interesting from computer science and neuroscience point of view as well as from a perspective.

Keywords: Temporal Neurons, RBF Recognition, Perturbation, On Line Recognition.

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