Search results for: real time data.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 12951

Search results for: real time data.

11331 A Stereo Vision System for Top View Book Scanners

Authors: Erik Lilienblum, Robert Niese, Bernd Michaelis

Abstract:

This paper proposes a novel stereo vision technique for top view book scanners which provide us with dense 3d point clouds of page surfaces. This is a precondition to dewarp bound volumes independent of 2d information on the page. Our method is based on algorithms, which normally require the projection of pattern sequences with structured light. We use image sequences of the moving stripe lighting of the top view scanner instead of an additional light projection. Thus the stereo vision setup is simplified without losing measurement accuracy. Furthermore we improve a surface model dewarping method through introducing a difference vector based on real measurements. Although our proposed method is hardly expensive neither in calculation time nor in hardware requirements we present good dewarping results even for difficult examples.

Keywords: stereo vision, 3d surface reconstruction, dewarpingdocuments, book scanner

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11330 Numerical Simulation and Experimental Validation of the Tire-Road Separation in Quarter-Car Model

Authors: Quy Dang Nguyen, Reza Nakhaie Jazar

Abstract:

The paper investigates vibration dynamics of tire-road separation for a quarter-car model; this separation model is developed to be close to the real situation considering the tire is able to separate from the ground plane. A set of piecewise linear mathematical models is developed and matches the in-contact and no-contact states to be considered as mother models for further investigations. The bound dynamics are numerically simulated in the time response and phase portraits. The separation analysis may determine which values of suspension parameters can delay and avoid the no-contact phenomenon, which results in improving ride comfort and eliminating the potentially dangerous oscillation. Finally, model verification is carried out in the MSC-ADAMS environment.

Keywords: Quarter-car vibrations, tire-road separation, separation analysis, separation dynamics, ride comfort, ADAMS validation.

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11329 Meteorological Data Study and Forecasting Using Particle Swarm Optimization Algorithm

Authors: S. Esfandeh, M. Sedighizadeh

Abstract:

Weather systems use enormously complex combinations of numerical tools for study and forecasting. Unfortunately, due to phenomena in the world climate, such as the greenhouse effect, classical models may become insufficient mostly because they lack adaptation. Therefore, the weather forecast problem is matched for heuristic approaches, such as Evolutionary Algorithms. Experimentation with heuristic methods like Particle Swarm Optimization (PSO) algorithm can lead to the development of new insights or promising models that can be fine tuned with more focused techniques. This paper describes a PSO approach for analysis and prediction of data and provides experimental results of the aforementioned method on realworld meteorological time series.

Keywords: Weather, Climate, PSO, Prediction, Meteorological

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11328 Forecasting Malaria Cases in Bujumbura

Authors: Hermenegilde Nkurunziza, Albrecht Gebhardt, Juergen Pilz

Abstract:

The focus in this work is to assess which method allows a better forecasting of malaria cases in Bujumbura ( Burundi) when taking into account association between climatic factors and the disease. For the period 1996-2007, real monthly data on both malaria epidemiology and climate in Bujumbura are described and analyzed. We propose a hierarchical approach to achieve our objective. We first fit a Generalized Additive Model to malaria cases to obtain an accurate predictor, which is then used to predict future observations. Various well-known forecasting methods are compared leading to different results. Based on in-sample mean average percentage error (MAPE), the multiplicative exponential smoothing state space model with multiplicative error and seasonality performed better.

Keywords: Burundi, Forecasting, Malaria, Regressionmodel, State space model.

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11327 Improved Robust Stability Criteria for Discrete-time Neural Networks

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

In this paper, the robust exponential stability problem of uncertain discrete-time recurrent neural networks with timevarying delay is investigated. By constructing a new augmented Lyapunov-Krasovskii function, some new improved stability criteria are obtained in forms of linear matrix inequality (LMI). Compared with some recent results in literature, the conservatism of the new criteria is reduced notably. Two numerical examples are provided to demonstrate the less conservatism and effectiveness of the proposed results.

Keywords: Robust exponential stability, delay-dependent stability, discrete-time neutral networks, time-varying delays.

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11326 Classification of Right and Left-Hand Movement Using Multi-Resolution Analysis Method

Authors: Nebi Gedik

Abstract:

The aim of the brain-computer interface studies on electroencephalogram (EEG) signals containing motor imagery is to extract the effective features that will provide the highest possible classification accuracy for the detection of the desired motor movement. However, achieving this goal is difficult as the most suitable frequency band and time frame vary from subject to subject. In this study, the classification success of the two-feature data obtained from raw EEG signals and the coefficients of the multi-resolution analysis method applied to the EEG signals were analyzed comparatively. The method was applied to several EEG channels (C3, Cz and C4) signals obtained from the EEG data set belonging to the publicly available BCI competition III.

Keywords: Motor imagery, EEG, wave atom transform, k-NN.

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11325 Enhancing Temporal Extrapolation of Wind Speed Using a Hybrid Technique: A Case Study in West Coast of Denmark

Authors: B. Elshafei, X. Mao

Abstract:

The demand for renewable energy is significantly increasing, major investments are being supplied to the wind power generation industry as a leading source of clean energy. The wind energy sector is entirely dependable and driven by the prediction of wind speed, which by the nature of wind is very stochastic and widely random. This s0tudy employs deep multi-fidelity Gaussian process regression, used to predict wind speeds for medium term time horizons. Data of the RUNE experiment in the west coast of Denmark were provided by the Technical University of Denmark, which represent the wind speed across the study area from the period between December 2015 and March 2016. The study aims to investigate the effect of pre-processing the data by denoising the signal using empirical wavelet transform (EWT) and engaging the vector components of wind speed to increase the number of input data layers for data fusion using deep multi-fidelity Gaussian process regression (GPR). The outcomes were compared using root mean square error (RMSE) and the results demonstrated a significant increase in the accuracy of predictions which demonstrated that using vector components of the wind speed as additional predictors exhibits more accurate predictions than strategies that ignore them, reflecting the importance of the inclusion of all sub data and pre-processing signals for wind speed forecasting models.

Keywords: Data fusion, Gaussian process regression, signal denoise, temporal extrapolation.

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11324 Effect of Exercise on Sexual Behavior and Semen Quality of Sahiwal Bulls

Authors: Abdelrasoul, Khalid Ahmed Elrabie

Abstract:

The study was conducted on Sahiwal cattle bulls maintained at the Artificial Breeding Complex, NDRI, Karnal, Hayana, India, to determine the effect of exercise on the sexual behavior and semen quality. Fourteen Sahiwal bulls were classified into two groups of seven each. Group-1, bulls were exercised by walking in a bull exerciser once a week one hour before semen collection, whereas bulls in group-2 were exercised daily. Sexual behavior and semen quality traits studied 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-2 showed significantly (p < 0.01) higher value in RT (sec), DMT (sec), TTTM (sec), ES, PS, ITS, LS, semen volume, semen color density and mass activity.

Keywords: Exercise, Sahiwal bulls, semen quality, sexual behavior.

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11323 Continuity Microplating using Image Processing

Authors: Ting-Chao Chen, Yean-Ren Hwang, Jing-Chie Lin

Abstract:

A real time image-guided electroplating system is proposed in this paper. Unlike previous electroplating systems, instead of using the intermittent mode to electroplate 500um long copper specimen, a CCD camera and a motion controller are used to adjust anode-cathode distance to obtain better results. Since the image of the gap distance is highly deteriorated due to complex chemical-electrical operation inside the electrolyte, to determine the gap distance, an image processing algorithm is developed and mainly based on the entropy and energy values. In addition, the color and incidence direction of light source are also discussed to help the image process in this paper. From the experiment results, the specimens created by the proposed system show better structure, better uniformity and better finishing surface compared to those by previous intermittent electroplating setup.

Keywords: Electroplating, image guided, image process, light source.

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11322 The Effect of Facial Expressions on Students in Virtual Educational Environments

Authors: G. Theonas, D. Hobbs, D. Rigas

Abstract:

The scope of this research was to study the relation between the facial expressions of three lecturers in a real academic lecture theatre and the reactions of the students to those expressions. The first experiment aimed to investigate the effectiveness of a virtual lecturer-s expressions on the students- learning outcome in a virtual pedagogical environment. The second experiment studied the effectiveness of a single facial expression, i.e. the smile, on the students- performance. Both experiments involved virtual lectures, with virtual lecturers teaching real students. The results suggest that the students performed better by 86%, in the lectures where the lecturer performed facial expressions compared to the results of the lectures that did not use facial expressions. However, when simple or basic information was used, the facial expressions of the virtual lecturer had no substantial effect on the students- learning outcome. Finally, the appropriate use of smiles increased the interest of the students and consequently their performance.

Keywords: emotion, facial expression, smile, virtual educational environment, virtual learning, virtual lecturer.

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11321 Addressing Data Security in the Cloud

Authors: Marinela Mircea

Abstract:

The development of information and communication technology, the increased use of the internet, as well as the effects of the recession within the last years, have lead to the increased use of cloud computing based solutions, also called on-demand solutions. These solutions offer a large number of benefits to organizations as well as challenges and risks, mainly determined by data visualization in different geographic locations on the internet. As far as the specific risks of cloud environment are concerned, data security is still considered a peak barrier in adopting cloud computing. The present study offers an approach upon ensuring the security of cloud data, oriented towards the whole data life cycle. The final part of the study focuses on the assessment of data security in the cloud, this representing the bases in determining the potential losses and the premise for subsequent improvements and continuous learning.

Keywords: cloud computing, data life cycle, data security, security assessment.

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11320 Application of Generalized Autoregressive Score Model to Stock Returns

Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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11319 A Minimum Spanning Tree-Based Method for Initializing the K-Means Clustering Algorithm

Authors: J. Yang, Y. Ma, X. Zhang, S. Li, Y. Zhang

Abstract:

The traditional k-means algorithm has been widely used as a simple and efficient clustering method. However, the algorithm often converges to local minima for the reason that it is sensitive to the initial cluster centers. In this paper, an algorithm for selecting initial cluster centers on the basis of minimum spanning tree (MST) is presented. The set of vertices in MST with same degree are regarded as a whole which is used to find the skeleton data points. Furthermore, a distance measure between the skeleton data points with consideration of degree and Euclidean distance is presented. Finally, MST-based initialization method for the k-means algorithm is presented, and the corresponding time complexity is analyzed as well. The presented algorithm is tested on five data sets from the UCI Machine Learning Repository. The experimental results illustrate the effectiveness of the presented algorithm compared to three existing initialization methods.

Keywords: Degree, initial cluster center, k-means, minimum spanning tree.

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11318 Speed Optimization Model for Reducing Fuel Consumption Based on Shipping Log Data

Authors: Ayudhia P. Gusti, Semin

Abstract:

It is known that total operating cost of a vessel is dominated by the cost of fuel consumption. How to reduce the fuel cost of ship so that the operational costs of fuel can be minimized is the question that arises. As the basis of these kinds of problem, sailing speed determination is an important factor to be considered by a shipping company. Optimal speed determination will give a significant influence on the route and berth schedule of ships, which also affect vessel operating costs. The purpose of this paper is to clarify some important issues about ship speed optimization. Sailing speed, displacement, sailing time, and specific fuel consumption were obtained from shipping log data to be further analyzed for modeling the speed optimization. The presented speed optimization model is expected to affect the fuel consumption and to reduce the cost of fuel consumption.

Keywords: Maritime transportation, reducing fuel, shipping log data, speed optimization.

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11317 Artificial Accelerated Ageing Test of 22 kVXLPE Cable for Distribution System Applications in Thailand

Authors: A. Rawangpai, B. Maraungsri, N. Chomnawang

Abstract:

This paper presents the experimental results on artificial ageing test of 22 kV XLPE cable for distribution system application in Thailand. XLPE insulating material of 22 kV cable was sliced to 60-70 μm in thick and was subjected to ac high voltage at 23 Ôùª C, 60 Ôùª C and 75 Ôùª C. Testing voltage was constantly applied to the specimen until breakdown. Breakdown voltage and time to breakdown were used to evaluate life time of insulating material. Furthermore, the physical model by J. P. Crine for predicts life time of XLPE insulating material was adopted as life time model and was calculated in order to compare the experimental results. Acceptable life time results were obtained from Crine-s model comparing with the experimental result. In addition, fourier transform infrared spectroscopy (FTIR) for chemical analysis and scanning electron microscope (SEM) for physical analysis were conducted on tested specimens.

Keywords: Artificial accelerated ageing test, XLPE cable, distribution system, insulating material, life time, life time model

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11316 An Improved Algorithm for Calculation of the Third-order Orthogonal Tensor Product Expansion by Using Singular Value Decomposition

Authors: Chiharu Okuma, Naoki Yamamoto, Jun Murakami

Abstract:

As a method of expanding a higher-order tensor data to tensor products of vectors we have proposed the Third-order Orthogonal Tensor Product Expansion (3OTPE) that did similar expansion as Higher-Order Singular Value Decomposition (HOSVD). In this paper we provide a computation algorithm to improve our previous method, in which SVD is applied to the matrix that constituted by the contraction of original tensor data and one of the expansion vector obtained. The residual of the improved method is smaller than the previous method, truncating the expanding tensor products to the same number of terms. Moreover, the residual is smaller than HOSVD when applying to color image data. It is able to be confirmed that the computing time of improved method is the same as the previous method and considerably better than HOSVD.

Keywords: Singular value decomposition (SVD), higher-orderSVD (HOSVD), outer product expansion, power method.

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11315 Mathematical Model and Solution Algorithm for Containership Operation/Maintenance Scheduling

Authors: Hun Go, Ji-Su Kim, Dong-Ho Lee

Abstract:

This study considers the problem of determining operation and maintenance schedules for a containership equipped with components during its sailing according to a pre-determined navigation schedule. The operation schedule, which specifies work time of each component, determines the due-date of each maintenance activity, and the maintenance schedule specifies the actual start time of each maintenance activity. The main constraints are component requirements, workforce availability, working time limitation, and inter-maintenance time. To represent the problem mathematically, a mixed integer programming model is developed. Then, due to the problem complexity, we suggest a heuristic for the objective of minimizing the sum of earliness and tardiness between the due-date and the starting time of each maintenance activity. Computational experiments were done on various test instances and the results are reported.

Keywords: Containerships, operation and preventive maintenance schedules, integer programming, heuristic

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11314 A Signal Driven Adaptive Resolution Short-Time Fourier Transform

Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

Abstract:

The frequency contents of the non-stationary signals vary with time. For proper characterization of such signals, a smart time-frequency representation is necessary. Classically, the STFT (short-time Fourier transform) is employed for this purpose. Its limitation is the fixed timefrequency resolution. To overcome this drawback an enhanced STFT version is devised. It is based on the signal driven sampling scheme, which is named as the cross-level sampling. It can adapt the sampling frequency and the window function (length plus shape) by following the input signal local variations. This adaptation results into the proposed technique appealing features, which are the adaptive time-frequency resolution and the computational efficiency.

Keywords: Level Crossing Sampling, Activity Selection, Adaptive Resolution Analysis, Computational Complexity.

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11313 Determination of a Fair Price for Blood Transportation by Applying the Vehicle Routing Problem: A Case for National Blood Center, Thailand

Authors: S. Pathomsiri, P. Sukaboon

Abstract:

The National Blood Center, Thai Red Cross Society is responsible for providing blood to hospitals all over the country. When any hospital needs blood, it will have to send the vehicle to pick up at the NBC. There are a lot of vehicles to pick up blood at the NBC every day. Each vehicle is usually empty for inbound trip and a little loaded for outbound. The NBC realized such waste or loss and there have been the third party offered to distribute blood and charge for fee. This paper proposes to apply the vehicle routing problem (VRP) for estimating the fair price. The idea is tested with the real data during seven-day period of 6 – 12 July 2010 to estimate the fair price for transporting blood in Bangkok Metropolitan Region.

Keywords: Blood Supply Chain, Vehicle Routing Problem, Heuristic, Saving Algorithm, Fair Price.

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11312 A Network Traffic Prediction Algorithm Based On Data Mining Technique

Authors: D. Prangchumpol

Abstract:

This paper is a description approach to predict incoming and outgoing data rate in network system by using association rule discover, which is one of the data mining techniques. Information of incoming and outgoing data in each times and network bandwidth are network performance parameters, which needed to solve in the traffic problem. Since congestion and data loss are important network problems. The result of this technique can predicted future network traffic. In addition, this research is useful for network routing selection and network performance improvement.

Keywords: Traffic prediction, association rule, data mining.

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11311 Density Estimation using Generalized Linear Model and a Linear Combination of Gaussians

Authors: Aly Farag, Ayman El-Baz, Refaat Mohamed

Abstract:

In this paper we present a novel approach for density estimation. The proposed approach is based on using the logistic regression model to get initial density estimation for the given empirical density. The empirical data does not exactly follow the logistic regression model, so, there will be a deviation between the empirical density and the density estimated using logistic regression model. This deviation may be positive and/or negative. In this paper we use a linear combination of Gaussian (LCG) with positive and negative components as a model for this deviation. Also, we will use the expectation maximization (EM) algorithm to estimate the parameters of LCG. Experiments on real images demonstrate the accuracy of our approach.

Keywords: Logistic regression model, Expectationmaximization, Segmentation.

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11310 Fuzzy Processing of Uncertain Data

Authors: Petr Morávek, Miloš Šeda

Abstract:

In practice, we often come across situations where it is necessary to make decisions based on incomplete or uncertain data. In control systems it may be due to the unknown exact mathematical model, or its excessive complexity (e.g. nonlinearity) when it is necessary to simplify it, respectively, to solve it using a rule base. In the case of databases, searching data we compare a similarity measure with of the requirements of the selection with stored data, where both the select query and the data itself may contain vague terms, for example in the form of linguistic qualifiers. In this paper, we focus on the processing of uncertain data in databases and demonstrate it on the example multi-criteria decision making in the selection of variants, specified by higher number of technical parameters.

Keywords: fuzzy logic, linguistic variable, multicriteria decision

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11309 Context Aware Navigation System for Using Public Transport on Smartphone

Authors: Satoru Fukuta, Masaki Ito, Takao Kawamura, Kazunori Sugahara

Abstract:

Recently, many web services to provide information for public transport are developed and released. They are optimized for mobile devices such a smartphone. We are also developing better path planning system for route buses and trains called “Bus-Net"[1]. However these systems only provide paths and related information before the user start moving. So we propose a context aware navigation to change the way to support public transport users. If we go to somewhere using many kinds of public transport, we have to know how to use them. In addition, public transport is dynamic system, and these have different characteristic by type. So we need information at real-time. Therefore we suggest the system that can support on user-s state. It has a variety of ways to help public transport users by each state, like turn-by-turn navigation. Context aware navigation will be able to reduce anxiety for using public transport.

Keywords: Navigation, Public Transport, Smartphone, User Experience.

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11308 A Tutorial on Dynamic Simulation of DC Motor and Implementation of Kalman Filter on a Floating Point DSP

Authors: Padmakumar S., Vivek Agarwal, Kallol Roy

Abstract:

With the advent of inexpensive 32 bit floating point digital signal processor-s availability in market, many computationally intensive algorithms such as Kalman filter becomes feasible to implement in real time. Dynamic simulation of a self excited DC motor using second order state variable model and implementation of Kalman Filter in a floating point DSP TMS320C6713 is presented in this paper with an objective to introduce and implement such an algorithm, for beginners. A fractional hp DC motor is simulated in both Matlab® and DSP and the results are included. A step by step approach for simulation of DC motor in Matlab® and “C" routines in CC Studio® is also given. CC studio® project file details and environmental setting requirements are addressed. This tutorial can be used with 6713 DSK, which is based on floating point DSP and CC Studio either in hardware mode or in simulation mode.

Keywords: DC motor, DSP, Dynamic simulation, Kalman Filter

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11307 Dynamic Control Modeling and Simulation of a UPFC-SMES Compensator in Power Systems

Authors: K. Saravanan, R. Anita

Abstract:

Flexible AC Transmission Systems (FACTS) is granting a new group of advanced power electronic devices emerging for enhancement of the power system performance. Unified Power Flow Controller (UPFC) is a recent version of FACTS devices for power system applications. The back-up energy supply system incorporated with UPFC is providing a complete control of real and reactive power at the same time and hence is competent to improve the performance of an electrical power system. In this article, backup energy supply unit such as superconducting magnetic energy storage (SMES) is integrated with UPFC. In addition, comparative exploration of UPFC–battery, UPFC–UC and UPFC–SMES performance is evaluated through the vibrant simulation by using MATLAB/Simulink software.

Keywords: Power system, FACTS, UPFC, DC-DC chopper, battery, UC, SMES.

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11306 A Review on Comparative Analysis of Path Planning and Collision Avoidance Algorithms

Authors: Divya Agarwal, Pushpendra S. Bharti

Abstract:

Autonomous mobile robots (AMR) are expected as smart tools for operations in every automation industry. Path planning and obstacle avoidance is the backbone of AMR as robots have to reach their goal location avoiding obstacles while traversing through optimized path defined according to some criteria such as distance, time or energy. Path planning can be classified into global and local path planning where environmental information is known and unknown/partially known, respectively. A number of sensors are used for data collection. A number of algorithms such as artificial potential field (APF), rapidly exploring random trees (RRT), bidirectional RRT, Fuzzy approach, Purepursuit, A* algorithm, vector field histogram (VFH) and modified local path planning algorithm, etc. have been used in the last three decades for path planning and obstacle avoidance for AMR. This paper makes an attempt to review some of the path planning and obstacle avoidance algorithms used in the field of AMR. The review includes comparative analysis of simulation and mathematical computations of path planning and obstacle avoidance algorithms using MATLAB 2018a. From the review, it could be concluded that different algorithms may complete the same task (i.e. with a different set of instructions) in less or more time, space, effort, etc.

Keywords: Autonomous mobile robots, obstacle avoidance, path planning, and processing time.

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11305 Partial 3D Reconstruction using Evolutionary Algorithms

Authors: Mónica Pérez-Meza, Rodrigo Montúfar-Chaveznava

Abstract:

When reconstructing a scenario, it is necessary to know the structure of the elements present on the scene to have an interpretation. In this work we link 3D scenes reconstruction to evolutionary algorithms through the vision stereo theory. We consider vision stereo as a method that provides the reconstruction of a scene using only a couple of images of the scene and performing some computation. Through several images of a scene, captured from different positions, vision stereo can give us an idea about the threedimensional characteristics of the world. Vision stereo usually requires of two cameras, making an analogy to the mammalian vision system. In this work we employ only a camera, which is translated along a path, capturing images every certain distance. As we can not perform all computations required for an exhaustive reconstruction, we employ an evolutionary algorithm to partially reconstruct the scene in real time. The algorithm employed is the fly algorithm, which employ “flies" to reconstruct the principal characteristics of the world following certain evolutionary rules.

Keywords: 3D Reconstruction, Computer Vision, EvolutionaryAlgorithms, Vision Stereo.

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11304 Automated Stereophotogrammetry Data Cleansing

Authors: Stuart Henry, Philip Morrow, John Winder, Bryan Scotney

Abstract:

The stereophotogrammetry modality is gaining more widespread use in the clinical setting. Registration and visualization of this data, in conjunction with conventional 3D volumetric image modalities, provides virtual human data with textured soft tissue and internal anatomical and structural information. In this investigation computed tomography (CT) and stereophotogrammetry data is acquired from 4 anatomical phantoms and registered using the trimmed iterative closest point (TrICP) algorithm. This paper fully addresses the issue of imaging artifacts around the stereophotogrammetry surface edge using the registered CT data as a reference. Several iterative algorithms are implemented to automatically identify and remove stereophotogrammetry surface edge outliers, improving the overall visualization of the combined stereophotogrammetry and CT data. This paper shows that outliers at the surface edge of stereophotogrammetry data can be successfully removed automatically.

Keywords: Data cleansing, stereophotogrammetry.

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11303 Mathematical Analysis of Stock Prices Prediction in a Financial Market Using Geometric Brownian Motion Model

Authors: Edikan E. Akpanibah, Ogunmodimu Dupe Catherine

Abstract:

The relevance of geometric Brownian motion (GBM) in modelling the behaviour of stock market prices (SMP) cannot be over emphasized taking into consideration the volatility of the SMP. Consequently, there is need to investigate how GBM models are being estimated and used in financial market to predict SMP. To achieve this, the GBM estimation and its application to the SMP of some selected companies are studied. The normal and log-normal distributions were used to determine the expected value, variance and co-variance. Furthermore, the GBM model was used to predict the SMP of some selected companies over a period of time and the mean absolute percentage error (MAPE) were calculated and used to determine the accuracy of the GBM model in predicting the SMP of the four companies under consideration. It was observed that for all the four companies, their MAPE values were within the region of acceptance. Also, the MAPE values of our data were compared to an existing literature to test the accuracy of our prediction with respect to time of investment. Finally, some numerical simulations of the graphs of the SMP, expectations and variance of the four companies over a period of time were presented using MATLAB programming software.

Keywords: Stock Market, Geometric Brownian Motion, normal and log-normal distribution, mean absolute percentage error.

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11302 Optimum Time Coordination of Overcurrent Relays using Two Phase Simplex Method

Authors: Prashant P. Bedekar, Sudhir R. Bhide, Vijay S. Kale

Abstract:

Overcurrent (OC) relays are the major protection devices in a distribution system. The operating time of the OC relays are to be coordinated properly to avoid the mal-operation of the backup relays. The OC relay time coordination in ring fed distribution networks is a highly constrained optimization problem which can be stated as a linear programming problem (LPP). The purpose is to find an optimum relay setting to minimize the time of operation of relays and at the same time, to keep the relays properly coordinated to avoid the mal-operation of relays. This paper presents two phase simplex method for optimum time coordination of OC relays. The method is based on the simplex algorithm which is used to find optimum solution of LPP. The method introduces artificial variables to get an initial basic feasible solution (IBFS). Artificial variables are removed using iterative process of first phase which minimizes the auxiliary objective function. The second phase minimizes the original objective function and gives the optimum time coordination of OC relays.

Keywords: Constrained optimization, LPP, Overcurrent relaycoordination, Two-phase simplex method.

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