Search results for: Source point distribution
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 4757

Search results for: Source point distribution

2837 Gamification of eHealth Business Cases to Enhance Rich Learning Experience

Authors: Kari Björn

Abstract:

Introduction of games has expanded the application area of computer-aided learning tools to wide variety of age groups of learners. Serious games engage the learners into a real-world -type of simulation and potentially enrich the learning experience. Institutional background of a Bachelor’s level engineering program in Information and Communication Technology is introduced, with detailed focus on one of its majors, Health Technology. As part of a Customer Oriented Software Application thematic semester, one particular course of “eHealth Business and Solutions” is described and reflected in a gamified framework. Learning a consistent view into vast literature of business management, strategies, marketing and finance in a very limited time enforces selection of topics relevant to the industry. Health Technology is a novel and growing industry with a growing sector in consumer wearable devices and homecare applications. The business sector is attracting new entrepreneurs and impatient investor funds. From engineering education point of view the sector is driven by miniaturizing electronics, sensors and wireless applications. However, the market is highly consumer-driven and usability, safety and data integrity requirements are extremely high. When the same technology is used in analysis or treatment of patients, very strict regulatory measures are enforced. The paper introduces a course structure using gamification as a tool to learn the most essential in a new market: customer value proposition design, followed by a market entry game. Students analyze the existing market size and pricing structure of eHealth web-service market and enter the market as a steering group of their company, competing against the legacy players and with each other. The market is growing but has its rules of demand and supply balance. New products can be developed with an R&D-investment, and targeted to market with unique quality- and price-combinations. Product cost structure can be improved by investing to enhanced production capacity. Investments can be funded optionally by foreign capital. Students make management decisions and face the dynamics of the market competition in form of income statement and balance sheet after each decision cycle. The focus of the learning outcome is to understand customer value creation to be the source of cash flow. The benefit of gamification is to enrich the learning experience on structure and meaning of financial statements. The paper describes the gamification approach and discusses outcomes after two course implementations. Along the case description of learning challenges, some unexpected misconceptions are noted. Improvements of the game or the semi-gamified teaching pedagogy are discussed. The case description serves as an additional support to new game coordinator, as well as helps to improve the method. Overall, the gamified approach has helped to engage engineering student to business studies in an energizing way.

Keywords: Engineering education, integrated curriculum, learning experience, learning outcomes.

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2836 The Application of Learning Systems to Support Decision for Stakeholder and Infrastructures Managers Based On Crowdsourcing

Authors: Alfonso Bastías, Álvaro González

Abstract:

The actual grow of the infrastructure in develop country require sophisticate ways manage the operation and control the quality served. This research wants to concentrate in the operation of this infrastructure beyond the construction. The infrastructure-s operation involves an uncertain environment, where unexpected variables are present every day and everywhere. Decision makers need to make right decisions with right information/data analyzed most in real time. To adequately support their decisions and decrease any negative impact and collateral effect, they need to use computational tools called decision support systems (DSS), but now the main source of information came from common users thought an extensive crowdsourcing

Keywords: Crowdsourcing, Learning Systems, Decision Support Systems, Infrastructure, Construction.

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2835 Estimating the Population Mean by Using Stratified Double Extreme Ranked Set Sample

Authors: Mahmoud I. Syam, Kamarulzaman Ibrahim, Amer I. Al-Omari

Abstract:

Stratified double extreme ranked set sampling (SDERSS) method is introduced and considered for estimating the population mean. The SDERSS is compared with the simple random sampling (SRS), stratified ranked set sampling (SRSS) and stratified simple set sampling (SSRS). It is shown that the SDERSS estimator is an unbiased of the population mean and more efficient than the estimators using SRS, SRSS and SSRS when the underlying distribution of the variable of interest is symmetric or asymmetric.

Keywords: Double extreme ranked set sampling, Extreme ranked set sampling, Ranked set sampling, Stratified double extreme ranked set sampling.

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2834 Study of a Fabry-Perot Resonator

Authors: F. Hadjaj, A. Belghachi, A. Halmaoui, M. Belhadj, H. Mazouz

Abstract:

A laser is essentially an optical oscillator consisting of a resonant cavity, an amplifying medium and a pumping source. In semiconductor diode lasers, the cavity is created by the boundary between the cleaved face of the semiconductor crystal and air, and has reflective properties as a result of the differing refractive indices of the two media. For a GaAs-air interface a reflectance of 0.3 is typical and therefore the length of the semiconductor junction forms the resonant cavity. To prevent light being emitted in unwanted directions from the junction, sides perpendicular to the required direction are roughened. The objective of this work is to simulate the optical resonator Fabry-Perot and explore its main characteristics, such as FSR, finesse, linewidth, transmission and so on, that describe the performance of resonator.

Keywords: Fabry-Perot Resonator, laser diode.

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2833 The Effect of Catastrophic Losses on Insurance Cycle: Case of Croatia

Authors: D. Jakovčević, M. Mihelja Žaja

Abstract:

This paper provides an analysis of the insurance cycle in the Republic of Croatia and whether they are affected by catastrophic losses on a global level. In general, it is considered that insurance cycles are particularly pronounced in periods of financial crisis, but are also affected by the growing number of catastrophic losses. They cause the change of insurance cycle and premium growth and intensification and narrowing of the coverage conditions, so these variables move in the same direction and these phenomena point to a new cycle. The main goal of this paper is to determine the existence of insurance cycle in the Republic of Croatia and investigate whether catastrophic losses have an influence on insurance cycles.

Keywords: Catastrophic loss, insurance cycle, premium, Republic of Croatia.

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2832 Approximating Fixed Points by a Two-Step Iterative Algorithm

Authors: Safeer Hussain Khan

Abstract:

In this paper, we introduce a two-step iterative algorithm to prove a strong convergence result for approximating common fixed points of three contractive-like operators. Our algorithm basically generalizes an existing algorithm..Our iterative algorithm also contains two famous iterative algorithms: Mann iterative algorithm and Ishikawa iterative algorithm. Thus our result generalizes the corresponding results proved for the above three iterative algorithms to a class of more general operators. At the end, we remark that nothing prevents us to extend our result to the case of the iterative algorithm with error terms.

Keywords: Contractive-like operator, iterative algorithm, fixed point, strong convergence.

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2831 Improvement of New Government R&D Program Plans through Preliminary Feasibility Studies

Authors: Hyun-Kyu Kang

Abstract:

As a part of an evaluation system for R&D programs, the Korean Government has applied the preliminary feasibility study to new government R&D program plans. Basically, the fundamental purpose of the preliminary feasibility study is to decide that the government will either do or do not invest in a new R&D Program. Additionally, the preliminary feasibility study can contribute to the improvement of R&D program plans. For example, 2 cases of new R&D program plans applied to the study are explained in this paper and there are expectations that these R&D programs would yield better performance than without the study. It is thought that the important point of the preliminary feasibility study is not only the effective decision making process of R&D program but also the opportunity to improve R&D program plan actually.

Keywords: Preliminary feasibility study, Government R&D program.

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2830 Peer-to-Peer Epidemic Algorithms for Reliable Multicasting in Ad Hoc Networks

Authors: Zülküf Genç, Öznur Özkasap

Abstract:

Characteristics of ad hoc networks and even their existence depend on the nodes forming them. Thus, services and applications designed for ad hoc networks should adapt to this dynamic and distributed environment. In particular, multicast algorithms having reliability and scalability requirements should abstain from centralized approaches. We aspire to define a reliable and scalable multicast protocol for ad hoc networks. Our target is to utilize epidemic techniques for this purpose. In this paper, we present a brief survey of epidemic algorithms for reliable multicasting in ad hoc networks, and describe formulations and analytical results for simple epidemics. Then, P2P anti-entropy algorithm for content distribution and our prototype simulation model are described together with our initial results demonstrating the behavior of the algorithm.

Keywords: Ad hoc networks, epidemic, peer-to-peer, reliablemulticast.

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2829 Reliability of Digital FSO Links in Europe

Authors: Zdenek Kolka, Otakar Wilfert, Viera Biolkova

Abstract:

The paper deals with an analysis of visibility records collected from 210 European airports to obtain a realistic estimation of the availability of Free Space Optical (FSO) data links. Commercially available optical links usually operate in the 850nm waveband. Thus the influence of the atmosphere on the optical beam and on the visible light is similar. Long-term visibility records represent an invaluable source of data for the estimation of the quality of service of FSO links. The model used characterizes both the statistical properties of fade depths and the statistical properties of individual fade durations. Results are presented for Italy, France, and Germany.

Keywords: Computer networks, free-space optical links, meteorology, quality of service.

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2828 Characterization of HD-V2 Gafchromic Film for Measurement of Spatial Dose Distribution from Alpha Particle of 5.5 MeV

Authors: A. Aydarous, M. El Ghazaly

Abstract:

The purpose of this study was to investigate the response of the newly released Gafchromic HD-V2 film for alpha particle of 5.5 MeV. Gafchromic HD-V2 was exposed to alpha particles of energy 5 MeV from 241Am for different durations. Then the films were scanned with a flatbed scanner. The dose response curve up to 2200 Gy has been achieved. The film’s reproducibility and sensitivity were evaluated. The results obtained show that the net optical density increases almost exponentially with the increase in the exposure time, and it becomes saturated after prolonged exposure times. The red channel shows the highest sensitivity, with a value of 4 x 10-3 Gy-1 at netOD of 0.4. The inter-film reproducibility was measured and the relative uncertainty found was 1.7 %, 2.1 % and 2.3 % for grey, red and green channels, respectively.

Keywords: Alpha dosimetry, 241Am, Gafchromic film.

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2827 Investigation on Behavior of Fixed-Ended Reinforced Concrete Deep Beams

Authors: Y. Heyrani Birak, R. Hizaji, J. Shahkarami

Abstract:

Reinforced Concrete (RC) deep beams are special structural elements because of their geometry and behavior under loads. For example, assumption of strain- stress distribution is not linear in the cross section. These types of beams may have simple supports or fixed supports. A lot of research works have been conducted on simply supported deep beams, but little study has been done in the fixed-end RC deep beams behavior. Recently, using of fixed-ended deep beams has been widely increased in structures. In this study, the behavior of fixed-ended deep beams is investigated, and the important parameters in capacity of this type of beams are mentioned.

Keywords: Deep beam, capacity, reinforced concrete, fixed-ended.

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2826 Static Modeling of the Delamination of a Composite Material Laminate in Mode II

Authors: Y. Madani, H. Achache, B. Boutabout

Abstract:

The purpose of this paper is to analyze numerically by the three-dimensional finite element method, using ABAQUS calculation code, the mechanical behavior of a unidirectional and multidirectional delaminated stratified composite under mechanical loading in Mode II. This study consists of the determination of the energy release rate G in mode II as well as the distribution of equivalent von Mises stresses along the damaged zone by varying several parameters such as the applied load and the delamination length. It allowed us to deduce that the high energy release rate favors delamination at the free edges of a stratified plate subjected to bending.

Keywords: Delamination, energy release rate, finite element method, stratified composite.

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2825 Unsupervised Texture Segmentation via Applying Geodesic Active Regions to Gaborian Feature Space

Authors: Yuan He, Yupin Luo, Dongcheng Hu

Abstract:

In this paper, we propose a novel variational method for unsupervised texture segmentation. We use a Gabor filter bank to extract texture features. Some of the filtered channels form a multidimensional Gaborian feature space. To avoid deforming contours directly in a vector-valued space we use a Gaussian mixture model to describe the statistical distribution of this space and get the boundary and region probabilities. Then a framework of geodesic active regions is applied based on them. In the end, experimental results are presented, and show that this method can obtain satisfied boundaries between different texture regions.

Keywords: Texture segmentation, Gabor filter, snakes, Geodesicactive regions

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2824 Safety Compliance of Substation Earthing Design

Authors: A. Hellany, M.Nagrial, M. Nassereddine, J. Rizk

Abstract:

As new challenges emerge in power electrical workplace safety, it is the responsibility of the systems designer to seek out new approaches and solutions that address them. Design decisions made today will impact cost, safety and serviceability of the installed systems for 40 or 50 years during the useful life for the owner. Studies have shown that this cost is an order of magnitude of 7 to 10 times the installed cost of the power distribution equipment. This paper reviews some aspects of earthing system design in power substation surrounded by residential houses. The electrical potential rise and split factors are discussed and a few recommendations are provided to achieve a safety voltage in the area beyond the boundary of the substation.

Keywords: EPR, Split Factor, Earthing Design

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2823 Adaptive Nonparametric Approach for Guaranteed Real-Time Detection of Targeted Signals in Multichannel Monitoring Systems

Authors: Andrey V. Timofeev

Abstract:

An adaptive nonparametric method is proposed for stable real-time detection of seismoacoustic sources in multichannel C-OTDR systems with a significant number of channels. This method guarantees given upper boundaries for probabilities of Type I and Type II errors. Properties of the proposed method are rigorously proved. The results of practical applications of the proposed method in a real C-OTDR-system are presented in this report.

Keywords: Adaptive detection, change point, interval estimation, guaranteed detection, multichannel monitoring systems.

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2822 Analyzing Artificial Emotion in Game Characters Using Soft Computing

Authors: Musbah M. Aqel, P. K. Mahanti, Soumya Banerjee

Abstract:

This paper describes a simulation model for analyzing artificial emotion injected to design the game characters. Most of the game storyboard is interactive in nature and the virtual characters of the game are equipped with an individual personality and dynamic emotion value which is similar to real life emotion and behavior. The uncertainty in real expression, mood and behavior is also exhibited in game paradigm and this is focused in the present paper through a fuzzy logic based agent and storyboard. Subsequently, a pheromone distribution or labeling is presented mimicking the behavior of social insects.

Keywords: Artificial Emotion, Fuzzy logic, Game character, Pheromone label

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2821 Transferring Route Plan over Time

Authors: Barıs Kocer, Ahmet Arslan

Abstract:

Travelling salesman problem (TSP) is a combinational optimization problem and solution approaches have been applied many real world problems. Pure TSP assumes the cities to visit are fixed in time and thus solutions are created to find shortest path according to these point. But some of the points are canceled to visit in time. If the problem is not time crucial it is not important to determine new routing plan but if the points are changing rapidly and time is necessary do decide a new route plan a new approach should be applied in such cases. We developed a route plan transfer method based on transfer learning and we achieved high performance against determining a new model from scratch in every change.

Keywords: genetic algorithms, transfer learning, travellingsalesman problem

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2820 Surface Topography Measurement by Confocal Spectral Interferometry

Authors: A. Manallah, C. Meier

Abstract:

Confocal spectral interferometry (CSI) is an innovative optical method for determining microtopography of surfaces and thickness of transparent layers, based on the combination of two optical principles: confocal imaging, and spectral interferometry. Confocal optical system images at each instant a single point of the sample. The whole surface is reconstructed by plan scanning. The interference signal generated by mixing two white-light beams is analyzed using a spectrometer. In this work, five ‘rugotests’ of known standard roughnesses are investigated. The topography is then measured and illustrated, and the equivalent roughness is determined and compared with the standard values.

Keywords: Confocal spectral interferometry, Nondestructive testing, Optical metrology, Surface topography, Roughness.

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2819 Human Detection using Projected Edge Feature

Authors: Jaedo Kim, Youngjoon Han, Hernsoo Hahn

Abstract:

The purpose of this paper is to detect human in images. This paper proposes a method for extracting human body feature descriptors consisting of projected edge component series. The feature descriptor can express appearances and shapes of human with local and global distribution of edges. Our method evaluated with a linear SVM classifier on Daimler-Chrysler pedestrian dataset, and test with various sub-region size. The result shows that the accuracy level of proposed method similar to Histogram of Oriented Gradients(HOG) feature descriptor and feature extraction process is simple and faster than existing methods.

Keywords: Human detection, Projected edge descriptor, Linear SVM, Local appearance feature

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2818 Finite Volume Model to Study the Effect of Buffer on Cytosolic Ca2+ Advection Diffusion

Authors: Brajesh Kumar Jha, Neeru Adlakha, M. N. Mehta

Abstract:

Calcium [Ca2+] is an important second messenger which plays an important role in signal transduction. There are several parameters that affect its concentration profile like buffer source etc. The effect of stationary immobile buffer on Ca2+ concentration has been incorporated which is a very important parameter needed to be taken into account in order to make the model more realistic. Interdependence of all the important parameters like diffusion coefficient and influx over [Ca2+] profile has been studied. Model is developed in the form of advection diffusion equation together with buffer concentration. A program has been developed using finite volume method for the entire problem and simulated on an AMD-Turion 32-bit machine to compute the numerical results.

Keywords: Ca2+ profile, buffer, Astrocytes, Advection diffusion, FVM

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2817 Robust Probabilistic Online Change Detection Algorithm Based On the Continuous Wavelet Transform

Authors: Sergei Yendiyarov, Sergei Petrushenko

Abstract:

In this article we present a change point detection algorithm based on the continuous wavelet transform. At the beginning of the article we describe a necessary transformation of a signal which has to be made for the purpose of change detection. Then case study related to iron ore sinter production which can be solved using our proposed technique is discussed. After that we describe a probabilistic algorithm which can be used to find changes using our transformed signal. It is shown that our algorithm works well with the presence of some noise and abnormal random bursts.

Keywords: Change detection, sinter production, wavelet transform.

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2816 Index t-SNE: Tracking Dynamics of High-Dimensional Datasets with Coherent Embeddings

Authors: G. Candel, D. Naccache

Abstract:

t-SNE is an embedding method that the data science community has widely used. It helps two main tasks: to display results by coloring items according to the item class or feature value; and for forensic, giving a first overview of the dataset distribution. Two interesting characteristics of t-SNE are the structure preservation property and the answer to the crowding problem, where all neighbors in high dimensional space cannot be represented correctly in low dimensional space. t-SNE preserves the local neighborhood, and similar items are nicely spaced by adjusting to the local density. These two characteristics produce a meaningful representation, where the cluster area is proportional to its size in number, and relationships between clusters are materialized by closeness on the embedding. This algorithm is non-parametric. The transformation from a high to low dimensional space is described but not learned. Two initializations of the algorithm would lead to two different embedding. In a forensic approach, analysts would like to compare two or more datasets using their embedding. A naive approach would be to embed all datasets together. However, this process is costly as the complexity of t-SNE is quadratic, and would be infeasible for too many datasets. Another approach would be to learn a parametric model over an embedding built with a subset of data. While this approach is highly scalable, points could be mapped at the same exact position, making them indistinguishable. This type of model would be unable to adapt to new outliers nor concept drift. This paper presents a methodology to reuse an embedding to create a new one, where cluster positions are preserved. The optimization process minimizes two costs, one relative to the embedding shape and the second relative to the support embedding’ match. The embedding with the support process can be repeated more than once, with the newly obtained embedding. The successive embedding can be used to study the impact of one variable over the dataset distribution or monitor changes over time. This method has the same complexity as t-SNE per embedding, and memory requirements are only doubled. For a dataset of n elements sorted and split into k subsets, the total embedding complexity would be reduced from O(n2) to O(n2/k), and the memory requirement from n2 to 2(n/k)2 which enables computation on recent laptops. The method showed promising results on a real-world dataset, allowing to observe the birth, evolution and death of clusters. The proposed approach facilitates identifying significant trends and changes, which empowers the monitoring high dimensional datasets’ dynamics.

Keywords: Concept drift, data visualization, dimension reduction, embedding, monitoring, reusability, t-SNE, unsupervised learning.

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2815 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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2814 The Democratization of 3D Capturing: An Application Investigating Google Tango Potentials

Authors: Carlo Bianchini, Lorenzo Catena

Abstract:

The appearance of 3D scanners and then, more recently, of image-based systems that generate point clouds directly from common digital images have deeply affected the survey process in terms of both capturing and 2D/3D modelling. In this context, low cost and mobile systems are increasingly playing a key role and actually paving the way to the democratization of what in the past was the realm of few specialized technicians and expensive equipment. The application of Google Tango on the ancient church of Santa Maria delle Vigne in Pratica di Mare – Rome presented in this paper is one of these examples.

Keywords: Architectural survey, augmented/mixed/virtual reality, Google Tango project, image-based 3D capturing.

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2813 Efficient Lossless Compression of Weather Radar Data

Authors: Wei-hua Ai, Wei Yan, Xiang Li

Abstract:

Data compression is used operationally to reduce bandwidth and storage requirements. An efficient method for achieving lossless weather radar data compression is presented. The characteristics of the data are taken into account and the optical linear prediction is used for the PPI images in the weather radar data in the proposed method. The next PPI image is identical to the current one and a dramatic reduction in source entropy is achieved by using the prediction algorithm. Some lossless compression methods are used to compress the predicted data. Experimental results show that for the weather radar data, the method proposed in this paper outperforms the other methods.

Keywords: Lossless compression, weather radar data, optical linear prediction, PPI image

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2812 Assessment of Sediment Quality in the West Port Based On the Index Analysis Approach

Authors: S.B. Tavakoly Sany, A. Salleh, A.H. Sulaiman, G.H. Monazami

Abstract:

The coastal sediments of West Port of Malaysia was monitored from Nov. 2009 to Oct. 2010 to assess spatial distribution of heavy metals As, Cu, Cd, Cr, Hg, Ni, Zn and Pb. Sediment samples were collected from 10 stations in dry and rainy season in West Port. The range concentrations measured (Mg/g dry weight ) were from 23.4 to 98.3 for Zn, 22.3 to 80 for Pb, 7.4 to 27.6 Cu, 0.244 to 3.53 for Cd, 7.2 to 22.2 for Ni, 20.2 to 162 for As, 0.11 to 0.409 for Hg and 11.5 to 61.5 for Cr. The geochemical indexes used in this study were Geoaccumulation (Igeo), Contamination Factor (CF) and Pollution Load Index (PLI); these indexes were used to evaluate the levels of sediment contaminations. The results of these indexes show that, the status of West Port sediment quality are moderately polluted by heavy metals except in arsenic which shows the high level of pollution.

Keywords: Heavy metals, Sediment Quality, West Port.

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2811 Changes in the Properties of Composites Caused by Chemical Treatment of Hemp Hurds

Authors: N. Stevulova, I. Schwarzova

Abstract:

The possibility of using industrial hemp as a source of natural fibers for purpose of construction, mainly for the preparation of lightweight composites based on hemp hurds is described. In this article, an overview of measurement results of important technical parameters (compressive strength, density, thermal conductivity) of composites based on organic filler - chemically modified hemp hurds in three solutions (EDTA, NaOH and Ca(OH)2) and inorganic binder MgO-cement after 7, 28, 60, 90 and 180 days of hardening is given. The results of long-term water storage of 28 days hardened composites at room temperature were investigated. Changes in the properties of composites caused by chemical treatment of hemp material are discussed.

Keywords: Hemp hurds, chemical modification, lightweight composites, testing material properties.

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2810 Simulation of Surge Protection for a Direct Current Circuit

Authors: Pedro Luis Ferrer Penalver, Edmundo da Silva Braga

Abstract:

In this paper, the performance of a simple surge protection for a direct current circuit was simulated. The protection circuit was developed from modified electric macro models of a gas discharge tube and a transient voltage suppressor diode. Moreover, a combination wave generator circuit was used as source of energy surges. The simulations showed that the circuit presented ensures immunity corresponding with test level IV of the IEC 61000-4-5:2014 international standard. The developed circuit can be modified to meet the requirements of any other equipment to be protected. Similarly, the parameters of the combination wave generator can be changed to provide different surge amplitudes.

Keywords: Combination wave generator, IEC 61000-4-5, Pspice simulation, surge protection.

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2809 Satellite Rainfall Prediction Techniques - A State of the Art Review

Authors: S. Sarumathi, N. Shanthi, S. Vidhya

Abstract:

In the present world, predicting rainfall is considered to be an essential and also a challenging task. Normally, the climate and rainfall are presumed to have non-linear as well as intricate phenomena. For predicting accurate rainfall, we necessitate advanced computer modeling and simulation. When there is an enhanced understanding of the spatial and temporal distribution of precipitation then it becomes enrichment to applications such as hydrologic, climatic and ecological. Conversely, there may be some kind of challenges occur in the community due to some application which results in the absence of consistent precipitation observation in remote and also emerging region. This survey paper provides a multifarious collection of methodologies which are epitomized by various researchers for predicting the rainfall. It also gives information about some technique to forecast rainfall, which is appropriate to all methods like numerical, traditional and statistical.

Keywords: Satellite Image, Segmentation, Feature Extraction, Classification, Clustering, Precipitation Estimation.

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2808 Study of a BVAR(p) Process Applied to U.S. Commodity Market Data

Authors: Jan Sindelar

Abstract:

The paper presents an applied study of a multivariate AR(p) process fitted to daily data from U.S. commodity futures markets with the use of Bayesian statistics. In the first part a detailed description of the methods used is given. In the second part two BVAR models are chosen one with assumption of lognormal, the second with normal distribution of prices conditioned on the parameters. For a comparison two simple benchmark models are chosen that are commonly used in todays Financial Mathematics. The article compares the quality of predictions of all the models, tries to find an adequate rate of forgetting of information and questions the validity of Efficient Market Hypothesis in the semi-strong form.

Keywords: Vector auto-regression, forecasting, financial, Bayesian, efficient markets.

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