Search results for: Short Time FourierTransform

Authors: Yongxian Jin, Jingzhou Huang

Abstract:

In an open real-time system environment, the coexistence of different kinds of real-time and non real-time applications makes the system scheduling mechanism face new requirements and challenges. One two-level scheduling scheme of the open real-time systems is introduced, and points out that hard and soft real-time applications are scheduled non-distinctively as the same type real-time applications, the Quality of Service (QoS) cannot be guaranteed. It has two flaws: The first, it can not differentiate scheduling priorities of hard and soft real-time applications, that is to say, it neglects characteristic differences between hard real-time applications and soft ones, so it does not suit a more complex real-time environment. The second, the worst case execution time of soft real-time applications cannot be predicted exactly, so it is not worth while to cost much spending in order to assure all soft real-time applications not to miss their deadlines, and doing that may cause resource wasting. In order to solve this problem, a novel two-level real-time scheduling mechanism (including scheduling profile and scheduling algorithm) which adds the process of dealing with soft real-time applications is proposed. Finally, we verify real-time scheduling mechanism from two aspects of theory and experiment. The results indicate that our scheduling mechanism can achieve the following objectives. (1) It can reflect the difference of priority when scheduling hard and soft real-time applications. (2) It can ensure schedulability of hard real-time applications, that is, their rate of missing deadline is 0. (3) The overall rate of missing deadline of soft real-time applications can be less than 1. (4) The deadline of a non-real-time application is not set, whereas the scheduling algorithm that server 0 S uses can avoid the “starvation" of jobs and increase QOS. By doing that, our scheduling mechanism is more compatible with different types of applications and it will be applied more widely.

Keywords: Hard real-time, two-level scheduling profile, open real-time system, non-distinctive schedule, soft real-time

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Authors: Tadatsugu Kitamoto

Abstract:

Recently, a quality of motors is inspected by human ears. In this paper, I propose two systems using a method of speech recognition for automation of the inspection. The first system is based on a method of linear processing which uses K-means and Nearest Neighbor method, and the second is based on a method of non-linear processing which uses neural networks. I used motor sounds in these systems, and I successfully recognize 86.67% of motor sounds in the linear processing system and 97.78% in the non-linear processing system.

Keywords: Acoustical diagnosis, Neural networks, K-means, Short-time Fourier transformation

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Authors: Noor A. Auzairy, Rubi Ahmad, Catherine S.F. Ho, Ros Z. Z. Sapian

Abstract:

This paper is to explore the relationship and the level of stock market integration of the Asian countries, primarily concentrating on Malaysia, Thailand, Indonesia, and South Korea, with the world from January 1997 to December 2009. The degree of short-run and long-run stock market integration of those Asian countries are analyzed in order to determine the significance of series of regional and world financial crises, liberalization policies and other financial reforms in influencing the level of stock market integration. To test for cointegration, this paper applies coefficient correlation, univariate regression analyses, cointegration tests, and vector autoregressive models (VAR) by using the four Asian stock markets main indices and the MSCI World index. The empirical findings from this work reveal that there is no long-run stock market integration for the four countries and the world market. However, there is short run integration.

Keywords: Asia, integration, relationship, stock market.

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Authors: Manop Aorpimai, Ponthep Navakitkanok

Abstract:

In this paper, the development of the ephemeris generation module used for the Thaichote satellite operations is presented. It is a vital part of the flight dynamics system, which comprises, the orbit determination, orbit propagation, event prediction and station-keeping maneouvre modules. In the generation of the spacecraft ephemeris data, the estimated orbital state vector from the orbit determination module is used as an initial condition. The equations of motion are then integrated forward in time to predict the satellite states. The higher geopotential harmonics, as well as other disturbing forces, are taken into account to resemble the environment in low-earth orbit. Using a highly accurate numerical integrator based on the Burlish-Stoer algorithm the ephemeris data can be generated for long-term predictions, by using a relatively small computation burden and short calculation time. Some events occurring during the prediction course that are related to the mission operations, such as the satellite’s rise/set viewed from the ground station, Earth and Moon eclipses, the drift in groundtrack as well as the drift in the local solar time of the orbital plane are all detected and reported. When combined with other modules to form a flight dynamics system, this application is aimed to be applied for the Thaichote satellite and successive Thailand’s Earth-observation missions. 

Keywords: Flight Dynamics System, Orbit Propagation, Satellite Ephemeris, Thailand’s Earth Observation Satellite.

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Authors: Larry Powell, Seth Polsley, Drew Casey, Tracy Hammond

Abstract:

Human activity recognition (HAR) systems have shown positive performance when recognizing repetitive activities like walking, running, and sleeping. Water-based activities are a reasonably new area for activity recognition. However, water-based activity recognition has largely focused on supporting the elite and competitive swimming population, which already has amazing coordination and proper form. Beginner swimmers are not perfect, and activity recognition needs to support the individual motions to help beginners. Activity recognition algorithms are traditionally built around short segments of timed sensor data. Using a time window input can cause performance issues in the machine learning model. The window’s size can be too small or large, requiring careful tuning and precise data segmentation. In this work, we present a method that uses a time window as the initial segmentation, then separates the data based on the change in the sensor value. Our system uses a multi-phase segmentation method that pulls all peaks and valleys for each axis of an accelerometer placed on the swimmer’s lower back. This results in high recognition performance using leave-one-subject-out validation on our study with 20 beginner swimmers, with our model optimized from our final dataset resulting in an F-Score of 0.95.

Keywords: Time window, peak/valley segmentation, feature extraction, beginner swimming, activity recognition.

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Authors: Ling Liu, Yuan Ye

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In this paper, a discrete-time SIR epidemic model with nonlinear incidence rate, time delays and impulses is investigated. Sufficient conditions for the existence and uniqueness of periodic solutions are obtained by using contraction theorem and inequality techniques. An example is employed to illustrate our results.

Keywords: Discrete-time SIR epidemic model, time delay, nonlinear incidence rate, impulse.

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Authors: Niloufar Ghoreishi, Ali Nekouzadeh

Abstract:

The stability of the flight during maneuvering and in response to probable perturbations is one of the most essential features of an aircraft that should be analyzed and designed for. In this study, we derived the non-linear governing equations of aircraft dynamics during the climb/descend phase and simulated a model aircraft. The corresponding force and moment dimensionless coefficients of the model and their variations with elevator angle and other relevant aerodynamic parameters were measured experimentally. The short-period mode and phugoid mode response were simulated by solving the governing equations numerically and then compared with the desired stability parameters for the particular level, category, and class of the aircraft model. To meet the target stability, a controller was designed and used. This resulted in significant improvement in the stability parameters of the flight.

Keywords: Flight stability, phugoid mode, short period mode, climb phase, damping coefficient.

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Authors: Isao Tomita

Abstract:

The detection of environmental gases, 12CO2, 13CO2, and CH4, using near-infrared semiconductor lasers with a short laser path length is studied by means of wavelength-modulation spectroscopy. The developed system is compact and has high sensitivity enough to detect the absorption peaks of isotopic 13CO2 of a 3-% CO2 gas at 2 μm with a path length of 2.4 m, where its peak size is two orders of magnitude smaller than that of the ordinary 12CO2 peaks. In addition, the detection of 12CO2 peaks of a 385-ppm (0.0385-%) CO2 gas in the air is made at 2 μm with a path length of 1.4 m. Furthermore, in pursuing the detection of an ancient environmental CH4 gas confined to a bubble in ice at the polar regions, measurements of the absorption spectrum for a trace gas of CH4 in a small area are attempted. For a 100-% CH4 gas trapped in a ∼ 1 mm3 glass container, the absorption peaks of CH4 are obtained at 1.65 μm with a path length of 3 mm, and also the gas pressure is extrapolated from the measured data.

Keywords: Environmental Gases, Near-Infrared Laser Detection, Wavelength-Modulation Spectroscopy.

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Authors: Wei Lo, Ming-En Kuo

Abstract:

While to minimize the overall project cost is always one of the objectives of construction managers, to obtain the maximum economic return is definitely one the ultimate goals of the project investors. As there is a trade-off relationship between the project time and cost, and the project delivery time directly affects the timing of economic recovery of an investment project, to provide a method that can quantify the relationship between the project delivery time and cost, and identify the optimal delivery time to maximize economic return has always been the focus of researchers and industrial practitioners. Using genetic algorithms, this study introduces an optimization model that can quantify the relationship between the project delivery time and cost and furthermore, determine the optimal delivery time to maximize the economic return of the project. The results provide objective quantification for accurately evaluating the project delivery time and cost, and facilitate the analysis of the economic return of a project.

Keywords: Time-Cost Trade-Off, Genetic Algorithms, Resource Integration, Economic return.

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Authors: Rusliza Ahmad, Harun Budin

Abstract:

This paper studies the effect of time delay on stability of mutualism population model with limited resources for both species. First, the stability of the model without time delay is analyzed. The model is then improved by considering a time delay in the mechanism of the growth rate of the population. We analyze the effect of time delay on the stability of the stable equilibrium point. Result showed that the time delay can induce instability of the stable equilibrium point, bifurcation and stability switches.

Keywords: Bifurcation, Delay margin, Mutualism population model, Time delay

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Authors: Elsheikh Asser

Abstract:

Time and cost are the main goals of the construction project management. The first schedule developed may not be a suitable schedule for beginning or completing the project to achieve the target completion time at a minimum total cost. In general, there are trade-offs between time and cost (TCT) to complete the activities of a project. This research presents genetic algorithms (GAs) multiobjective model for project scheduling considering different scenarios such as least cost, least time, and target time.

Keywords: Genetic algorithms, Time-cost trade-off.

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Authors: Rasheed Gbenga Jimoh, Akinbowale Nathaniel Babatunde

Abstract:

The use of Automated Teller Machine (ATM) has become an important tool among commercial banks, customers of banks have come to depend on and trust the ATM conveniently meet their banking needs. Although the overwhelming advantages of ATM cannot be over-emphasized, its alarming fraud rate has become a bottleneck in it’s full adoption in Nigeria. This study examined the menace of ATM in the society another cost of running ATM services by banks in the country. The researcher developed a prototype of an enhanced Automated Teller Machine Authentication using Short Message Service (SMS) Verification. The developed prototype was tested by Ten (10) respondents who are users of ATM cards in the country and the data collected was analyzed using Statistical Package for Social Science (SPSS). Based on the results of the analysis, it is being envisaged that the developed prototype will go a long way in reducing the alarming rate of ATM fraud in Nigeria.

Keywords: ATM, ATM Fraud, E-banking, Prototyping.

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Authors: Giuseppe Spampinato, Salvatore Curti, Ivana Guarneri, Arcangelo Bruna

Abstract:

This document describes an advanced system and methodology for Cross Traffic Alert (CTA), able to detect vehicles that move into the vehicle driving path from the left or right side. The camera is supposed to be not only on a vehicle still, e.g. at a traffic light or at an intersection, but also moving slowly, e.g. in a car park. In all of the aforementioned conditions, a driver’s short loss of concentration or distraction can easily lead to a serious accident. A valid support to avoid these kinds of car crashes is represented by the proposed system. It is an extension of our previous work, related to a clustering system, which only works on fixed cameras. Just a vanish point calculation and simple optical flow filtering, to eliminate motion vectors due to the car relative movement, is performed to let the system achieve high performances with different scenarios, cameras and resolutions. The proposed system just uses as input the optical flow, which is hardware implemented in the proposed platform and since the elaboration of the whole system is really speed and power consumption, it is inserted directly in the camera framework, allowing to execute all the processing in real-time.

Keywords: Clustering, cross traffic alert, optical flow, real time, vanishing point.

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Authors: Heejung Lee

Abstract:

In a highly competitive environment, it becomes more important to shorten the whole business process while delivering or even enhancing the business value to the customers and suppliers. Although the workflow management systems receive much attention for its capacity to practically support the business process enactment, the effective workflow modeling method remain still challenging and the high degree of process complexity makes it more difficult to gain the short lead time. This paper presents a workflow structuring method in a holistic way that can reduce the process complexity using activity-needs and formal concept analysis, which eventually enhances the key performance such as quality, delivery, and cost in business process.

Keywords: Workflow management, reengineering, formal concept analysis.

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Authors: Pearl Goswell, Jun Jo

Abstract:

Creating3D environments, including characters and cities, is a significantly time consuming process due to a large amount of workinvolved in designing and modelling.There have been a number of attempts to automatically generate 3D objects employing shape grammars. However it is still too early to apply the mechanism to real problems such as real-time computer games.The purpose of this research is to introduce a time efficient and cost effective method to automatically generatevarious 3D objects for real-time 3D games. This Shape grammar-based real-time City Generation (RCG) model is a conceptual model for generating 3Denvironments in real-time and can be applied to 3D gamesoranimations. The RCG system can generate even a large cityby applying fundamental principles of shape grammars to building elementsin various levels of detailin real-time.

Keywords: real-time city generation, shape grammars, 3D games, 3D modelling.

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Authors: Maqbool Hussain Sial, Maaida Hussain Hashmi, Sofia Anwar

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The present research was focused to investigate the role of investment in the course of economic growth with reference to Pakistan. The study analyzed the role of the public and private investment and impact of the political and macroeconomic uncertainty on economic growth of Pakistan by using the vector autoregressive approach (VAR). In long-run both public and private investment showed a positive impact on economic growth but the growth was largely driven by private investment as compared to public investment. Government consumption expenditure, economic uncertainty and political instability hampered the economic growth of Pakistan. In short-run the private investment positively influences the growth but there was negative and insignificant effect of the public investment and government consumption expenditure on the growth. There was a positive relationship found between economic uncertainty (proxy for inflation) and GDP in short run.

Keywords: Investment, Government Consumption, Growth, Co-integration, Pakistan.

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Authors: M. W. Siddiqi, M. Ilyas

Abstract:

Availability and mobilization of revenue is the main essential with which an economy is managed and run. While planning or while making the budgets nations set revenue targets to be achieved. But later when the accounts are closed the actual collections of revenue through taxes or even the non-tax revenue collection would invariably be different as compared to the initial estimates and targets set to be achieved. This revenue-gap distorts the whole system and the economy disturbing all the major macroeconomic indicators. This study is aimed to find out short and long term impact of revenue gap on budget deficit, debt burden and economic growth on the economy of Pakistan. For this purpose the study uses autoregressive distributed lag approach to cointegration and error correction mechanism on three different models for the period 1980 to 2009. The empirical results show that revenue gap has a short and long run relationship with economic growth and budget deficit. However, revenue gap has no impact on debt burden.

Keywords: Revenue Gap, Economic Growth, Budget Deficit, Debt Burden

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Authors: Israel Núñez-Hernández, Peter C. Breedveld, Paul B. T. Weustink, Gilberto Gonzalez-A

Abstract:

This paper presents the use of phasor bond graphs to obtain the steady-state behavior of a synchronous generator. The phasor bond graph elements are built using 2D multibonds, which represent the real and imaginary part of the phasor. The dynamic bond graph model of a salient-pole synchronous generator is showed, and verified viz. a sudden short-circuit test. The reduction of the dynamic model into a phasor representation is described. The previous test is executed on the phasor bond graph model, and its steady-state values are compared with the dynamic response. Besides, the widely used power (torque)-angle curves are obtained by means of the phasor bond graph model, to test the usefulness of this model.

Keywords: Bond graphs, complex power, phasors, synchronous generator, short-circuit, open-circuit, power-angle curve.

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Authors: Ayman A. El-Saleh, Mahamod Ismail, Mohd. A. M. Ali, Ahmed N. H. Alnuaimy

Abstract:

The dynamic spectrum allocation solutions such as cognitive radio networks have been proposed as a key technology to exploit the frequency segments that are spectrally underutilized. Cognitive radio users work as secondary users who need to constantly and rapidly sense the presence of primary users or licensees to utilize their frequency bands if they are inactive. Short sensing cycles should be run by the secondary users to achieve higher throughput rates as well as to provide low level of interference to the primary users by immediately vacating their channels once they have been detected. In this paper, the throughput-sensing time relationship in local and cooperative spectrum sensing has been investigated under two distinct scenarios, namely, constant primary user protection (CPUP) and constant secondary user spectrum usability (CSUSU) scenarios. The simulation results show that the design of sensing slot duration is very critical and depends on the number of cooperating users under CPUP scenario whereas under CSUSU, cooperating more users has no effect if the sensing time used exceeds 5% of the total frame duration.

Keywords: Capacity, cognitive radio, optimization, spectrumsensing.

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Authors: S. V. Yendiyarov

Abstract:

Pattern discovery from time series is of fundamental importance. Particularly, when information about the structure of a pattern is not complete, an algorithm to discover specific patterns or shapes automatically from the time series data is necessary. The dynamic time warping is a technique that allows local flexibility in aligning time series. Because of this, it is widely used in many fields such as science, medicine, industry, finance and others. However, a major problem of the dynamic time warping is that it is not able to work with structural changes of a pattern. This problem arises when the structure is influenced by noise, which is a common thing in practice for almost every application. This paper addresses this problem by means of developing a novel technique called adaptive dynamic time warping.

Keywords: Pattern recognition, optimal control, quadratic programming, dynamic programming, dynamic time warping, sintering control.

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Authors: K. Mahmoud, T. Shalahmetova, B. Umbayev, Sh. Deraz

Abstract:

Biochemical investigations were carried out to assess the effect of different exposure regimes of Kazakhstan crude oil (KCO) on hepatic antioxidant defense system in albino rats. Contaminants were delivered under two different dosing regimes, with all treatments receiving the same total contaminant load by the end of the exposure period. Rats in regime A injected with KCO once at a dose of 6 ml/kg bw while in regime B injected multiply at a dose of 1.5 ml/kg bw on day 1, 3, 5 and 8. Antioxidant biomarkers were measured in hepatic tissue after 1, 3, 5 and 8 days. Significant induction was observed in serum aminotransferases (ALT, AST) (p<0.01) and hepatic Glutathione-S-transferase (GST) (p<0.05) in the two exposure regimes, with the majority of significant induction occurring in regime A. Superoxide dismutase (SOD) increased 1-d after injection (p<0.01) but the increase was reduced time dependently thereafter while after 8-d induced again (p<0.01). Malondialdehyde (MDA) significantly induced after 3 and 5-d (p<0.05) in regime A while in regime B was not changed significantly (p>0.05) at short time after exposure. However, there was significant increase after 8-d (p<0.01). Histological examination indicates that crude oil induced pathologic changes from inflammatory cells infiltration to hemorrhage and necrosis of hepatocytes. Acute exposure to crude oil adversely affect hepatic cell so human must avoid such exposure.

Keywords: Kazakhstan crude oil, Antioxidant biomarkers, Histological examination, Dose regime, Rats

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Authors: Tomohiro Hachino, Hitoshi Takata, Seiji Fukushima, Yasutaka Igarashi

Abstract:

This paper presents a Gaussian process model-based short-term electric load forecasting. The Gaussian process model is a nonparametric model and the output of the model has Gaussian distribution with mean and variance. The multiple Gaussian process models as every hour ahead predictors are used to forecast future electric load demands up to 24 hours ahead in accordance with the direct forecasting approach. The separable least-squares approach that combines the linear least-squares method and genetic algorithm is applied to train these Gaussian process models. Simulation results are shown to demonstrate the effectiveness of the proposed electric load forecasting.

Keywords: Direct method, electric load forecasting, Gaussian process model, genetic algorithm, separable least-squares method.

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Authors: Moorthi S., Meganathan D., Janarthanan D., Praveen Kumar P., J. Raja paul perinbam

Abstract:

An efficient architecture for low jitter All Digital Phase Locked Loop (ADPLL) suitable for high speed SoC applications is presented in this paper. The ADPLL is designed using standard cells and described by Hardware Description Language (HDL). The ADPLL implemented in a 90 nm CMOS process can operate from 10 to 200 MHz and achieve worst case frequency acquisition in 14 reference clock cycles. The simulation result shows that PLL has cycle to cycle jitter of 164 ps and period jitter of 100 ps at 100MHz. Since the digitally controlled oscillator (DCO) can achieve both high resolution and wide frequency range, it can meet the demands of system-level integration. The proposed ADPLL can easily be ported to different processes in a short time. Thus, it can reduce the design time and design complexity of the ADPLL, making it very suitable for System-on-Chip (SoC) applications.

Keywords: All Digital Phase Locked Loop (ADPLL), Systemon-Chip (SoC), Phase Locked Loop (PLL), Very High speedIntegrated Circuit (VHSIC) Hardware Description Language(VHDL), Digitally Controlled Oscillator (DCO), Phase frequencydetector (PFD) and Voltage Controlled Oscillator (VCO).

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Authors: M. Capocelli, A. Caputo, M. De Falco, D. Mazzei, V. Piemonte

Abstract:

This paper presents the experimental results and the related modeling of a thermal energy storage (TES) facility, ideated and realized by ENEA and realizing the thermocline with an innovative geometry. Firstly, the thermal energy exchange model of an equivalent shell & tube heat exchanger is described and tested to reproduce the performance of the spiral exchanger installed in the TES. Through the regression of the experimental data, a first-order thermocline model was also validated to provide an analytical function of the thermocline, useful for the performance evaluation and the comparison with other systems and implementation in simulations of integrated systems (e.g. power plants). The experimental data obtained from the plant start-up and the short-cut modeling of the system can be useful for the process analysis, for the scale-up of the thermal storage system and to investigate the feasibility of its implementation in actual case-studies.

Keywords: Thermocline, modelling, heat exchange, spiral, shell, tube.

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Authors: Hani Baek, Gwang Min Sun, Chansun Shin, Sung Ho Ahn

Abstract:

Fast neutron irradiation using nuclear reactors is an effective method to improve switching loss and short circuit durability of power semiconductor (insulated gate bipolar transistors (IGBT) and insulated gate transistors (IGT), etc.). However, not only fast neutrons but also thermal neutrons, epithermal neutrons and gamma exist in the nuclear reactor. And the electrical properties of the IGBT may be deteriorated by the irradiation of gamma. Gamma irradiation damages are known to be caused by Total Ionizing Dose (TID) effect and Single Event Effect (SEE), Displacement Damage. Especially, the TID effect deteriorated the electrical properties such as leakage current and threshold voltage of a power semiconductor. This work can confirm the effect of the gamma irradiation on the electrical properties of 600 V NPT-IGBT. Irradiation of gamma forms lattice defects in the gate oxide and Si-SiO₂ interface of the IGBT. It was confirmed that this lattice defect acts on the center of the trap and affects the threshold voltage, thereby negatively shifted the threshold voltage according to TID. In addition to the change in the carrier mobility, the conductivity modulation decreases in the n-drift region, indicating a negative influence that the forward voltage drop decreases. The turn-off delay time of the device before irradiation was 212 ns. Those of 2.5, 10, 30, 70 and 100 kRad(Si) were 225, 258, 311, 328, and 350 ns, respectively. The gamma irradiation increased the turn-off delay time of the IGBT by approximately 65%, and the switching characteristics deteriorated.

Keywords: NPT-IGBT, gamma irradiation, switching, turn-off delay time, recombination, trap center.

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Authors: Tatyana R. Radeva, Ivan S. Yatchev, Dimitar N. Karastoyanov, Nikolay I. Stoimenov, Stanislav D. Gyoshev

Abstract:

The paper presents coupled electromagnetic and thermal field analysis of busbar system (of rectangular cross-section geometry) submitted to short circuit conditions. The laboratory model was validated against both analytical solution and experimental observations. The considered problem required the computation of the detailed distribution of the power losses and the heat transfer modes. In this electromagnetic and thermal analysis, different definitions of electric busbar heating were considered and compared. The busbar system is a three phase one and consists of aluminum, painted aluminum and copper busbar. The solution to the coupled field problem is obtained using the finite element method and the QuickField™ program. Experiments have been carried out using two different approaches and compared with computed results.

Keywords: Busbar system, coupled problems, finite element method, short-circuit currents.

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Authors: F. Lazzeri, I. Reiter

Abstract:

Energy production optimization has been traditionally very important for utilities in order to improve resource consumption. However, load forecasting is a challenging task, as there are a large number of relevant variables that must be considered, and several strategies have been used to deal with this complex problem. This is especially true also in microgrids where many elements have to adjust their performance depending on the future generation and consumption conditions. The goal of this paper is to present a solution for short-term load forecasting in microgrids, based on three machine learning experiments developed in R and web services built and deployed with different components of Cortana Intelligence Suite: Azure Machine Learning, a fully managed cloud service that enables to easily build, deploy, and share predictive analytics solutions; SQL database, a Microsoft database service for app developers; and PowerBI, a suite of business analytics tools to analyze data and share insights. Our results show that Boosted Decision Tree and Fast Forest Quantile regression methods can be very useful to predict hourly short-term consumption in microgrids; moreover, we found that for these types of forecasting models, weather data (temperature, wind, humidity and dew point) can play a crucial role in improving the accuracy of the forecasting solution. Data cleaning and feature engineering methods performed in R and different types of machine learning algorithms (Boosted Decision Tree, Fast Forest Quantile and ARIMA) will be presented, and results and performance metrics discussed.

Keywords: Time-series, features engineering methods for forecasting, energy demand forecasting, Azure machine learning.

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Authors: Zahra Ramezanpanah, Joachim Carvallo, Aurelien Rodriguez

Abstract:

This paper aims to detect anomalies in streaming data using machine learning algorithms. In this regard, we designed two separate pipelines and evaluated the effectiveness of each separately. The first pipeline, based on supervised machine learning methods, consists of two phases. In the first phase, we trained several supervised models using the UNSW-NB15 data set. We measured the efficiency of each using different performance metrics and selected the best model for the second phase. At the beginning of the second phase, we first, using Argus Server, sniffed a local area network. Several types of attacks were simulated and then sent the sniffed data to a running algorithm at short intervals. This algorithm can display the results of each packet of received data in real-time using the trained model. The second pipeline presented in this paper is based on unsupervised algorithms, in which a Temporal Graph Network (TGN) is used to monitor a local network. The TGN is trained to predict the probability of future states of the network based on its past behavior. Our contribution in this section is introducing an indicator to identify anomalies from these predicted probabilities.

Keywords: Cyber-security, Intrusion Detection Systems, Temporal Graph Network, Anomaly Detection.

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Authors: Ayaz Keerio, Bhargav Kumar Mitra, Philip Birch, Rupert Young, Chris Chatwin

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Preprocessing of speech signals is considered a crucial step in the development of a robust and efficient speech or speaker recognition system. In this paper, we present some popular statistical outlier-detection based strategies to segregate the silence/unvoiced part of the speech signal from the voiced portion. The proposed methods are based on the utilization of the 3 σ edit rule, and the Hampel Identifier which are compared with the conventional techniques: (i) short-time energy (STE) based methods, and (ii) distribution based methods. The results obtained after applying the proposed strategies on some test voice signals are encouraging.

Keywords: STE based methods, Mahalanobis distance, 3 edit σ rule, Hampel Identifier.

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Authors: Amit Kumar Meena, Joydip Dhar

Abstract:

This paper is focused on the analysis and comparison of liquidity ratios and asset liability management practices in top three banks from public, private and foreign sector in India. The analysis is based upon the liquidity ratios calculation and the determination of maturity gap profiles for the banks under study. The paper also compares these banks maturity gap profiles with their corresponding group’s maturity gap profiles. This paper identifies the interest rate sensitivity of the balance sheet items of these banks to determine the gap between rate sensitive assets and rate sensitive liabilities. The results of this study suggest that overall banks in India have very good short term liquidity position and all banks are financing their short term liabilities by their long term assets.

Keywords: ALM, Liquidity ratios, Rate sensitive Assets, Rate Sensitive Liabilities.

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