Search results for: average time to signal

Authors: Liming Zhang

Abstract:

In this paper, a new adaptive Fourier decomposition (AFD) based time-frequency speech analysis approach is proposed. Given the fact that the fundamental frequency of speech signals often undergo fluctuation, the classical short-time Fourier transform (STFT) based spectrogram analysis suffers from the difficulty of window size selection. AFD is a newly developed signal decomposition theory. It is designed to deal with time-varying non-stationary signals. Its outstanding characteristic is to provide instantaneous frequency for each decomposed component, so the time-frequency analysis becomes easier. Experiments are conducted based on the sample sentence in TIMIT Acoustic-Phonetic Continuous Speech Corpus. The results show that the AFD based time-frequency distribution outperforms the STFT based one.

Keywords: Adaptive fourier decomposition, instantaneous frequency, speech analysis, time-frequency distribution.

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Authors: Pierre Kenfack

Abstract:

In this paper we present a contribution for the modelling and control of the inverter voltage of a permanent magnet linear generator with multi air-gap structure. The time domain control method is based on instant comparison of reference signals, in the form of current or voltage, with actual or measured signals. The reference current or voltage must be kept close to the actual signal with a reasonable tolerance. In this work, the time domain control method is used to control tracking signals. The performance evaluation concerns the continuation of reference signal. Simulations validate very well the tracking of reference variables (current, voltage) by measured or actual signals. All is simulated and presented under PSIM Software to show the performance and robustness of the proposed controller.

Keywords: Control, permanent magnet, linear machine, multi air-gap structure.

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Authors: Sudipta Majumdar

Abstract:

This paper presents a method for identification of a linear time invariant (LTI) autonomous all pole system using singular value decomposition. The novelty of this paper is two fold: First, MUSIC algorithm for estimating complex frequencies from real measurements is proposed. Secondly, using the proposed algorithm, we can identify the coefficients of differential equation that determines the LTI system by switching off our input signal. For this purpose, we need only to switch off the input, apply our complex MUSIC algorithm and determine the coefficients as symmetric polynomials in the complex frequencies. This method can be applied to unstable system and has higher resolution as compared to time series solution when, noisy data are used. The classical performance bound, Cramer Rao bound (CRB), has been used as a basis for performance comparison of the proposed method for multiple poles estimation in noisy exponential signal.

Keywords: MUSIC algorithm, Cramer Rao bound, frequency estimation.

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Authors: Wisam F. Al-Azzo, Borhanuddin Mohd. Ali

Abstract:

This paper addresses the problem of peak-to-average power ratio (PAPR) in orthogonal frequency division multiplexing (OFDM) systems. It also introduces a new PAPR reduction technique based on adaptive square-rooting (SQRT) companding process. The SQRT process of the proposed technique changes the statistical characteristics of the OFDM output signals from Rayleigh distribution to Gaussian-like distribution. This change in statistical distribution results changes of both the peak and average power values of OFDM signals, and consequently reduces significantly the PAPR. For the 64QAM OFDM system using 512 subcarriers, up to 6 dB reduction in PAPR was achieved by square-rooting technique with fixed degradation in bit error rate (BER) equal to 3 dB. However, the PAPR is reduced at the expense of only -15 dB out-ofband spectral shoulder re-growth below the in-band signal level. The proposed adaptive SQRT technique is superior in terms of BER performance than the original, non-adaptive, square-rooting technique when the required reduction in PAPR is no more than 5 dB. Also, it provides fixed amount of PAPR reduction in which it is not available in the original SQRT technique.

Keywords: complementary cumulative distribution function(CCDF), OFDM, peak-to-average power ratio (PAPR), adaptivesquare-rooting PAPR reduction technique.

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Authors: K. Diwakar, K. Aanandha Saravanan, C. Senthilpari

Abstract:

Higher order ΔΣ Modulator (DSM) is basically an unstable system. The approximate conditions for stability cannot be used for the design of a DSM for industrial applications where risk is involved. The existing second order, single stage, single bit, unity feedback gain , discrete DSM cannot be used for the normalized full range (-1 to +1) of an input signal since the DSM becomes unstable when the input signal is above ±0.55. The stability is also not guaranteed for input signals of amplitude less than ±0.55. In the present paper, the above mentioned second order DSM is modified with input signal dependent forward path gain. The proposed DSM is suitable for industrial applications where one needs the digital representation of the analog input signal, during each sampling period. The proposed DSM can operate almost for the full range of input signals (-0.95 to +0.95) without causing instability, assuming that the second integrator output should not exceed the circuit supply voltage, ±15 Volts.

Keywords: DSM, stability, SNR, state variables.

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Authors: H K Lakshminarayana, J S Bhat, H M Mahesh

Abstract:

A new estimator for evolutionary spectrum (ES) based on short time Fourier transform (STFT) and modified group delay function (MGDF) by signal decomposition (SD) is proposed. The STFT due to its built-in averaging, suppresses the cross terms and the MGDF preserves the frequency resolution of the rectangular window with the reduction in the Gibbs ripple. The present work overcomes the magnitude distortion observed in multi-component non-stationary signals with STFT and MGDF estimation of ES using SD. The SD is achieved either through discrete cosine transform based harmonic wavelet transform (DCTHWT) or perfect reconstruction filter banks (PRFB). The MGDF also improves the signal to noise ratio by removing associated noise. The performance of the present method is illustrated for cross chirp and frequency shift keying (FSK) signals, which indicates that its performance is better than STFT-MGDF (STFT-GD) alone. Further its noise immunity is better than STFT. The SD based methods, however cannot bring out the frequency transition path from band to band clearly, as there will be gap in the contour plot at the transition. The PRFB based STFT-SD shows good performance than DCTHWT decomposition method for STFT-GD.

Keywords: Evolutionary Spectrum, Modified Group Delay, Discrete Cosine Transform, Harmonic Wavelet Transform, Perfect Reconstruction Filter Banks, Short Time Fourier Transform.

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Authors: Subal Kar, Madhuja Ghosh, Soumik Das, Antara Saha

Abstract:

A novel technique has been developed to generate ultra-stable millimeter-wave signal by optical heterodyning of the output from two slave laser (SL) sources injection-locked to the sidebands of a frequency modulated (FM) master laser (ML). Precise thermal tuning of the SL sources is required to lock the particular slave laser frequency to the desired FM sidebands of the ML. The output signals from the injection-locked SL when coherently heterodyned in a fast response photo detector like high electron mobility transistor (HEMT), extremely stable millimeter-wave signal having very narrow line width can be generated. The scheme may also be used to generate ultra-stable sub-millimeter-wave/terahertz signal.

Keywords: FM sideband injection locking, Master-Slave injection locking, Millimetre-wave signal generation and Optical heterodyning.

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Authors: V. R. Asghari, M. Ardebilipour

Abstract:

In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.

Keywords: Code estimation, genetic algorithms, spread spectrum.

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Authors: Mohamed I. Mahmoud, Moawad I. M. Dessouky, Salah Deyab, Fatma H. Elfouly

Abstract:

Recently, the Field Programmable Gate Array (FPGA) technology offers the potential of designing high performance systems at low cost. The discrete wavelet transform has gained the reputation of being a very effective signal analysis tool for many practical applications. However, due to its computation-intensive nature, current implementation of the transform falls short of meeting real-time processing requirements of most application. The objectives of this paper are implement the Haar and Daubechies wavelets using FPGA technology. In addition, the comparison between the Haar and Daubechies wavelets is investigated. The Bit Error Rat (BER) between the input audio signal and the reconstructed output signal for each wavelet is calculated. It is seen that the BER using Daubechies wavelet techniques is less than Haar wavelet. The design procedure has been explained and designed using the stat-of-art Electronic Design Automation (EDA) tools for system design on FPGA. Simulation, synthesis and implementation on the FPGA target technology has been carried out.

Keywords: Daubechies wavelet, discrete wavelet transform, Haar wavelet, Xilinx FPGA.

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Authors: Nor Asrina Binti Ramlee

Abstract:

Voltage sag, voltage swell, high-frequency noise and voltage transients are kinds of disturbances in power quality. They are also known as power quality events. Equipment used in the industry nowadays has become more sensitive to these events with the increasing complexity of equipment. This leads to the importance of distributing clean power quality to the consumer. To provide better service, the best analysis on power quality is very vital. Thus, this paper presents the events detection focusing on voltage sag and swell. The method is developed by applying time domain signal analysis using wavelet transform approach in MATLAB. Four types of mother wavelet namely Haar, Dmey, Daubechies, and Symlet are used to detect the events. This project analyzed real interrupted signal obtained from 22 kV transmission line in Skudai, Johor Bahru, Malaysia. The signals will be decomposed through the wavelet mothers. The best mother is the one that is capable to detect the time location of the event accurately.

Keywords: Power quality, voltage sag, voltage swell, wavelet transform.

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Authors: Michael Schukat

Abstract:

Electromagnetic flowmeters with DC excitation are used for a wide range of fluid measurement tasks, but are rarely found in dosing applications with short measurement cycles due to the achievable accuracy. This paper will identify a number of factors that influence the accuracy of this sensor type when used for short-term measurements. Based on these results a new signal-processing algorithm will be described that overcomes the identified problems to some extend. This new method allows principally a higher accuracy of electromagnetic flowmeters with DC excitation than traditional methods.

Keywords: Electromagnetic Flowmeter, Kalman Filter, ShortMeasurement Cycles, Signal Estimation

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Authors: Ching-Sheng Wang, Xin-Mao Huang, Ming-Yu Hung

Abstract:

In this paper, we present a method named Signal Level Matrix (SLM) which can improve the accuracy and stability of active RFID indoor positioning system. Considering the accuracy and cost, we use uniform distribution mode to set up and separate the overlapped signal covering areas, in order to achieve preliminary location setting. Then, based on the proposed SLM concept and the characteristic of the signal strength value that attenuates as the distance increases, this system cross-examines the distribution of adjacent signals to locate the users more accurately. The experimental results indicate that the adaptive positioning method proposed in this paper could improve the accuracy and stability of the positioning system effectively and satisfyingly.

Keywords: RFID positioning, localization, indoor, location-aware.

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Authors: M. Ketcham, S. Vongpradhip

Abstract:

In this paper, an innovative watermarking scheme for audio signal based on genetic algorithms (GA) in the discrete wavelet transforms is proposed. It is robust against watermarking attacks, which are commonly employed in literature. In addition, the watermarked image quality is also considered. We employ GA for the optimal localization and intensity of watermark. The watermark detection process can be performed without using the original audio signal. The experimental results demonstrate that watermark is inaudible and robust to many digital signal processing, such as cropping, low pass filter, additive noise.

Keywords: Intelligent Audio Watermarking, GeneticAlgorithm, DWT Domain.

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Authors: Samira Vafaye Eslahi

Abstract:

BCI (Brain Computer Interface) is a communication machine that translates brain massages to computer commands. These machines with the help of computer programs can recognize the tasks that are imagined. Feature extraction is an important stage of the process in EEG classification that can effect in accuracy and the computation time of processing the signals. In this study we process the signal in three steps of active segment selection, fractal feature extraction, and classification. One of the great challenges in BCI applications is to improve classification accuracy and computation time together. In this paper, we have used student’s 2D sample t-statistics on continuous wavelet transforms for active segment selection to reduce the computation time. In the next level, the features are extracted from some famous fractal dimension estimation of the signal. These fractal features are Katz and Higuchi. In the classification stage we used ANFIS (Adaptive Neuro-Fuzzy Inference System) classifier, FKNN (Fuzzy K-Nearest Neighbors), LDA (Linear Discriminate Analysis), and SVM (Support Vector Machines). We resulted that active segment selection method would reduce the computation time and Fractal dimension features with ANFIS analysis on selected active segments is the best among investigated methods in EEG classification.

Keywords: EEG, Student’s t- statistics, BCI, Fractal Features, ANFIS, FKNN.

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Authors: Gu Shan-Mao, He Feng-You, Ye Sheng-Wen, Ma Zhi-Xun

Abstract:

The application of a high frequency signal injection method as speed and position observer in PMSM drives has been a research focus. At present, the precision of this method is nearly good as that of ten-bit encoder. But there are some questions for estimating position polarity. Based on high frequency signal injection, this paper presents a method to compensate position polarity for permanent magnet synchronous motor (PMSM). Experiments were performed to test the effectiveness of the proposed algorithm and results present the good performance.

Keywords: permanent magnet synchronous motor, sensorless, high-frequency signal injection, magnetic pole position.

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Authors: Ibtihel Nouira, Asma Ben Abdallah, Ibtissem Kouaja, Mohamed Hèdi Bedoui

Abstract:

The processing of the electrocardiogram (ECG) signal consists essentially in the detection of the characteristic points of signal which are an important tool in the diagnosis of heart diseases. The most suitable are the detection of R waves. In this paper, we present various mathematical tools used for filtering ECG using digital filtering and Discreet Wavelet Transform (DWT) filtering. In addition, this paper will include two main R peak detection methods by applying a windowing process: The first method is based on calculations derived, the second is a time-frequency method based on Dyadic Wavelet Transform DyWT.

Keywords: Derived calculation methods, Electrocardiogram, R peaks, Wavelet Transform.

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Authors: Fatma H. Elfouly, Mohamed I. Mahmoud, Moawad I. M. Dessouky, Salah Deyab

Abstract:

Recently, the Field Programmable Gate Array (FPGA) technology offers the potential of designing high performance systems at low cost. The discrete wavelet transform has gained the reputation of being a very effective signal analysis tool for many practical applications. However, due to its computation-intensive nature, current implementation of the transform falls short of meeting real-time processing requirements of most application. The objectives of this paper are implement the Haar and Daubechies wavelets using FPGA technology. In addition, the Bit Error Rate (BER) between the input audio signal and the reconstructed output signal for each wavelet is calculated. From the BER, it is seen that the implementations execute the operation of the wavelet transform correctly and satisfying the perfect reconstruction conditions. The design procedure has been explained and designed using the stat-ofart Electronic Design Automation (EDA) tools for system design on FPGA. Simulation, synthesis and implementation on the FPGA target technology has been carried out.

Keywords: Daubechies wavelet, discrete wavelet transform, Haar wavelet, Xilinx FPGA.

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Authors: Chun-Cheng Lin

Abstract:

Noise level has critical effects on the diagnostic performance of signal-averaged electrocardiogram (SAECG), because the true starting and end points of QRS complex would be masked by the residual noise and sensitive to the noise level. Several studies and commercial machines have used a fixed number of heart beats (typically between 200 to 600 beats) or set a predefined noise level (typically between 0.3 to 1.0 μV) in each X, Y and Z lead to perform SAECG analysis. However different criteria or methods used to perform SAECG would cause the discrepancies of the noise levels among study subjects. According to the recommendations of 1991 ESC, AHA and ACC Task Force Consensus Document for the use of SAECG, the determinations of onset and offset are related closely to the mean and standard deviation of noise sample. Hence this study would try to perform SAECG using consistent root-mean-square (RMS) noise levels among study subjects and analyze the noise level effects on SAECG. This study would also evaluate the differences between normal subjects and chronic renal failure (CRF) patients in the time-domain SAECG parameters. The study subjects were composed of 50 normal Taiwanese and 20 CRF patients. During the signal-averaged processing, different RMS noise levels were adjusted to evaluate their effects on three time domain parameters (1) filtered total QRS duration (fQRSD), (2) RMS voltage of the last QRS 40 ms (RMS40), and (3) duration of the low amplitude signals below 40 μV (LAS40). The study results demonstrated that the reduction of RMS noise level can increase fQRSD and LAS40 and decrease the RMS40, and can further increase the differences of fQRSD and RMS40 between normal subjects and CRF patients. The SAECG may also become abnormal due to the reduction of RMS noise level. In conclusion, it is essential to establish diagnostic criteria of SAECG using consistent RMS noise levels for the reduction of the noise level effects.

Keywords: Signal-averaged electrocardiogram, Ventricular latepotentials, Chronic renal failure, Noise level effects.

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Authors: Long Jye Sheu, Horng-Shing Chiou, Wei Ching Chen

Abstract:

We propose a new perspective on speech communication using blind source separation. The original speech is mixed with key signals which consist of the mixing matrix, chaotic signals and a random noise. However, parts of the keys (the mixing matrix and the random noise) are not necessary in decryption. In practice implement, one can encrypt the speech by changing the noise signal every time. Hence, the present scheme obtains the advantages of a One Time Pad encryption while avoiding its drawbacks in key exchange. It is demonstrated that the proposed scheme is immune against traditional attacks.

Keywords: one time pad, blind source separation, independentcomponent analysis, speech encryption.

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Authors: Ramesh Rajagopalan, Adam Dahlstrom

Abstract:

Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and powerline interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz powerline interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of infinite impulse response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.

Keywords: Notch filter, ECG, transient, pole radius.

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Authors: Truong Quang Dang Khoa, Masahiro Nakagawa

Abstract:

Brain Computer Interface (BCI) has been recently increased in research. Functional Near Infrared Spectroscope (fNIRs) is one the latest technologies which utilize light in the near-infrared range to determine brain activities. Because near infrared technology allows design of safe, portable, wearable, non-invasive and wireless qualities monitoring systems, fNIRs monitoring of brain hemodynamics can be value in helping to understand brain tasks. In this paper, we present results of fNIRs signal analysis indicating that there exist distinct patterns of hemodynamic responses which recognize brain tasks toward developing a BCI. We applied two different mathematics tools separately, Wavelets analysis for preprocessing as signal filters and feature extractions and Neural networks for cognition brain tasks as a classification module. We also discuss and compare with other methods while our proposals perform better with an average accuracy of 99.9% for classification.

Keywords: functional near infrared spectroscope (fNIRs), braincomputer interface (BCI), wavelets, neural networks, brain activity, neuroimaging.

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Authors: Saeed Mian Qaisar, Laurent Fesquet, Marc Renaudin

Abstract:

Mostly the systems are dealing with time varying signals. The Power efficiency can be achieved by adapting the system activity according to the input signal variations. In this context an adaptive rate filtering technique, based on the level crossing sampling is devised. It adapts the sampling frequency and the filter order by following the input signal local variations. Thus, it correlates the processing activity with the signal variations. Interpolation is required in the proposed technique. A drastic reduction in the interpolation error is achieved by employing the symmetry during the interpolation process. Processing error of the proposed technique is calculated. The computational complexity of the proposed filtering technique is deduced and compared to the classical one. Results promise a significant gain of the computational efficiency and hence of the power consumption.

Keywords: Level Crossing Sampling, Activity Selection, Rate Filtering, Computational Complexity, Interpolation Error.

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Authors: Fu-Hsuan Huang, Po-Jung Yuan, Kang-Ping Lin, Hen-Hong Chang, Cheng-Lun Tsai

Abstract:

Photoplethysmography is a simple measurement of the variation in blood volume in tissue. It detects the pulse signal of heart beat as well as the low frequency signal of vasoconstriction and vasodilation. The transmission type measurement is limited to only a few specific positions for example the index finger that have a short path length for light. The reflectance type measurement can be conveniently applied on most parts of the body surface. This study analyzed the factors that determine the quality of reflectance photoplethysmograph signal including the emitter-detector distance, wavelength, light intensity, and optical properties of skin tissue. Light emitting diodes (LEDs) with four different visible wavelengths were used as the light emitters. A phototransistor was used as the light detector. A micro translation stage adjusts the emitter-detector distance from 2 mm to 15 mm. The reflective photoplethysmograph signals were measured on different sites. The optimal emitter-detector distance was chosen to have a large dynamic range for low frequency drifting without signal saturation and a high perfusion index. Among these four wavelengths, a yellowish green (571nm) light with a proper emitter-detection distance of 2mm is the most suitable for obtaining a steady and reliable reflectance photoplethysmograph signal

Keywords: Reflectance photoplethysmograph, Perfusion index, Signal-to-noise ratio

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Authors: Yeon-Jea Cho, Sang-Uk Park, Won-Chul Choi, Dong-Jo Park

Abstract:

This paper proposes a smart design strategy for a sequential detector to reliably detect the primary user-s signal, especially in fast fading environments. We study the computation of the log-likelihood ratio for coping with a fast changing received signal and noise sample variances, which are considered random variables. First, we analyze the detectability of the conventional generalized log-likelihood ratio (GLLR) scheme when considering fast changing statistics of unknown parameters caused by fast fading effects. Secondly, we propose an efficient sensing algorithm for performing the sequential probability ratio test in a robust and efficient manner when the channel statistics are unknown. Finally, the proposed scheme is compared to the conventional method with simulation results with respect to the average number of samples required to reach a detection decision.

Keywords: Cognitive radio, fast fading, sequential detection, spectrum sensing.

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Authors: Fuad Noman, Sh-Hussain Salleh, Chee-Ming Ting, Hadri Hussain, Syed Rasul

Abstract:

In this paper, a data-driven dictionary approach is proposed for the automatic detection and classification of cardiovascular abnormalities. Electrocardiography (ECG) signal is represented by the trained complete dictionaries that contain prototypes or atoms to avoid the limitations of pre-defined dictionaries. The data-driven trained dictionaries simply take the ECG signal as input rather than extracting features to study the set of parameters that yield the most descriptive dictionary. The approach inherently learns the complicated morphological changes in ECG waveform, which is then used to improve the classification. The classification performance was evaluated with ECG data under two different preprocessing environments. In the first category, QT-database is baseline drift corrected with notch filter and it filters the 60 Hz power line noise. In the second category, the data are further filtered using fast moving average smoother. The experimental results on QT database confirm that our proposed algorithm shows a classification accuracy of 92%.

Keywords: Electrocardiogram, dictionary learning, sparse coding, classification.

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Authors: R. Hanuma Naik, D. V. Ashok Kumar, K. S. R. Anjaneyulu

Abstract:

Several of the practical industrial control processes are multivariable processes. Due to the relation amid the variables (interaction), delay in the loops, it is very intricate to design a controller directly for these processes. So first, the interaction of the variables is analyzed using Relative Normalized Gain Array (RNGA), which considers the time constant, static gain and delay time of the processes. Based on the effect of RNGA, relative gain array (RGA) and NI, the pair (control configuration) of variables to be controlled by decentralized control is selected. The equivalent transfer function (ETF) of the process model is estimated as first order process with delay using the corresponding elements in the Relative gain array and Relative average residence time array (RARTA) of the processes. Secondly, a decentralized Proportional- Integral (PI) controller is designed for each ETF simply using frequency response specifications. Finally, the performance and robustness of the algorithm is comparing with existing related approaches to validate the effectiveness of the projected algorithm.

Keywords: Decentralized control, interaction, Multivariable processes, relative normalized gain array, relative average residence time array, steady state gain.

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Authors: Amer Dawoud, Rashid Mia, Arati Biswakarma, Jesy Motchaalangaram, Wujan Miao, Karl Wallace

Abstract:

The development of an embedded miniaturized drone-based system for remote detection of Chemical Warfare Agents (CWAs) is proposed. The paper focuses on the software/hardware system design of the electrochemical Cyclic Voltammetry (CV) and Differential Pulse Voltammetry (DPV) signal processing for future deployment on drones. The paper summarizes the progress made towards hardware and electrochemical signal processing for signature detection of CWA. Also, the miniature potentiostat signal is validated by comparing it with the high-end lab potentiostat signal.

Keywords: Drone-based, remote detection chemical warfare agents, miniaturized, potentiostat.

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Authors: Z. Saidi, A.O. Boudraa, J.C. Cexus, S. Bourennane

Abstract:

In this paper, a new time-delay estimation technique based on the cross IB-energy operator [5] is introduced. This quadratic energy detector measures how much a signal is present in another one. The location of the peak of the energy operator, corresponding to the maximum of interaction between the two signals, is the estimate of the delay. The method is a fully data-driven approach. The discrete version of the continuous-time form of the cross IBenergy operator, for its implementation, is presented. The effectiveness of the proposed method is demonstrated on real underwater acoustic signals arriving from targets and the results compared to the cross-correlation method.

Keywords: Teager-Kaiser energy operator, Cross-energyoperator, Time-Delay, Underwater acoustic signals.

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Authors: Fenglong Guo, Dingcheng Wang

Abstract:

This paper studies ruin probabilities in two discrete-time risk models with premiums, claims and rates of interest modelled by three autoregressive moving average processes. Generalized Lundberg inequalities for ruin probabilities are derived by using recursive technique. A numerical example is given to illustrate the applications of these probability inequalities.

Keywords: Lundberg inequality, NWUC, Renewal recursive technique, Ruin probability

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Authors: Fl. Loury, P. Sablonière, C. Lamoureux, G. Magnier, Th. Gutierrez

Abstract:

A method is proposed to extract faithful representative patterns from data set of observations when they are suffering from non-negligible fluctuations. Supposing time interval between measurements to be extremely small compared to observation time, it consists in defining first a subset of intermediate time intervals characterizing coherent behavior. Data projection on these intervals gives a set of curves out of which an ideally “perfect” one is constructed by taking the sup limit of them. Then comparison with average real curve in corresponding interval gives an efficiency parameter expressing the degradation consecutive to fluctuation effect. The method is applied to sunlight data collected in a specific place, where ideal sunlight is the one resulting from direct exposure at location latitude over the year, and efficiency is resulting from action of meteorological parameters, mainly cloudiness, at different periods of the year. The extracted information already gives interesting element of decision, before being used for analysis of plant control.

Keywords: Base Input Reconstruction, Data Mining, Efficiency Factor, Information Pattern Operator.

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