Search results for: proximity measure method
8720 Undecimated Wavelet Transform Based Contrast Enhancement
Authors: Numan Unaldi, Samil Temel, Süleyman Demirci
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A novel undecimated wavelet transform based contrast enhancement algorithmis proposed to for both gray scale andcolor images. Contrast enhancement is realized by tuning the magnitude of approximation coefficients at each level with respect to the approximation coefficients of one higher level during the inverse transform phase in a center/surround enhancement sense.The performance of the proposed algorithm is evaluated using a statistical visual contrast measure (VCM). Experimental results on the proposed algorithm show improvement in terms of the VCM.
Keywords: Image enhancement, local contrast enhancement, visual contrast measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27468719 A 3D Approach for Extraction of the Coronaryartery and Quantification of the Stenosis
Authors: Mahdi Mazinani, S. D. Qanadli, Rahil Hosseini, Tim Ellis, Jamshid Dehmeshki
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Segmentation and quantification of stenosis is an important task in assessing coronary artery disease. One of the main challenges is measuring the real diameter of curved vessels. Moreover, uncertainty in segmentation of different tissues in the narrow vessel is an important issue that affects accuracy. This paper proposes an algorithm to extract coronary arteries and measure the degree of stenosis. Markovian fuzzy clustering method is applied to model uncertainty arises from partial volume effect problem. The algorithm employs: segmentation, centreline extraction, estimation of orthogonal plane to centreline, measurement of the degree of stenosis. To evaluate the accuracy and reproducibility, the approach has been applied to a vascular phantom and the results are compared with real diameter. The results of 10 patient datasets have been visually judged by a qualified radiologist. The results reveal the superiority of the proposed method compared to the Conventional thresholding Method (CTM) on both datasets.Keywords: 3D coronary artery tree extraction, segmentation, quantification, fuzzy clustering, and Markov random field
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15828718 The Mutated Distance between Two Mixture Trees
Authors: Wan Chian Li, Justie Su-Tzu Juan, Yi-Chun Wang, Shu-Chuan Chen
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The evolutionary tree is an important topic in bioinformation. In 2006, Chen and Lindsay proposed a new method to build the mixture tree from DNA sequences. Mixture tree is a new type evolutionary tree, and it has two additional information besides the information of ordinary evolutionary tree. One of the information is time parameter, and the other is the set of mutated sites. In 2008, Lin and Juan proposed an algorithm to compute the distance between two mixture trees. Their algorithm computes the distance with only considering the time parameter between two mixture trees. In this paper, we proposes a method to measure the similarity of two mixture trees with considering the set of mutated sites and develops two algorithm to compute the distance between two mixture trees. The time complexity of these two proposed algorithms are O(n2 × max{h(T1), h(T2)}) and O(n2), respectively
Keywords: evolutionary tree, mixture tree, mutated site, distance.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14168717 Improving Similarity Search Using Clustered Data
Authors: Deokho Kim, Wonwoo Lee, Jaewoong Lee, Teresa Ng, Gun-Ill Lee, Jiwon Jeong
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This paper presents a method for improving object search accuracy using a deep learning model. A major limitation to provide accurate similarity with deep learning is the requirement of huge amount of data for training pairwise similarity scores (metrics), which is impractical to collect. Thus, similarity scores are usually trained with a relatively small dataset, which comes from a different domain, causing limited accuracy on measuring similarity. For this reason, this paper proposes a deep learning model that can be trained with a significantly small amount of data, a clustered data which of each cluster contains a set of visually similar images. In order to measure similarity distance with the proposed method, visual features of two images are extracted from intermediate layers of a convolutional neural network with various pooling methods, and the network is trained with pairwise similarity scores which is defined zero for images in identical cluster. The proposed method outperforms the state-of-the-art object similarity scoring techniques on evaluation for finding exact items. The proposed method achieves 86.5% of accuracy compared to the accuracy of the state-of-the-art technique, which is 59.9%. That is, an exact item can be found among four retrieved images with an accuracy of 86.5%, and the rest can possibly be similar products more than the accuracy. Therefore, the proposed method can greatly reduce the amount of training data with an order of magnitude as well as providing a reliable similarity metric.
Keywords: Visual search, deep learning, convolutional neural network, machine learning.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8258716 Catalytic Decomposition of Potassium Monopersulfate. Influence of Variables
Authors: Javier Rivas, Olga Gimeno, Maria Carbajo, Teresa Borralho
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Potassium monopersulfate has been decomposed in aqueous solution in the presence of Co(II). The effect of the main operating variables has been assessed. Minimum variations in pH exert a considerable influence on the process kinetics. Thus, when no pH adjustment is considered, the actual effect of variables like initial monopersulfate and/or catalyst concentration may be hindered. As expected, temperature enhances the monopersulfate decomposition rate by following the Arrhenius law. The activation energy in the proximity of 85 kJ/mol has been obtained. Amongst the different solids tested in the monopersulfate decomposition, only the perovskite LaTi0.15Cu0.85O3 has shown a significant catalytic activity.Keywords: Monopersulfate, Oxone®, Sulfate radicals, Watertreatment.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17708715 Measurement of Intellectual Capital in an Algerian Company
Authors: S. Brahmi, S. Aitouche, M. D. Mouss
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Every modern company should measure the value of its intellectual capital and to report to complement the traditional annual balance sheets. The purpose of this work is to measure the intellectual capital in an Algerian company (or production system) using the Weightless Wealth Tool Kit (WWTK). The results of the measurement of intellectual capital are supplemented by traditional financial ratios. The measurement was applied to the National Company of Wells Services (ENSP) in Hassi Messaoud city, in the south of Algeria. We calculated the intellectual capital (intangible resources) of the ENSP to help the organization to better capitalize on its potential of workers and their know-how. The intangible value of the ENSP is evaluated at 16,936,173,345 DA in 2015.
Keywords: Financial valuation, intangible capital, intellectual capital, intellectual capital measurement.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 11528714 Gaussian Process Model Identification Using Artificial Bee Colony Algorithm and Its Application to Modeling of Power Systems
Authors: Tomohiro Hachino, Hitoshi Takata, Shigeru Nakayama, Ichiro Iimura, Seiji Fukushima, Yasutaka Igarashi
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This paper presents a nonparametric identification of continuous-time nonlinear systems by using a Gaussian process (GP) model. The GP prior model is trained by artificial bee colony algorithm. The nonlinear function of the objective system is estimated as the predictive mean function of the GP, and the confidence measure of the estimated nonlinear function is given by the predictive covariance of the GP. The proposed identification method is applied to modeling of a simplified electric power system. Simulation results are shown to demonstrate the effectiveness of the proposed method.
Keywords: Artificial bee colony algorithm, Gaussian process model, identification, nonlinear system, electric power system.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 15758713 A Review on Important Aspects of Information Retrieval
Authors: Yogesh Gupta, Ashish Saini, A.K. Saxena
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Information retrieval has become an important field of study and research under computer science due to explosive growth of information available in the form of full text, hypertext, administrative text, directory, numeric or bibliographic text. The research work is going on various aspects of information retrieval systems so as to improve its efficiency and reliability. This paper presents a comprehensive study, which discusses not only emergence and evolution of information retrieval but also includes different information retrieval models and some important aspects such as document representation, similarity measure and query expansion.
Keywords: Information Retrieval, query expansion, similarity measure, query expansion, vector space model.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 33398712 Application of Data Mining Tools to Predicate Completion Time of a Project
Authors: Seyed Hossein Iranmanesh, Zahra Mokhtari
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Estimation time and cost of work completion in a project and follow up them during execution are contributors to success or fail of a project, and is very important for project management team. Delivering on time and within budgeted cost needs to well managing and controlling the projects. To dealing with complex task of controlling and modifying the baseline project schedule during execution, earned value management systems have been set up and widely used to measure and communicate the real physical progress of a project. But it often fails to predict the total duration of the project. In this paper data mining techniques is used predicting the total project duration in term of Time Estimate At Completion-EAC (t). For this purpose, we have used a project with 90 activities, it has updated day by day. Then, it is used regular indexes in literature and applied Earned Duration Method to calculate time estimate at completion and set these as input data for prediction and specifying the major parameters among them using Clem software. By using data mining, the effective parameters on EAC and the relationship between them could be extracted and it is very useful to manage a project with minimum delay risks. As we state, this could be a simple, safe and applicable method in prediction the completion time of a project during execution.Keywords: Data Mining Techniques, Earned Duration Method, Earned Value, Estimate At Completion.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 18038711 Efficient Frontier - Comparing Different Volatility Estimators
Authors: Tea Poklepović, Zdravka Aljinović, Mario Matković
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Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that range-based volatility estimator outperforms both mean-variance and lower semi-variance model.
Keywords: Variance, lower semi-variance, range-based volatility.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25788710 Design, Modeling and Fabrication of a Tactile Sensor and Display System for Application in Laparoscopic Surgery
Authors: M. Ramezanifard, J. Dargahi, S. Najarian, N. Narayanan
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One of the major disadvantages of the minimally invasive surgery (MIS) is the lack of tactile feedback to the surgeon. In order to identify and avoid any damage to the grasped complex tissue by endoscopic graspers, it is important to measure the local softness of tissue during MIS. One way to display the measured softness to the surgeon is a graphical method. In this paper, a new tactile sensor has been reported. The tactile sensor consists of an array of four softness sensors, which are integrated into the jaws of a modified commercial endoscopic grasper. Each individual softness sensor consists of two piezoelectric polymer Polyvinylidene Fluoride (PVDF) films, which are positioned below a rigid and a compliant cylinder. The compliant cylinder is fabricated using a micro molding technique. The combination of output voltages from PVDF films is used to determine the softness of the grasped object. The theoretical analysis of the sensor is also presented. A method has been developed with the aim of reproducing the tactile softness to the surgeon by using a graphical method. In this approach, the proposed system, including the interfacing and the data acquisition card, receives signals from the array of softness sensors. After the signals are processed, the tactile information is displayed by means of a color coding method. It is shown that the degrees of softness of the grasped objects/tissues can be visually differentiated and displayed on a monitor.Keywords: Minimally invasive surgery, Robotic surgery, Sensor, Softness, Tactile.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17118709 The Effect of Choke on the Efficiency of Coaxial Antenna for Percutaneous Microwave Coagulation Therapy for Hepatic Tumor
Authors: Surita Maini
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There are many perceived advantages of microwave ablation have driven researchers to develop innovative antennas to effectively treat deep-seated, non-resectable hepatic tumors. In this paper a coaxial antenna with a miniaturized sleeve choke has been discussed for microwave interstitial ablation therapy, in order to reduce backward heating effects irrespective of the insertion depth into the tissue. Two dimensional Finite Element Method (FEM) is used to simulate and measure the results of miniaturized sleeve choke antenna. This paper emphasizes the importance of factors that can affect simulation accuracy, which include mesh resolution, surface heating and reflection coefficient. Quarter wavelength choke effectiveness has been discussed by comparing it with the unchoked antenna with same dimensions.Keywords: Microwave ablation, tumor, Finite Element Method, Coaxial slot antenna, Coaxial dipole antenna.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26098708 Quick Similarity Measurement of Binary Images via Probabilistic Pixel Mapping
Authors: Adnan A. Y. Mustafa
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In this paper we present a quick technique to measure the similarity between binary images. The technique is based on a probabilistic mapping approach and is fast because only a minute percentage of the image pixels need to be compared to measure the similarity, and not the whole image. We exploit the power of the Probabilistic Matching Model for Binary Images (PMMBI) to arrive at an estimate of the similarity. We show that the estimate is a good approximation of the actual value, and the quality of the estimate can be improved further with increased image mappings. Furthermore, the technique is image size invariant; the similarity between big images can be measured as fast as that for small images. Examples of trials conducted on real images are presented.
Keywords: Big images, binary images, similarity, matching.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 9198707 Identification of Spam Keywords Using Hierarchical Category in C2C E-commerce
Authors: Shao Bo Cheng, Yong-Jin Han, Se Young Park, Seong-Bae Park
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Consumer-to-Consumer (C2C) E-commerce has been growing at a very high speed in recent years. Since identical or nearly-same kinds of products compete one another by relying on keyword search in C2C E-commerce, some sellers describe their products with spam keywords that are popular but are not related to their products. Though such products get more chances to be retrieved and selected by consumers than those without spam keywords, the spam keywords mislead the consumers and waste their time. This problem has been reported in many commercial services like ebay and taobao, but there have been little research to solve this problem. As a solution to this problem, this paper proposes a method to classify whether keywords of a product are spam or not. The proposed method assumes that a keyword for a given product is more reliable if the keyword is observed commonly in specifications of products which are the same or the same kind as the given product. This is because that a hierarchical category of a product in general determined precisely by a seller of the product and so is the specification of the product. Since higher layers of the hierarchical category represent more general kinds of products, a reliable degree is differently determined according to the layers. Hence, reliable degrees from different layers of a hierarchical category become features for keywords and they are used together with features only from specifications for classification of the keywords. Support Vector Machines are adopted as a basic classifier using the features, since it is powerful, and widely used in many classification tasks. In the experiments, the proposed method is evaluated with a golden standard dataset from Yi-han-wang, a Chinese C2C E-commerce, and is compared with a baseline method that does not consider the hierarchical category. The experimental results show that the proposed method outperforms the baseline in F1-measure, which proves that spam keywords are effectively identified by a hierarchical category in C2C E-commerce.
Keywords: Spam Keyword, E-commerce, keyword features, spam filtering.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 25088706 Enhancing the Performance of H.264/AVC in Adaptive Group of Pictures Mode Using Octagon and Square Search Pattern
Authors: S. Sowmyayani, P. Arockia Jansi Rani
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This paper integrates Octagon and Square Search pattern (OCTSS) motion estimation algorithm into H.264/AVC (Advanced Video Coding) video codec in Adaptive Group of Pictures (AGOP) mode. AGOP structure is computed based on scene change in the video sequence. Octagon and square search pattern block-based motion estimation method is implemented in inter-prediction process of H.264/AVC. Both these methods reduce bit rate and computational complexity while maintaining the quality of the video sequence respectively. Experiments are conducted for different types of video sequence. The results substantially proved that the bit rate, computation time and PSNR gain achieved by the proposed method is better than the existing H.264/AVC with fixed GOP and AGOP. With a marginal gain in quality of 0.28dB and average gain in bitrate of 132.87kbps, the proposed method reduces the average computation time by 27.31 minutes when compared to the existing state-of-art H.264/AVC video codec.Keywords: Block Distortion Measure, Block Matching Algorithms, H.264/AVC, Motion estimation, Search patterns, Shot cut detection.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17318705 A Complexity-Based Approach in Image Compression using Neural Networks
Authors: Hadi Veisi, Mansour Jamzad
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In this paper we present an adaptive method for image compression that is based on complexity level of the image. The basic compressor/de-compressor structure of this method is a multilayer perceptron artificial neural network. In adaptive approach different Back-Propagation artificial neural networks are used as compressor and de-compressor and this is done by dividing the image into blocks, computing the complexity of each block and then selecting one network for each block according to its complexity value. Three complexity measure methods, called Entropy, Activity and Pattern-based are used to determine the level of complexity in image blocks and their ability in complexity estimation are evaluated and compared. In training and evaluation, each image block is assigned to a network based on its complexity value. Best-SNR is another alternative in selecting compressor network for image blocks in evolution phase which chooses one of the trained networks such that results best SNR in compressing the input image block. In our evaluations, best results are obtained when overlapping the blocks is allowed and choosing the networks in compressor is based on the Best-SNR. In this case, the results demonstrate superiority of this method comparing with previous similar works and JPEG standard coding.Keywords: Adaptive image compression, Image complexity, Multi-layer perceptron neural network, JPEG Standard, PSNR.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 22228704 Rapid Determination of Biochemical Oxygen Demand
Authors: Mayur Milan Kale, Indu Mehrotra
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Biochemical Oxygen Demand (BOD) is a measure of the oxygen used in bacteria mediated oxidation of organic substances in water and wastewater. Theoretically an infinite time is required for complete biochemical oxidation of organic matter, but the measurement is made over 5-days at 20 0C or 3-days at 27 0C test period with or without dilution. Researchers have worked to further reduce the time of measurement. The objective of this paper is to review advancement made in BOD measurement primarily to minimize the time and negate the measurement difficulties. Survey of literature review in four such techniques namely BOD-BARTTM, Biosensors, Ferricyanidemediated approach, luminous bacterial immobilized chip method. Basic principle, method of determination, data validation and their advantage and disadvantages have been incorporated of each of the methods. In the BOD-BARTTM method the time lag is calculated for the system to change from oxidative to reductive state. BIOSENSORS are the biological sensing element with a transducer which produces a signal proportional to the analyte concentration. Microbial species has its metabolic deficiencies. Co-immobilization of bacteria using sol-gel biosensor increases the range of substrate. In ferricyanidemediated approach, ferricyanide has been used as e-acceptor instead of oxygen. In Luminous bacterial cells-immobilized chip method, bacterial bioluminescence which is caused by lux genes was observed. Physiological responses is measured and correlated to BOD due to reduction or emission. There is a scope to further probe into the rapid estimation of BOD.Keywords: BOD, Four methods, Rapid estimation
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36418703 A New Similarity Measure on Intuitionistic Fuzzy Sets
Authors: Binyamin Yusoff, Imran Taib, Lazim Abdullah, Abd Fatah Wahab
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Intuitionistic fuzzy sets as proposed by Atanassov, have gained much attention from past and latter researchers for applications in various fields. Similarity measures between intuitionistic fuzzy sets were developed afterwards. However, it does not cater the conflicting behavior of each element evaluated. We therefore made some modification to the similarity measure of IFS by considering conflicting concept to the model. In this paper, we concentrate on Zhang and Fu-s similarity measures for IFSs and some examples are given to validate these similarity measures. A simple modification to Zhang and Fu-s similarity measures of IFSs was proposed to find the best result according to the use of degree of indeterminacy. Finally, we mark up with the application to real decision making problems.Keywords: Intuitionistic fuzzy sets, similarity measures, multicriteriadecision making.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 28478702 Some Solid Transportation Models with Crisp and Rough Costs
Authors: Pradip Kundu, Samarjit Kar, Manoranjan Maiti
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In this paper, some practical solid transportation models are formulated considering per trip capacity of each type of conveyances with crisp and rough unit transportation costs. This is applicable for the system in which full vehicles, e.g. trucks, rail coaches are to be booked for transportation of products so that transportation cost is determined on the full of the conveyances. The models with unit transportation costs as rough variables are transformed into deterministic forms using rough chance constrained programming with the help of trust measure. Numerical examples are provided to illustrate the proposed models in crisp environment as well as with unit transportation costs as rough variables.
Keywords: Solid transportation problem, Rough set, Rough variable, Trust measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 26228701 A Note on Penalized Power-Divergence Test Statistics
Authors: Aylin Alin
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In this paper, penalized power-divergence test statistics have been defined and their exact size properties to test a nested sequence of log-linear models have been compared with ordinary power-divergence test statistics for various penalization, λ and main effect values. Since the ordinary and penalized power-divergence test statistics have the same asymptotic distribution, comparisons have been only made for small and moderate samples. Three-way contingency tables distributed according to a multinomial distribution have been considered. Simulation results reveal that penalized power-divergence test statistics perform much better than their ordinary counterparts.
Keywords: Contingency table, Log-linear models, Penalization, Power-divergence measure, Penalized power-divergence measure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13168700 Assessment of Multiscale Information for Short Physiological Time Series
Authors: Young-Seok Choi
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This paper presents a multiscale information measure of Electroencephalogram (EEG) for analysis with a short data length. A multiscale extension of permutation entropy (MPE) is capable of fully reflecting the dynamical characteristics of EEG across different temporal scales. However, MPE yields an imprecise estimation due to coarse-grained procedure at large scales. We present an improved MPE measure to estimate entropy more accurately with a short time series. By computing entropies of all coarse-grained time series and averaging those at each scale, it leads to the modified MPE (MMPE) which provides an enhanced accuracy as compared to MPE. Simulation and experimental studies confirmed that MMPE has proved its capability over MPE in terms of accuracy.Keywords: Multiscale entropy, permutation entropy, EEG, seizure.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 14788699 Seismic Alert System based on Artificial Neural Networks
Authors: C. M. A. Robles G., R. A. Hernandez-Becerril
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We board the problem of creating a seismic alert system, based upon artificial neural networks, trained by using the well-known back-propagation and genetic algorithms, in order to emit the alarm for the population located into a specific city, about an eminent earthquake greater than 4.5 Richter degrees, and avoiding disasters and human loses. In lieu of using the propagation wave, we employed the magnitude of the earthquake, to establish a correlation between the recorded magnitudes from a controlled area and the city, where we want to emit the alarm. To measure the accuracy of the posed method, we use a database provided by CIRES, which contains the records of 2500 quakes incoming from the State of Guerrero and Mexico City. Particularly, we performed the proposed method to generate an issue warning in Mexico City, employing the magnitudes recorded in the State of Guerrero.Keywords: Seismic Alert System, Artificial Neural Networks, Genetic Algorithms.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 17258698 The RK1GL2X3 Method for Initial Value Problems in Ordinary Differential Equations
Authors: J.S.C. Prentice
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The RK1GL2X3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on the RK1GL2 method which, in turn, is a particular case of the general RKrGLm method. The RK1GL2X3 method is a fourth-order method, even though its underlying Runge-Kutta method RK1 is the first-order Euler method, and hence, RK1GL2X3 is considerably more efficient than RK1. This enhancement is achieved through an implementation involving triple-nested two-point Gauss- Legendre quadrature.
Keywords: RK1GL2X3, RK1GL2, RKrGLm, Runge-Kutta, Gauss-Legendre, initial value problem, local error, global error.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 13188697 The Martingale Options Price Valuation for European Puts Using Stochastic Differential Equation Models
Authors: H. C. Chinwenyi, H. D. Ibrahim, F. A. Ahmed
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In modern financial mathematics, valuing derivatives such as options is often a tedious task. This is simply because their fair and correct prices in the future are often probabilistic. This paper examines three different Stochastic Differential Equation (SDE) models in finance; the Constant Elasticity of Variance (CEV) model, the Balck-Karasinski model, and the Heston model. The various Martingales option price valuation formulas for these three models were obtained using the replicating portfolio method. Also, the numerical solution of the derived Martingales options price valuation equations for the SDEs models was carried out using the Monte Carlo method which was implemented using MATLAB. Furthermore, results from the numerical examples using published data from the Nigeria Stock Exchange (NSE), all share index data show the effect of increase in the underlying asset value (stock price) on the value of the European Put Option for these models. From the results obtained, we see that an increase in the stock price yields a decrease in the value of the European put option price. Hence, this guides the option holder in making a quality decision by not exercising his right on the option.
Keywords: Equivalent Martingale Measure, European Put Option, Girsanov Theorem, Martingales, Monte Carlo method, option price valuation, option price valuation formula.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 7358696 Seat Assignment Problem Optimization
Authors: Mohammed Salem Alzahrani
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In this paper the optimality of the solution of an existing real word assignment problem known as the seat assignment problem using Seat Assignment Method (SAM) is discussed. SAM is the newly driven method from three existing methods, Hungarian Method, Northwest Corner Method and Least Cost Method in a special way that produces the easiness & fairness among all methods that solve the seat assignment problem.Keywords: Assignment Problem, Hungarian Method, Least Cost Method, Northwest Corner Method, Seat Assignment Method (SAM), A Real Word Assignment Problem.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 34468695 Online Control of Knitted Fabric Quality: Loop Length Control
Authors: Dariush Semnani, Mohammad Sheikhzadeh
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Circular knitting machine makes the fabric with more than two knitting tools. Variation of yarn tension between different knitting tools causes different loop length of stitches duration knitting process. In this research, a new intelligent method is applied to control loop length of stitches in various tools based on ideal shape of stitches and real angle of stitches direction while different loop length of stitches causes stitches deformation and deviation those of angle. To measure deviation of stitch direction against variation of tensions, image processing technique was applied to pictures of different fabrics with constant front light. After that, the rate of deformation is translated to needed compensation of loop length cam degree to cure stitches deformation. A fuzzy control algorithm was applied to loop length modification in knitting tools. The presented method was experienced for different knitted fabrics of various structures and yarns. The results show that presented method is useable for control of loop length variation between different knitting tools based on stitch deformation for various knitted fabrics with different fabric structures, densities and yarn types.Keywords: Circular knitting, Radon transformation, Knittedfabric, Regularity, Fuzzy control
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 36748694 An Exploratory Approach of the Latin American Migrants’ Urban Space Transformation of Antofagasta City, Chile
Authors: Carolina Arriagada, Yasna Contreras
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Since mid-2000, the migratory flows of Latin American migrants to Chile have been increasing constantly. There are two reasons that would explain why Chile is presented as an attractive country for the migrants. On the one hand, traditional centres of migrants’ attraction such as the United States and Europe have begun to close their borders. On the other hand, Chile exhibits relative economic and political stability, which offers greater job opportunities and better standard of living when compared to the migrants’ origin country. At the same time, the neoliberal economic model of Chile, developed under an extractive production of the natural resources, has privatized the urban space. The market regulates the growth of the fragmented and segregated cities. Then, the vulnerable population, most of the time, is located in the periphery and in the marginal areas of the urban space. In this aspect, the migrants have begun to occupy those degraded and depressed areas of the city. The problem raised is that the increase of the social spatial segregation could be also attributed to the migrants´ occupation of the marginal urban places of the city. The aim of this investigation is to carry out an analysis of the migrants’ housing strategies, which are transforming the marginal areas of the city. The methodology focused on the urban experience of the migrants, through the observation of spatial practices, ways of living and networks configuration in order to transform the marginal territory. The techniques applied in this study are semi–structured interviews in-depth interviews. The study reveals that the migrants housing strategies for living in the marginal areas of the city are built on a paradox way. On the one hand, the migrants choose proximity to their place of origin, maintaining their identity and customs. On the other hand, the migrants choose proximity to their social and familiar places, generating sense of belonging. In conclusion, the migration as international displacements under a globalized economic model increasing socio spatial segregation in cities is evidenced, but the transformation of the marginal areas is a fundamental resource of their integration migratory process. The importance of this research is that it is everybody´s responsibility not only the right to live in a city without any discrimination but also to integrate the citizens within the social urban space of a city.
Keywords: Inhabit, migrations, social spatial segregation.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 8898693 Calibration Model of %Titratable Acidity (Citric Acid) for Intact Tomato by Transmittance SW-NIR Spectroscopy
Authors: K. Petcharaporn, S. Kumchoo
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The acidity (citric acid) is the one of chemical content that can be refer to the internal quality and it’s a maturity index of tomato, The titratable acidity (%TA) can be predicted by a non-destructive method prediction by using the transmittance short wavelength (SW-NIR) spectroscopy in the wavelength range between 665-955 nm. The set of 167 tomato samples divided into groups of 117 tomatoes sample for training set and 50 tomatoes sample for test set were used to establish the calibration model to predict and measure %TA by partial least squares regression (PLSR) technique. The spectra were pretreated with MSC pretreatment and it gave the optimal result for calibration model as (R = 0.92, RMSEC = 0.03%) and this model obtained high accuracy result to use for %TA prediction in test set as (R = 0.81, RMSEP = 0.05%). From the result of prediction in test set shown that the transmittance SW-NIR spectroscopy technique can be used for a non-destructive method for %TA prediction of tomato.
Keywords: Tomato, quality, prediction, transmittance, titratable acidity, citric acid.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 27008692 3D CAD Models and its Feature Similarity
Authors: Elmi Abu Bakar, Tetsuo Miyake, Zhong Zhang, Takashi Imamura
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Knowing the geometrical object pose of products in manufacturing line before robot manipulation is required and less time consuming for overall shape measurement. In order to perform it, the information of shape representation and matching of objects is become required. Objects are compared with its descriptor that conceptually subtracted from each other to form scalar metric. When the metric value is smaller, the object is considered closed to each other. Rotating the object from static pose in some direction introduce the change of value in scalar metric value of boundary information after feature extraction of related object. In this paper, a proposal method for indexing technique for retrieval of 3D geometrical models based on similarity between boundaries shapes in order to measure 3D CAD object pose using object shape feature matching for Computer Aided Testing (CAT) system in production line is proposed. In experimental results shows the effectiveness of proposed method.
Keywords: CAD, rendering, feature extraction, feature classification.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 19798691 Robust Image Registration Based on an Adaptive Normalized Mutual Information Metric
Authors: Huda Algharib, Amal Algharib, Hanan Algharib, Ali Mohammad Alqudah
Abstract:
Image registration is an important topic for many imaging systems and computer vision applications. The standard image registration techniques such as Mutual information/ Normalized mutual information -based methods have a limited performance because they do not consider the spatial information or the relationships between the neighbouring pixels or voxels. In addition, the amount of image noise may significantly affect the registration accuracy. Therefore, this paper proposes an efficient method that explicitly considers the relationships between the adjacent pixels, where the gradient information of the reference and scene images is extracted first, and then the cosine similarity of the extracted gradient information is computed and used to improve the accuracy of the standard normalized mutual information measure. Our experimental results on different data types (i.e. CT, MRI and thermal images) show that the proposed method outperforms a number of image registration techniques in terms of the accuracy.
Keywords: Image registration, mutual information, image gradients, Image transformations.
Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 896