Search results for: Exchange algorithm.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3868

Search results for: Exchange algorithm.

1738 Cr Induced Magnetization in Zinc-Blende ZnO Based Diluted Magnetic Semiconductors

Authors: Bakhtiar Ul Haq, R. Ahmed, A. Shaari, Mazmira Binti Mohamed, Nisar Ali

Abstract:

The capability of exploiting the electronic charge and spin properties simultaneously in a single material has made diluted magnetic semiconductors (DMS) remarkable in the field of spintronics. We report the designing of DMS based on zinc-blend ZnO doped with Cr impurity. The full potential linearized augmented plane wave plus local orbital FP-L(APW+lo) method in density functional theory (DFT) has been adapted to carry out these investigations. For treatment of exchange and correlation energy, generalized gradient approximations have been used. Introducing Cr atoms in the matrix of ZnO has induced strong magnetic moment with ferromagnetic ordering at stable ground state. Cr:ZnO was found to favor the short range magnetic interaction that reflect tendency of Cr clustering. The electronic structure of ZnO is strongly influenced in the presence of Cr impurity atoms where impurity bands appear in the band gap.

Keywords: ZnO, Density functional theory, Diluted magnetic semiconductors, Ferromagnetic materials, FP-L(APW+lo).

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1737 Optical Flow Technique for Supersonic Jet Measurements

Authors: H. D. Lim, Jie Wu, T. H. New, Shengxian Shi

Abstract:

This paper outlines the development of an experimental technique in quantifying supersonic jet flows, in an attempt to avoid seeding particle problems frequently associated with particle-image velocimetry (PIV) techniques at high Mach numbers. Based on optical flow algorithms, the idea behind the technique involves using high speed cameras to capture Schlieren images of the supersonic jet shear layers, before they are subjected to an adapted optical flow algorithm based on the Horn-Schnuck method to determine the associated flow fields. The proposed method is capable of offering full-field unsteady flow information with potentially higher accuracy and resolution than existing point-measurements or PIV techniques. Preliminary study via numerical simulations of a circular de Laval jet nozzle successfully reveals flow and shock structures typically associated with supersonic jet flows, which serve as useful data for subsequent validation of the optical flow based experimental results. For experimental technique, a Z-type Schlieren setup is proposed with supersonic jet operated in cold mode, stagnation pressure of 4 bar and exit Mach of 1.5. High-speed singleframe or double-frame cameras are used to capture successive Schlieren images. As implementation of optical flow technique to supersonic flows remains rare, the current focus revolves around methodology validation through synthetic images. The results of validation test offers valuable insight into how the optical flow algorithm can be further improved to improve robustness and accuracy. Despite these challenges however, this supersonic flow measurement technique may potentially offer a simpler way to identify and quantify the fine spatial structures within the shock shear layer.

Keywords: Schlieren, optical flow, supersonic jets, shock shear layer.

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1736 A Multi-Modal Virtual Walkthrough of the Virtual Past and Present Based on Panoramic View, Crowd Simulation and Acoustic Heritage on Mobile Platform

Authors: Lim Chen Kim, Tan Kian Lam, Chan Yi Chee

Abstract:

This research presents a multi-modal simulation in the reconstruction of the past and the construction of present in digital cultural heritage on mobile platform. In bringing the present life, the virtual environment is generated through a presented scheme for rapid and efficient construction of 360° panoramic view. Then, acoustical heritage model and crowd model are presented and improvised into the 360° panoramic view. For the reconstruction of past life, the crowd is simulated and rendered in an old trading port. However, the keystone of this research is in a virtual walkthrough that shows the virtual present life in 2D and virtual past life in 3D, both in an environment of virtual heritage sites in George Town through mobile device. Firstly, the 2D crowd is modelled and simulated using OpenGL ES 1.1 on mobile platform. The 2D crowd is used to portray the present life in 360° panoramic view of a virtual heritage environment based on the extension of Newtonian Laws. Secondly, the 2D crowd is animated and rendered into 3D with improved variety and incorporated into the virtual past life using Unity3D Game Engine. The behaviours of the 3D models are then simulated based on the enhancement of the classical model of Boid algorithm. Finally, a demonstration system is developed and integrated with the models, techniques and algorithms of this research. The virtual walkthrough is demonstrated to a group of respondents and is evaluated through the user-centred evaluation by navigating around the demonstration system. The results of the evaluation based on the questionnaires have shown that the presented virtual walkthrough has been successfully deployed through a multi-modal simulation and such a virtual walkthrough would be particularly useful in a virtual tour and virtual museum applications.

Keywords: Boid algorithm, crowd simulation, mobile platform, Newtonian laws, virtual heritage.

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1735 Synthesis of Logic Circuits Using Fractional-Order Dynamic Fitness Functions

Authors: Cecília Reis, J. A. Tenreiro Machado, J. Boaventura Cunha

Abstract:

This paper analyses the performance of a genetic algorithm using a new concept, namely a fractional-order dynamic fitness function, for the synthesis of combinational logic circuits. The experiments reveal superior results in terms of speed and convergence to achieve a solution.

Keywords: Circuit design, fractional-order systems, genetic algorithms, logic circuits

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1734 Assessing Relationship between Type of Financial Market and Market Indices in Tehran Stock Exchange

Authors: Zahra Amirhosseini, Alireza Bashiri

Abstract:

The aim of this study was to examine and identify the type of Iranian financial market in terms of being symmetrical or asymmetrical and to measure relationship between type of market and the market's indices. In this study, daily information on the market-s Share Price Index, Industrial Index and Top Fifty Most Active Companies during the years 1999-2010 has been used. In addition, to determine type of the financial market, rate of return on Security is taken into account. In this research, by using logistic regression analysis methods, relationship of the market type with the above mentioned indices have been examined. The results showed that the type of the financial market has a positive significant association with market share price index and Industrial Index. Index of Top Fifty Most Active Companies is significantly associated with type of financial market, however this relationship is inverse.

Keywords: All Share Price Index, Asymmetrical Market, Industrial Index, Symmetrical Market, Top Fifty Most Active Companies Index

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1733 Forecasting Stock Indexes Using Bayesian Additive Regression Tree

Authors: Darren Zou

Abstract:

Forecasting the stock market is a very challenging task. Various economic indicators such as GDP, exchange rates, interest rates, and unemployment have a substantial impact on the stock market. Time series models are the traditional methods used to predict stock market changes. In this paper, a machine learning method, Bayesian Additive Regression Tree (BART) is used in predicting stock market indexes based on multiple economic indicators. BART can be used to model heterogeneous treatment effects, and thereby works well when models are misspecified. It also has the capability to handle non-linear main effects and multi-way interactions without much input from financial analysts. In this research, BART is proposed to provide a reliable prediction on day-to-day stock market activities. By comparing the analysis results from BART and with time series method, BART can perform well and has better prediction capability than the traditional methods.

Keywords: Bayesian, Forecast, Stock, BART.

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1732 New Technologies for Modeling of Gas Turbine Cooled Blades

Authors: A. Pashayev, D. Askerov, R.Sadiqov, A. Samedov, C. Ardil

Abstract:

In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and cvazistationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine 1st stage nozzle blade

Keywords: multiconnected systems, method of the boundary integrated equations, splines, neural networks.

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1731 Air Quality in Sports Venues with Distinct Characteristics

Authors: C. A. Alves, A. I. Calvo, A. Castro, R. Fraile, M. Evtyugina, E. F. Bate-Epey

Abstract:

In July 2012, an indoor/outdoor monitoring programme was undertaken in two university sports facilities: a fronton and a gymnasium. Comfort parameters (temperature, relative humidity, CO and CO2) and total volatile organic compounds (VOCs) were continuously monitored. Concentrations of NO2, carbonyl compounds and individual VOCs were obtained. Low volume samplers were used to collect particulate matter (PM10). The minimum ventilation rates stipulated for acceptable indoor air quality were observed in both sports facilities. It was found that cleaning activities may have a large influence on the VOC levels. Acrolein was one of the most abundant carbonyl compounds, showing concentrations above the recommended limit. Formaldehyde was detected at levels lower than those commonly reported for other indoor environments. The PM10 concentrations obtained during the occupancy periods ranged between 38 and 43μgm-3 in the fronton and from 154 to 198μgm-3 in the gymnasium.

Keywords: Air exchange rates, carbonyls, gymnasiums, indoor air quality, PM10, VOCs.

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1730 Numerical Modeling of Gas Turbine Engines

Authors: A. Pashayev, D. Askerov, C. Ardil, R. Sadiqov

Abstract:

In contrast to existing methods which do not take into account multiconnectivity in a broad sense of this term, we develop mathematical models and highly effective combination (BIEM and FDM) numerical methods of calculation of stationary and quasi-stationary temperature field of a profile part of a blade with convective cooling (from the point of view of realization on PC). The theoretical substantiation of these methods is proved by appropriate theorems. For it, converging quadrature processes have been developed and the estimations of errors in the terms of A.Ziqmound continuity modules have been received. For visualization of profiles are used: the method of the least squares with automatic conjecture, device spline, smooth replenishment and neural nets. Boundary conditions of heat exchange are determined from the solution of the corresponding integral equations and empirical relationships. The reliability of designed methods is proved by calculation and experimental investigations heat and hydraulic characteristics of the gas turbine first stage nozzle blade.

Keywords: Multiconnected systems, method of the boundary integrated equations, splines, neural networks.

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1729 Connect among Green, Sustainability and Hotel Industry: A Prospective Simulation Study

Authors: Leena N. Fukey, Surya S. Issac

Abstract:

This review paper aims at understanding the importance of implementing sustainable green practices in the current hotel industry and the perception of the same from the point of view of the customers as well as the industry experts. Many hotels have benefited from green management such as enhanced reputation of the firm and more worth customers. For the business standing, it reduces business’s cost for posting advertisements and the clear hotel’s orientation shows hotels’ positive image which might increase employees’ recognition toward the business. Sustainability in business is the growth in lively processes which enable people to understand the potential to protect the Earth’s existent support systems. Well, looking to the future today’s green concerns will definitely become facet of more synchronized business environment, perhaps the concerns discussed in this study, may exchange a few words which hotels may consider in near future to widen awareness and improve business model.

Keywords: Environmental Protection, Green Hotel Concept, Hotel Industry, Sustainability.

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1728 On the Efficiency and Robustness of Commingle Wiener and Lévy Driven Processes for Vasciek Model

Authors: Rasaki O. Olanrewaju

Abstract:

The driven processes of Wiener and Lévy are known self-standing Gaussian-Markov processes for fitting non-linear dynamical Vasciek model. In this paper, a coincidental Gaussian density stationarity condition and autocorrelation function of the two driven processes were established. This led to the conflation of Wiener and Lévy processes so as to investigate the efficiency of estimates incorporated into the one-dimensional Vasciek model that was estimated via the Maximum Likelihood (ML) technique. The conditional laws of drift, diffusion and stationarity process was ascertained for the individual Wiener and Lévy processes as well as the commingle of the two processes for a fixed effect and Autoregressive like Vasciek model when subjected to financial series; exchange rate of Naira-CFA Franc. In addition, the model performance error of the sub-merged driven process was miniature compared to the self-standing driven process of Wiener and Lévy.

Keywords: Wiener process, Lévy process, Vasciek model, drift, diffusion, Gaussian density stationary.

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1727 Analysis of Boiling in Rectangular Micro Channel Heat Sink

Authors: Ahmed Jassim Shkarah, Mohd Yusoff Bin Sulaiman, Md Razali bin Hj Ayob

Abstract:

A 3D-conjugate numerical investigation was conducted to predict heat transfer characteristics in a rectangular cross-sectional micro-channel employing simultaneously developing Tow-phase flows. The sole purpose for analyzing two phase flow heat transfer in rectangular micro channel is to pin point what are the different factors affecting this phenomenon. Different methods and techniques have been undertaken to analyze the equations arising constituting the flow of heat from gas phase to liquid phase and vice versa.Different models of micro channels have been identified and analyzed. How the geometry of micro channels affects their activity i.e. of circular and non-circular geometry has also been reviewed. To the study the results average Nusselt no plotted against the Reynolds no has been taken into consideration to study average heat exchange in micro channels against applied heat flux. High heat fluxes up to 140 W/cm2 were applied to investigate micro-channel thermal characteristics.

Keywords: Tow Phase flow, Micro channel, VOF.

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1726 The Consumer Responses toward the Offensive Product Advertising

Authors: Chin Tangtarntana

Abstract:

The main purpose of this study was to investigate the effects of animation in offensive product advertising. Experiment was conducted to collect consumer responses toward animated and static ads of offensive and non-offensive products. The study was conducted by distributing questionnaires to the target respondents. According to statistics from Innovative Internet Research Center, Thailand, majority of internet users are 18 – 44 years old. The results revealed an interaction between ad design and offensive product. Specifically, when used in offensive product advertisements, animated ads were not effective for consumer attention, but yielded positive response in terms of attitude toward product. The findings support that information processing model is accurate in predicting consumer cognitive response toward cartoon ads, whereas U&G, arousal, and distinctive theory is more accurate in predicting consumer affective response. In practical, these findings can also be used to guide ad designers and marketers that are suitable for offensive products.

Keywords: Animation, banner ad design, consumer responses, offensive product advertising, stock exchange of Thailand.

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1725 Inheritance Growth: a Biology Inspired Method to Build Structures in P2P

Authors: Panchalee Sukjit, Herwig Unger

Abstract:

IT infrastructures are becoming more and more difficult. Therefore, in the first industrial IT systems, the P2P paradigm has replaced the traditional client server and methods of self-organization are gaining more and more importance. From the past it is known that especially regular structures like grids may significantly improve the system behavior and performance. This contribution introduces a new algorithm based on a biologic analogue, which may provide the growth of several regular structures on top of anarchic grown P2P- or social network structures.

Keywords: P2P, Pattern generation, Grid, Social network, Inheritance, Reproduction

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1724 A Numerical Algorithm for Positive Solutions of Concave and Convex Elliptic Equation on R2

Authors: Hailong Zhu, Zhaoxiang Li

Abstract:

In this paper we investigate numerically positive solutions of the equation -Δu = λuq+up with Dirichlet boundary condition in a boundary domain ╬® for λ > 0 and 0 < q < 1 < p < 2*, we will compute and visualize the range of λ, this problem achieves a numerical solution.

Keywords: positive solutions, concave-convex, sub-super solution method, pseudo arclength method.

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1723 Equilibrium, Kinetics and Thermodynamic Studies for Adsorption of Hg (II) on Palm Shell Powder

Authors: Shilpi Kushwaha, Suparna Sodaye, P. Padmaja

Abstract:

Palm shell obtained from coastal part of southern India was studied for the removal for the adsorption of Hg (II) ions. Batch adsorption experiments were carried out as a function of pH, concentration of Hg (II) ions, time, temperature and adsorbent dose. Maximum removal was seen in the range pH 4.0- pH 7.0. The palm shell powder used as adsorbent was characterized for its surface area, SEM, PXRD, FTIR, ion exchange capacity, moisture content, and bulk density, soluble content in water and acid and pH. The experimental results were analyzed using Langmuir I, II, III, IV and Freundlich adsorption isotherms. The batch sorption kinetics was studied for the first order reversible reaction, pseudo first order; pseudo second order reaction and the intra-particle diffusion reaction. The biomass was successfully used for removal Hg (II) from synthetic and industrial effluents and the technique appears industrially applicable and viable.

Keywords: Biosorbent, mercury removal, borassus flabellifer, isotherms, kinetics, palm shell.

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1722 pH-Responsiveness Properties of a Biodigradable Hydrogels Based on Carrageenan-g-poly(NaAA-co-NIPAM)

Authors: Mohammad Sadeghi, Behrouz Heidari, Korush Montazeri

Abstract:

A novel thermo-sensitive superabsorbent hydrogel with salt- and pH-responsiveness properties was obtained by grafting of mixtures of acrylic acid (AA) and N-isopropylacrylamide (NIPAM) monomers onto kappa-carrageenan, kC, using ammonium persulfate (APS) as a free radical initiator in the presence of methylene bisacrylamide (MBA) as a crosslinker. Infrared spectroscopy was carried out to confirm the chemical structure of the hydrogel. Moreover, morphology of the samples was examined by scanning electron microscopy (SEM). The effect of MBA concentration and AA/NIPAM weight ratio on the water absorbency capacity has been investigated. The swelling variations of hydrogels were explained according to swelling theory based on the hydrogel chemical structure. The hydrogels exhibited salt-sensitivity and cation exchange properties. The temperature- and pH-reversibility properties of the hydrogels make the intelligent polymers as good candidates for considering as potential carriers for bioactive agents, e.g. drugs.

Keywords: superabsorbent, carrageenan, acrylic acid, Nisopropylacrylamide, hydrogel, swelling

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1721 ILMI Approach for Robust Output Feedback Control of Induction Machine

Authors: Abdelwahed Echchatbi, Adil Rizki, Ali Haddi, Nabil Mrani, Noureddine Elalami

Abstract:

In this note, the robust static output feedback stabilisation of an induction machine is addressed. The machine is described by a non homogenous bilinear model with structural uncertainties, and the feedback gain is computed via an iterative LMI (ILMI) algorithm.

Keywords: Induction machine, Static output feedback, robust stabilisation.

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1720 Multi-Objective Optimization of Gas Turbine Power Cycle

Authors: Mohsen Nikaein

Abstract:

Because of importance of energy, optimization of power generation systems is necessary. Gas turbine cycles are suitable manner for fast power generation, but their efficiency is partly low. In order to achieving higher efficiencies, some propositions are preferred such as recovery of heat from exhaust gases in a regenerator, utilization of intercooler in a multistage compressor, steam injection to combustion chamber and etc. However thermodynamic optimization of gas turbine cycle, even with above components, is necessary. In this article multi-objective genetic algorithms are employed for Pareto approach optimization of Regenerative-Intercooling-Gas Turbine (RIGT) cycle. In the multiobjective optimization a number of conflicting objective functions are to be optimized simultaneously. The important objective functions that have been considered for optimization are entropy generation of RIGT cycle (Ns) derives using Exergy Analysis and Gouy-Stodola theorem, thermal efficiency and the net output power of RIGT Cycle. These objectives are usually conflicting with each other. The design variables consist of thermodynamic parameters such as compressor pressure ratio (Rp), excess air in combustion (EA), turbine inlet temperature (TIT) and inlet air temperature (T0). At the first stage single objective optimization has been investigated and the method of Non-dominated Sorting Genetic Algorithm (NSGA-II) has been used for multi-objective optimization. Optimization procedures are performed for two and three objective functions and the results are compared for RIGT Cycle. In order to investigate the optimal thermodynamic behavior of two objectives, different set, each including two objectives of output parameters, are considered individually. For each set Pareto front are depicted. The sets of selected decision variables based on this Pareto front, will cause the best possible combination of corresponding objective functions. There is no superiority for the points on the Pareto front figure, but they are superior to any other point. In the case of three objective optimization the results are given in tables.

Keywords: Exergy, Entropy Generation, Brayton Cycle, DesignParameters, Optimization, Genetic Algorithm, Multi-Objective.

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1719 Probabilistic Graphical Model for the Web

Authors: M. Nekri, A. Khelladi

Abstract:

The world wide web network is a network with a complex topology, the main properties of which are the distribution of degrees in power law, A low clustering coefficient and a weak average distance. Modeling the web as a graph allows locating the information in little time and consequently offering a help in the construction of the research engine. Here, we present a model based on the already existing probabilistic graphs with all the aforesaid characteristics. This work will consist in studying the web in order to know its structuring thus it will enable us to modelize it more easily and propose a possible algorithm for its exploration.

Keywords: Clustering coefficient, preferential attachment, small world, Web community.

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1718 Meta Model Based EA for Complex Optimization

Authors: Maumita Bhattacharya

Abstract:

Evolutionary Algorithms are population-based, stochastic search techniques, widely used as efficient global optimizers. However, many real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function evaluations. Use of evolutionary algorithms in such problem domains is thus practically prohibitive. An attractive alternative is to build meta models or use an approximation of the actual fitness functions to be evaluated. These meta models are order of magnitude cheaper to evaluate compared to the actual function evaluation. Many regression and interpolation tools are available to build such meta models. This paper briefly discusses the architectures and use of such meta-modeling tools in an evolutionary optimization context. We further present two evolutionary algorithm frameworks which involve use of meta models for fitness function evaluation. The first framework, namely the Dynamic Approximate Fitness based Hybrid EA (DAFHEA) model [14] reduces computation time by controlled use of meta-models (in this case approximate model generated by Support Vector Machine regression) to partially replace the actual function evaluation by approximate function evaluation. However, the underlying assumption in DAFHEA is that the training samples for the metamodel are generated from a single uniform model. This does not take into account uncertain scenarios involving noisy fitness functions. The second model, DAFHEA-II, an enhanced version of the original DAFHEA framework, incorporates a multiple-model based learning approach for the support vector machine approximator to handle noisy functions [15]. Empirical results obtained by evaluating the frameworks using several benchmark functions demonstrate their efficiency

Keywords: Meta model, Evolutionary algorithm, Stochastictechnique, Fitness function, Optimization, Support vector machine.

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1717 Effect of pH and Ionic Exchange on the Reactivity of Bioglass/Chitosan Composites Used as a Bone Graft Substitute

Authors: Samira Jebahi, Hassane Oudadesse, Eric Wers, Jiheun Elleuch, Hafedh Elfekih, Hassib Keskes, Xuan Vuong Bui, Abdelfatteh Elfeki

Abstract:

Chitosan (CH) material reinforced by bioactive glass (46S6) was fabricated. 46S6 containing 17% wt% CH was studied in vitro and in vivo. Physicochemical techniques, such as Fourier transform infrared spectroscopy (FT-IR), coupled plasma optical emission spectrometry (ICP-OES) analysis were used. The behavior of 46S6CH17 was studied by measuring the in situ pH in a SBF solution. The 46S6CH17 was implanted in the rat femoral condyl. In vitro 46S6CH17 gave an FTIR - spectrum in which three absorption bands with the maxima at 565, 603 and 1039cm-1 after 3 days of soaking in physiological solution. They are assigned to stretching vibrations of PO4^3- group in phosphate crystalline. Moreover, the pH measurement was decreased in the SBF solution. The stability of the calcium phosphate precipitation depended on the pH value. In vivo, a rise in the Ca and phosphate P ions concentrations in the implanted microenvironment was determined.

Keywords: Bioglass, Chitosan, pH measurement, Hydroxyapatite Carbonateted Layer.

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1716 A Probabilistic Reinforcement-Based Approach to Conceptualization

Authors: Hadi Firouzi, Majid Nili Ahmadabadi, Babak N. Araabi

Abstract:

Conceptualization strengthens intelligent systems in generalization skill, effective knowledge representation, real-time inference, and managing uncertain and indefinite situations in addition to facilitating knowledge communication for learning agents situated in real world. Concept learning introduces a way of abstraction by which the continuous state is formed as entities called concepts which are connected to the action space and thus, they illustrate somehow the complex action space. Of computational concept learning approaches, action-based conceptualization is favored because of its simplicity and mirror neuron foundations in neuroscience. In this paper, a new biologically inspired concept learning approach based on the probabilistic framework is proposed. This approach exploits and extends the mirror neuron-s role in conceptualization for a reinforcement learning agent in nondeterministic environments. In the proposed method, instead of building a huge numerical knowledge, the concepts are learnt gradually from rewards through interaction with the environment. Moreover the probabilistic formation of the concepts is employed to deal with uncertain and dynamic nature of real problems in addition to the ability of generalization. These characteristics as a whole distinguish the proposed learning algorithm from both a pure classification algorithm and typical reinforcement learning. Simulation results show advantages of the proposed framework in terms of convergence speed as well as generalization and asymptotic behavior because of utilizing both success and failures attempts through received rewards. Experimental results, on the other hand, show the applicability and effectiveness of the proposed method in continuous and noisy environments for a real robotic task such as maze as well as the benefits of implementing an incremental learning scenario in artificial agents.

Keywords: Concept learning, probabilistic decision making, reinforcement learning.

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1715 Estimating Correlation Dimension on Japanese Candlestick, Application to FOREX Time Series

Authors: S. Mahmoodzadeh, J. Shahrabi, M. A. Torkamani, J. Sabaghzadeh Ghomi

Abstract:

Recognizing behavioral patterns of financial markets is essential for traders. Japanese candlestick chart is a common tool to visualize and analyze such patterns in an economic time series. Since the world was introduced to Japanese candlestick charting, traders saw how combining this tool with intelligent technical approaches creates a powerful formula for the savvy investors. This paper propose a generalization to box counting method of Grassberger-Procaccia, which is based on computing the correlation dimension of Japanese candlesticks instead commonly used 'close' points. The results of this method applied on several foreign exchange rates vs. IRR (Iranian Rial). Satisfactorily show lower chaotic dimension of Japanese candlesticks series than regular Grassberger-Procaccia method applied merely on close points of these same candles. This means there is some valuable information inside candlesticks.

Keywords: Chaos, Japanese candlestick, generalized box counting, strange attractor.

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1714 An Efficient and Secure Solution for the Problems of ARP Cache Poisoning Attacks

Authors: Md. Ataullah, Naveen Chauhan

Abstract:

The Address Resolution Protocol (ARP) is used by computers to map logical addresses (IP) to physical addresses (MAC). However ARP is an all trusting protocol and is stateless which makes it vulnerable to many ARP cache poisoning attacks such as Man-in-the-Middle (MITM) and Denial of service (DoS) attacks. These flaws result in security breaches thus weakening the appeal of the computer for exchange of sensitive data. In this paper we describe ARP, outline several possible ARP cache poisoning attacks and give the detailed of some attack scenarios in network having both wired and wireless hosts. We have analyzed each of proposed solutions, identify their strengths and limitations. Finally get that no solution offers a feasible solution. Hence, this paper presents an efficient and secure version of ARP that is able to cope up with all these types of attacks and is also a feasible solution. It is a stateful protocol, by storing the information of the Request frame in the ARP cache, to reduce the chances of various types of attacks in ARP. It is more efficient and secure by broadcasting ARP Reply frame in the network and storing related entries in the ARP cache each time when communication take place.

Keywords: ARP cache poisoning, MITM, DoS

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1713 Multi-Sensor Image Fusion for Visible and Infrared Thermal Images

Authors: Amit Kr. Happy

Abstract:

This paper is motivated by the importance of multi-sensor image fusion with specific focus on Infrared (IR) and Visible image (VI) fusion for various applications including military reconnaissance. Image fusion can be defined as the process of combining two or more source images into a single composite image with extended information content that improves visual perception or feature extraction. These images can be from different modalities like Visible camera & IR Thermal Imager. While visible images are captured by reflected radiations in the visible spectrum, the thermal images are formed from thermal radiation (IR) that may be reflected or self-emitted. A digital color camera captures the visible source image and a thermal IR camera acquires the thermal source image. In this paper, some image fusion algorithms based upon Multi-Scale Transform (MST) and region-based selection rule with consistency verification have been proposed and presented. This research includes implementation of the proposed image fusion algorithm in MATLAB along with a comparative analysis to decide the optimum number of levels for MST and the coefficient fusion rule. The results are presented, and several commonly used evaluation metrics are used to assess the suggested method's validity. Experiments show that the proposed approach is capable of producing good fusion results. While deploying our image fusion algorithm approaches, we observe several challenges from the popular image fusion methods. While high computational cost and complex processing steps of image fusion algorithms provide accurate fused results, but they also make it hard to become deployed in system and applications that require real-time operation, high flexibility and low computation ability. So, the methods presented in this paper offer good results with minimum time complexity.

Keywords: Image fusion, IR thermal imager, multi-sensor, Multi-Scale Transform.

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1712 Computing Visibility Subsets in an Orthogonal Polyhedron

Authors: Jefri Marzal, Hong Xie, Chun Che Fung

Abstract:

Visibility problems are central to many computational geometry applications. One of the typical visibility problems is computing the view from a given point. In this paper, a linear time procedure is proposed to compute the visibility subsets from a corner of a rectangular prism in an orthogonal polyhedron. The proposed algorithm could be useful to solve classic 3D problems.

Keywords: Visibility, rectangular prism, orthogonal polyhedron.

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1711 Ant Colony Optimization for Feature Subset Selection

Authors: Ahmed Al-Ani

Abstract:

The Ant Colony Optimization (ACO) is a metaheuristic inspired by the behavior of real ants in their search for the shortest paths to food sources. It has recently attracted a lot of attention and has been successfully applied to a number of different optimization problems. Due to the importance of the feature selection problem and the potential of ACO, this paper presents a novel method that utilizes the ACO algorithm to implement a feature subset search procedure. Initial results obtained using the classification of speech segments are very promising.

Keywords: Ant Colony Optimization, ant systems, feature selection, pattern recognition.

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1710 A Sub Pixel Resolution Method

Authors: S. Khademi, A. Darudi, Z. Abbasi

Abstract:

One of the main limitations for the resolution of optical instruments is the size of the sensor-s pixels. In this paper we introduce a new sub pixel resolution algorithm to enhance the resolution of images. This method is based on the analysis of multiimages which are fast recorded during the fine relative motion of image and pixel arrays of CCDs. It is shown that by applying this method for a sample noise free image one will enhance the resolution with 10-14 order of error.

Keywords: Sub Pixel Resolution, Moving Pixels, CCD, Image, Optical Instrument.

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1709 Atomic Clusters: A Unique Building Motif for Future Smart Nanomaterials

Authors: Debesh R. Roy

Abstract:

The fundamental issue in understanding the origin and growth mechanism of nanomaterials, from a fundamental unit is a big challenging problem to the scientists. Recently, an immense attention is generated to the researchers for prediction of exceptionally stable atomic cluster units as the building units for future smart materials. The present study is a systematic investigation on the stability and electronic properties of a series of bimetallic (semiconductor-alkaline earth) clusters, viz., BxMg3 (x=1-5) is performed, in search for exceptional and/ or unusual stable motifs. A very popular hybrid exchange-correlation functional, B3LYP along with a higher basis set, viz., 6-31+G[d,p] is employed for this purpose under the density functional formalism. The magic stability among the concerned clusters is explained using the jellium model. It is evident from the present study that the magic stability of B4Mg3 cluster arises due to the jellium shell closure.

Keywords: Atomic Clusters, Density Functional Theory, Jellium Model, Magic Clusters, Smart Nanomaterials.

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