Search results for: level sets

Authors: M. Yucel, M. Yucel, N. F. Ozturk, H. H. Goktas, C. Gemci, F. V. Celebi

Abstract:

In this study, Brillouin Gain Spectrum (BGS) is experimentally analyzed in the Brillouin Optical Time Domain Reflectometry (BOTDR) and Brillouin Optical Time Domain Analyzer (BOTDA). For this purpose, the signal level of the microwave generator is varied and the effects of BGS are investigated. In the setups, 20 km conventional single mode fiber is used to both setups and laser wavelengths are selected around 1550 nm. To achieve best results, it can be used between 5 dBm to 15 dBm signal level of microwave generator for BOTDA and BOTDR setups.

Keywords: Microwave signal level, Brillouin gain spectrum, BOTDA, BOTDR.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1892

Authors: L. G. Karancsi, K. Máriás

Abstract:

We examined the crop yield results of hybrids in 2012. We found out that in the control treatments the lowest yield was reached with the hybrid PR37M81: 10,012 kg ha^-1. The highest yield was in case of hybrid P37N01: 11,581 kg ha^-1. As we raised the nutrient doses the lowest yield of all examined nutrient levels was in case of hybrid PR37M81. We measured at N₆₀+PK nutrient level 12,517 kg ha^-1, at N₁₂₀+PK nutrient level 12,760 kg ha^-1, and at N₁₅₀+PK nutrient level 12,535 kg ha^-1 yield results. At N₆₀+PK and N₁₂₀+PK nutrient level the highest yield was reached with the hybrid P9494 (N₆₀+PK: 13,970 kg ha^-1, N₁₂₀+PK: 13,871 kg ha^-1). In case of the N₁₅₀+PK fertilization treatment the hybrid P37N01 gave the highest yield results (13,962 kg ha^-1).

Keywords: Hybrids, maize, nutrient levels, SPAD and LAI values.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1634

Authors: Serkan Narlı, Ahmet Z. Ozcelik

Abstract:

The theory of rough sets is generalized by using a filter. The filter is induced by binary relations and it is used to generalize the basic rough set concepts. The knowledge representations and processing of binary relations in the style of rough set theory are investigated.

Keywords: Rough set, fuzzy set, membership function, knowledge representation and processing, information theory

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1804

Authors: Chanpen Meenakorn

Abstract:

This research aims to study; (1) behavior of the tourists affecting the satisfaction level of tourism at the Amphawa floating market in Samut Songkhram province, (2) to study the satisfaction level of tourism at the Amphawa floating market. The research method will use quantitative research; data was collected by questionnaires distributed to the tourist who visits the Amphawa floating market for 480 samples. Data was analyzed by SPSS software to process descriptive statistic including frequency, percentage, mean, standard deviation and inferential statistic is t-test, F-test, and chi-square. The results showed that the behavior of tourists had known tourist attractions in the province comes from the mouth of relatives and friends suggested that he come here before and the reasons to visit is to want to pay homage to the various temples for the frequency to visit travel an average of 2-4 times and  the satisfaction of the tourists in the province found that the satisfaction level of tourists in the province at the significant level of the place, convenient  and services have a high level of satisfaction.

Keywords: Amphawa floating market behavior of the tourists, satisfaction level, sustainable tourism, Samut Songkhram province.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1207

Authors: J. Kavikumar, N. S. Manian, M. B. K. Moorthy

Abstract:

The main purpose of this paper is to consider the new kind of approximation which is called as t-best coapproximation in fuzzy n-normed spaces. The set of all t-best coapproximation define the t-coproximinal, t-co-Chebyshev and F-best coapproximation and then prove several theorems pertaining to this sets. 

Keywords: Fuzzy-n-normed space, best coapproximation, co-proximinal, co-Chebyshev, F-best coapproximation, orthogonality

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1625

Authors: P. Varalaxmi, A. Kirubakaran

Abstract:

This paper presents a thirteen-level asymmetrical cascaded H-bridge single phase inverter. In this configuration, the desired output voltage level is achieved by connecting the DC sources in different combinations by triggering the switches. The modes of operation are explained well for positive level generations. Moreover, a comparison is made with conventional topologies of diode clamped, flying capacitors and cascaded-H-bridge and some recently proposed topologies to show the significance of the proposed topology in terms of reduced part counts. The simulation work has been carried out in MATLAB/Simulink environment. The experimental work is also carried out for lower rating to verify the performance and feasibility of the proposed topology. Further the results are presented for different loading conditions.

Keywords: Multilevel inverter, pulse width modulation, total harmonic distortion, THD.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 665

Authors: L. Lakhdari, B. Bouchiba, M. Bechar

Abstract:

The multi-level inverters present an important novelty in the field of energy control with high voltage and power. The major advantage of all multi-level inverters is the improvement and spectral quality of its generated output signals. In recent years, various pulse width modulation techniques have been developed. From these technics we have: Sinusoidal Pulse Width Modulation (SPWM) and Space Vector Pulse Width Modulation (SVPWM). This work presents a detailed analysis of the comparative advantage of space vector pulse width modulation (SVPWM) and the standard SPWM technique for Three Level Diode Clamped Inverter fed Induction Motor. The comparison is based on the evaluation of harmonic distortion THD.

Keywords: Induction motor, multi-level inverters, NPC inverter, sinusoidal pulse width modulation, space vector pulse width modulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 972

Authors: Petri Solanti, Russell Klein

Abstract:

Many designers are asking for an automated path from an abstract mathematical MATLAB model to a high-quality Register-Transfer Level (RTL) hardware description. Manual transformations of MATLAB or intermediate code are needed, when the design abstraction is changed. Design conversion is problematic as it is multidimensional and it requires many different design steps to translate the mathematical representation of the desired functionality to an efficient hardware description with the same behavior and configurability. Yet, a manual model conversion is not an insurmountable task. Using currently available design tools and an appropriate design methodology, converting a MATLAB model to efficient hardware is a reasonable effort. This paper describes a simple and flexible design methodology that was developed together with several design teams.

Keywords: Design methodology, high-level synthesis, MATLAB, verification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 550

Authors: Murad A, Baker H, Mahmoud S, Gabr A

Abstract:

The groundwater is one of the main sources for sustainability in the United Arab Emirates (UAE). Intensive developments in Al-Ain area lead to increase water demand, which consequently reduced the overall groundwater quantity in major aquifers. However, in certain residential areas within Al-Ain, it has been noticed that the groundwater level is rising, for example in Sha-ab Al Askher area. The reasons for the groundwater rising phenomenon are yet to be investigated. In this work, twenty four seismic refraction profiles have been carried out along the study pilot area; as well as field measurement of the groundwater level in a number of available water wells in the area. The processed seismic data indicated the deepest and shallowest groundwater levels are 15m and 2.3 meters respectively. This result is greatly consistent with the proper field measurement of the groundwater level. The minimum detected value may be referred to perched subsurface water which may be associated to the infiltration from the surrounding water bodies such as lakes, and elevated farms. The maximum values indicate the accurate groundwater level within the study area. The findings of this work may be considered as a preliminary help to the decision makers.

Keywords: groundwater, shallow seismic method, United Arab Emirates

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1491

Authors: I. Arockiarani

Abstract:

The focus of the paper is to furnish the entropy measure for a neutrosophic set and neutrosophic soft set which is a measure of uncertainty and it permeates discourse and system. Various characterization of entropy measures are derived. Further we exemplify this concept by applying entropy in various real time decision making problems.

Keywords: Entropy measure, Hausdorff distance, neutrosophic set, soft set.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 928

Authors: Zhongmin Wang, Wudong Fan, Hengshan Zhang, Yimin Zhou

Abstract:

In data-driven prognostic methods, the prediction accuracy of the estimation for remaining useful life of bearings mainly depends on the performance of health indicators, which are usually fused some statistical features extracted from vibrating signals. However, the existing health indicators have the following two drawbacks: (1) The differnet ranges of the statistical features have the different contributions to construct the health indicators, the expert knowledge is required to extract the features. (2) When convolutional neural networks are utilized to tackle time-frequency features of signals, the time-series of signals are not considered. To overcome these drawbacks, in this study, the method combining convolutional neural network with gated recurrent unit is proposed to extract the time-frequency image features. The extracted features are utilized to construct health indicator and predict remaining useful life of bearings. First, original signals are converted into time-frequency images by using continuous wavelet transform so as to form the original feature sets. Second, with convolutional and pooling layers of convolutional neural networks, the most sensitive features of time-frequency images are selected from the original feature sets. Finally, these selected features are fed into the gated recurrent unit to construct the health indicator. The results state that the proposed method shows the enhance performance than the related studies which have used the same bearing dataset provided by PRONOSTIA.

Keywords: Continuous wavelet transform, convolution neural network, gated recurrent unit, health indicators, remaining useful life.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 755

Authors: Il Dong Kim, Jin Rak Lee, Young Jun Ko, Young Taek Jin

Abstract:

An on-line condition monitoring method for transmission line is proposed using electrical circuit theory and IT technology in this paper. It is reasonable that the circuit parameters such as resistance (R), inductance (L), conductance (g) and capacitance (C) of a transmission line expose the electrical conditions and physical state of the line. Those parameters can be calculated from the linear equation composed of voltages and currents measured by synchro-phasor measurement technique at both end of the line. A set of linear voltage drop equations containing four terminal constants (A, B ,C ,D ) are mathematical models of the transmission line circuits. At least two sets of those linear equations are established from different operation condition of the line, they may mathematically yield those circuit parameters of the line. The conditions of line connectivity including state of connecting parts or contacting parts of the switching device may be monitored by resistance variations during operation. The insulation conditions of the line can be monitored by conductance (g) and capacitance(C) measurements. Together with other condition monitoring devices such as partial discharge, sensors and visual sensing device etc.,they may give useful information to monitor out any incipient symptoms of faults. The prototype of hardware system has been developed and tested through laboratory level simulated transmission lines. The test has shown enough evident to put the proposed method to practical uses.

Keywords: Transmission Line, Condition Monitoring, Circuit Parameters, Synchro- phasor Measurement.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3191

Authors: Ena Bhattacharyya, Zullina H. Shaari

Abstract:

Till date, English as a Second Language (ESL) educators involved in teaching language and communication to engineering students face an uphill task in developing graduate communicative competency. This challenge is accentuated by the apparent lack of English for Specific Purposes (ESP) materials for engineering students in the engineering curriculum. As such, most ESL educators are forced to play multiple roles. They don tasks such as curriculum designers, material writers and teachers with limited knowledge of the disciplinary content. Previous research indicates that prospective professional engineers should possess some sub-sets of competency: technical, linguistic oral immediacy, meta-cognitive and rhetorical explanatory competence. Another study revealed that engineering students need to be equipped with technical and linguistic oral immediacy competence. However, little is known whether these competency needs are in line with the educators- perceptions of communicative competence. This paper examines the best mix of communicative competence subsets that create the magic for engineering students in technical oral presentations. For the purpose of this study, two groups of educators were interviewed. These educators were language and communication lecturers involved in teaching a speaking course and content experts who assess students- technical oral presentations at tertiary level. The findings indicate that these two groups differ in their perceptions

Keywords: Communicative competence, Content experts, Educators, Technical Oral Presentations

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2040

Authors: Rodolfo Lorbieski, Silvia Modesto Nassar

Abstract:

Many supervised machine learning tasks require decision making across numerous different classes. Multi-class classification has several applications, such as face recognition, text recognition and medical diagnostics. The objective of this article is to analyze an adapted method of Stacking in multi-class problems, which combines ensembles within the ensemble itself. For this purpose, a training similar to Stacking was used, but with three levels, where the final decision-maker (level 2) performs its training by combining outputs from the tree-based pair of meta-classifiers (level 1) from Bayesian families. These are in turn trained by pairs of base classifiers (level 0) of the same family. This strategy seeks to promote diversity among the ensembles forming the meta-classifier level 2. Three performance measures were used: (1) accuracy, (2) area under the ROC curve, and (3) time for three factors: (a) datasets, (b) experiments and (c) levels. To compare the factors, ANOVA three-way test was executed for each performance measure, considering 5 datasets by 25 experiments by 3 levels. A triple interaction between factors was observed only in time. The accuracy and area under the ROC curve presented similar results, showing a double interaction between level and experiment, as well as for the dataset factor. It was concluded that level 2 had an average performance above the other levels and that the proposed method is especially efficient for multi-class problems when compared to binary problems.

Keywords: Stacking, multi-layers, ensemble, multi-class.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1088

Authors: E. Y. Igde, S. Aydogan, F. E. Boran, D. Akay

Abstract:

Patent data have an increasingly important role in economic growth, innovation, technical advantages and business strategies and even in countries competitions. Analyzing of patent data is crucial since patents cover large part of all technological information of the world. In this paper, we have used the linguistic summarization technique to prove the validity of the hypotheses related to patent data stated in the literature.

Keywords: Data mining, fuzzy sets, linguistic summarization, patent data.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1208

Authors: S. Bouharati, I. Bouharati, C. Benzidane, F. Alleg, M. Belmahdi

Abstract:

Sensors possess several properties of physical measures. Whether devices that convert a sensed signal into an electrical signal, chemical sensors and biosensors, thus all these sensors can be considered as an interface between the physical and electrical equipment. The problem is the analysis of the multitudes of saved settings as input variables. However, they do not all have the same level of influence on the outputs. In order to identify the most sensitive parameters, those that can guide users in gathering information on the ground and in the process of model calibration and sensitivity analysis for the effect of each change made. Mathematical models used for processing become very complex. In this paper a fuzzy rule-based system is proposed as a solution for this problem. The system collects the available signals information from sensors. Moreover, the system allows the study of the influence of the various factors that take part in the decision system. Since its inception fuzzy set theory has been regarded as a formalism suitable to deal with the imprecision intrinsic to many problems. At the same time, fuzzy sets allow to use symbolic models. In this study an example was applied for resolving variety of physiological parameters that define human health state. The application system was done for medical diagnosis help. The inputs are the signals expressed the cardiovascular system parameters, blood pressure, Respiratory system paramsystem was done, it will be able to predict the state of patient according any input values.

Keywords: Sensors, Sensivity, fuzzy logic, analysis, physiological parameters, medical diagnosis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1962

Authors: Şahin Emrah Amrahov, Fatih Aybar, Serhat Doğan

Abstract:

In this paper we consider the rule reduct generation problem. Rule Reduct Generation (RG) and Modified Rule Generation (MRG) algorithms, that are used to solve this problem, are well-known. Alternative to these algorithms, we develop Pruning Rule Generation (PRG) algorithm. We compare the PRG algorithm with RG and MRG.

Keywords: Rough sets, Decision rules, Rule induction, Classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2042

Authors: Azhar Rauf, Sareer Badshah, Shah Khusro

Abstract:

This paper analyzes different techniques of the fine grained security of relational databases for the two variables-data accessibility and inference. Data accessibility measures the amount of data available to the users after applying a security technique on a table. Inference is the proportion of information leakage after suppressing a cell containing secret data. A row containing a secret cell which is suppressed can become a security threat if an intruder generates useful information from the related visible information of the same row. This paper measures data accessibility and inference associated with row, cell, and column level security techniques. Cell level security offers greatest data accessibility as it suppresses secret data only. But on the other hand, there is a high probability of inference in cell level security. Row and column level security techniques have least data accessibility and inference. This paper introduces cell plus innocent security technique that utilizes the cell level security method but suppresses some innocent data to dodge an intruder that a suppressed cell may not necessarily contain secret data. Four variations of the technique namely cell plus innocent 1/4, cell plus innocent 2/4, cell plus innocent 3/4, and cell plus innocent 4/4 respectively have been introduced to suppress innocent data equal to 1/4, 2/4, 3/4, and 4/4 percent of the true secret data inside the database. Results show that the new technique offers better control over data accessibility and inference as compared to the state-of-theart security techniques. This paper further discusses the combination of techniques together to be used. The paper shows that cell plus innocent 1/4, 2/4, and 3/4 techniques can be used as a replacement for the cell level security.

Keywords: Fine Grained Security, Data Accessibility, Inference, Row, Cell, Column Level Security.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1465

Authors: Alexei M. Mikhailov

Abstract:

The paper discusses the mathematics of pattern indexing and its applications to recognition of visual patterns that are found in video clips. It is shown that (a) pattern indexes can be represented by collections of inverted patterns, (b) solutions to pattern classification problems can be found as intersections and histograms of inverted patterns and, thus, matching of original patterns avoided.

Keywords: Artificial neural cortex, computational biology, data mining, pattern recognition.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2106

Authors: Kelaiaia Mounia Samira, Labar Hocine, Bounaya Kamel, Kelaiaia Samia

Abstract:

The development of the power electronics has allowed increasing the precision and reliability of the electrical trainings, thanks to the adjustable inverters, as the Pulse Wide Modulation (PWM) five level inverters, which is the object of study in this article.The authors treat the relation between the law order adopted for a given system and the oscillations of the electrical and mechanical parameters of which the tolerance depends on the process with which they are integrated (paper factory, lifting of the heavy loads, etc.).Thus the best choice of the regulation indexes allows us to achieve stability and safety training without investment (management of existing equipment).

Keywords: multi level inverter, PWM, Harmonics, oscillation, control

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1646

Authors: Vladimir Korovkin, Albert Park, Evgeny Kaganer

Abstract:

Digital divide, the gap in the access to the world of digital technologies and the socio-economic opportunities that they create is an important phenomenon of the XXI century. This gap may exist between countries, regions within a country or socio-demographic groups, creating the classes of “digital have and have nots”. While the 1st-level divide (the difference in opportunities to access the digital networks) was demonstrated to diminish with time, the issues of 2nd level divide (the difference in skills and usage of digital systems) and 3rd level divide (the difference in effects obtained from digital technology) may grow. The paper offers a systemic review of literature on the measurement of the digital divide, noting the certain conceptual stagnation due to the lack of effective instruments that would capture the complex nature of the phenomenon. As a result, many important concepts do not receive the empiric exploration they deserve. As a solution the paper suggests a composite Digital Life Index, that studies separately the digital supply and demand across seven independent dimensions providing for 14 subindices. The Index is based on Internet-borne data, a distinction from traditional research approaches that rely on official statistics or surveys. The application of the model to the study of the digital divide between Russian regions and between cities in China have brought promising results. The paper advances the existing methodological literature on the 2nd level digital divide and can also inform practical decision-making regarding the strategies of national and regional digital development.

Keywords: Digital transformation, second-level digital divide, composite index, digital policy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 445

Authors: Lei Lei, Chao Wang, Xin Liu

Abstract:

Discrete wavelet transform (DWT) has been widely adopted in biomedical signal processing for denoising, compression and so on. Choosing a suitable decomposition level (DL) in DWT is of paramount importance to its performance. In this paper, we propose to exploit sparseness of the transformed signals to determine the appropriate DL. Simulation results have shown that the sparseness of transformed signals after DWT increases with the increasing DLs. Additional Monte-Carlo simulation results have verified the effectiveness of sparseness measure in determining the DL.

Keywords: Sparseness, DWT, decomposition level, ECG.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5868

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.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1795

Authors: Shahab Kavehkar, Mohammad Ali Ghorbani, Valeriy Khokhlov, Afshin Ashrafzadeh, Sabereh Darbandi

Abstract:

Water level forecasting using records of past time series is of importance in water resources engineering and management. For example, water level affects groundwater tables in low-lying coastal areas, as well as hydrological regimes of some coastal rivers. Then, a reliable prediction of sea-level variations is required in coastal engineering and hydrologic studies. During the past two decades, the approaches based on the Genetic Programming (GP) and Artificial Neural Networks (ANN) were developed. In the present study, the GP is used to forecast daily water level variations for a set of time intervals using observed water levels. The measurements from a single tide gauge at Urmia Lake, Northwest Iran, were used to train and validate the GP approach for the period from January 1997 to July 2008. Statistics, the root mean square error and correlation coefficient, are used to verify model by comparing with a corresponding outputs from Artificial Neural Network model. The results show that both these artificial intelligence methodologies are satisfactory and can be considered as alternatives to the conventional harmonic analysis.

Keywords: Water-Level variation, forecasting, artificial neural networks, genetic programming, comparative analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2325

Authors: Zeynep İltüzer Samur, Gül Tekin Temur

Abstract:

Due to the increasing and varying risks that economic units face with, derivative instruments gain substantial importance, and trading volumes of derivatives have reached very significant level. Parallel with these high trading volumes, researchers have developed many different models. Some are parametric, some are nonparametric. In this study, the aim is to analyse the success of artificial neural network in pricing of options with S&P 100 index options data. Generally, the previous studies cover the data of European type call options. This study includes not only European call option but also American call and put options and European put options. Three data sets are used to perform three different ANN models. One only includes data that are directly observed from the economic environment, i.e. strike price, spot price, interest rate, maturity, type of the contract. The others include an extra input that is not an observable data but a parameter, i.e. volatility. With these detail data, the performance of ANN in put/call dimension, American/European dimension, moneyness dimension is analyzed and whether the contribution of the volatility in neural network analysis make improvement in prediction performance or not is examined. The most striking results revealed by the study is that ANN shows better performance when pricing call options compared to put options; and the use of volatility parameter as an input does not improve the performance.

Keywords: Option Pricing, Neural Network, S&P 100 Index, American/European options

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 3073

Authors: Ivan Pavic, Fran Galetic, Tomislava Pavic Kramaric

Abstract:

The purpose of this article is to analyze the degree of concentration in the banking market in EU member states as well as to determine the impact of the length of EU membership on the degree of concentration. In that sense several analysis were conducted, specifically, panel analysis, calculation of correlation coefficient and regression analysis of the impact of the length of EU membership on the degree of concentration. Panel analysis was conducted to determine whether there is a similar trend of concentration in three groups of countries - countries with a low, moderate and high level of concentration. The conducted panel analysis showed that in EU countries with a moderate level of concentration, the level of concentration decreases. The calculation of correlation showed that, to some extent, with other influential factors, the length of EU membership negatively affects the market concentration of the banking market. Using the regression analysis for investigation of the influence of the length of EU membership on the level of concentration in the banking sector in a particular country, the results reveal that there is a negative effect of the length in EU membership on market concentration, although it is not significantly influential variable.

Keywords: Banking sector, concentration, EU

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1856

Authors: Tayyab Hassan, Talha Rehman, Qasim Abdul Aziz, Ahmad Salman

Abstract:

The constant monitoring of blood glucose level is necessary for maintaining health of patients and to alert medical specialists to take preemptive measures before the onset of any complication as a result of diabetes. The current clinical monitoring of blood glucose uses invasive methods repeatedly which are uncomfortable and may result in infections in diabetic patients. Several attempts have been made to develop non-invasive techniques for blood glucose measurement. In this regard, the existing methods are not reliable and are less accurate. Other approaches claiming high accuracy have not been tested on extended dataset, and thus, results are not statistically significant. It is a well-known fact that acetone concentration in breath has a direct relation with blood glucose level. In this paper, we have developed the first of its kind, reliable and high accuracy breath analyzer for non-invasive blood glucose measurement. The acetone concentration in breath was measured using MQ 138 sensor in the samples collected from local hospitals in Pakistan involving one hundred patients. The blood glucose levels of these patients are determined using conventional invasive clinical method. We propose a linear regression classifier that is trained to map breath acetone level to the collected blood glucose level achieving high accuracy.

Keywords: Blood glucose level, breath acetone concentration, diabetes, linear regression.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1541

Authors: Masaumi Nakahara, Sou Watanabe, Hiromichi Ogi, Atsuhiro Shibata, Kazunori Nomura

Abstract:

In the Japan Atomic Energy Agency, three types of experimental research, advanced reactor fuel reprocessing, radioactive waste disposal, and nuclear fuel cycle technology, have been carried out at the Chemical Processing Facility. The facility has generated high level radioactive liquid and solid wastes in hot cells. The high level radioactive solid waste is divided into three main categories, a flammable waste, a non-flammable waste, and a solid reagent waste. A plastic product is categorized into the flammable waste and molten with a heating mantle. The non-flammable waste is cut with a band saw machine for reducing the volume. Among the solid reagent waste, a used adsorbent after the experiments is heated, and an extractant is decomposed for its stabilization. All high level radioactive solid wastes in the hot cells are packed in a high level radioactive solid waste can. The high level radioactive solid waste can is transported to the 2nd High Active Solid Waste Storage in the Tokai Reprocessing Plant in the Japan Atomic Energy Agency.

Keywords: High level radioactive solid waste, advanced reactor fuel reprocessing, radioactive waste disposal, nuclear fuel cycle technology.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 911

Authors: Z. Khan, O. Moselhi, T. Zayed

Abstract:

Development of levels of service in municipal context is a flexible vehicle to assist in performing quality-cost trade-off analysis for municipal services. This trade-off depends on the willingness of a community to pay as well as on the condition of the assets. Community perspective of the performance of an asset from service point of view may be quite different from the municipality perspective of the performance of the same asset from condition point of view. This paper presents a three phased level of service based methodology for water mains that consists of :1)development of an Analytical Hierarchy model of level of service 2) development of Fuzzy Weighted Sum model of water main condition index and 3) deriving a Fuzzy logic based function that maps level of service to asset condition index. This mapping will assist asset managers in quantifying condition improvement requirement to meet service goals and to make more informed decisions on interventions and relayed priorities.

Keywords: Asset Management, Level of Service, Condition Index, Analytical Hierarchy, Fuzzy Logic.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1942

Authors: Hui Hui Wang, Dzulkifli Mohamad, N.A Ismail

Abstract:

This paper attempts to discuss the evolution of the retrieval techniques focusing on development, challenges and trends of the image retrieval. It highlights both the already addressed and outstanding issues. The explosive growth of image data leads to the need of research and development of Image Retrieval. However, Image retrieval researches are moving from keyword, to low level features and to semantic features. Drive towards semantic features is due to the problem of the keywords which can be very subjective and time consuming while low level features cannot always describe high level concepts in the users- mind.

Keywords: content based image retrieval, keyword based imageretrieval, semantic gap, semantic image retrieval.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2516