Search results for: recursive function
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2223

Search results for: recursive function

2013 A Simulation Tool for Projection Mapping Based on Mapbox and Unity

Authors: Noriko Hanakawa, Masaki Obana

Abstract:

A simulation tool is proposed for big-scale projection mapping events. The tool has four main functions based on Mapbox and Unity utilities. The first function is building three-dimensional models of real cities using Mapbox. The second function is movie projections to some buildings in real cities using Unity. The third is a movie sending function from a PC to a virtual projector. The fourth function is mapping movies with fitting buildings. The simulation tool was adapted to a real projection mapping event held in 2019. The event completed, but it faced a severe problem in the movie projection to the target building. Extra tents were set in front of the target building, and the tents became obstacles to the movie projection. The simulation tool developed herein could reconstruct the problems of the event. Therefore, if the simulation tool was developed before the 2019 projection mapping event, the problem of the tents being obstacles could have been avoided using the tool. Moreover, we confirmed that the simulation tool is useful for planning future projection mapping events to avoid various extra equipment obstacles, such as utility poles, planting trees, and monument towers.

Keywords: avoiding obstacles, projection mapping, projector position, real 3D map

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2012 Study of Icons in Enterprise Application Software Context

Authors: Shiva Subhedar, Abhishek Jain, Shivin Mittal

Abstract:

Icons are not merely decorative elements in enterprise applications but very often used because of their many advantages such as compactness, visual appeal, etc. Despite these potential advantages, icons often cause usability problems when they are designed without consideration for their many potential downsides. The aim of the current study was to examine the effect of articulatory distance – the distance between the physical appearance of an interface element and what it actually means. In other words, will the subject find the association of the function and its appearance on the interface natural or is the icon difficult for them to associate with its function. We have calculated response time and quality of identification by varying icon concreteness, the context of usage and subject experience in the enterprise context. The subjects were asked to associate icons (prepared for study purpose) with given function options in context and out of context mode. Response time and their selection were recorded for analysis.

Keywords: Icons, icon concreteness, icon recognition, HCI.

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2011 Grid–SVC: An Improvement in SVC Algorithm, Based On Grid Based Clustering

Authors: Farhad Hadinejad, Hasan Saberi, Saeed Kazem

Abstract:

Support vector clustering (SVC) is an important kernelbased clustering algorithm in multi applications. It has got two main bottle necks, the high computation price and labeling piece. In this paper, we presented a modified SVC method, named Grid–SVC, to improve the original algorithm computationally. First we normalized and then we parted the interval, where the SVC is processing, using a novel Grid–based clustering algorithm. The algorithm parts the intervals, based on the density function of the data set and then applying the cartesian multiply makes multi-dimensional grids. Eliminating many outliers and noise in the preprocess, we apply an improved SVC method to each parted grid in a parallel way. The experimental results show both improvement in time complexity order and the accuracy.

Keywords: Grid–based clustering, SVC, Density function, Radial basis function.

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2010 Role of Environmental Focus in Legal Protection and Efficient Management of Wetlands in the Republic of Kazakhstan

Authors: K. R. Balabiyev, A. O. Kaipbayeva

Abstract:

The article discusses the legal framework of the government’s environmental function and analyzes the role of the national policy in protection of wetlands. The problem is of interest for it deals with the most important branch of economy – utilization of Kazakhstan’s natural resources, protection of health and environmental wellbeing of the population. Development of a longterm environmental program addressing the protection of wetlands represents the final stage of the government’s environmental policy, and is a relatively new function for the public administration system. It appeared due to the environmental measures that require immediate decisions to be taken. It is an integral part of the effort in the field of management of state-owned natural resource, as well as of the measures aimed at efficient management of natural resources to avoid their early depletion or contamination.

Keywords: Environmental focus, government’s environmental function, protection of wetlands.

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2009 Bilinear and Bilateral Generating Functions for the Gauss’ Hypergeometric Polynomials

Authors: Manoj Singh, Mumtaz Ahmad Khan, Abdul Hakim Khan

Abstract:

The object of the present paper is to investigate several general families of bilinear and bilateral generating functions with different argument for the Gauss’ hypergeometric polynomials.

Keywords: Appell’s functions, Gauss hypergeometric functions, Heat polynomials, Kampe’ de Fe’riet function, Laguerre polynomials, Lauricella’s function, Saran’s functions.

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2008 Preliminary Study on Fixture Layout Optimization Using Element Strain Energy

Authors: Zeshan Ahmad, Matteo Zoppi, Rezia Molfino

Abstract:

The objective of positioning the fixture elements in the fixture is to make the workpiece stiff, so that geometric errors in the manufacturing process can be reduced. Most of the work for optimal fixture layout used the minimization of the sum of the nodal deflection normal to the surface as objective function. All deflections in other direction have been neglected. We propose a new method for fixture layout optimization in this paper, which uses the element strain energy. The deformations in all the directions have been considered in this way. The objective function in this method is to minimize the sum of square of element strain energy. Strain energy and stiffness are inversely proportional to each other. The optimization problem is solved by the sequential quadratic programming method. Three different kinds of case studies are presented, and results are compared with the method using nodal deflections as objective function to verify the propose method.

Keywords: Fixture layout, optimization, strain energy, quadratic programming.

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2007 Evidence of the Long-run Equilibrium between Money Demand Determinants in Croatia

Authors: B. Skrabic, N. Tomic-Plazibat

Abstract:

In this paper real money demand function is analyzed within multivariate time-series framework. Cointegration approach is used (Johansen procedure) assuming interdependence between money demand determinants, which are nonstationary variables. This will help us to understand the behavior of money demand in Croatia, revealing the significant influence between endogenous variables in vector autoregrression system (VAR), i.e. vector error correction model (VECM). Exogeneity of the explanatory variables is tested. Long-run money demand function is estimated indicating slow speed of adjustment of removing the disequilibrium. Empirical results provide the evidence that real industrial production and exchange rate explains the most variations of money demand in the long-run, while interest rate is significant only in short-run.

Keywords: Cointegration, Long-run equilibrium, Money demand function, Vector error correction model.

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2006 A Descent-projection Method for Solving Monotone Structured Variational Inequalities

Authors: Min Sun, Zhenyu Liu

Abstract:

In this paper, a new descent-projection method with a new search direction for monotone structured variational inequalities is proposed. The method is simple, which needs only projections and some function evaluations, so its computational load is very tiny. Under mild conditions on the problem-s data, the method is proved to converges globally. Some preliminary computational results are also reported to illustrate the efficiency of the method.

Keywords: variational inequalities, monotone function, global convergence.

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2005 On Discretization of Second-order Derivatives in Smoothed Particle Hydrodynamics

Authors: R. Fatehi, M.A. Fayazbakhsh, M.T. Manzari

Abstract:

Discretization of spatial derivatives is an important issue in meshfree methods especially when the derivative terms contain non-linear coefficients. In this paper, various methods used for discretization of second-order spatial derivatives are investigated in the context of Smoothed Particle Hydrodynamics. Three popular forms (i.e. "double summation", "second-order kernel derivation", and "difference scheme") are studied using one-dimensional unsteady heat conduction equation. To assess these schemes, transient response to a step function initial condition is considered. Due to parabolic nature of the heat equation, one can expect smooth and monotone solutions. It is shown, however in this paper, that regardless of the type of kernel function used and the size of smoothing radius, the double summation discretization form leads to non-physical oscillations which persist in the solution. Also, results show that when a second-order kernel derivative is used, a high-order kernel function shall be employed in such a way that the distance of inflection point from origin in the kernel function be less than the nearest particle distance. Otherwise, solutions may exhibit oscillations near discontinuities unlike the "difference scheme" which unconditionally produces monotone results.

Keywords: Heat conduction, Meshfree methods, Smoothed ParticleHydrodynamics (SPH), Second-order derivatives.

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2004 Modelling for Temperature Non-Isothermal Continuous Stirred Tank Reactor Using Fuzzy Logic

Authors: Nasser Mohamed Ramli, Mohamad Syafiq Mohamad

Abstract:

Many types of controllers were applied on the continuous stirred tank reactor (CSTR) unit to control the temperature. In this research paper, Proportional-Integral-Derivative (PID) controller are compared with Fuzzy Logic controller for temperature control of CSTR. The control system for temperature non-isothermal of a CSTR will produce a stable response curve to its set point temperature. A mathematical model of a CSTR using the most general operating condition was developed through a set of differential equations into S-function using MATLAB. The reactor model and S-function are developed using m.file. After developing the S-function of CSTR model, User-Defined functions are used to link to SIMULINK file. Results that are obtained from simulation and temperature control were better when using Fuzzy logic control compared to PID control.

Keywords: CSTR, temperature, PID, fuzzy logic.

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2003 Evaluating Psychologist Practice Competencies through Multisource Feedback: An International Research Design

Authors: Jac W. Andrews, J. B. Hale

Abstract:

Effective practicing psychologists require ongoing skill development that is constructivist and recursive in nature, with mentor, colleague, co-worker, and patient feedback critical to successful acquisition and maintenance of professional competencies. This paper will provide an overview of the nature and scope of psychologist skill development through multisource feedback (MSF) or 360 degree evaluation, present a rationale for its use for assessing practicing psychologist performance, and advocate its use in psychology given the demonstrated model utility in other health professions. The paper will conclude that an international research design is needed to assess the feasibility, reliability, and validity of MSF system ratings intended to solicit feedback from mentors, colleagues, coworkers, and patients about psychologist competencies. If adopted, the MSF model could lead to enhanced skill development that fosters patient satisfaction within and across countries.

 

Keywords: Psychologist, multisource feedback, psychologist competency, professionalism.

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2002 Some Rotational Flows of an Incompressible Fluid of Variable Viscosity

Authors: Rana Khalid Naeem, Waseem Ahmed Khan, Muhammad Akhtar, Asif Mansoor

Abstract:

The Navier Stokes Equations (NSE) for an incompressible fluid of variable viscosity in the presence of an unknown external force in Von-Mises system x,\ are transformed, and some new exact solutions for a class of flows characterized by equation y f x a\b for an arbitrary state equation are determined, where f x is a function, \ the stream function, a z 0 and b are the arbitrary constants. In three, out of four cases, the function f x is arbitrary, and the solutions are the solutions of the flow equations for all the flows characterized by the equationy f x a\b. Streamline patterns for some forms of f x in unbounded and bounded regions are given.

Keywords: Bounded and unbounded region, Exact solution, Navier Stokes equations, Streamline pattern, Variable viscosity, Von- Mises system

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2001 Liver Lesion Extraction with Fuzzy Thresholding in Contrast Enhanced Ultrasound Images

Authors: Abder-Rahman Ali, Adélaïde Albouy-Kissi, Manuel Grand-Brochier, Viviane Ladan-Marcus, Christine Hoeffl, Claude Marcus, Antoine Vacavant, Jean-Yves Boire

Abstract:

In this paper, we present a new segmentation approach for focal liver lesions in contrast enhanced ultrasound imaging. This approach, based on a two-cluster Fuzzy C-Means methodology, considers type-II fuzzy sets to handle uncertainty due to the image modality (presence of speckle noise, low contrast, etc.), and to calculate the optimum inter-cluster threshold. Fine boundaries are detected by a local recursive merging of ambiguous pixels. The method has been tested on a representative database. Compared to both Otsu and type-I Fuzzy C-Means techniques, the proposed method significantly reduces the segmentation errors.

Keywords: Defuzzification, fuzzy clustering, image segmentation, type-II fuzzy sets.

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2000 Symbolic Analysis of Input Impedance of CMOS Floating Active Inductors with Application in Fully Differential Bandpass Amplifier

Authors: Kittipong Tripetch

Abstract:

This paper proposes a study of input impedance of 2 types of CMOS active inductors. It derives 2 input impedance formulas. The first formula is the input impedance of the grounded active inductor. The second formula is the input impedance of the floating active inductor. After that, these formulas can be used to simulate magnitude and phase response of input impedance as a function of current consumption with MATLAB. Common mode rejection ratio (CMRR) of the fully differential bandpass amplifier is derived based on superposition principle. CMRR as a function of input frequency is plotted as a function of current consumption. 

Keywords: Grounded active inductor, floating active inductor, Fully differential bandpass amplifier.

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1999 Measurement of CES Production Functions Considering Energy as an Input

Authors: Donglan Zha, Jiansong Si

Abstract:

Because of its flexibility, CES attracts much interest in economic growth and programming models, and the macroeconomics or micro-macro models. This paper focuses on the development, estimating methods of CES production function considering energy as an input. We leave for future research work of relaxing the assumption of constant returns to scale, the introduction of potential input factors, and the generalization method of the optimal nested form of multi-factor production functions.

Keywords: Bias of technical change, CES production function, elasticity of substitution, energy input.

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1998 Efficient Spectral Analysis of Quasi Stationary Time Series

Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.

Keywords: Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT.

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1997 Zigbee Based Wireless Energy Surveillance System for Energy Savings

Authors: Won-Ho Kim, Chang-Ho Hyun, Moon-Jung Kim

Abstract:

In this paper, zigbee communication based wireless energy surveillance system is presented. The proposed system consists of multiple energy surveillance devices and an energy surveillance monitor. Each different standby power-off value of electric device is set automatically by using learning function of energy surveillance device. Thus adaptive standby power-off function provides user convenience and it maximizes the energy savings. Also, power consumption monitoring function is helpful to reduce inefficient energy consumption in home. The zigbee throughput simulator is designed to evaluate minimum transmission power and maximum allowable information quantity in the proposed system. The test result of prototype has been satisfied all the requirements. The proposed system has confirmed that can be used as an intelligent energy surveillance system for energy savings in home or office.

Keywords: Energy monitoring system, Energy surveillance system, Energy sensor network, Energy savings.

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1996 Optimal Aggregate Production Planning with Fuzzy Data

Authors: Wen-Lung Huang, Shih-Pin Chen

Abstract:

This paper investigates the optimization problem of multi-product aggregate production planning (APP) with fuzzy data. From a comprehensive viewpoint of conserving the fuzziness of input information, this paper proposes a method that can completely describe the membership function of the performance measure. The idea is based on the well-known Zadeh-s extension principle which plays an important role in fuzzy theory. In the proposed solution procedure, a pair of mathematical programs parameterized by possibility level a is formulated to calculate the bounds of the optimal performance measure at a . Then the membership function of the optimal performance measure is constructed by enumerating different values of a . Solutions obtained from the proposed method contain more information, and can offer more chance to achieve the feasible disaggregate plan. This is helpful to the decision-maker in practical applications.

Keywords: fuzzy data, aggregate production planning, membership function, parametric programming

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1995 Computing the Loop Bound in Iterative Data Flow Graphs Using Natural Token Flow

Authors: Ali Shatnawi

Abstract:

Signal processing applications which are iterative in nature are best represented by data flow graphs (DFG). In these applications, the maximum sampling frequency is dependent on the topology of the DFG, the cyclic dependencies in particular. The determination of the iteration bound, which is the reciprocal of the maximum sampling frequency, is critical in the process of hardware implementation of signal processing applications. In this paper, a novel technique to compute the iteration bound is proposed. This technique is different from all previously proposed techniques, in the sense that it is based on the natural flow of tokens into the DFG rather than the topology of the graph. The proposed algorithm has lower run-time complexity than all known algorithms. The performance of the proposed algorithm is illustrated through analytical analysis of the time complexity, as well as through simulation of some benchmark problems.

Keywords: Data flow graph, Iteration period bound, Rateoptimalscheduling, Recursive DSP algorithms.

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1994 Roles of Aquatic Plants on Erosion Relief of Stream Bed

Authors: Jin-Hong Kim

Abstract:

Roles of the vegetation to mitigate the erosion of the stream bed or to facilitate the deposition of the fine sediments by the species of the aquatic plants were presented. Field investigation on the estimation of the change of the bed level and the estimation of the flow characteristics were performed. The results showed that Phragmites japonica has the mitigation function of 0.3m-0.4m of the erosion in the range of higher than 1.0m/s of flow velocity at the vegetated region. Phragmites communis has the mitigation function of 0.2m-0.3m of the erosion in the range of higher than 0.7m/s of flow velocity at the vegetated region. Salix gracilistyla has greater role than Phragmites japonica and Phragmites communis to sustain the stable channel. It has the mitigation function of 0.4m-0.5m of the erosion in the range of higher than 1.4m/s of flow velocity. Miscanthus sacchariflorus has a weak role compared with that of Phragmites japonica and Salix gracilistyla, but it has still function for sustaining the stable bed. From these results, the vegetation has effective roles to mitigate the erosion or to facilitate the deposition of the stream bed.

Keywords: Aquatic plants, Phragmites japonica, Phragmites communis, Miscanthus sacchariflorus, Salix gracilistyla.

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1993 Abstraction Hierarchies for Engineering Design

Authors: Esra E. Aleisa, Li Lin

Abstract:

Complex engineering design problems consist of numerous factors of varying criticalities. Considering fundamental features of design and inferior details alike will result in an extensive waste of time and effort. Design parameters should be introduced gradually as appropriate based on their significance relevant to the problem context. This motivates the representation of design parameters at multiple levels of an abstraction hierarchy. However, developing abstraction hierarchies is an area that is not well understood. Our research proposes a novel hierarchical abstraction methodology to plan effective engineering designs and processes. It provides a theoretically sound foundation to represent, abstract and stratify engineering design parameters and tasks according to causality and criticality. The methodology creates abstraction hierarchies in a recursive and bottom-up approach that guarantees no backtracking across any of the abstraction levels. The methodology consists of three main phases, representation, abstraction, and layering to multiple hierarchical levels. The effectiveness of the developed methodology is demonstrated by a design problem.

Keywords: Hierarchies, Abstraction, Loop-free, Engineering Design

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1992 Hybrid Algorithm for Hammerstein System Identification Using Genetic Algorithm and Particle Swarm Optimization

Authors: Tomohiro Hachino, Kenji Shimoda, Hitoshi Takata

Abstract:

This paper presents a method of model selection and identification of Hammerstein systems by hybridization of the genetic algorithm (GA) and particle swarm optimization (PSO). An unknown nonlinear static part to be estimated is approximately represented by an automatic choosing function (ACF) model. The weighting parameters of the ACF and the system parameters of the linear dynamic part are estimated by the linear least-squares method. On the other hand, the adjusting parameters of the ACF model structure are properly selected by the hybrid algorithm of the GA and PSO, where the Akaike information criterion is utilized as the evaluation value function. Simulation results are shown to demonstrate the effectiveness of the proposed hybrid algorithm.

Keywords: Hammerstein system, identification, automatic choosing function model, genetic algorithm, particle swarm optimization.

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1991 Cardiac Function and Morphological Adaptations in Endurance and Resistance Athletes: Evaluation using a new Method

Authors: K. Hosseini, MD., R. Mazaheri, MD., H.R. Khoddami Vishteh, MD., M.A. Mansournia, MD., H. Angoorani, MD

Abstract:

Background: Tissue Doppler Echocardiography (TDE) assesses diastolic function more accurately than routine pulse Doppler echo. Assessment of the effects of dynamic and static exercises on the heart by using TDE can provides new information about the athlete-s heart syndrome. Methods: This study was conducted on 20 elite wrestlers, 14 endurance runners at national level and 21 non-athletes as the control group. Participants underwent two-dimensional echocardiography, standard Doppler and TDE. Results: Wrestlers had the highest left ventricular mass index, enddiastolic inter-ventricular septum thickness and left ventricular Posterior wall thickness. Runners had the highest Left ventricular end-diastolic volume, LV ejection fraction, stroke volume and cardiac output. In TDE, the early diastolic velocity of mitral annulus to the late diastolic velocity ratio in athletic groups was greater than the controls with no significant difference. Conclusion: In spite of cardiac morphological changes in athletes, TDE shows that cardiac diastolic function won-t be adversely affected.

Keywords: Tissue Doppler Echocardiography, Diastolic function, Athlete's heart syndrome, Static exercise, Dynamic exercise

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1990 The Whale Optimization Algorithm and Its Implementation in MATLAB

Authors: S. Adhirai, R. P. Mahapatra, Paramjit Singh

Abstract:

Optimization is an important tool in making decisions and in analysing physical systems. In mathematical terms, an optimization problem is the problem of finding the best solution from among the set of all feasible solutions. The paper discusses the Whale Optimization Algorithm (WOA), and its applications in different fields. The algorithm is tested using MATLAB because of its unique and powerful features. The benchmark functions used in WOA algorithm are grouped as: unimodal (F1-F7), multimodal (F8-F13), and fixed-dimension multimodal (F14-F23). Out of these benchmark functions, we show the experimental results for F7, F11, and F19 for different number of iterations. The search space and objective space for the selected function are drawn, and finally, the best solution as well as the best optimal value of the objective function found by WOA is presented. The algorithmic results demonstrate that the WOA performs better than the state-of-the-art meta-heuristic and conventional algorithms.

Keywords: Optimization, optimal value, objective function, optimization problems, meta-heuristic optimization algorithms, Whale Optimization Algorithm, Implementation, MATLAB.

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1989 Use of Radial Basis Function Neural Network for Bearing Pressure Prediction of Strip Footing on Reinforced Granular Bed Overlying Weak Soil

Authors: Srinath Shetty K., Shivashankar R., Rashmi P. Shetty

Abstract:

Earth reinforcing techniques have become useful and economical to solve problems related to difficult grounds and provide satisfactory foundation performance. In this context, this paper uses radial basis function neural network (RBFNN) for predicting the bearing pressure of strip footing on reinforced granular bed overlying weak soil. The inputs for the neural network models included plate width, thickness of granular bed and number of layers of reinforcements, settlement ratio, water content, dry density, cohesion and angle of friction. The results indicated that RBFNN model exhibited more than 84 % prediction accuracy, thereby demonstrating its application in a geotechnical problem.

Keywords: Bearing pressure, granular bed, radial basis function neural network, strip footing.

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1988 DWT Based Robust Watermarking Embed Using CRC-32 Techniques

Authors: Sadi Vural, Hiromi Tomii, Hironori Yamauchi

Abstract:

As far as the latest technological improvements are concerned, digital systems more become popular than the past. Despite this growing demand to the digital systems, content copy and attack against the digital cinema contents becomes a serious problem. To solve the above security problem, we propose “traceable watermarking using Hash functions for digital cinema system. Digital Cinema is a great application for traceable watermarking since it uses watermarking technology during content play as well as content transmission. The watermark is embedded into the randomly selected movie frames using CRC-32 techniques. CRC-32 is a Hash function. Using it, the embedding position is distributed by Hash Function so that any party cannot break off the watermarking or will not be able to change. Finally, our experimental results show that proposed DWT watermarking method using CRC-32 is much better than the convenient watermarking techniques in terms of robustness, image quality and its simple but unbreakable algorithm.

Keywords: Decoder, Digital content, JPEG2000 Frame, System-On-Chip, traceable watermark, Hash Function, CRC-32.

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1987 Distortion Estimation in Digital Image Watermarking using Genetic Programming

Authors: Labiba Gilani, Asifullah Khan, Anwar M. Mirza

Abstract:

This paper introduces a technique of distortion estimation in image watermarking using Genetic Programming (GP). The distortion is estimated by considering the problem of obtaining a distorted watermarked signal from the original watermarked signal as a function regression problem. This function regression problem is solved using GP, where the original watermarked signal is considered as an independent variable. GP-based distortion estimation scheme is checked for Gaussian attack and Jpeg compression attack. We have used Gaussian attacks of different strengths by changing the standard deviation. JPEG compression attack is also varied by adding various distortions. Experimental results demonstrate that the proposed technique is able to detect the watermark even in the case of strong distortions and is more robust against attacks.

Keywords: Blind Watermarking, Genetic Programming (GP), Fitness Function, Discrete Cosine Transform (DCT).

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1986 A Wavelet-Based Watermarking Method Exploiting the Contrast Sensitivity Function

Authors: John N. Ellinas, Panagiotis Kenterlis

Abstract:

The efficiency of an image watermarking technique depends on the preservation of visually significant information. This is attained by embedding the watermark transparently with the maximum possible strength. The current paper presents an approach for still image digital watermarking in which the watermark embedding process employs the wavelet transform and incorporates Human Visual System (HVS) characteristics. The sensitivity of a human observer to contrast with respect to spatial frequency is described by the Contrast Sensitivity Function (CSF). The strength of the watermark within the decomposition subbands, which occupy an interval on the spatial frequencies, is adjusted according to this sensitivity. Moreover, the watermark embedding process is carried over the subband coefficients that lie on edges where distortions are less noticeable. The experimental evaluation of the proposed method shows very good results in terms of robustness and transparency.

Keywords: Image watermarking, wavelet transform, human visual system, contrast sensitivity function.

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1985 Forecasting for Financial Stock Returns Using a Quantile Function Model

Authors: Yuzhi Cai

Abstract:

In this talk, we introduce a newly developed quantile function model that can be used for estimating conditional distributions of financial returns and for obtaining multi-step ahead out-of-sample predictive distributions of financial returns. Since we forecast the whole conditional distributions, any predictive quantity of interest about the future financial returns can be obtained simply as a by-product of the method. We also show an application of the model to the daily closing prices of Dow Jones Industrial Average (DJIA) series over the period from 2 January 2004 - 8 October 2010. We obtained the predictive distributions up to 15 days ahead for the DJIA returns, which were further compared with the actually observed returns and those predicted from an AR-GARCH model. The results show that the new model can capture the main features of financial returns and provide a better fitted model together with improved mean forecasts compared with conventional methods. We hope this talk will help audience to see that this new model has the potential to be very useful in practice.

Keywords: DJIA, Financial returns, predictive distribution, quantile function model.

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1984 The Design of Axisymmetric Ducts for Incompressible Flow with a Parabolic Axial Velocity Inlet Profile

Authors: V.Pavlika

Abstract:

In this paper a numerical algorithm is described for solving the boundary value problem associated with axisymmetric, inviscid, incompressible, rotational (and irrotational) flow in order to obtain duct wall shapes from prescribed wall velocity distributions. The governing equations are formulated in terms of the stream function ψ (x,y)and the function φ (x,y)as independent variables where for irrotational flow φ (x,y)can be recognized as the velocity potential function, for rotational flow φ (x,y)ceases being the velocity potential function but does remain orthogonal to the stream lines. A numerical method based on the finite difference scheme on a uniform mesh is employed. The technique described is capable of tackling the so-called inverse problem where the velocity wall distributions are prescribed from which the duct wall shape is calculated, as well as the direct problem where the velocity distribution on the duct walls are calculated from prescribed duct geometries. The two different cases as outlined in this paper are in fact boundary value problems with Neumann and Dirichlet boundary conditions respectively. Even though both approaches are discussed, only numerical results for the case of the Dirichlet boundary conditions are given. A downstream condition is prescribed such that cylindrical flow, that is flow which is independent of the axial coordinate, exists.

Keywords: Inverse problem, irrotational incompressible flow, Boundary value problem.

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