Search results for: block method
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 8410

Search results for: block method

5560 Comparison of Detrending Methods in Spectral Analysis of Heart Rate Variability

Authors: Liping Li, Changchun Liu, Ke Li, Chengyu Liu

Abstract:

Non-stationary trend in R-R interval series is considered as a main factor that could highly influence the evaluation of spectral analysis. It is suggested to remove trends in order to obtain reliable results. In this study, three detrending methods, the smoothness prior approach, the wavelet and the empirical mode decomposition, were compared on artificial R-R interval series with four types of simulated trends. The Lomb-Scargle periodogram was used for spectral analysis of R-R interval series. Results indicated that the wavelet method showed a better overall performance than the other two methods, and more time-saving, too. Therefore it was selected for spectral analysis of real R-R interval series of thirty-seven healthy subjects. Significant decreases (19.94±5.87% in the low frequency band and 18.97±5.78% in the ratio (p<0.001)) were found. Thus the wavelet method is recommended as an optimal choice for use.

Keywords: empirical mode decomposition, heart rate variability, signal detrending, smoothness priors, wavelet

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5559 Development of Nondestructive Imaging Analysis Method Using Muonic X-Ray with a Double-Sided Silicon Strip Detector

Authors: I-Huan Chiu, Kazuhiko Ninomiya, Shin’ichiro Takeda, Meito Kajino, Miho Katsuragawa, Shunsaku Nagasawa, Atsushi Shinohara, Tadayuki Takahashi, Ryota Tomaru, Shin Watanabe, Goro Yabu

Abstract:

In recent years, a nondestructive elemental analysis method based on muonic X-ray measurements has been developed and applied for various samples. Muonic X-rays are emitted after the formation of a muonic atom, which occurs when a negatively charged muon is captured in a muon atomic orbit around the nucleus. Because muonic X-rays have a higher energy than electronic X-rays due to the muon mass, they can be measured without being absorbed by a material. Thus, estimating the two-dimensional (2D) elemental distribution of a sample became possible using an X-ray imaging detector. In this work, we report a non-destructive imaging experiment using muonic X-rays at Japan Proton Accelerator Research Complex. The irradiated target consisted of a polypropylene material, and a double-sided silicon strip detector, which was developed as an imaging detector for astronomical obervation, was employed. A peak corresponding to muonic X-rays from the carbon atoms in the target was clearly observed in the energy spectrum at an energy of 14 keV, and 2D visualizations were successfully reconstructed to reveal the projection image from the target. This result demonstrates the potential of the nondestructive elemental imaging method that is based on muonic X-ray measurement. To obtain a higher position resolution for imaging a smaller target, a new detector system will be developed to improve the statistical analysis in further research.

Keywords: DSSD, muon, muonic X-ray, imaging, non-destructive analysis

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5558 Speed Sensorless Direct Torque Control of a PMSM Drive using Space Vector Modulation Based MRAS and Stator Resistance Estimator

Authors: A. Ameur, B. Mokhtari, N. Essounbouli, L. Mokrani

Abstract:

This paper presents a speed sensorless direct torque control scheme using space vector modulation (DTC-SVM) for permanent magnet synchronous motor (PMSM) drive based a Model Reference Adaptive System (MRAS) algorithm and stator resistance estimator. The MRAS is utilized to estimate speed and stator resistance and compensate the effects of parameter variation on stator resistance, which makes flux and torque estimation more accurate and insensitive to parameter variation. In other hand the use of SVM method reduces the torque ripple while achieving a good dynamic response. Simulation results are presented and show the effectiveness of the proposed method.

Keywords: MRAS, PMSM, SVM, DTC, Speed and Resistance estimation, Sensorless drive

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5557 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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5556 Retrieving Similar Segmented Objects Using Motion Descriptors

Authors: Konstantinos C. Kartsakalis, Angeliki Skoura, Vasileios Megalooikonomou

Abstract:

The fuzzy composition of objects depicted in images acquired through MR imaging or the use of bio-scanners has often been a point of controversy for field experts attempting to effectively delineate between the visualized objects. Modern approaches in medical image segmentation tend to consider fuzziness as a characteristic and inherent feature of the depicted object, instead of an undesirable trait. In this paper, a novel technique for efficient image retrieval in the context of images in which segmented objects are either crisp or fuzzily bounded is presented. Moreover, the proposed method is applied in the case of multiple, even conflicting, segmentations from field experts. Experimental results demonstrate the efficiency of the suggested method in retrieving similar objects from the aforementioned categories while taking into account the fuzzy nature of the depicted data.

Keywords: Fuzzy Object, Fuzzy Image Segmentation, Motion Descriptors, MRI Imaging, Object-Based Image Retrieval.

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5555 An Approach of the Inverter Voltage Used for the Linear Machine with Multi Air-Gap Structure

Authors: Pierre Kenfack

Abstract:

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

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

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5554 Solar Radiation Studies for Dubai and Sharjah, UAE

Authors: Muhammed A. Ahmed, Sidra A. Shaikh

Abstract:

Global Solar Radiation (H) for Dubai and Sharjah, Latitude 25.25oN, Longitude 55oE and 25.29oN, Longitude 55oE respectively have been studied using sunshine hour data (n) of the areas using various methods. These calculated global solar radiation values are then compared to the measured values presented by NASA. Furthermore, the extraterrestrial (H0), diffuse (Hd) and beam radiation (Hb) are also calculated. The diffuse radiation is calculated using methods proposed by Page and Liu and Jordan (L-J). Diffuse Radiation from the Page method is higher than the L-J method. Moreover, the clearness index (KT) signifies a clear sky almost all year round. Rainy days are hardly a few in a year and limited in the months December to March. The temperature remains between 25oC in winter to 44oC in summer and is desirable for thermal applications of solar energy. From the estimated results, it appears that solar radiation can be utilized very efficiently throughout the year for photovoltaic and thermal applications.

Keywords: Dubai, Sharjah, Global Solar Radiation, Diffuse Radiation

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5553 PM10 Chemical Characteristics in a Background Site at the Universidad Libre Bogotá

Authors: Laura X. Martinez, Andrés F. Rodríguez, Ruth A. Catacoli

Abstract:

One of the most important factors for air pollution is that the concentrations of PM10 maintain a constant trend, with the exception of some places where that frequently surpasses the allowed ranges established by Colombian legislation. The community that surrounds the Universidad Libre Bogotá is inhabited by a considerable number of students and workers, all of whom are possibly being exposed to PM10 for long periods of time while on campus. Thus, the chemical characterization of PM10 found in the ambient air at the Universidad Libre Bogotá was identified as a problem. A Hi-Vol sampler and EPA Test Method 5 were used to determine if the quality of air is adequate for the human respiratory system. Additionally, quartz fiber filters were utilized during sampling. Samples were taken three days a week during a dry period throughout the months of November and December 2015. The gravimetric analysis method was used to determine PM10 concentrations. The chemical characterization includes non-conventional carcinogenic pollutants. Atomic absorption spectrophotometry (AAS) was used for the determination of metals and VOCs were analyzed using the FTIR (Fourier transform infrared spectroscopy) method. In this way, concentrations of PM10, ranging from values of 13 µg/m3 to 66 µg/m3, were obtained; these values were below standard conditions. This evidence concludes that the PM10 concentrations during an exposure period of 24 hours are lower than the values established by Colombian law, Resolution 610 of 2010; however, when comparing these with the limits set by the World Health Organization (WHO), these concentrations could possibly exceed permissible levels.

Keywords: Air quality, atomic absorption spectrophotometry, Fourier transform infrared spectroscopy, particulate matter.

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5552 Observations about the Principal Components Analysis and Data Clustering Techniques in the Study of Medical Data

Authors: Cristina G. Dascâlu, Corina Dima Cozma, Elena Carmen Cotrutz

Abstract:

The medical data statistical analysis often requires the using of some special techniques, because of the particularities of these data. The principal components analysis and the data clustering are two statistical methods for data mining very useful in the medical field, the first one as a method to decrease the number of studied parameters, and the second one as a method to analyze the connections between diagnosis and the data about the patient-s condition. In this paper we investigate the implications obtained from a specific data analysis technique: the data clustering preceded by a selection of the most relevant parameters, made using the principal components analysis. Our assumption was that, using the principal components analysis before data clustering - in order to select and to classify only the most relevant parameters – the accuracy of clustering is improved, but the practical results showed the opposite fact: the clustering accuracy decreases, with a percentage approximately equal with the percentage of information loss reported by the principal components analysis.

Keywords: Data clustering, medical data, principal components analysis.

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5551 Optimal Placement of DG in Distribution System to Mitigate Power Quality Disturbances

Authors: G.V.K Murthy, S. Sivanagaraju, S. Satyanarayana, B. Hanumantha Rao

Abstract:

Distributed Generation (DG) systems are considered an integral part in future distribution system planning. Appropriate size and location of distributed generation plays a significant role in minimizing power losses in distribution systems. Among the benefits of distributed generation is the reduction in active power losses, which can improve the system performance, reliability and power quality. In this paper, Artificial Bee Colony (ABC) algorithm is proposed to determine the optimal DG-unit size and location by loss sensitivity index in order to minimize the real power loss, total harmonic distortion (THD) and voltage sag index improvement. Simulation study is conducted on 69-bus radial test system to verify the efficacy of the proposed method.

Keywords: Distributed generation, artificial bee colony method, loss reduction, radial distribution network.

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5550 Relationship between Codependency, Perceived Social Support, and Depression in Mothers of Children with Intellectual Disability

Authors: Sajed Yaghoubnezhad, Mina Karimi, Seyede Marjan Modirkhazeni

Abstract:

The goal of this research was to study the relationship between codependency, perceived social support and depression in mothers of children with intellectual disability (ID). The correlational method was used in this study. The research population is comprised of mothers of educable children with ID in the age range of 25 to 61 years. From among this, a sample of 251 individuals, in the multistage cluster sampling method, was selected from educational districts in Tehran, who responded to the Spann-Fischer Codependency Scale (SFCDS), the Social Support Questionnaire and the Beck Depression Inventory (BDI). The findings of this study indicate that among mothers of children with ID depression has a positive and significant correlation with codependency (P<0.01, r=0.4) and a negative and significant correlation with the total score of social support (P<0.01, r=-0.34). Moreover, the results of stepwise multiple regression analysis showed that codependency is allocated a higher variance than social support in explaining depression (R2=0.023).

Keywords: Codependency, social support, depression, mothers of children with ID.

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5549 Different Approaches for the Design of IFIR Compaction Filter

Authors: Sheeba V.S, Elizabeth Elias

Abstract:

Optimization of filter banks based on the knowledge of input statistics has been of interest for a long time. Finite impulse response (FIR) Compaction filters are used in the design of optimal signal adapted orthonormal FIR filter banks. In this paper we discuss three different approaches for the design of interpolated finite impulse response (IFIR) compaction filters. In the first method, the magnitude squared response satisfies Nyquist constraint approximately. In the second and third methods Nyquist constraint is exactly satisfied. These methods yield FIR compaction filters whose response is comparable with that of the existing methods. At the same time, IFIR filters enjoy significant saving in the number of multipliers and can be implemented efficiently. Since eigenfilter approach is used here, the method is less complex. Design of IFIR filters in the least square sense is presented.

Keywords: Principal Component Filter Bank, InterpolatedFinite Impulse Response filter, Orthonormal Filter Bank, Eigen Filter.

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5548 Multiple Sequence Alignment Using Optimization Algorithms

Authors: M. F. Omar, R. A. Salam, R. Abdullah, N. A. Rashid

Abstract:

Proteins or genes that have similar sequences are likely to perform the same function. One of the most widely used techniques for sequence comparison is sequence alignment. Sequence alignment allows mismatches and insertion/deletion, which represents biological mutations. Sequence alignment is usually performed only on two sequences. Multiple sequence alignment, is a natural extension of two-sequence alignment. In multiple sequence alignment, the emphasis is to find optimal alignment for a group of sequences. Several applicable techniques were observed in this research, from traditional method such as dynamic programming to the extend of widely used stochastic optimization method such as Genetic Algorithms (GAs) and Simulated Annealing. A framework with combination of Genetic Algorithm and Simulated Annealing is presented to solve Multiple Sequence Alignment problem. The Genetic Algorithm phase will try to find new region of solution while Simulated Annealing can be considered as an alignment improver for any near optimal solution produced by GAs.

Keywords: Simulated annealing, genetic algorithm, sequence alignment, multiple sequence alignment.

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5547 Population Trend of Canola Aphid, Lipaphis Erysimi (Kalt.) (Homoptera: Aphididae) and its Associated Natural Enemies in Different Brassica Lines along with the Effect of Gamma Radiation on Their Population

Authors: Ahmad-Ur-Rahman Saljoqi, Rahib Zada, Imtiaz Ali Khan, Iqbal Munir, Sadur-Rehman, Hazrat Jabir Alam Khan

Abstract:

Studies regarding the determination of population trend of Lipaphis erysimi (kalt.) and its associated natural enemies in different Brassica lines along with the effect of gamma radiation on their population were conducted at Agricultural Research Farm, Malakandher, Khyber Pakhtunkhwa Agricultural University Peshawar during spring 2006. Three different Brassica lines F6B3, F6B6 and F6B7 were used, which were replicated four times in Randomized Complete Block Design. The data revealed that aphid infestation invariably stated in all three varieties during last week of February 2006 (1st observation). The peak population of 4.39 aphids leaf-1 was s recorded during 2nd week of March and lowest population of 1.02 aphids leaf-1 was recorded during 5th week of March. The species of lady bird beetle (Coccinella septempunctata) and Syrphid fly (Syrphus balteatus) first appeared on 24th February with a mean number of 0.40 lady bird beetle leaf-1 and 0.87 Syrphid fly leaf-1, respectively. At the time when aphid population started to increase the peak population of C. septempunctata (0.70 lady bird beetle leaf- 1) and S. balteatus (1.04 syrphid fly leaf-1) was recorded on the 2nd week of March. Chrysoperla carnea appeared in the 1st week of March and their peak population was recorded during the 3rd week of March with mean population of 1.46 C. carnea leaf-1. Among all the Brassica lines, F6B7 showed comparatively more resistance as compared to F6B3 F6B6. F6B3 showed least resistance against L. erysimi, which was found to be the most susceptible cultivar. F6B7 was also found superior in terms of natural enemies. Maximum number of all natural enemies was recorded on this variety followed by F6B6. Lowest number of natural enemies was recorded in F6B3. No significant effect was recorded for the effect of gamma radiation on the population of aphids, natural enemies and on the varieties.

Keywords: Canola aphid, Lipaphis erysimi, natural enemies, brassica lines, gamma radiation.

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5546 The Application of Fuzzy Set Theory to Mobile Internet Advertisement Fraud Detection

Authors: Jinming Ma, Tianbing Xia, Janusz R. Getta

Abstract:

This paper presents the application of fuzzy set theory to implement of mobile advertisement anti-fraud systems. Mobile anti-fraud is a method aiming to identify mobile advertisement fraudsters. One of the main problems of mobile anti-fraud is the lack of evidence to prove a user to be a fraudster. In this paper, we implement an application by using fuzzy set theory to demonstrate how to detect cheaters. The advantage of our method is that the hardship in detecting fraudsters in small data samples has been avoided. We achieved this by giving each user a suspicious degree showing how likely the user is cheating and decide whether a group of users (like all users of a certain APP) together to be fraudsters according to the average suspicious degree. This makes the process more accurate as the data of a single user is too small to be predictable.

Keywords: Mobile internet, advertisement, anti-fraud, fuzzy set theory.

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5545 A New Scheme for Improving the Quality of Service in Heterogeneous Wireless Network for Data Stream Sending

Authors: Ebadollah Zohrevandi, Rasoul Roustaei, Omid Moradtalab

Abstract:

In this paper, we first consider the quality of service problems in heterogeneous wireless networks for sending the video data, which their problem of being real-time is pronounced. At last, we present a method for ensuring the end-to-end quality of service at application layer level for adaptable sending of the video data at heterogeneous wireless networks. To do this, mechanism in different layers has been used. We have used the stop mechanism, the adaptation mechanism and the graceful degrade at the application layer, the multi-level congestion feedback mechanism in the network layer and connection cutting off decision mechanism in the link layer. At the end, the presented method and the achieved improvement is simulated and presented in the NS-2 software.

Keywords: Congestion, Handoff, Heterogeneous wireless networks, Adaptation mechanism, Stop mechanism, Graceful degrade.

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5544 Calculation of Inflation from Salaries Instead of Consumer Products: A Logical Exercise

Authors: E. Dahlen

Abstract:

Inflation can be calculated from either the prices of consumer products or from salaries. This paper presents a logical exercise that shows it is easier to calculate inflation from salaries than from consumer products. While the prices of consumer products may change due to technological advancement, such as automation, which must be corrected for, salaries do not. If technological advancements are not accounted for within calculations based on consumer product prices, inflation can be confused with real wage changes, since both inflation and real wage changes affect the prices of consumer products. The method employed in this paper is a logical exercise. Logical arguments are presented that suggest the existence of many different feasible ways by which inflation can be determined. Then a short mathematical exercise will be presented which shows that one of these methods –using salaries – contains the fewest number of unknown parameters, and hence, is the preferred method, since the risk of mistakes is lower. From the results, it can be concluded that salaries, rather than consumer products, should be used to calculate inflation.

Keywords: Inflation, logic, math, real wages.

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5543 Monetary Evaluation of Dispatching Decisions in Consideration of Mode Choice Models

Authors: Marcel Schneider, Nils Nießen

Abstract:

Microscopic simulation tool kits allow for consideration of the two processes of railway operations and the previous timetable production. Block occupation conflicts on both process levels are often solved by using defined train priorities. These conflict resolutions (dispatching decisions) generate reactionary delays to the involved trains. The sum of reactionary delays is commonly used to evaluate the quality of railway operations, which describes the timetable robustness. It is either compared to an acceptable train performance or the delays are appraised economically by linear monetary functions. It is impossible to adequately evaluate dispatching decisions without a well-founded objective function. This paper presents a new approach for the evaluation of dispatching decisions. The approach uses mode choice models and considers the behaviour of the end-customers. These models evaluate the reactionary delays in more detail and consider other competing modes of transport. The new approach pursues the coupling of a microscopic model of railway operations with the macroscopic choice mode model. At first, it will be implemented for railway operations process but it can also be used for timetable production. The evaluation considers the possibility for the customer to interchange to other transport modes. The new approach starts to look at rail and road, but it can also be extended to air travel. The result of mode choice models is the modal split. The reactions by the end-customers have an impact on the revenue of the train operating companies. Different purposes of travel have different payment reserves and tolerances towards late running. Aside from changes to revenues, longer journey times can also generate additional costs. The costs are either time- or track-specific and arise from required changes to rolling stock or train crew cycles. Only the variable values are summarised in the contribution margin, which is the base for the monetary evaluation of delays. The contribution margin is calculated for different possible solutions to the same conflict. The conflict resolution is optimised until the monetary loss becomes minimal. The iterative process therefore determines an optimum conflict resolution by monitoring the change to the contribution margin. Furthermore, a monetary value of each dispatching decision can also be derived.

Keywords: Choice of mode, monetary evaluation, railway operations, reactionary delays.

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5542 Absorption of CO2 in EAF Reducing Slag from Stainless Steel Making Process by Wet Grinding

Authors: B.M.N. Nik Hisyamudin, S. Yokoyama, M. Umemoto

Abstract:

In the current study, we have conducted an experimental investigation on the utilization of electronic arc furnace (EAF) reducing slag for the absorption of CO2 via wet grinding method. It was carried out by various grinding conditions. The slag was ground in the vibrating ball mill in the presence of CO2 and pure water under ambient temperature. The reaction behavior was monitored with constant pressure method, and the changes of experimental systems volume as a function of grinding time were measured. It was found that the CO2 absorption occurred as soon as the grinding started. The CO2 absorption was significantly increased in the case of wet grinding compare to the dry grinding. Generally, the amount of CO2 absorption increased as the amount of water, weight of slag and initial pressure increased. However, it was decreased when the amount of water exceeds 200ml and when smaller balls were used. The absorption of CO2 occurred simultaneously with the start of the grinding and it stopped when the grinding was stopped. According to this research, the CO2 reacted with the CaO inside the slag, forming CaCO3.

Keywords: CO2 absorption, EAF reducing slag, vibration ball mill, wet grinding.

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5541 An Approach to Noise Variance Estimation in Very Low Signal-to-Noise Ratio Stochastic Signals

Authors: Miljan B. Petrović, Dušan B. Petrović, Goran S. Nikolić

Abstract:

This paper describes a method for AWGN (Additive White Gaussian Noise) variance estimation in noisy stochastic signals, referred to as Multiplicative-Noising Variance Estimation (MNVE). The aim was to develop an estimation algorithm with minimal number of assumptions on the original signal structure. The provided MATLAB simulation and results analysis of the method applied on speech signals showed more accuracy than standardized AR (autoregressive) modeling noise estimation technique. In addition, great performance was observed on very low signal-to-noise ratios, which in general represents the worst case scenario for signal denoising methods. High execution time appears to be the only disadvantage of MNVE. After close examination of all the observed features of the proposed algorithm, it was concluded it is worth of exploring and that with some further adjustments and improvements can be enviably powerful.

Keywords: Noise, signal-to-noise ratio, stochastic signals, variance estimation.

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5540 A Constructive Analysis of the Formation of LGBTQ Families: Where Utopia and Reality Meet

Authors: Panagiotis Pentaris

Abstract:

The issue of social and legal recognition of LGBTQ families is of high importance when exploring the possibility of a family. Of equal importance is the fact that both society and the individual contribute to the overall recognition of LGBTQ families. This paper is a conceptual discussion, by methodology, of both sides; it uses a method of constructive analysis to expound on this issue. This method’s aim is to broaden conceptual theory, and introduce a new relationship between concepts that were previously not associated by evidence. This exploration has found that LGBTQ realities from an international perspective may differ and both legal and social rights are critical toward self-consciousness and the formation of a family. This paper asserts that internalised and historic oppression of LGBTQ individuals, places them, not always and not in all places, in a disadvantageous position as far as engaging with the potential of forming a family goes. The paper concludes that lack of social recognition and internalised oppression are key barriers regarding LGBTQ families.

Keywords: Family, gay, LGBTQ, self-worth, social rights.

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5539 Edge Detection Using Multi-Agent System: Evaluation on Synthetic and Medical MR Images

Authors: A. Nachour, L. Ouzizi, Y. Aoura

Abstract:

Recent developments on multi-agent system have brought a new research field on image processing. Several algorithms are used simultaneously and improved in deferent applications while new methods are investigated. This paper presents a new automatic method for edge detection using several agents and many different actions. The proposed multi-agent system is based on parallel agents that locally perceive their environment, that is to say, pixels and additional environmental information. This environment is built using Vector Field Convolution that attract free agent to the edges. Problems of partial, hidden or edges linking are solved with the cooperation between agents. The presented method was implemented and evaluated using several examples on different synthetic and medical images. The obtained experimental results suggest that this approach confirm the efficiency and accuracy of detected edge.

Keywords: Edge detection, medical MR images, multi-agent systems, vector field convolution.

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5538 Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

Authors: Marasovic Branka, Aljinovic Zdravka, Poklepovic Tea

Abstract:

Numerical methods like binomial and trinomial trees and finite difference methods can be used to price a wide range of options contracts for which there are no known analytical solutions. American options are the most famous of that kind of options. Besides numerical methods, American options can be valued with the approximation formulas, like Bjerksund-Stensland formulas from 1993 and 2002. When the value of American option is approximated by Bjerksund-Stensland formulas, the computer time spent to carry out that calculation is very short. The computer time spent using numerical methods can vary from less than one second to several minutes or even hours. However to be able to conduct a comparative analysis of numerical methods and Bjerksund-Stensland formulas, we will limit computer calculation time of numerical method to less than one second. Therefore, we ask the question: Which method will be most accurate at nearly the same computer calculation time?

Keywords: Bjerksund and Stensland approximations, Computational analysis, Finance, Options pricing, Numerical methods.

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5537 LabVIEW with Fuzzy Logic Controller Simulation Panel for Condition Monitoring of Oil and Dry Type Transformer

Authors: N. A. Muhamad, S.A.M. Ali

Abstract:

Condition monitoring of electrical power equipment has attracted considerable attention for many years. The aim of this paper is to use Labview with Fuzzy Logic controller to build a simulation system to diagnose transformer faults and monitor its condition. The front panel of the system was designed using LabVIEW to enable computer to act as customer-designed instrument. The dissolved gas-in-oil analysis (DGA) method was used as technique for oil type transformer diagnosis; meanwhile terminal voltages and currents analysis method was used for dry type transformer. Fuzzy Logic was used as expert system that assesses all information keyed in at the front panel to diagnose and predict the condition of the transformer. The outcome of the Fuzzy Logic interpretation will be displayed at front panel of LabVIEW to show the user the conditions of the transformer at any time.

Keywords: LabVIEW, Fuzzy Logic, condition monitoring, oiltransformer, dry transformer, DGA, terminal values.

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5536 Transient Thermal Stresses of Functionally Graded Thick Hollow Cylinder under the Green-Lindsay Model

Authors: Tariq T. Darabseh

Abstract:

The transient thermoelastic response of thick hollow cylinder made of functionally graded material under thermal loading is studied. The generalized coupled thermoelasticity based on the Green-Lindsay model is used. The thermal and mechanical properties of the functionally graded material are assumed to be varied in the radial direction according to a power law variation as a function of the volume fractions of the constituents. The thermal and elastic governing equations are solved by using Galerkin finite element method. All the finite element calculations were done by using commercial finite element program FlexPDE. The transient temperature, radial displacement, and thermal stresses distribution through the radial direction of the cylinder are plotted.

Keywords: Finite element method, thermal stresses, Green-Lindsay theory, functionally graded material.

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5535 Three-dimensional Simulation of Flow Pattern at the Lateral Intake in Straight Path, using Finite-Volume Method

Authors: R.Goudarzizadeh, N.Hedayat, S.H.Mousavi Jahromi

Abstract:

Channel junctions can be analyzed in two ways of division (lateral intake) and combined flows (confluence). The present paper investigates 3D flow pattern at lateral intake using Navier-Stokes equation and κ -ε (RNG) turbulent model. The equations are solved by Finite-Volume Method (FVM) and results are compared with the experimental data of (Barkdoll, B.D., 1997) to test the validity of the findings. Comparison of the results with the experimental data indicated a close proximity between the two sets of data which suggest a very close simulation. Results further indicated an inverse relation between the effects of discharge ratio ( r Q ) on the length and width of the separation zone. In other words, as the discharge ration increases, the length and width of separation zone decreases.

Keywords: 900 junction, flow division, turbulent flow, numerical modeling, flow separation zone.

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5534 Walking Hexapod Robot in Disaster Recovery: Developing Algorithm for Terrain Negotiation and Navigation

Authors: Md. Masum Billah, Mohiuddin Ahmed, Soheli Farhana

Abstract:

In modern day disaster recovery mission has become one of the top priorities in any natural disaster management regime. Smart autonomous robots may play a significant role in such missions, including search for life under earth quake hit rubbles, Tsunami hit islands, de-mining in war affected areas and many other such situations. In this paper current state of many walking robots are compared and advantages of hexapod systems against wheeled robots are described. In our research we have selected a hexapod spider robot; we are developing focusing mainly on efficient navigation method in different terrain using apposite gait of locomotion, which will make it faster and at the same time energy efficient to navigate and negotiate difficult terrain. This paper describes the method of terrain negotiation navigation in a hazardous field.

Keywords: Walking robots, locomotion, hexapod robot, gait, hazardous field.

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5533 Infrastructure Change Monitoring Using Multitemporal Multispectral Satellite Images

Authors: U. Datta

Abstract:

The main objective of this study is to find a suitable approach to monitor the land infrastructure growth over a period of time using multispectral satellite images. Bi-temporal change detection method is unable to indicate the continuous change occurring over a long period of time. To achieve this objective, the approach used here estimates a statistical model from series of multispectral image data over a long period of time, assuming there is no considerable change during that time period and then compare it with the multispectral image data obtained at a later time. The change is estimated pixel-wise. Statistical composite hypothesis technique is used for estimating pixel based change detection in a defined region. The generalized likelihood ratio test (GLRT) is used to detect the changed pixel from probabilistic estimated model of the corresponding pixel. The changed pixel is detected assuming that the images have been co-registered prior to estimation. To minimize error due to co-registration, 8-neighborhood pixels around the pixel under test are also considered. The multispectral images from Sentinel-2 and Landsat-8 from 2015 to 2018 are used for this purpose. There are different challenges in this method. First and foremost challenge is to get quite a large number of datasets for multivariate distribution modelling. A large number of images are always discarded due to cloud coverage. Due to imperfect modelling there will be high probability of false alarm. Overall conclusion that can be drawn from this work is that the probabilistic method described in this paper has given some promising results, which need to be pursued further.

Keywords: Co-registration, GLRT, infrastructure growth, multispectral, multitemporal, pixel-based change detection.

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5532 Behavioral Mapping and Post-Occupancy Evaluation of Meeting-Point Design in an International Airport

Authors: Meng-Cong Zheng, Yu-Sheng Chen

Abstract:

The meeting behavior is a pervasive kind of interaction, which often occurs between the passenger and the shuttle. However, the meeting point set up at the Taoyuan International Airport is too far from the entry-exit, often causing passengers to stop searching near the entry-exit. When the number of people waiting for the rush hour increases, it often results in chaos in the waiting area. This study tried to find out what is the key factor to promote the rapid finding of each other between the passengers and the pick-ups. Then we implemented several design proposals to improve the meeting behavior of passengers and pick-ups based on behavior mapping and post-occupancy evaluation to enhance their meeting efficiency in unfamiliar environments. The research base is the reception hall of the second terminal of Taoyuan International Airport. Behavioral observation and mapping are implemented on the entry of inbound passengers into the welcome space, including the crowd distribution of the people who rely on the separation wall in the waiting area, the behavior of meeting and the interaction between the inbound passengers and the pick-ups. Then we redesign the space planning and signage design based on post-occupancy evaluation to verify the effectiveness of space plan and signage design. This study found that passengers ignore existing meeting-point designs which are placed on distant pillars at both ends. The position of the screen affects the area where the receiver is stranded, causing the pick-ups to block the passenger's moving line. The pick-ups prefer to wait where it is easy to watch incoming passengers and where it is closest to the mode of transport they take when leaving. Large visitors tend to gather next to landmarks, and smaller groups have a wide waiting area in the lobby. The location of the meeting point chosen by the pick-ups is related to the view of the incoming passenger. Finally, this study proposes an improved design of the meeting point, setting the traffic information in it, so that most passengers can see the traffic information when they enter the country. At the same time, we also redesigned the pick-ups desk to improve the efficiency of passenger meeting.

Keywords: Meeting point design, post-occupancy evaluation, behavioral mapping, international airport.

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5531 The Effect of Saturates on Rheological and Aging Characteristics of Bitumen

Authors: Madi Hermadi, Kemas A. Zamhari, Ahmad T. bin A. Karim, Mohd. E. Abdullah, Ling Lloyd L.

Abstract:

According to Rostler method (ASTM D 2006), saturates content of bitumen is determined based on its reactivity to sulphuric acid. While Corbett method (ASTM D 4124) based on its polarity level. This paper presents results from the study on the effect of saturates content determined by two different fractionation methods on the rheological and aging characteristics of bitumen. The result indicated that the increment of saturates content tended to reduce all the rheological characteristics concerned. Bitumen became less elastic, less viscous, and less resistant to plastic deformation, but became more resistant to fatigue cracking. After short and long term aging process, the treatment effect coefficients of saturates decreased, saturates became thicker due to aging process. This study concludes that saturates is not really stable or reactive in aging process. Therefore, the reactivity of saturates should be considered in bitumen aging index

Keywords: Aging index, bitumen, saturates, rheolgy.

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