Search results for: Bayesian MAP Marginal Estimator.

Authors: N. A. Ibrahim, A. Kudus, I. Daud, M. R. Abu Bakar

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Competing risks survival data that comprises of more than one type of event has been used in many applications, and one of these is in clinical study (e.g. in breast cancer study). The decision tree method can be extended to competing risks survival data by modifying the split function so as to accommodate two or more risks which might be dependent on each other. Recently, researchers have constructed some decision trees for recurrent survival time data using frailty and marginal modelling. We further extended the method for the case of competing risks. In this paper, we developed the decision tree method for competing risks survival time data based on proportional hazards for subdistribution of competing risks. In particular, we grow a tree by using deviance statistic. The application of breast cancer data is presented. Finally, to investigate the performance of the proposed method, simulation studies on identification of true group of observations were executed.

Keywords: Competing risks, Decision tree, Simulation, Subdistribution Proportional Hazard.

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Authors: Abdullah Y. Al-Hossain

Abstract:

This paper considers inference under progressive type II censoring with a compound Rayleigh failure time distribution. The maximum likelihood (ML), and Bayes methods are used for estimating the unknown parameters as well as some lifetime parameters, namely reliability and hazard functions. We obtained Bayes estimators using the conjugate priors for two shape and scale parameters. When the two parameters are unknown, the closed-form expressions of the Bayes estimators cannot be obtained. We use Lindley.s approximation to compute the Bayes estimates. Another Bayes estimator has been obtained based on continuous-discrete joint prior for the unknown parameters. An example with the real data is discussed to illustrate the proposed method. Finally, we made comparisons between these estimators and the maximum likelihood estimators using a Monte Carlo simulation study.

Keywords: Progressive type II censoring, compound Rayleigh failure time distribution, maximum likelihood estimation, Bayes estimation, Lindley's approximation method, Monte Carlo simulation.

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Authors: Guangpu Chen

Abstract:

When the failure function is monotone, some monotonic reliability methods are used to gratefully simplify and facilitate the reliability computations. However, these methods often work in a transformed iso-probabilistic space. To this end, a monotonic simulator or transformation is needed in order that the transformed failure function is still monotone. This note proves at first that the output distribution of failure function is invariant under the transformation. And then it presents some conditions under which the transformed function is still monotone in the newly obtained space. These concern the copulas and the dependence concepts. In many engineering applications, the Gaussian copulas are often used to approximate the real word copulas while the available information on the random variables is limited to the set of marginal distributions and the covariances. So this note catches an importance on the conditional monotonicity of the often used transformation from an independent random vector into a dependent random vector with Gaussian copulas.

Keywords: Monotonic, Rosenblatt, Nataf transformation, dependence concepts, completely positive matrices, Gaussiancopulas

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Authors: Syed Musharaf Ali, Muhammad Younus Javed, Naveed Sarfraz Khattak

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In this paper we introduced new wavelet based algorithm for speckle reduction of synthetic aperture radar images, which uses combination of undecimated wavelet transformation, wiener filter (which is an adaptive filter) and mean filter. Further more instead of using existing thresholding techniques such as sure shrinkage, Bayesian shrinkage, universal thresholding, normal thresholding, visu thresholding, soft and hard thresholding, we use brute force thresholding, which iteratively run the whole algorithm for each possible candidate value of threshold and saves each result in array and finally selects the value for threshold that gives best possible results. That is why it is slow as compared to existing thresholding techniques but gives best results under the given algorithm for speckle reduction.

Keywords: Brute force thresholding, directional smoothing, direction dependent mask, undecimated wavelet transformation.

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Authors: Jinyong Yao, Hongzhi Li, Chao Du, Jiao Li

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Reliability of long-term storage products is related to the availability of the whole system, and the evaluation of storage life is of great necessity. These products are usually highly reliable and little failure information can be collected. In this paper, an analytical method based on data from accelerated storage life test is proposed to evaluate the reliability index of the long-term storage products. Firstly, singularities are eliminated by data normalization and residual analysis. Secondly, with the preprocessed data, the degradation path model is built to obtain the pseudo life values. Then by life distribution hypothesis, we can get the estimator of parameters in high stress levels and verify failure mechanism consistency. Finally, the life distribution under the normal stress level is extrapolated via the acceleration model and evaluation of the actual average life is available. An application example with the camera stabilization device is provided to illustrate the methodology we proposed.

Keywords: Accelerated storage life test, failure mechanism consistency, life distribution, reliability.

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Authors: Hyeongbok Kim, Lingling Zhao, Xiaohong Su, Junjie Wang

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The Bernoulli filter is a precise Bayesian filter for single target tracking based on the random finite set theory. The standard Bernoulli filter often underestimates the number of the targets. This study proposes a Gaussian particle flow (GPF) Bernoulli filter employing particle flow to migrate particles from prior to posterior positions to improve the performance of the standard Bernoulli filter. By employing the particle flow filter, the computational speed of the Bernoulli filters is significantly improved. In addition, the GPF Bernoulli filter provides more accurate estimation compared with that of the standard Bernoulli filter. Simulation results confirm the improved tracking performance and computational speed in two- and three-dimensional scenarios compared with other algorithms.

Keywords: Bernoulli filter, particle filter, particle flow filter, random finite sets, target tracking.

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Authors: J. Soltani, H. Abootorabi Zarchi, Gh. R. Arab Markadeh

Abstract:

In this paper a sliding-mode torque and flux control is designed for encoderless synchronous reluctance motor drive. The sliding-mode plus PI controllers are designed in the stator-flux field oriented reference frame which is able to track the mentioned reference signals with a minimum pulsations in the state condition. In addition, with these controllers a fast dynamic response is also achieved for the drive system. The proposed control scheme is robust subject to parameters variation except to stator resistance. To solve this problem a simple estimator is used for on-line detecting of this parameter. Moreover, the rotor position and speed are estimated by on-line obtaining of the stator-flux-space vector. The effectiveness and capability of the proposed control approach is verified by both the simulation and experimental results.

Keywords: Synchronous Reluctance Motor, Direct Torque and Flux Control, Sliding Mode, Field-Oriented Frame, Encoderless.

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Authors: Denis Trcek

Abstract:

Trust is essential for further and wider acceptance of contemporary e-services. It was first addressed almost thirty years ago in Trusted Computer System Evaluation Criteria standard by the US DoD. But this and other proposed approaches of that period were actually solving security. Roughly some ten years ago, methodologies followed that addressed trust phenomenon at its core, and they were based on Bayesian statistics and its derivatives, while some approaches were based on game theory. However, trust is a manifestation of judgment and reasoning processes. It has to be dealt with in accordance with this fact and adequately supported in cyber environment. On the basis of the results in the field of psychology and our own findings, a methodology called qualitative algebra has been developed, which deals with so far overlooked elements of trust phenomenon. It complements existing methodologies and provides a basis for a practical technical solution that supports management of trust in contemporary computing environments. Such solution is also presented at the end of this paper.

Keywords: internet security, trust management, multi-agent systems, reasoning and judgment, modeling and simulation, qualitativealgebra

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Authors: Paul Amoateng, Patrick B. Cobbinah, Kwasi Ofori-Kumah

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Although the importance of small and medium-size enterprises (SMEs) to local development is globally recognized, less attention is given to their design, development and promotion particularly in developing countries. The main focus of this paper is to examine the process of designing, developing and promoting SMEs in developing countries. Results of a study conducted in a SMEs’ enclave in Kumasi (Ghana) are presented and discussed. Results show that although SMEs in developing countries remain a major source of livelihood for many individuals, their potential contribution to local development can be enhanced and sustained through the creation of common geographical enclaves for related SMEs. Findings indicated that the concentration of SMEs involved in wood processing in one location in Kumasi has reduced the cost of production (e.g., transportation), and resulted in marginal increase in sales for many SMEs, despite the widespread challenges of lack of access to credit and low promotion of products.

Keywords: Developing countries, Kumasi, local development, small and medium-size enterprises.

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Authors: Sabrina Gaito, Andrea Greppi, Giuliano Grossi

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In this paper we present a technique to speed up ICA based on the idea of reducing the dimensionality of the data set preserving the quality of the results. In particular we refer to FastICA algorithm which uses the Kurtosis as statistical property to be maximized. By performing a particular Johnson-Lindenstrauss like projection of the data set, we find the minimum dimensionality reduction rate ¤ü, defined as the ratio between the size k of the reduced space and the original one d, which guarantees a narrow confidence interval of such estimator with high confidence level. The derived dimensionality reduction rate depends on a system control parameter β easily computed a priori on the basis of the observations only. Extensive simulations have been done on different sets of real world signals. They show that actually the dimensionality reduction is very high, it preserves the quality of the decomposition and impressively speeds up FastICA. On the other hand, a set of signals, on which the estimated reduction rate is greater than 1, exhibits bad decomposition results if reduced, thus validating the reliability of the parameter β. We are confident that our method will lead to a better approach to real time applications.

Keywords: Independent Component Analysis, FastICA algorithm, Higher-order statistics, Johnson-Lindenstrauss lemma.

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Authors: A. K. Al-Othman, F. S. Al-Fares, K. M. EL-Nagger

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This paper presents a new optimization technique based on quantum computing principles to solve a security constrained power system economic dispatch problem (SCED). The proposed technique is a population-based algorithm, which uses some quantum computing elements in coding and evolving groups of potential solutions to reach the optimum following a partially directed random approach. The SCED problem is formulated as a constrained optimization problem in a way that insures a secure-economic system operation. Real Coded Quantum-Inspired Evolution Algorithm (RQIEA) is then applied to solve the constrained optimization formulation. Simulation results of the proposed approach are compared with those reported in literature. The outcome is very encouraging and proves that RQIEA is very applicable for solving security constrained power system economic dispatch problem (SCED).

Keywords: State Estimation, Fuzzy Linear Regression, FuzzyLinear State Estimator (FLSE) and Measurements Uncertainty.

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Authors: K.Sedhuraman, S.Himavathi, A.Muthuramalingam

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The performance of sensor-less controlled induction motor drive depends on the accuracy of the estimated speed. Conventional estimation techniques being mathematically complex require more execution time resulting in poor dynamic response. The nonlinear mapping capability and powerful learning algorithms of neural network provides a promising alternative for on-line speed estimation. The on-line speed estimator requires the NN model to be accurate, simpler in design, structurally compact and computationally less complex to ensure faster execution and effective control in real time implementation. This in turn to a large extent depends on the type of Neural Architecture. This paper investigates three types of neural architectures for on-line speed estimation and their performance is compared in terms of accuracy, structural compactness, computational complexity and execution time. The suitable neural architecture for on-line speed estimation is identified and the promising results obtained are presented.

Keywords: Sensorless IM drives, rotor speed estimators, artificial neural network, feed- forward architecture, single neuron cascaded architecture.

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Authors: Shumani Ramuhaheli, Christopher C. Enweremadu, Hilary L. Rutto

Abstract:

In this study, biodiesel from used cooking oil was produced as purified by washing with water (water wash) and amberlite (dry wash). The work presents the results of short term tests on performance characteristics of diesel engine using both biodiesel-fuel samples. In this investigation, the water wash biodiesel and dry wash biodiesel and diesel were compared for performance using a four-cylinder diesel engine. The torque, brake power, specific fuel consumption and brake thermal efficiency were analyzed. The tests showed that in all cases, dry wash biodiesel performed marginally poorer compared to water wash biodiesel. Except for brake thermal efficiency, diesel fuel had better engine performance characteristics compared to the biodiesel-fuel samples. According to these results, dry washing of biodiesel has a marginal effect on engine performance.

Keywords: Biodiesel, engine performance, used cooking oil, water wash, dry wash.

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Authors: Mohammad Jafarifar

Abstract:

This paper presents a speed estimation scheme based on second-order sliding-mode Super Twisting Algorithm (STA) and Model Reference Adaptive System (MRAS) estimation theory for Sensorless control of multiphase induction machine. A stator current observer is designed based on the STA, which is utilized to take the place of the reference voltage model of the standard MRAS algorithm. The observer is insensitive to the variation of rotor resistance and magnetizing inductance when the states arrive at the sliding mode. Derivatives of rotor flux are obtained and designed as the state of MRAS, thus eliminating the integration. Compared with the first-order sliding-mode speed estimator, the proposed scheme makes full use of the auxiliary sliding-mode surface, thus alleviating the chattering behavior without increasing the complexity. Simulation results show the robustness and effectiveness of the proposed scheme.

Keywords: Multiphase induction machine, field oriented control, sliding mode, super twisting algorithm, MRAS algorithm.

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Authors: Thi T. Nguyen, Lee N. Gordon-Brown

Abstract:

A new deployment of the multiple criteria decision making (MCDM) techniques: the Simple Additive Weighting (SAW), and the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS) for portfolio allocation, is demonstrated in this paper. Rather than exclusive reference to mean and variance as in the traditional mean-variance method, the criteria used in this demonstration are the first four moments of the portfolio distribution. Each asset is evaluated based on its marginal impacts to portfolio higher moments that are characterized by trapezoidal fuzzy numbers. Then centroid-based defuzzification is applied to convert fuzzy numbers to the crisp numbers by which SAW and TOPSIS can be deployed. Experimental results suggest the similar efficiency of these MCDM approaches to selecting dominant assets for an optimal portfolio under higher moments. The proposed approaches allow investors flexibly adjust their risk preferences regarding higher moments via different schemes adapting to various (from conservative to risky) kinds of investors. The other significant advantage is that, compared to the mean-variance analysis, the portfolio weights obtained by SAW and TOPSIS are consistently well-diversified.

Keywords: Fuzzy numbers, SAW, TOPSIS, portfolio optimization, higher moments, risk management.

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Authors: Kuo-Cheng Liu

Abstract:

Effective estimation of just noticeable distortion (JND) for images is helpful to increase the efficiency of a compression algorithm in which both the statistical redundancy and the perceptual redundancy should be accurately removed. In this paper, we design a DCT-based model for estimating JND profiles of color images. Based on a mathematical model of measuring the base detection threshold for each DCT coefficient in the color component of color images, the luminance masking adjustment, the contrast masking adjustment, and the cross masking adjustment are utilized for luminance component, and the variance-based masking adjustment based on the coefficient variation in the block is proposed for chrominance components. In order to verify the proposed model, the JND estimator is incorporated into the conventional JPEG coder to improve the compression performance. A subjective and fair viewing test is designed to evaluate the visual quality of the coding image under the specified viewing condition. The simulation results show that the JPEG coder integrated with the proposed DCT-based JND model gives better coding bit rates at visually lossless quality for a variety of color images.

Keywords: Just-noticeable distortion (JND), discrete cosine transform (DCT), JPEG.

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Authors: Frank Emmert-Streib, Matthias Dehmer

Abstract:

Inferring the network structure from time series data is a hard problem, especially if the time series is short and noisy. DNA microarray is a technology allowing to monitor the mRNA concentration of thousands of genes simultaneously that produces data of these characteristics. In this study we try to investigate the influence of the experimental design on the quality of the result. More precisely, we investigate the influence of two different types of random single gene perturbations on the inference of genetic networks from time series data. To obtain an objective quality measure for this influence we simulate gene expression values with a biologically plausible model of a known network structure. Within this framework we study the influence of single gene knock-outs in opposite to linearly controlled expression for single genes on the quality of the infered network structure.

Keywords: Dynamic Bayesian networks, microarray data, structure learning, Markov chain Monte Carlo.

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Authors: K. C. Meher, R. K. Swain, C. K. Chanda

Abstract:

This paper presents the performance analysis of dynamic search space reduction (DSR) based gravitational search algorithm (GSA) to solve dynamic economic dispatch of thermal generating units with valve point effects. Dynamic economic dispatch basically dictates the best setting of generator units with anticipated load demand over a definite period of time. In this paper, the presented technique is considered that deals an inequality constraints treatment mechanism known as DSR strategy to accelerate the optimization process. The presented method is demonstrated through five-unit test systems to verify its effectiveness and robustness. The simulation results are compared with other existing evolutionary methods reported in the literature. It is intuited from the comparison that the fuel cost and other performances of the presented approach yield fruitful results with marginal value of simulation time.

Keywords: Dynamic economic dispatch, dynamic search space reduction strategy, gravitational search algorithm, ramp rate limits, valve-point effects.

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Authors: Minwoo Son, Seung-Hun Lee, Dongkyoo Shin, Dongil Shin

Abstract:

The next stage of the home networking environment is supposed to be ubiquitous, where each piece of material is equipped with an RFID (Radio Frequency Identification) tag. To fully support the ubiquitous environment, home networking middleware should be able to recommend home services based on a user-s interests and efficiently manage information on service usage profiles for the users. Therefore, USN (Ubiquitous Sensor Network) technology, which recognizes and manages a appliance-s state-information (location, capabilities, and so on) by connecting RFID tags is considered. The Intelligent Multi-Agent Middleware (IMAM) architecture was proposed to intelligently manage the mobile RFID-based home networking and to automatically supply information about home services that match a user-s interests. Evaluation results for personalization services for IMAM using Bayesian-Net and Decision Trees are presented.

Keywords: Intelligent Agents, Home Network, Mobile RFID, Intelligent Middleware.

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Authors: Ashish Kumar, Sanjeev Kumar Suman

Abstract:

This study investigated the influence of Cloisite-15A nanoclay on the physical, performance, and mechanical properties of bitumen binder. Cloisite-15A was blended in the bitumen in variegated percentages from 1% to 9% with increment of 2%. The blended bitumen was characterized using penetration, softening point, and dynamic viscosity using rotational viscometer, and compared with unmodified bitumen equally penetration grade 60/70. The rheological parameters were investigated using Dynamic Shear Rheometer (DSR), and mechanical properties were investigated by using Marshall Stability test. The results indicated an increase in softening point, dynamic viscosity and decrease in binder penetration. Rheological properties of bitumen increase complex modulus, decrease phase angle and improve rutting resistances as well. There was significant improvement in Marshall Stability, rather marginal improvement in flow value. The best improvement in the modified binder was obtained with 5% Cloisite-15A nanoclay.

Keywords: Cloisite-15A, complex shear modulus, phase angle, rutting resistance.

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Authors: Muhammad Rizwan Azhar, Emadadeen Ali

Abstract:

In this paper, periodic force operation of a wastewater treatment process has been studied for the improved process performance. A previously developed dynamic model for the process is used to conduct the performance analysis. The static version of the model was utilized first to determine the optimal productivity conditions for the process. Then, feed flow rate in terms of dilution rate i.e. (D) is transformed into sinusoidal function. Nonlinear model predictive control algorithm is utilized to regulate the amplitude and period of the sinusoidal function. The parameters of the feed cyclic functions are determined which resulted in improved productivity than the optimal productivity under steady state conditions. The improvement in productivity is found to be marginal and is satisfactory in substrate conversion compared to that of the optimal condition and to the steady state condition, which corresponds to the average value of the periodic function. Successful results were also obtained in the presence of modeling errors and external disturbances.

Keywords: Dilution rate, nonlinear model predictive control, sinusoidal function, wastewater treatment.

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Authors: V Krishnaveni, S Jayaraman, K Ramadoss

Abstract:

The electrical potentials generated during eye movements and blinks are one of the main sources of artifacts in Electroencephalogram (EEG) recording and can propagate much across the scalp, masking and distorting brain signals. In recent times, signal separation algorithms are used widely for removing artifacts from the observed EEG data. In this paper, a recently introduced signal separation algorithm Mutual Information based Least dependent Component Analysis (MILCA) is employed to separate ocular artifacts from EEG. The aim of MILCA is to minimize the Mutual Information (MI) between the independent components (estimated sources) under a pure rotation. Performance of this algorithm is compared with eleven popular algorithms (Infomax, Extended Infomax, Fast ICA, SOBI, TDSEP, JADE, OGWE, MS-ICA, SHIBBS, Kernel-ICA, and RADICAL) for the actual independence and uniqueness of the estimated source components obtained for different sets of EEG data with ocular artifacts by using a reliable MI Estimator. Results show that MILCA is best in separating the ocular artifacts and EEG and is recommended for further analysis.

Keywords: Electroencephalogram, Ocular Artifacts (OA), Independent Component Analysis (ICA), Mutual Information (MI), Mutual Information based Least dependent Component Analysis(MILCA)

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Authors: Nurul Zahirah M.A., N. Zainul Abidin, Azlan Raofuddin Nuruddin

Abstract:

Despite all the hype about green building, many developers are still resistant to the idea of building green due to the common perception that green building construction is expensive. This contradicts with scholarly findings that identify only a marginal cost premium or none at all given that green design is considered during the design process and planning stage. Nevertheless, cost implications continue to become an issue when deciding to build green. The planning stage is of strategic importance as decisions made at this early stage would influence the project cost thereafter. Using analysis of existing literature, the paper identifies six elements of soft cost that are considered in the planning stage. The elements include consultants, green building consultant, certification, commissioning, market, and tax. Out of the six elements, commissioning represents the bulk of soft cost for buildings seeking green certification. The study concluded that, although hard cost may have a bigger impact on the project cost, but soft cost is the hidden cost which people tend to ignore. Poor consideration of soft cost during planning stage may lead to over-realistic expectations and ultimately, overlooked cost additions.

Keywords: Green building, cost element, soft cost, developer decision.

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Authors: N. Mahendran, R. Madhuranthi

Abstract:

Wireless sensor networks (WSNs), are constantly in demand to process information more rapidly with less energy and area cost. Presently, processor based solutions have difficult to achieve high processing speed with low-power consumption. This paper presents a simple and accurate data processing scheme for low power wireless sensor node, based on reduced number of processing element (PE). The presented model provides a simple recursive structure (SRS) to process the sampled data in the wireless sensor environment and to reduce the power consumption in wireless sensor node. Based on this model, to process the incoming samples and produce a smaller amount of data sufficient to reconstruct the original signal. The ModelSim simulator used to simulate SRS structure. Functional simulation is carried out for the validation of the presented architecture. Xilinx Power Estimator (XPE) tool is used to measure the power consumption. The experimental results show the average power consumption of 91 mW; this is 42% improvement compared to the folded tree architecture.

Keywords: Power consumption, energy efficiency, low power WSN node, recursive structure, sleep/wake scheduling.

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Authors: A. Bayaga

Abstract:

This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, Epidemiological model, Time-homogeneous Markov Jump Process, Transition Probability, Statistics South Africa.

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Authors: Yalong Jiang, Zheru Chi

Abstract:

In this paper, we study the factors which determine the capacity of a Convolutional Neural Network (CNN) model and propose the ways to evaluate and adjust the capacity of a CNN model for best matching to a specific pattern recognition task. Firstly, a scheme is proposed to adjust the number of independent functional units within a CNN model to make it be better fitted to a task. Secondly, the number of independent functional units in the capsule network is adjusted to fit it to the training dataset. Thirdly, a method based on Bayesian GAN is proposed to enrich the variances in the current dataset to increase its complexity. Experimental results on the PASCAL VOC 2010 Person Part dataset and the MNIST dataset show that, in both conventional CNN models and capsule networks, the number of independent functional units is an important factor that determines the capacity of a network model. By adjusting the number of functional units, the capacity of a model can better match the complexity of a dataset.

Keywords: CNN, capsule network, capacity optimization, character recognition, data augmentation; semantic segmentation.

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Authors: Imen Dhaou

Abstract:

This study examines conditional Value at Risk by applying the GJR-EVT-Copula model, and finds the optimal portfolio for eight Dow Jones Islamic-conventional pairs. Our methodology consists of modeling the data by a bivariate GJR-GARCH model in which we extract the filtered residuals and then apply the Peak over threshold model (POT) to fit the residual tails in order to model marginal distributions. After that, we use pair-copula to find the optimal portfolio risk dependence structure. Finally, with Monte Carlo simulations, we estimate the Value at Risk (VaR) and the conditional Value at Risk (CVaR). The empirical results show the VaR and CVaR values for an equally weighted portfolio of Dow Jones Islamic-conventional pairs. In sum, we found that the optimal investment focuses on Islamic-conventional US Market index pairs because of high investment proportion; however, all other index pairs have low investment proportion. These results deliver some real repercussions for portfolio managers and policymakers concerning to optimal asset allocations, portfolio risk management and the diversification advantages of these markets.

Keywords: CVaR, Dow Jones Islamic index, GJR-GARCH-EVT-pair copula, portfolio optimization.

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Authors: Shiuh-Jer Huang, Yu-Chi Liu, Su-Hai Hsiang

Abstract:

A novel low-cost impedance control structure is proposed for monitoring the contact force between end-effector and environment without installing an expensive force/torque sensor. Theoretically, the end-effector contact force can be estimated from the superposition of each joint control torque. There have a nonlinear matrix mapping function between each joint motor control input and end-effector actuating force/torques vector. This new force control structure can be implemented based on this estimated mapping matrix. First, the robot end-effector is manipulated to specified positions, then the force controller is actuated based on the hall sensor current feedback of each joint motor. The model-free fuzzy sliding mode control (FSMC) strategy is employed to design the position and force controllers, respectively. All the hardware circuits and software control programs are designed on an Altera Nios II embedded development kit to constitute an embedded system structure for a retrofitted Mitsubishi 5 DOF robot. Experimental results show that PI and FSMC force control algorithms can achieve reasonable contact force monitoring objective based on this hardware control structure.

Keywords: Robot, impedance control, fuzzy sliding mode control, contact force estimator.

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Authors: Mert Bal, Hayri Sever, Oya Kalıpsız

Abstract:

Medical Decision Support Systems (MDSSs) are sophisticated, intelligent systems that can provide inference due to lack of information and uncertainty. In such systems, to model the uncertainty various soft computing methods such as Bayesian networks, rough sets, artificial neural networks, fuzzy logic, inductive logic programming and genetic algorithms and hybrid methods that formed from the combination of the few mentioned methods are used. In this study, symptom-disease relationships are presented by a framework which is modeled with a formal concept analysis and theory, as diseases, objects and attributes of symptoms. After a concept lattice is formed, Bayes theorem can be used to determine the relationships between attributes and objects. A discernibility relation that forms the base of the rough sets can be applied to attribute data sets in order to reduce attributes and decrease the complexity of computation.

Keywords: Formal Concept Analysis, Rough Set Theory, Granular Computing, Medical Decision Support System.

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Authors: Dewan Md. Farid, Jerome Darmont, Nouria Harbi, Nguyen Huu Hoa, Mohammad Zahidur Rahman

Abstract:

In this paper, a new learning approach for network intrusion detection using naïve Bayesian classifier and ID3 algorithm is presented, which identifies effective attributes from the training dataset, calculates the conditional probabilities for the best attribute values, and then correctly classifies all the examples of training and testing dataset. Most of the current intrusion detection datasets are dynamic, complex and contain large number of attributes. Some of the attributes may be redundant or contribute little for detection making. It has been successfully tested that significant attribute selection is important to design a real world intrusion detection systems (IDS). The purpose of this study is to identify effective attributes from the training dataset to build a classifier for network intrusion detection using data mining algorithms. The experimental results on KDD99 benchmark intrusion detection dataset demonstrate that this new approach achieves high classification rates and reduce false positives using limited computational resources.

Keywords: Attributes selection, Conditional probabilities, information gain, network intrusion detection.

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