Search results for: Double Moving Average chart.

Authors: S. Masteika, A.V. Rutkauskas, A. Tamosaitis

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The paper investigates downtrend algorithm and trading strategy based on chart pattern recognition and technical analysis in futures market. The proposed chart formation is a pattern with the lowest low in the middle and one higher low on each side. The contribution of this paper lies in the reinforcement of statements about the profitability of momentum trend trading strategies. Practical benefit of the research is a trading algorithm in falling markets and back-test analysis in futures markets. When based on daily data, the algorithm has generated positive results, especially when the market had downtrend period. Downtrend algorithm can be applied as a hedge strategy against possible sudden market crashes. The proposed strategy can be interesting for futures traders, hedge funds or scientific researchers performing technical or algorithmic market analysis based on momentum trend trading.

Keywords: trading algorithm, chart pattern, downtrend trading, futures market, hedging

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Authors: Mahmoud I. Syam, Kamarulzaman Ibrahim, Amer I. Al-Omari

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Stratified double extreme ranked set sampling (SDERSS) method is introduced and considered for estimating the population mean. The SDERSS is compared with the simple random sampling (SRS), stratified ranked set sampling (SRSS) and stratified simple set sampling (SSRS). It is shown that the SDERSS estimator is an unbiased of the population mean and more efficient than the estimators using SRS, SRSS and SSRS when the underlying distribution of the variable of interest is symmetric or asymmetric.

Keywords: Double extreme ranked set sampling, Extreme ranked set sampling, Ranked set sampling, Stratified double extreme ranked set sampling.

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Authors: Jungho Choi, Youngwan Cho

Abstract:

The paper proposes a way of parallel processing of SURF and Optical Flow for moving object recognition and tracking. The object recognition and tracking is one of the most important task in computer vision, however disadvantage are many operations cause processing speed slower so that it can-t do real-time object recognition and tracking. The proposed method uses a typical way of feature extraction SURF and moving object Optical Flow for reduce disadvantage and real-time moving object recognition and tracking, and parallel processing techniques for speed improvement. First analyse that an image from DB and acquired through the camera using SURF for compared to the same object recognition then set ROI (Region of Interest) for tracking movement of feature points using Optical Flow. Secondly, using Multi-Thread is for improved processing speed and recognition by parallel processing. Finally, performance is evaluated and verified efficiency of algorithm throughout the experiment.

Keywords: moving object recognition, moving object tracking, SURF, Optical Flow, Multi-Thread.

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Authors: Sepehr Aslani, Homayoun Mahdavi-Nasab

Abstract:

Automated motion detection and tracking is a challenging task in traffic surveillance. In this paper, a system is developed to gather useful information from stationary cameras for detecting moving objects in digital videos. The moving detection and tracking system is developed based on optical flow estimation together with application and combination of various relevant computer vision and image processing techniques to enhance the process. To remove noises, median filter is used and the unwanted objects are removed by applying thresholding algorithms in morphological operations. Also the object type restrictions are set using blob analysis. The results show that the proposed system successfully detects and tracks moving objects in urban videos.

Keywords: Optical flow estimation, moving object detection, tracking, morphological operation, blob analysis.

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Authors: Yeongyu Choi, Ju H. Park, S. M. Lee, Ho-Youl Jung

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In this paper, an improved method for estimating fundamental matrix is proposed. The method is applied effectively to monocular camera based moving object detection. The method consists of corner points detection, moving object’s motion estimation and fundamental matrix calculation. The corner points are obtained by using Harris corner detector, motions of moving objects is calculated from pyramidal Lucas-Kanade optical flow algorithm. Through epipolar geometry analysis using RANSAC, the fundamental matrix is calculated. In this method, we have improved the performances of moving object detection by using two threshold values that determine inlier or outlier. Through the simulations, we compare the performances with varying the two threshold values.

Keywords: Corner detection, optical flow, epipolar geometry, RANSAC.

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Authors: Edward Aris D. Fajardo, Hamdi Muhyuddin D. Barra

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This study employs the use of the fourth order Numerov scheme to determine the eigenstates and eigenvalues of particles, electrons in particular, in single and double delta function potentials. For the single delta potential, it is found that the eigenstates could only be attained by using specific potential depths. The depth of the delta potential well has a value that varies depending on the delta strength. These depths are used for each well on the double delta function potential and the eigenvalues are determined. There are two bound states found in the computation, one with a symmetric eigenstate and another one which is antisymmetric.

Keywords: Double Delta Potential, Eigenstates, Eigenvalue, Numerov Method, Single Delta Potential

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Authors: Valentina Koliskina, Inta Volodko

Abstract:

Transient eddy current problem is solved in the present paper by the method of the Laplace transform for the case of a double conductor line located parallel to a conducting half-space. The Fourier sine and cosine integral transforms are used in order to find the Laplace transform of the solution. The inverse Laplace transform of the solution is found in closed form. The integrated electromotive force per unit length of the double conductor line is calculated in the form of an improper integral.

Keywords: Transient eddy currents, Laplace transform, double conductor line.

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Authors: Reza Rezaei-Nasirabad, Zeinab Galavani, Rasoul Sadighi-Bonabi, Mohammad Asgarian

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Role of acoustic driving pressure on the translational-radial dynamics of a moving single bubble sonoluminescence (m-SBSL) has been numerically investigated. The results indicate that increase in the amplitude of the driving pressure leads to increase in the bubble peak temperature. The length and the shape of the trajectory of the bubble depends on the acoustic pressure and because of the spatially dependence of the radial dynamics of the moving bubble, its peak temperature varies during the acoustical pulses. The results are in good agreement with the experimental reports on m-SBSL.

Keywords: Bubble dynamics, Equation of the gas state, Hydrodynamic force, Moving sonoluminescence.

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Authors: Barenten Suciu, Akio Miyamura

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In this paper, following the study-case of an inclined plane gravitational machine, efficiency of a double-cone gravitational motor and generator is evaluated. Two types of efficiency ratios, called translational efficiency and rotational efficiency, are defined relative to the intended duty of the gravitational machine, which can be either the production of translational kinetic energy, or rotational kinetic energy. One proved that, for pure rolling movement of the double- cone, in the absence of rolling friction, the total mechanical energy is conserved. In such circumstances, as the motion of the double-cone progresses along rails, the translational efficiency decreases and the rotational efficiency increases, in such way that sum of the rotational and translational efficiencies remains unchanged and equal to 1. Results obtained allow a comparison of the gravitational machine with other types of motor-generators, in terms of the achievable efficiency.

Keywords: Truncated double-cone, friction, rolling and sliding, efficiency, gravitational motor and generator.

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Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie

Abstract:

An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.

Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.

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Authors: V. Masilamani, D.K. Sheena Christy, D.G. Thomas

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Image synthesis is an important area in image processing. To synthesize images various systems are proposed in the literature. In this paper, we propose a bio-inspired system to synthesize image and to study the generating power of the system, we define the class of languages generated by our system. We call image as array in this paper. We use a primitive called iso-array to synthesize image/array. The operation is double splicing on iso-arrays. The double splicing operation is used in DNA computing and we use this to synthesize image. A comparison of the family of languages generated by the proposed self restricted double splicing systems on iso-arrays with the existing family of local iso-picture languages is made. Certain closure properties such as union, concatenation and rotation are studied for the family of languages generated by the proposed model.

Keywords: DNA computing, splicing system, iso-picture languages, iso-array double splicing system, iso-array self splicing.

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Authors: T. H. Young, Y. S. Ciou

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The free and forced in-plane vibrations of axially moving plates are investigated in this work. The plate possesses an internal damping of which the constitutive relation obeys the Kelvin-Voigt model, and the excitations are arbitrarily distributed on two opposite edges. First, the equations of motion and the boundary conditions of the axially moving plate are derived. Then, the extended Ritz method is used to obtain discretized system equations. Finally, numerical results for the natural frequencies and the mode shapes of the in-plane vibration and the in-plane response of the moving plate subjected to arbitrary edge excitations are presented. It is observed that the symmetry class of the mode shapes of the in-plane vibration disperses gradually as the moving speed gets higher, and the u- and v-components of the mode shapes belong to different symmetry class. In addition, large response amplitudes having shapes similar to the mode shapes of the plate can be excited by the edge excitations at the resonant frequencies and with the same symmetry class of distribution as the u-components.

Keywords: Arbitrary edge excitations, axially moving plates, in-plane vibration, extended Ritz method.

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Authors: M. Najafi, S. Bab, F. Rahimi Dehgolan

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The motion of an axially moving beam with rotating prismatic joint with a tip mass on the end is analyzed to investigate the nonlinear vibration and dynamic stability of the beam. The beam is moving with a harmonic axially and rotating velocity about a constant mean velocity. A time-dependent partial differential equation and boundary conditions with the aid of the Hamilton principle are derived to describe the beam lateral deflection. After the partial differential equation is discretized by the Galerkin method, the method of multiple scales is applied to obtain analytical solutions. Frequency response curves are plotted for the super harmonic resonances of the first and the second modes. The effects of non-linear term and mean velocity are investigated on the steady state response of the axially moving beam. The results are validated with numerical simulations.

Keywords: Axially moving beam, Galerkin method, non-linear vibration, super harmonic resonances.

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Authors: Mochammad Dewo, Sumarsono Sudarto

Abstract:

The Exponential Triple Smoothing Algorithm approach nowadays, which is used to anticipate the export value of Indonesia's two major commodities, coal and palm oil, has a Mean Percentage Absolute Error (MAPE) value of 30-50%, which may be considered as a "reasonable" forecasting mistake. Forecasting errors of more than 30% shall have a domino effect on industrial output, as extra production adds to raw material, manufacturing and storage expenses. Whereas, reaching an "excellent" classification with an error value of less than 10% will provide new investors and exporters with confidence in the commercial development of related sectors. Industrial growth will bring out a positive impact on economic development. It can be applied for other commodities if the forecast error is less than 10%. The purpose of this project is to create a forecasting technique that can produce precise forecasting results with an error of less than 10%. This research analyzes forecasting methods such as ARIMA (Autoregressive Integrated Moving Average), ANN (Artificial Neural Network) and LSTM (Long-Short Term Memory). By providing a MAPE of 1%, this study reveals that ANN is the most successful strategy for forecasting coal and palm oil commodities in Indonesia.

Keywords: ANN, Artificial Neural Network, ARIMA, Autoregressive Integrated Moving Average, export value, forecast, LSTM, Long Short Term Memory.

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Authors: Haruo Shimada, Akinori Kanasugi

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This paper proposes an architecture of dynamically reconfigurable arithmetic circuit. Dynamic reconfiguration is a technique to realize required functions by changing hardware construction during operations. The proposed circuit is based on a complex number multiply-accumulation circuit which is used frequently in the field of digital signal processing. In addition, the proposed circuit performs real number double precision arithmetic operations. The data formats are single and double precision floating point number based on IEEE754. The proposed circuit is designed using VHDL, and verified the correct operation by simulations and experiments.

Keywords: arithmetic circuit, complex number, double precision, dynamic reconfiguration

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Authors: Y. Outaleb, K. Bouhadef, O. Rahli

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Double-diffusive steady convection in a partially porous cavity with partially permeable walls and under the combined buoyancy effects of thermal and mass diffusion was analysed numerically using finite volume method. The top wall is well insulated and impermeable while the bottom surface is partially well insulated and impermeable and partially submitted to constant temperature T1 and concentration C1. Constant equal temperature T2 and concentration C2 are imposed along the vertical surfaces of the enclosure. Mass suction/injection and injection/suction are respectively considered at the bottom of the porous centred partition and at one of the vertical walls. Heat and mass transfer characteristics as streamlines and average Nusselt numbers and Sherwood numbers were discussed for different values of buoyancy ratio, Rayleigh number, and injection/suction coefficient. It is especially noted that increasing the injection factor disadvantages the exchanges in the case of the injection while the transfer is augmented in case of suction. On the other hand, a critical value of the buoyancy ratio was highlighted for which heat and mass transfers are minimized.

Keywords: Double diffusive convection, Injection/Extraction, Partially porous cavity

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Authors: N.Subramanian, U.K.Misra

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The aim of this paper is to introduce and study a new concept of strong double χ2 (M,A, Δ) of fuzzy numbers and also some properties of the resulting sequence spaces of fuzzy numbers were examined.

Keywords: Modulus function, fuzzy number, metric space.

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Authors: Iau-Teh Wang, Chin-Yu Lee

Abstract:

Rockfall is a kind of irregular geological disaster. Its destruction time, space and movements are highly random. The impact force is determined by the way and velocity rocks move. The movement velocity of a rockfall depends on slope gradient of its moving paths, height, slope surface roughness and rock shapes. For effectively mitigate and prevent disasters brought by rockfalls, it is required to precisely calculate the moving paths of a rockfall so as to provide the best protective design. This paper applies Colorado Rockfall Simulation Program (CRSP) as our study tool to discuss the impact of slope shape and surface roughness on the moving paths of a single rockfall. The analytical results showed that the slope, m=1:1, acted as the threshold for rockfall bounce height on a monoclinal slight slope. When JRC ´╝£ 1.2, movement velocity reduced and bounce height increased as JCR increased. If slope fixed and JRC increased, the bounce height of rocks increased gradually with reducing movement velocity. Therefore, the analysis on the moving paths of rockfalls with CRSP could simulate bouncing of falling rocks. By analyzing moving paths, velocity, and bounce height of falling rocks, we could effectively locate impact points of falling rocks on a slope. Such analysis can be served as a reference for future disaster prevention and control.

Keywords: Rockfall, Slope Shape, Moving Path, SurfaceRoughness.

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Authors: A. Ourici

Abstract:

Doubly fed induction machines DFIM are used mainly for wind energy conversion in MW power plants. This paper presents a new strategy of field oriented control ,it is based on the principle of a double flux orientation of stator and rotor at the same time. Therefore, the orthogonality created between the two oriented fluxes, which must be strictly observed, leads to generate a linear and decoupled control with an optimal torque. The obtained simulation results show the feasibility and the effectiveness of the suggested method.

Keywords: Doubly fed induction machine, double fluxorientation control , vector control , PWM inverter.

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Authors: T.C. Manjunath

Abstract:

This paper deals with the design of a moving sliding surface in a variable structure plant for a second order system. The chattering phenomena is also dealt with during the switching process for an unstable sliding surface condition. The simulation examples considered in this paper shows the effectiveness of the sliding mode control method used for the design of the moving sliding surfaces. A simulink model of the continuous system was also developed in MATLAB-SIMULINK for the design and hence demonstrated. The phase portraits and the state plots shows the demonstration of the powerful control technique which can be applied for second order systems.

Keywords: Sliding mode control, VSC, Reaching phase, Sliding phase, Moving surfaces, Chattering, Trajectories.

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Authors: M. Alrasheedi

Abstract:

The double exponential model (DEM), or Laplace distribution, is used in various disciplines. However, there are issues related to the construction of confidence intervals (CI), when using the distribution.In this paper, the properties of DEM are considered with intention of constructing CI based on simulated data. The analysis of pivotal equations for the models here in comparisons with pivotal equations for normal distribution are performed, and the results obtained from simulation data are presented.

Keywords: Confidence intervals, double exponential model, pivotal equations, simulation

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Authors: T. K. Mondal, N C Shivaprakash

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A piston cylinder based high pressure differential thermal analyzer system is developed to investigate phase transformations, melting, glass transitions, crystallization behavior of inorganic materials, glassy systems etc., at ambient to 4 GPa and at room temperature to 1073 K. The pressure is calibrated by the phase transition of bismuth and ytterbium and temperature is calibrated by using thermocouple data chart. The system developed is calibrated using benzoic acid, ammonium nitrate and it has a pressure and temperature control of ± 8.9 x 10 -4 GPa , ± 2 K respectively. The phase transition of Asx Te100-x chalcogenides, ferrous oxide and strontium boride are studied using the indigenously developed system.

Keywords: double stage crystallization, Phase transition, Quasi hydrostatic, Rigidity percolation

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Authors: T. Pathinathan, M. Peter

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Fuzzy graphs incorporate concepts from graph theory with fuzzy principles. In this paper, we make a study on the properties of fuzzy graphs which are non-cyclic and are of two-dimensional in structure. In particular, this paper presents 2D structure or the structure of double layer for a non-cyclic fuzzy graph whose underlying crisp graph is non-cyclic. In any graph structure, introducing 2D structure may lead to an inherent cycle. We propose relevant conditions for 2D structured non-cyclic fuzzy graphs. These conditions are extended even to fuzzy graphs of the 3D structure. General theoretical properties that are studied for any fuzzy graph are verified to 2D structured or double layered fuzzy graphs. Concepts like Order, Degree, Strong and Size for a fuzzy graph are studied for 2D structured or double layered non-cyclic fuzzy graphs. Using different types of fuzzy graphs, the proposed concepts relating to 2D structured fuzzy graphs are verified.

Keywords: Double layered fuzzy graph, double layered non-cyclic fuzzy graph, strong, order, degree and size.

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Authors: Kelemewerk Destalem, Jungjae Cho, Jaeseong Lee, Ju H. Park, Joonhyuk Yoo

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Background subtraction and temporal difference are often used for moving object detection in video. Both approaches are computationally simple and easy to be deployed in real-time image processing. However, while the background subtraction is highly sensitive to dynamic background and illumination changes, the temporal difference approach is poor at extracting relevant pixels of the moving object and at detecting the stopped or slowly moving objects in the scene. In this paper, we propose a simple moving object detection scheme based on adaptive background subtraction and temporal difference exploiting dynamic background updates. The proposed technique consists of histogram equalization, a linear combination of background and temporal difference, followed by the novel frame-based and pixel-based background updating techniques. Finally, morphological operations are applied to the output images. Experimental results show that the proposed algorithm can solve the drawbacks of both background subtraction and temporal difference methods and can provide better performance than that of each method.

Keywords: Background subtraction, background updating, real time and lightweight algorithm, temporal difference.

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Authors: Hubert Klar

Abstract:

High double excitation of two-electron atoms has been investigated using hyperpherical coordinates within a modified adiabatic expansion technique. This modification creates a novel fictitious force leading to a spontaneous exchange symmetry breaking at high double excitation. The Pauli principle must therefore be regarded as approximation valid only at low excitation energy. Threshold electron scattering from high Rydberg states shows an unexpected time reversal symmetry breaking. At threshold for double escape we discover a broad (few eV) Cooper pair.

Keywords: Correlation, resonances, threshold ionization, Cooper pair.

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Authors: Ahmed Ashraf Khamis, Sherif A. Ibrahim, Mahmoud ElKhatieb, Mohamed A. Barakat

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Parametric design deemed to be one of icons of the modern architectural trends that facilitates taking complex design decisions counting on altering various design parameters. Double skin façades are one of the parametric applications that are used in parametric designs. This paper opts to enhance different daylight parameters of a selected case study office building in Cairo using a parametric double skin façade. First, the design and optimization process was executed utilizing Grasshopper parametric design software package, in which the daylighting performance of the base case building model was compared with the one used in the double façade showing an enhancement in task plane illuminance by 180%. Second, execution drawings are made for the optimized design using Revit software. Finally, computerized digital fabrication stages of the designed model with various scales are demonstrated to reach the final design decisions using Simplify 3D for mock-up digital fabrication.

Keywords: Parametric design, Double skin façades, Digital Fabrication, Grasshopper, Simplify 3D.

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Authors: Venkatesh Bagaria, Nagesh AS, Varun AV

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In the domain of machine vision, the measurement of length is done using cameras where the accuracy is directly proportional to the resolution of the camera and inversely to the size of the object. Since most of the pixels are wasted imaging the entire body as opposed to just imaging the edges in a conventional system, a double aperture system is constructed to focus on the edges to measure at higher resolution. The paper discusses the complexities and how they are mitigated to realize a practical machine vision system.

Keywords: Machine Vision, double aperture camera, accurate length measurement

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Authors: Hesamodin Ebnodin Hamidi, Mojtaba Rahimi

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Along with increasing development of generation of supersonic planes especially fighters and request for increasing the performance and maneuverability scientists and engineers suggested the delta and double delta wing design. One of the areas which was necessary to be researched, was the Aerodynamic review of this type of wings in high angles of attack at low speeds that was very important in landing and takeoff the planes and maneuvers. Leading Edges of the wings,cause the separation flow from wing surface and then formation of powerful vortex with high rotational speed which studing the mechanism and location of formation and also the position of the vortex breakdown in high angles of attack is very important. In this research, a double delta wing with 76o/45o sweep angles at high angle of attack in steady state and incompressible flow were numerically analyzed with Fluent software. With analaysis of the numerical results, we arrived the most important characteristic of the double delta wings which is keeping of lift at high angles of attacks.

Keywords: Double delta wing, high angle of attack, vortex breakdown, incompressible flow.

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Authors: Supannee Chaiumporn

Abstract:

This article is to introduce the meaning and form of social quality moving process as indicated by members of two suburb communities with different social and cultural contexts. The form of social quality moving process is very significant for the community and social development, because it will make the people living together with sustainable happiness. This is a qualitative study involving 30 key-informants from two suburb communities. Data were collected though key-informant interviews, and analyzed using logical content description and descriptive statistics. This research found that on the social quality component, the people in both communities stressed the procedure for social qualitymaking. This includes the generousness, sharing and assisting among people in the communities. These practices helped making people to live together with sustainable happiness. Living as a family or appear to be a family is the major social characteristic of these two communities. This research also found that form of social quality’s moving process of both communities stress relation of human and nature; “nature overpower humans” paradigm and influence of religious doctrine that emphasizes relations among humans. Both criteria make the form of social’s moving process simple, adaptive to nature and caring for opinion sharing and understanding among each other before action. This form of social quality’s moving process is composed of 4 steps; (1) awareness building, (2) motivation to change, (3) participation from every party which is concerned (4) self-reliance.

Keywords: Social quality, form of social quality moving process, happiness, different social and cultural context.

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Authors: Tadashi Watanabe

Abstract:

The flow field and the motion of the free surface in an oscillating container are simulated numerically to assess the numerical approach for studying two-phase flows under oscillating conditions. Two numerical methods are compared: one is to model the oscillating container directly using the moving grid of the ALE method, and the other is to simulate the effect of container motion using the oscillating body force acting on the fluid in the stationary container. The two-phase flow field in the container is simulated using the level set method in both cases. It is found that the calculated results by the body force method coinsides with those by the moving grid method and the sloshing behavior is predicted well by both the methods. Theoretical back ground and limitation of the body force method are discussed, and the effects of oscillation amplitude and frequency are shown.

Keywords: Two-phase flow, simulation, oscillation, moving grid, body force

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