Search results for: Echo return lossenhancement (ERLE)

Authors: Chang Liu, Zishu He

Abstract:

Adaptive echo cancellers with two-path algorithm are applied to avoid the false adaptation during the double-talk situation. In the two-path algorithm, several transfer logic solutions have been proposed to control the filter update. This paper presents an improved transfer logic solution. It improves the convergence speed of the two-path algorithm, and allows the reduction of the memory elements and computational complexity. Results of simulations show the improved performance of the proposed solution.

Keywords: Acoustic echo cancellation, Echo return lossenhancement (ERLE), Two-path algorithm, Transfer logic

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1708

Authors: A. Mahfurdz, Sunardi, H. Ahmad

Abstract:

An envelope echo signal measurement is proposed in this paper using echo signal observation from the 200 kHz echo sounder receiver. The envelope signal without any object is compared with the envelope signal of the sphere. Two diameter size steel ball (3.1 cm & 2.2 cm) and two diameter size air filled stainless steel ball (4.8 cm & 7.4 cm) used in this experiment. The target was positioned about 0.5 m and 1.0 meter from the transducer face using nylon rope. From the echo observation in time domain, it is obviously shown that echo signal structure is different between the size, distance and type of metal sphere. The amplitude envelope voltage for the bigger sphere is higher compare to the small sphere and it confirm that the bigger sphere have higher target strength compare to the small sphere. Although the structure signal without any object are different compare to the signal from the sphere, the reflected signal from the tank floor increase linearly with the sphere size. We considered this event happened because of the object position approximately to the tank floor.

Keywords: echo sounder, target strength, sphere, echo signal

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1559

Authors: Jong Han Joo, Jeong Hun Lee, Young Sun Kim, Jae Young Kang, Seung Ho Choi

Abstract:

In this study, we propose a novel technique for acoustic echo suppression (AES) during speech recognition under barge-in conditions. Conventional AES methods based on spectral subtraction apply fixed weights to the estimated echo path transfer function (EPTF) at the current signal segment and to the EPTF estimated until the previous time interval. However, the effects of echo path changes should be considered for eliminating the undesired echoes. We describe a new approach that adaptively updates weight parameters in response to abrupt changes in the acoustic environment due to background noises or double-talk. Furthermore, we devised a voice activity detector and an initial time-delay estimator for barge-in speech recognition in communication networks. The initial time delay is estimated using log-spectral distance measure, as well as cross-correlation coefficients. The experimental results show that the developed techniques can be successfully applied in barge-in speech recognition systems.

Keywords: Acoustic echo suppression, barge-in, speech recognition, echo path transfer function, initial delay estimator, voice activity detector.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2265

Authors: J. B. Seo, K. J. Kim, S. W. Nam

Abstract:

In this paper, a nonlinear acoustic echo cancellation (AEC) system is proposed, whereby 3rd order Volterra filtering is utilized along with a variable step-size Gauss-Seidel pseudo affine projection (VSSGS-PAP) algorithm. In particular, the proposed nonlinear AEC system is developed by considering a double-talk situation with near-end signal variation. Simulation results demonstrate that the proposed approach yields better nonlinear AEC performance than conventional approaches.

Keywords: Acoustic echo cancellation (AEC), Volterra filtering, variable step-size, GS-PAP.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1768

Authors: Turgay Temel, John Hallam

Abstract:

An improved processing description to be employed in biosonar signal processing in a cochlea model is proposed and examined. It is compared to conventional models using a modified discrimination analysis and both are tested. Their performances are evaluated with echo data captured from natural targets (trees).Results indicate that the phase characteristics of low-pass filters employed in the echo processing have a significant effect on class separability for this data.

Keywords: Cochlea model, discriminant analysis, neurospikecoding, classification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1446

Authors: F. Albu, C. Paleologu

Abstract:

In this paper, a new pseudo affine projection (AP) algorithm based on Gauss-Seidel (GS) iterations is proposed for acoustic echo cancellation (AEC). It is shown that the algorithm is robust against near-end signal variations (including double-talk).

Keywords: pseudo affine projection algorithm, acoustic echo cancellation, double-talk.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1385

Authors: Chiung-Yun Chang, Po-Chou Chen, Jiun-Shiang Tzeng, Ka-Wai Mac, Chia-Chi Hsiao, Jo-Chi Jao

Abstract:

This study was aimed to measure effective transverse relaxation rates (R2*) in the liver and muscle of normal New Zealand White (NZW) rabbits. R2* relaxation rate has been widely used in various hepatic diseases for iron overload by quantifying iron contents in liver. R2* relaxation rate is defined as the reciprocal of T2* relaxation time and mainly depends on the constituents of tissue. Different tissues would have different R2* relaxation rates. The signal intensity decay in Magnetic resonance imaging (MRI) may be characterized by R2* relaxation rates. In this study, a 1.5T GE Signa HDxt whole body MR scanner equipped with an 8-channel high resolution knee coil was used to observe R2* values in NZW rabbit’s liver and muscle. Eight healthy NZW rabbits weighted 2 ~ 2.5 kg were recruited. After anesthesia using Zoletil 50 and Rompun 2% mixture, the abdomen of rabbit was landmarked at the center of knee coil to perform 3-plane localizer scan using fast spoiled gradient echo (FSPGR) pulse sequence. Afterwards, multi-planar fast gradient echo (MFGR) scans were performed with 8 various echo times (TEs) to acquire images for R2* measurements. Regions of interest (ROIs) at liver and muscle were measured using Advantage workstation. Finally, the R2* was obtained by a linear regression of ln(sı) on TE. The results showed that the longer the echo time, the smaller the signal intensity. The R2* values of liver and muscle were 44.8 ± 10.9 s-1 and 37.4 ± 9.5 s-1, respectively. It implies that the iron concentration of liver is higher than that of muscle. In conclusion, the more the iron contents in tissue, the higher the R2*. The correlations between R2* and iron content in NZW rabbits might be valuable for further exploration.

Keywords: Liver, MRI, multi-planar fast gradient echo, muscle, R2* relaxation rate.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2102

Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph

Abstract:

In this paper, temperature extremes are forecast by employing the block maxima method of the Generalized extreme value(GEV) distribution to analyse temperature data from the Cameroon Development Corporation (C.D.C). By considering two sets of data (Raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was found that in the stationary model, the return values are constant over time with the raw data while in the simulated data, the return values show an increasing trend but with an upper bound. In the non-stationary model, the return levels of both the raw data and simulated data show an increasing trend but with an upper bound. This clearly shows that temperatures in the tropics even-though show a sign of increasing in the future, there is a maximum temperature at which there is no exceedence. The results of this paper are very vital in Agricultural and Environmental research.

Keywords: Return level, Generalized extreme value (GEV), Meteorology, Forecasting.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2054

Authors: Wei Lo, Ming-En Kuo

Abstract:

While to minimize the overall project cost is always one of the objectives of construction managers, to obtain the maximum economic return is definitely one the ultimate goals of the project investors. As there is a trade-off relationship between the project time and cost, and the project delivery time directly affects the timing of economic recovery of an investment project, to provide a method that can quantify the relationship between the project delivery time and cost, and identify the optimal delivery time to maximize economic return has always been the focus of researchers and industrial practitioners. Using genetic algorithms, this study introduces an optimization model that can quantify the relationship between the project delivery time and cost and furthermore, determine the optimal delivery time to maximize the economic return of the project. The results provide objective quantification for accurately evaluating the project delivery time and cost, and facilitate the analysis of the economic return of a project.

Keywords: Time-Cost Trade-Off, Genetic Algorithms, Resource Integration, Economic return.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1734

Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

Abstract:

This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1680

Authors: Smrity Dwivedi

Abstract:

The present paper has revealed the effect of double substrates over a bandwidth performance for planar antennas. The used material has its own importance to get minimum return loss and improved directivity. The author has taken double substrates to enhance the efficiency in terms of gain of antenna. Metamaterial based antenna has its own specific structure which increased the performance of antenna. Improved return loss is -20 dB, and the voltage standing wave ratio (VSWR) is 1.2, which is better than single substrate having return loss of -15 dB and VSWR of 1.4. Complete results are obtained using commercial software CST microwave studio.

Keywords: Metamaterials, return loss, standing wave ratio, directivity, CST microwave studio.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1017

Authors: Soner Guler, Demet Yavuz, Refik Burak Taymuş, Fuat Korkut

Abstract:

Because of the easy applying and not costing too much, ultrasonic pulse velocity (UPV) is one of the most used non-destructive techniques to determine concrete characteristics along with impact-echo, Schmidt rebound hammer (SRH) and pulse-echo. This article investigates the relationship between UPV and compressive strength of hybrid fiber reinforced concretes. Water/cement ratio (w/c) was kept at 0.4 for all concrete mixes. Compressive strength of concrete was targeted at 35 MPa. UPV testing and compressive strength tests were carried out at the curing age of 28 days. The UPV of concrete containing steel fibers has been found to be higher than plain concrete for all the testing groups. It is decided that there is not a certain relationship between fiber addition and strength.

Keywords: Ultrasonic pulse velocity, hybrid fiber, compressive strength, fiber.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1005

Authors: Nadia Hmad, Tony Allen

Abstract:

This paper presents an ESN-based Arabic phoneme recognition system trained with supervised, forced and combined supervised/forced supervised learning algorithms. Mel-Frequency Cepstrum Coefficients (MFCCs) and Linear Predictive Code (LPC) techniques are used and compared as the input feature extraction technique. The system is evaluated using 6 speakers from the King Abdulaziz Arabic Phonetics Database (KAPD) for Saudi Arabia dialectic and 34 speakers from the Center for Spoken Language Understanding (CSLU2002) database of speakers with different dialectics from 12 Arabic countries. Results for the KAPD and CSLU2002 Arabic databases show phoneme recognition performances of 72.31% and 38.20% respectively.

Keywords: Arabic phonemes recognition, echo state networks (ESNs), neural networks (NNs), supervised learning.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2370

Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

Abstract:

How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1082

Authors: A. N. Dagang, E. I. Ismail, Z. Zakaria

Abstract:

This paper presents the analysis on the performance of monopole antenna with fluorescent tubes. In this research, the simulation and experimental approach is conducted. The fluorescent tube with different length and size is designed using Computer Simulation Technology (CST) software and the characteristics of antenna parameter are simulated throughout the software. CST was used to simulate antenna parameters such as return loss, resonant frequency, gain and directivity. Vector Network Analyzer (VNA) was used to measure the return loss of plasma antenna in order to validate the simulation results. In the simulation and experiment, the supply frequency is set starting from 1 GHz to 10 GHz. The results show that the return loss of plasma antenna changes when size of fluorescent tubes is varied, correspond to the different plasma properties. It shows that different values of plasma properties such as plasma frequency and collision frequency gives difference result of return loss, gain and directivity. For the gain, the values range from 2.14 dB to 2.36 dB. The return loss of plasma antenna offers higher value range from -22.187 dB to -32.903 dB. The higher the values of plasma frequency and collision frequency, the higher return loss can be obtained. The values obtained are comparative to the conventional type of metal antenna.

Keywords: Plasma antenna, fluorescent tube, computer simulation technology, plasma parameters.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1619

Authors: Yu-Chuan Chang, Chen Shi-Kai

Abstract:

A water reuse system in wetland paddy was simulated to supply water for industrial in this paper. A two-tank model was employed to represent the return flow of the wetland paddy.Historical data were performed for parameter estimation and model verification. With parameters estimated from the data, the model was then used to simulate a reasonable return flow rate from the wetland paddy. The simulation results show that the return flow ratio was 11.56% in the first crop season and 35.66% in the second crop season individually; the difference may result from the heavy rainfall in the second crop season. Under the existent pond with surplus active capacity, the water reuse ratio was 17.14%, and the water supplementary ratio was 21.56%. However, the pattern of rainfall, the active capacity of the pond, and the rate of water treatment limit the volume of reuse water. Increasing the irrigation water, dredging the depth of pond before rainy season and enlarging the scale of module are help to develop water reuse system to support for the industrial water use around wetland paddy.

Keywords: Return flow, water reuse, wetland paddy, return flow ratio (RR), water reuse ratio (WRR), water supplementary ratio(WSR)

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1261

Authors: Farhad Asadi, S. Hossein Sadati

Abstract:

This paper presents a prediction performance of feedforward Multilayer Perceptron (MLP) and Echo State Networks (ESN) trained with extended Kalman filter. Feedforward neural networks and ESN are powerful neural networks which can track and predict nonlinear signals. However, their tracking performance depends on the specific signals or data sets, having the risk of instability accompanied by large error. In this study we explore this process by applying different network size and leaking rate for prediction of nonlinear or chaotic signals in MLP neural networks. Major problems of ESN training such as the problem of initialization of the network and improvement in the prediction performance are tackled. The influence of coefficient of activation function in the hidden layer and other key parameters are investigated by simulation results. Extended Kalman filter is employed in order to improve the sequential and regulation learning rate of the feedforward neural networks. This training approach has vital features in the training of the network when signals have chaotic or non-stationary sequential pattern. Minimization of the variance in each step of the computation and hence smoothing of tracking were obtained by examining the results, indicating satisfactory tracking characteristics for certain conditions. In addition, simulation results confirmed satisfactory performance of both of the two neural networks with modified parameterization in tracking of the nonlinear signals.

Keywords: Feedforward neural networks, nonlinear signal prediction, echo state neural networks approach, leaking rates, capacity of neural networks.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 704

Authors: Wei Chen, Cui-you Yao, Yue Qiu

Abstract:

This paper deals with a portfolio selection problem based on the possibility theory under the assumption that the returns of assets are LR-type fuzzy numbers. A possibilistic portfolio model with transaction costs is proposed, in which the possibilistic mean value of the return is termed measure of investment return, and the possibilistic variance of the return is termed measure of investment risk. Due to considering transaction costs, the existing traditional optimization algorithms usually fail to find the optimal solution efficiently and heuristic algorithms can be the best method. Therefore, a particle swarm optimization is designed to solve the corresponding optimization problem. At last, a numerical example is given to illustrate our proposed effective means and approaches.

Keywords: Possibility theory, portfolio selection, transaction costs, particle swarm optimization.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1492

Authors: Raghav Lakhotia, Sameer Ganu, Anshul Goel, Abhishek Kumar

Abstract:

In the age and times where women’s empowerment is a significant topic of discussion, we aim to analyze the potential gender diversity influence on box office revenues. The following research is carried out by collecting data from 400 Hollywood movies between the years 2014-2017 and performing regression analysis to find a correlation between the presence of female characters in movies and their return on investment (ROI). The paper finds that there is a positive relationship between the performance of the movies (its ROI) and the gender diversity i.e. the more the number of female characters, the higher the revenue generated. Another factor such as Number of Votes also has a direct impact on the revenue of the movie. The research not only takes into consideration the mere presence of women on screen but also the exchange of at least one dialogue among themselves, which is presented by the Bechdel Score of the movie.

Keywords: Bechdel, diversity, Hollywood, return on investment.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 643

Authors: Carlo Cernicchiaro, Pedro D. Gaspar, Martim L. Aguiar

Abstract:

The agricultural sector is becoming more critical than ever in view of the expected overpopulation of the Earth. The introduction of robotic solutions in this field is an increasingly researched topic to make the most of the Earth's resources, thus going to avoid the problems of wear and tear of the human body due to the harsh agricultural work, and open the possibility of a constant careful processing 24 hours a day. This project is realized for a terrestrial autonomous robot aimed to navigate in an orchard collecting fallen peaches below the trees. When it receives the signal indicating the low battery, it has to return to the docking station where it will replace its battery and then return to the last work point and resume its routine. Considering a preset path in orchards with tree rows with variable length by which the robot goes iteratively using the algorithm D*. In case of low battery, the D* algorithm is still used to determine the fastest return path to the docking station as well as to come back from the docking station to the last work point. MATLAB simulations were performed to analyze the flexibility and adaptability of the developed algorithm. The simulation results show an enormous potential for adaptability, particularly in view of the irregularity of orchard field, since it is not flat and undergoes modifications over time from fallen branch as well as from other obstacles and constraints. The D* algorithm determines the best route in spite of the irregularity of the terrain. Moreover, in this work, it will be shown a possible solution to improve the initial points tracking and reduce time between movements.

Keywords: Path planning, fastest return path, agricultural terrestrial robot, autonomous, docking station.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 808

Authors: I. Erins, J. Erina

Abstract:

The aim of the present article is to determine the impact of the external and internal factors of bank performance on the profitability indicators of the CEE countries banks in the period from 2006 to 2012. On the basis of research conducted abroad on bank and macroeconomic profitability indicators, in order to obtain research results, the authors evaluated return on average assets (ROAA) and return on average equity (ROAE) indicators of the CEE countries banks. The authors analyzed profitability indicators of banks using descriptive methods, SPSS data analysis methods, as well as data correlation and linear regression analysis. The authors concluded that most internal and external indicators of bank performance have no direct influence the profitability of the banks in the CEE countries. The only exceptions are credit risk and bank size, which affect one of the measures of bank profitability – return on average equity.

Keywords: Banks, CEE countries, Profitability ROAA, ROAE.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2621

Authors: Siva Prasad Darla, C. D. Naiju, K. Annamalai, Y. Upendra Sravan

Abstract:

In recent years, environment regulation forcing manufactures to consider recovery activity of end-of- life products and/or return products for refurbishing, recycling, remanufacturing/repair and disposal in supply chain management. In this paper, a mathematical model is formulated for single product production-inventory system considering remanufacturing/reuse of return products and rate of return products follows a demand like function, dependent on purchasing price and acceptance quality level. It is useful in decision making to determine whether to go for remanufacturing or disposal of returned products along with newly produced products to satisfy a stationary demand. In addition, a modified genetic algorithm approach is proposed, inspired by particle swarm optimization method. Numerical analysis of the case study is carried out to validate the model.

Keywords: Genetic Algorithm, Particle Swarm Optimization, Production, Remanufacturing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1662

Authors: Aditi Bhadra, Sutapa Choudhury, Daita Kar

Abstract:

Flood zoning studies have become more efficient in recent years because of the availability of advanced computational facilities and use of Geographic Information Systems (GIS). In the present study, flood inundated areas were mapped using GIS for the Dikrong river basin of Arunachal Pradesh, India, corresponding to different return periods (2, 5, 25, 50, and 100 years). Further, the developed inundation maps corresponding to 25, 50, and 100 year return period floods were compared to corresponding maps developed by conventional methods as reported in the Brahmaputra Board Master Plan for Dikrong basin. It was found that, the average deviation of modelled flood inundation areas from reported map inundation areas is below 5% (4.52%). Therefore, it can be said that the modelled flood inundation areas matched satisfactorily with reported map inundation areas. Hence, GIS techniques were proved to be successful in extracting the flood inundation extent in a time and cost effective manner for the remotely located hilly basin of Dikrong, where conducting conventional surveys is very difficult.

Keywords: Flood hazard mapping, GIS, inundation area, return period.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2943

Authors: Dib Djalel, Haddouche Ali, Chellali Benachiba

Abstract:

When a lightning strike falls near an overhead power line, the intense electromagnetic field radiated by the current of the lightning return stroke coupled with power lines and there induced transient overvoltages, which can cause a back-flashover in electrical network. The indirect lightning represents a major danger owing to the fact that it is more frequent than that which results from the direct strikes. In this paper we present an analysis of the electromagnetic coupling between an external electromagnetic field generated by the lightning and an electrical overhead lines, so we give an important and original contribution: We are based on our experimental measurements which we carried in the high voltage laboratories of EPFL in Switzerland during the last trimester of 2005, on the recent works of other authors and with our mathematical improvement a new particular analytical expression of the electromagnetic field generated by the lightning return stroke was developed and presented in this paper. The results obtained by this new electromagnetic field formulation were compared with experimental results and give a reasonable approach.

Keywords: Lightning, overhead lines, electromagneticcoupling, return stroke, models, induced overvoltages.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1441

Authors: Siti Aisyah Zakaria, Nor Azrita Mohd Amin, Noor Fadhilah Ahmad Radi, Nasrul Hamidin

Abstract:

Higher ground-level ozone (GLO) concentration adversely affects human health, vegetations as well as activities in the ecosystem. In Malaysia, most of the analysis on GLO concentration are carried out using the average value of GLO concentration, which refers to the centre of distribution to make a prediction or estimation. However, analysis which focuses on the higher value or extreme value in GLO concentration is rarely explored. Hence, the objective of this study is to classify the tail behaviour of GLO using generalized extreme value (GEV) distribution estimation the return level using the corresponding modelling (Gumbel, Weibull, and Frechet) of GEV distribution. The results show that Weibull distribution which is also known as short tail distribution and considered as having less extreme behaviour is the best-fitted distribution for four selected air monitoring stations in Peninsular Malaysia, namely Larkin, Pelabuhan Kelang, Shah Alam, and Tanjung Malim; while Gumbel distribution which is considered as a medium tail distribution is the best-fitted distribution for Nilai station. The return level of GLO concentration in Shah Alam station is comparatively higher than other stations. Overall, return levels increase with increasing return periods but the increment depends on the type of the tail of GEV distribution’s tail. We conduct this study by using maximum likelihood estimation (MLE) method to estimate the parameters at four selected stations in Peninsular Malaysia. Next, the validation for the fitted block maxima series to GEV distribution is performed using probability plot, quantile plot and likelihood ratio test. Profile likelihood confidence interval is tested to verify the type of GEV distribution. These results are important as a guide for early notification on future extreme ozone events.

Keywords: Extreme value theory, generalized extreme value distribution, ground-level ozone, return level.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 451

Authors: Libena Cernohorska

Abstract:

The goal of this paper is to specify factors influencing the profitability of selected banks. Next, a model will be created to help establish variables that have a demonstrable influence on the development of the selected banks' profitability ratios. Czech banks and their international parent companies were selected for analyzing profitability. Banks categorized as large banks (according to the Czech National Bank's system, which ranks banks according to balance sheet total) were selected to represent the Czech banks. Two ratios, the return on assets ratio (ROA) and the return on equity ratio (ROE) are used to assess bank profitability. Six endogenous and four external indicators were selected from among other factors that influence bank profitability. The data analyzed were for 2001–2013. First, correlation analysis, which was supposed to eliminate correlated values, was conducted. A large number of correlated values were established on the basis of this analysis. The strongly correlated values were omitted. Despite this, the subsequent regression analysis of profitability for the individual banks that were selected did not confirm that the selected variables influenced their profitability. The studied factors' influence on bank profitability was demonstrated only for Ceskoslovenska Obchodni Banka and Société Générale using regression analysis. For Československa Obchodni Banka, it was demonstrated that inflation level and the amount of the central bank's interest rate influenced the return on assets ratio and that capital adequacy and market concentration influenced the return on equity ratio for Société Générale.

Keywords: Banks, profitability, regression analysis, ROA, ROE.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1840

Authors: A. Fayad, Q. Alqhazaly, T. Cinkler

Abstract:

In light of the substantial increase in end-user requirements and the incessant need of network operators to upgrade the capabilities of access networks, in this paper, the performance of the different modulation formats on eight-channels Time and Wavelength Division Multiplexing Passive Optical Network (TWDM-PON) transmission system has been examined and compared. Limitations and features of modulation formats have been determined to outline the most suitable design to enhance the data rate and transmission reach to obtain the best performance of the network. The considered modulation formats are On-Off Keying Non-Return-to-Zero (NRZ-OOK), Carrier Suppressed Return to Zero (CSRZ), Duo Binary (DB), Modified Duo Binary (MODB), Quadrature Phase Shift Keying (QPSK), and Differential Quadrature Phase Shift Keying (DQPSK). The performance has been analyzed by varying transmission distances and bit rates under different channel spacing. Furthermore, the system is evaluated in terms of minimum Bit Error Rate (BER) and Quality factor (Qf) without applying any dispersion compensation technique, or any optical amplifier. Optisystem software was used for simulation purposes.

Keywords: Bit Error Rate, BER, Carrier Suppressed Return to Zero, CSRZ, Duo Binary, DB, Differential Quadrature Phase Shift Keying, DQPSK, Modified Duo Binary, MODB, On-Off Keying Non-Return-to-Zero, NRZ-OOK, Quality factor, Qf, Time and Wavelength Division Multiplexing Passive Optical Network, TWDM-PON.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 964

Authors: Matěj Kuc

Abstract:

This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.

Keywords: Cooperative banking, panel data, profitability measures, random effects.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 594

Authors: Husna Hasan, Norfatin Salam, Mohd Bakri Adam

Abstract:

Extreme temperature of several stations in Malaysia is modelled by fitting the monthly maximum to the Generalized Extreme Value (GEV) distribution. The Mann-Kendall (MK) test suggests a non-stationary model. Two models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. Results show that half of the stations favour a model which is linear for the location parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.

Keywords: Extreme temperature, extreme value, return level.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2778

Authors: Bright O. Osu, Edikan E. Akpanibah, Chidinma Olunkwa

Abstract:

In this paper, mean-variance optimization of portfolios with the return of premium clauses in a defined contribution (DC) pension plan with multiple contributors under constant elasticity of variance (CEV) model is studied. The return clauses which permit death members to claim their accumulated wealth are considered, the remaining wealth is not equally distributed by the remaining members as in literature. We assume that before investment, the surplus which includes funds of members who died after retirement adds to the total wealth. Next, we consider investments in a risk-free asset and a risky asset to meet up the expected returns of the remaining members and obtain an optimized problem with the help of extended Hamilton Jacobi Bellman equation. We obtained the optimal investment strategies for the two assets and the efficient frontier of the members by using a stochastic optimal control technique. Furthermore, we studied the effect of the various parameters of the optimal investment strategies and the effect of the risk-averse level on the efficient frontier. We observed that the optimal investment strategy is the same as in literature, secondly, we observed that the surplus decreases the proportion of the wealth invested in the risky asset.

Keywords: DC pension fund, Hamilton Jacobi Bellman equation, optimal investment strategies, stochastic optimal control technique, return of premiums clauses, mean-variance utility.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 716