Search results for: Francisco J. Real
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2191

Search results for: Francisco J. Real

1891 The Effect of Combining Real Experimentation With Virtual Experimentation on Students-Success

Authors: I. Oral, E. Bozkurt, H. Guzel

Abstract:

The purpose of this study was to investigate the effect of combining Real Experimentation (RE) With Virtual Experimentation (VE) on students- conceptual understanding of photo electric effect. To achieve this, a pre–post comparison study design was used that involved 46 undergraduate students. Two groups were set up for this study. Participants in the control group used RE to learn photo electric effect, whereas, participants in the experimental group used RE in the first part of the curriculum and VE in another part. Achievement test was given to the groups before and after the application as pre-test and post test. The independent samples t- test, one way Anova and Tukey HSD test were used for testing the data obtained from the study. According to the results of analyzes, the experimental group was found more successful than the control group.

Keywords: Computer Based Teaching, Java, Physics Education, Virtual Laboratory.

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1890 Investigation of Heat Affected Zone of Steel P92 Using the Thermal Cycle Simulator

Authors: Petr Mohyla, Ivo Hlavatý, Jiří Hrubý, Lucie Krejčí

Abstract:

This work is focused on mechanical properties and microstructure of heat affected zone (HAZ) of steel P92. The thermal cycle simulator was used for modeling a fine grained zone of HAZ. Hardness and impact toughness were measured on simulated samples. Microstructural analysis using optical microscopy was performed on selected samples. Achieved results were compared with the values of a real welded joint. The thermal cycle simulator allows transferring the properties of very small HAZ to the sufficiently large sample where the tests of the mechanical properties can be performed. A satisfactory accordance was found when comparing the microstructure and mechanical properties of real welds and simulated samples.

Keywords: Heat affected zone, impact test, thermal cycle simulator and time of tempering.

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1889 A New History Based Method to Handle the Recurring Concept Shifts in Data Streams

Authors: Hossein Morshedlou, Ahmad Abdollahzade Barforoush

Abstract:

Recent developments in storage technology and networking architectures have made it possible for broad areas of applications to rely on data streams for quick response and accurate decision making. Data streams are generated from events of real world so existence of associations, which are among the occurrence of these events in real world, among concepts of data streams is logical. Extraction of these hidden associations can be useful for prediction of subsequent concepts in concept shifting data streams. In this paper we present a new method for learning association among concepts of data stream and prediction of what the next concept will be. Knowing the next concept, an informed update of data model will be possible. The results of conducted experiments show that the proposed method is proper for classification of concept shifting data streams.

Keywords: Data Stream, Classification, Concept Shift, History.

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1888 A Generator from Cascade Markov Model for Packet Loss and Subsequent Bit Error Description

Authors: Jaroslav Polec, Viliam Hirner, Michal Martinovič, Kvetoslava Kotuliaková

Abstract:

In this paper we present a novel error model for packet loss and subsequent error description. The proposed model simulates the error performance of wireless communication link. The model is designed as two independent Markov chains, where the first one is used for packet generation and the second one generates correctly and incorrectly transmitted bits for received packets from the first chain. The statistical analyses of real communication on the wireless link are used for determination of model-s parameters. Using the obtained parameters and the implementation of the generator, we collected generated traffic. The obtained results generated by proposed model are compared with the real data collection.

Keywords: Wireless channel, error model, Markov chain, Elliot model, Gilbert model, generator, IEEE 802.11.

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1887 Minimizing of Target Localization Error using Multi-robot System and Particle Filters

Authors: Jana Puchyova

Abstract:

In recent years a number of applications with multirobot systems (MRS) is growing in various areas. But their design is in practice often difficult and algorithms are proposed for the theoretical background and do not consider errors and noise in real conditions, so they are not usable in real environment. These errors are visible also in task of target localization enough, when robots try to find and estimate the position of the target by the sensors. Localization of target is possible also with one robot but as it was examined target finding and localization with group of mobile robots can estimate the target position more accurately and faster. The accuracy of target position estimation is made by cooperation of MRS and particle filtering. Advantage of usage the MRS with particle filtering was tested on task of fixed target localization by group of mobile robots.

Keywords: Multi-robot system, particle filter, position estimation, target localization.

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1886 Production Planning and Scheduling and SME

Authors: M. Heck, H. Vettiger

Abstract:

Small and medium-sized enterprises (SME) are the backbone of central Europe’s economies and have a significant contribution to the gross domestic product. Production planning and scheduling (PPS) is still a crucial element in manufacturing industries of the 21st century even though this area of research is more than a century old. The topic of PPS is well researched especially in the context of large enterprises in the manufacturing industry. However the implementation of PPS methodologies within SME is mostly unobserved. This work analyzes how PPS is implemented in SME with the geographical focus on Switzerland and its vicinity. Based on restricted resources compared to large enterprises, SME have to face different challenges. The real problem areas of selected enterprises in regards of PPS are identified and evaluated. For the identified real-life problem areas of SME clear and detailed recommendations are created, covering concepts and best practices and the efficient usage of PPS. Furthermore the economic and entrepreneurial value for companies is lined out and why the implementation of the introduced recommendations is advised.

Keywords: Central Europe, PPS, Production Planning, SME.

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1885 A Fuzzy Mathematical Model for Order Acceptance and Scheduling Problem

Authors: E. Koyuncu

Abstract:

The problem of Order Acceptance and Scheduling (OAS) is defined as a joint decision of which orders to accept for processing and how to schedule them. Any linear programming model representing real-world situation involves the parameters defined by the decision maker in an uncertain way or by means of language statement. Fuzzy data can be used to incorporate vagueness in the real-life situation. In this study, a fuzzy mathematical model is proposed for a single machine OAS problem, where the orders are defined by their fuzzy due dates, fuzzy processing times, and fuzzy sequence dependent setup times. The signed distance method, one of the fuzzy ranking methods, is used to handle the fuzzy constraints in the model.

Keywords: Fuzzy mathematical programming, fuzzy ranking, order acceptance, single machine scheduling.

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1884 Real Time Monitoring of Long Slender Shaft by Distributed-Lumped Modeling Techniques

Authors: Sina Babadi, K. M. Ebrahimi

Abstract:

The aim of this paper is to determine the stress levels at the end of a long slender shaft such as a drilling assembly used in the oil or gas industry using a mathematical model in real-time. The torsional deflection experienced by this type of drilling shaft (about 4 KM length and 20 cm diameter hollow shaft with a thickness of 1 cm) can only be determined using a distributed modeling technique. The main objective of this project is to calculate angular velocity and torque at the end of the shaft by TLM method and also analyzing of the behavior of the system by transient response. The obtained result is compared with lumped modeling technique the importance of these results will be evident only after the mentioned comparison. Two systems have different transient responses and in this project because of the length of the shaft transient response is very important.

Keywords: Distributed Lumped modeling, Lumped modeling, Drill string, Angular Velocity, Torque.

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1883 An Intelligent Approach of Rough Set in Knowledge Discovery Databases

Authors: Hrudaya Ku. Tripathy, B. K. Tripathy, Pradip K. Das

Abstract:

Knowledge Discovery in Databases (KDD) has evolved into an important and active area of research because of theoretical challenges and practical applications associated with the problem of discovering (or extracting) interesting and previously unknown knowledge from very large real-world databases. Rough Set Theory (RST) is a mathematical formalism for representing uncertainty that can be considered an extension of the classical set theory. It has been used in many different research areas, including those related to inductive machine learning and reduction of knowledge in knowledge-based systems. One important concept related to RST is that of a rough relation. In this paper we presented the current status of research on applying rough set theory to KDD, which will be helpful for handle the characteristics of real-world databases. The main aim is to show how rough set and rough set analysis can be effectively used to extract knowledge from large databases.

Keywords: Data mining, Data tables, Knowledge discovery in database (KDD), Rough sets.

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1882 High Performance Electrocardiogram Steganography Based on Fast Discrete Cosine Transform

Authors: Liang-Ta Cheng, Ching-Yu Yang

Abstract:

Based on fast discrete cosine transform (FDCT), the authors present a high capacity and high perceived quality method for electrocardiogram (ECG) signal. By using a simple adjusting policy to the 1-dimentional (1-D) DCT coefficients, a large volume of secret message can be effectively embedded in an ECG host signal and be successfully extracted at the intended receiver. Simulations confirmed that the resulting perceived quality is good, while the hiding capability of the proposed method significantly outperforms that of existing techniques. In addition, our proposed method has a certain degree of robustness. Since the computational complexity is low, it is feasible for our method being employed in real-time applications.

Keywords: Data hiding, ECG steganography, fast discrete cosine transform, 1-D DCT bundle, real-time applications.

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1881 Traffic Flow Prediction using Adaboost Algorithm with Random Forests as a Weak Learner

Authors: Guy Leshem, Ya'acov Ritov

Abstract:

Traffic Management and Information Systems, which rely on a system of sensors, aim to describe in real-time traffic in urban areas using a set of parameters and estimating them. Though the state of the art focuses on data analysis, little is done in the sense of prediction. In this paper, we describe a machine learning system for traffic flow management and control for a prediction of traffic flow problem. This new algorithm is obtained by combining Random Forests algorithm into Adaboost algorithm as a weak learner. We show that our algorithm performs relatively well on real data, and enables, according to the Traffic Flow Evaluation model, to estimate and predict whether there is congestion or not at a given time on road intersections.

Keywords: Machine Learning, Boosting, Classification, TrafficCongestion, Data Collecting, Magnetic Loop Detectors, SignalizedIntersections, Traffic Signal Timing Optimization.

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1880 Using Information Theory to Observe Natural Intelligence and Artificial Intelligence

Authors: Lipeng Zhang, Limei Li, Yanming Pearl Zhang

Abstract:

This paper takes a philosophical view as axiom, and reveals the relationship between information theory and Natural Intelligence and Artificial Intelligence under real world conditions. This paper also derives the relationship between natural intelligence and nature. According to communication principle of information theory, Natural Intelligence can be divided into real part and virtual part. Based on information theory principle that Information does not increase, the restriction mechanism of Natural Intelligence creativity is conducted. The restriction mechanism of creativity reveals the limit of natural intelligence and artificial intelligence. The paper provides a new angle to observe natural intelligence and artificial intelligence.

Keywords: Natural intelligence, artificial intelligence, creativity, information theory.

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1879 ANFIS Approach for Locating Faults in Underground Cables

Authors: Magdy B. Eteiba, Wael Ismael Wahba, Shimaa Barakat

Abstract:

This paper presents a fault identification, classification and fault location estimation method based on Discrete Wavelet Transform and Adaptive Network Fuzzy Inference System (ANFIS) for medium voltage cable in the distribution system.

Different faults and locations are simulated by ATP/EMTP, and then certain selected features of the wavelet transformed signals are used as an input for a training process on the ANFIS. Then an accurate fault classifier and locator algorithm was designed, trained and tested using current samples only. The results obtained from ANFIS output were compared with the real output. From the results, it was found that the percentage error between ANFIS output and real output is less than three percent. Hence, it can be concluded that the proposed technique is able to offer high accuracy in both of the fault classification and fault location.

Keywords: ANFIS, Fault location, Underground Cable, Wavelet Transform.

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1878 DHT-LMS Algorithm for Sensorineural Loss Patients

Authors: Sunitha S. L., V. Udayashankara

Abstract:

Hearing impairment is the number one chronic disability affecting many people in the world. Background noise is particularly damaging to speech intelligibility for people with hearing loss especially for sensorineural loss patients. Several investigations on speech intelligibility have demonstrated sensorineural loss patients need 5-15 dB higher SNR than the normal hearing subjects. This paper describes Discrete Hartley Transform Power Normalized Least Mean Square algorithm (DHT-LMS) to improve the SNR and to reduce the convergence rate of the Least Means Square (LMS) for sensorineural loss patients. The DHT transforms n real numbers to n real numbers, and has the convenient property of being its own inverse. It can be effectively used for noise cancellation with less convergence time. The simulated result shows the superior characteristics by improving the SNR at least 9 dB for input SNR with zero dB and faster convergence rate (eigenvalue ratio 12) compare to time domain method and DFT-LMS.

Keywords: Hearing Impairment, DHT-LMS, Convergence rate, SNR improvement.

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1877 Power Transformers Insulation Material Investigations: Partial Discharge

Authors: Jalal M. Abdallah

Abstract:

There is a great problem in testing and investigations the reliability of different type of transformers insulation materials. It summarized in how to create and simulate the real conditions of working transformer and testing its insulation materials for Partial Discharge PD, typically as in the working mode. A lot of tests may give untrue results as the physical behavior of the insulation material differs under tests from its working condition. In this work, the real working conditions were simulated, and a large number of specimens have been tested. The investigations first stage, begin with choosing samples of different types of insulation materials (papers, pressboards, etc.). The second stage, the samples were dried in ovens at 105 C0and 0.01bar for 48 hours, and then impregnated with dried and gasless oil (the water content less than 6 ppm.) at 105 C0and 0.01bar for 48 hours, after so specimen cooling at room pressure and temperature for 24 hours. The third stage is investigating PD for the samples using ICM PD measuring device. After that, a continuous test on oil-impregnated insulation materials (paper, pressboards) was developed, and the phase resolved partial discharge pattern of PD signals was measured. The important of this work in providing the industrial sector with trusted high accurate measuring results based on real simulated working conditions. All the PD patterns (results) associated with a discharge produced in well-controlled laboratory condition. They compared with other previous and other laboratory results. In addition, the influence of different temperatures condition on the partial discharge activities was studied.

Keywords: Transformers, insulation materials, voids, partial discharge (PD).

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1876 Instant Location Detection of Objects Moving at High-Speedin C-OTDR Monitoring Systems

Authors: Andrey V. Timofeev

Abstract:

The practical efficient approach is suggested to estimate the high-speed objects instant bounds in C-OTDR monitoring systems. In case of super-dynamic objects (trains, cars) is difficult to obtain the adequate estimate of the instantaneous object localization because of estimation lag. In other words, reliable estimation coordinates of monitored object requires taking some time for data observation collection by means of C-OTDR system, and only if the required sample volume will be collected the final decision could be issued. But it is contrary to requirements of many real applications. For example, in rail traffic management systems we need to get data of the dynamic objects localization in real time. The way to solve this problem is to use the set of statistical independent parameters of C-OTDR signals for obtaining the most reliable solution in real time. The parameters of this type we can call as «signaling parameters» (SP). There are several the SP’s which carry information about dynamic objects instant localization for each of COTDR channels. The problem is that some of these parameters are very sensitive to dynamics of seismoacoustic emission sources, but are non-stable. On the other hand, in case the SP is very stable it becomes insensitive as rule. This report contains describing of the method for SP’s co-processing which is designed to get the most effective dynamic objects localization estimates in the C-OTDR monitoring system framework.

Keywords: C-OTDR-system, co-processing of signaling parameters, high-speed objects localization, multichannel monitoring systems.

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1875 Agent-Based Offline Electronic Voting

Authors: Mehmet Tahir Sandıkkaya, Bülent Örencik

Abstract:

Many electronic voting systems, classified mainly as homomorphic cryptography based, mix-net based and blind signature based, appear after the eighties when zero knowledge proofs were introduced. The common ground for all these three systems is that none of them works without real time cryptologic calculations that should be held on a server. As far as known, the agent-based approach has not been used in a secure electronic voting system. In this study, an agent-based electronic voting schema, which does not contain real time calculations on the server side, is proposed. Conventional cryptologic methods are used in the proposed schema and some of the requirements of an electronic voting system are constructed within the schema. The schema seems quite secure if the used cryptologic methods and agents are secure. In this paper, proposed schema will be explained and compared with already known electronic voting systems.

Keywords: Electronic voting, E-voting, Mobile softwareagents, Offline electronic voting.

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1874 Design and Implementation of Active Radio Frequency Identification on Wireless Sensor Network-Based System

Authors: Che Z. Zulkifli, Nursyahida M. Noor, Siti N. Semunab, Shafawati A. Malek

Abstract:

Wireless sensors, also known as wireless sensor nodes, have been making a significant impact on human daily life. The Radio Frequency Identification (RFID) and Wireless Sensor Network (WSN) are two complementary technologies; hence, an integrated implementation of these technologies expands the overall functionality in obtaining long-range and real-time information on the location and properties of objects and people. An approach for integrating ZigBee and RFID networks is proposed in this paper, to create an energy-efficient network improved by the benefits of combining ZigBee and RFID architecture. Furthermore, the compatibility and requirements of the ZigBee device and communication links in the typical RFID system which is presented with the real world experiment on the capabilities of the proposed RFID system.

Keywords: Mesh network, RFID, wireless sensor network, zigbee.

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1873 Experimental Analysis of Diesel Hydrotreating Reactor to Development a Simplified Tool for Process Real- time Optimization

Authors: S.Shokri, S.Zahedi, M.Ahmadi Marvast, B. Baloochi, H.Ganji

Abstract:

In this research, a systematic investigation was carried out to determine the optimum conditions of HDS reactor. Moreover, a suitable model was developed for a rigorous RTO (real time optimization) loop of HDS (Hydro desulfurization) process. A systematic experimental series was designed based on CCD (Central Composite design) and carried out in the related pilot plant to tune the develop model. The designed variables in the experiments were Temperature, LHSV and pressure. However, the hydrogen over fresh feed ratio was remained constant. The ranges of these variables were respectively equal to 320-380ºC, 1- 21/hr and 50-55 bar. a power law kinetic model was also developed for our further research in the future .The rate order and activation energy , power of reactant concentration and frequency factor of this model was respectively equal to 1.4, 92.66 kJ/mol and k0=2.7*109 .

Keywords: Statistical model, Multiphase Reactors, Gas oil, Hydrodesulfurization, Optimization, Kinetics

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1872 A Nodal Transmission Pricing Model based on Newly Developed Expressions of Real and Reactive Power Marginal Prices in Competitive Electricity Markets

Authors: Ashish Saini, A.K. Saxena

Abstract:

In competitive electricity markets all over the world, an adoption of suitable transmission pricing model is a problem as transmission segment still operates as a monopoly. Transmission pricing is an important tool to promote investment for various transmission services in order to provide economic, secure and reliable electricity to bulk and retail customers. The nodal pricing based on SRMC (Short Run Marginal Cost) is found extremely useful by researchers for sending correct economic signals. The marginal prices must be determined as a part of solution to optimization problem i.e. to maximize the social welfare. The need to maximize the social welfare subject to number of system operational constraints is a major challenge from computation and societal point of views. The purpose of this paper is to present a nodal transmission pricing model based on SRMC by developing new mathematical expressions of real and reactive power marginal prices using GA-Fuzzy based optimal power flow framework. The impacts of selecting different social welfare functions on power marginal prices are analyzed and verified with results reported in literature. Network revenues for two different power systems are determined using expressions derived for real and reactive power marginal prices in this paper.

Keywords: Deregulation, electricity markets, nodal pricing, social welfare function, short run marginal cost.

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1871 Noise Performance Optimization of a Fast Wavelength Calibration Algorithm for OSAs

Authors: Thomas Fuhrmann

Abstract:

A new fast correlation algorithm for calibrating the wavelength of Optical Spectrum Analyzers (OSAs) was introduced in [1]. The minima of acetylene gas spectra were measured and correlated with saved theoretical data [2]. So it is possible to find the correct wavelength calibration data using a noisy reference spectrum. First tests showed good algorithmic performance for gas line spectra with high noise. In this article extensive performance tests were made to validate the noise resistance of this algorithm. The filter and correlation parameters of the algorithm were optimized for improved noise performance. With these parameters the performance of this wavelength calibration was simulated to predict the resulting wavelength error in real OSA systems. Long term simulations were made to evaluate the performance of the algorithm over the lifetime of a real OSA.

Keywords: correlation, gas reference, optical spectrum analyzer, wavelength calibration

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1870 Hybrid Fuzzy Selecting-Control-by- Range Controllers of a Servopneumatic Fatigue System

Authors: Marco Soares dos Santos, Jorge Augusto Ferreira, Camila Nicola Boeri, Fernando Neto da Silva

Abstract:

The present paper proposes high performance nonlinear force controllers for a servopneumatic real-time fatigue test machine. A CompactRIO® controller was used, being fully programmed using LabVIEW language. Fuzzy logic control algorithms were evaluated to tune the integral and derivative components in the development of hybrid controllers, namely a FLC P and a hybrid FLC PID real-time-based controllers. Their behaviours were described by using state diagrams. The main contribution is to ensure a smooth transition between control states, avoiding discrete transitions in controller outputs. Steady-state errors lower than 1.5 N were reached, without retuning the controllers. Good results were also obtained for sinusoidal tracking tasks from 1/¤Ç to 8/¤Ç Hz.

Keywords: Hybrid Fuzzy Selecting, Control, Range Controllers, Servopneumatic Fatigue System.

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1869 Analysis of Acoustic Emission Signal for the Detection of Defective Manufactures in Press Process

Authors: Dong Hun Kim, Won Kyu Lee, Sok Won Kim

Abstract:

Small cracks or chips of a product appear very frequently in the course of continuous production of an automatic press process system. These phenomena become the cause of not only defective product but also damage of a press mold. In order to solve this problem AE system was introduced. AE system was expected to be very effective to real time detection of the defective product and to prevention of the damage of the press molds. In this study, for pick and analysis of AE signals generated from the press process, AE sensors/pre-amplifier/analysis and processing board were used as frequently found in the other similar cases. For analysis and processing the AE signals picked in real time from the good or bad products, specialized software called cdm8 was used. As a result of this work it was conformed that intensity and shape of the various AE signals differ depending on the weight and thickness of metal sheet and process type.

Keywords: press, acoustic emission, signal processing

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1868 A Comparison of the Sum of Squares in Linear and Partial Linear Regression Models

Authors: Dursun Aydın

Abstract:

In this paper, estimation of the linear regression model is made by ordinary least squares method and the partially linear regression model is estimated by penalized least squares method using smoothing spline. Then, it is investigated that differences and similarity in the sum of squares related for linear regression and partial linear regression models (semi-parametric regression models). It is denoted that the sum of squares in linear regression is reduced to sum of squares in partial linear regression models. Furthermore, we indicated that various sums of squares in the linear regression are similar to different deviance statements in partial linear regression. In addition to, coefficient of the determination derived in linear regression model is easily generalized to coefficient of the determination of the partial linear regression model. For this aim, it is made two different applications. A simulated and a real data set are considered to prove the claim mentioned here. In this way, this study is supported with a simulation and a real data example.

Keywords: Partial Linear Regression Model, Linear RegressionModel, Residuals, Deviance, Smoothing Spline.

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1867 Evidence of the Long-run Equilibrium between Money Demand Determinants in Croatia

Authors: B. Skrabic, N. Tomic-Plazibat

Abstract:

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

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

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1866 The Effects of a Digital Dialogue Game on Higher Education Students’ Argumentation-Based Learning

Authors: Omid Noroozi

Abstract:

Digital dialogue games have opened up opportunities for learning skills by engaging students in complex problem solving that mimic real world situations, without importing unwanted constraints and risks of the real world. Digital dialogue games can be motivating and engaging to students for fun, creative thinking, and learning. This study explored how undergraduate students engage with argumentative discourse activities which have been designed to intensify debate. A pre-test, post-test design was used with students who were assigned to groups of four and asked to debate a controversial topic with the aim of exploring various 'pros and cons' on the 'Genetically Modified Organisms (GMOs)'. Findings reveal that the Digital dialogue game can facilitate argumentation-based learning. The digital Dialogue game was also evaluated positively in terms of students’ satisfaction and learning experiences.

Keywords: Argumentation, dialogue, digital game, learning, motivation.

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1865 A Prediction Model Using the Price Cyclicality Function Optimized for Algorithmic Trading in Financial Market

Authors: Cristian Păuna

Abstract:

After the widespread release of electronic trading, automated trading systems have become a significant part of the business intelligence system of any modern financial investment company. An important part of the trades is made completely automatically today by computers using mathematical algorithms. The trading decisions are taken almost instantly by logical models and the orders are sent by low-latency automatic systems. This paper will present a real-time price prediction methodology designed especially for algorithmic trading. Based on the price cyclicality function, the methodology revealed will generate price cyclicality bands to predict the optimal levels for the entries and exits. In order to automate the trading decisions, the cyclicality bands will generate automated trading signals. We have found that the model can be used with good results to predict the changes in market behavior. Using these predictions, the model can automatically adapt the trading signals in real-time to maximize the trading results. The paper will reveal the methodology to optimize and implement this model in automated trading systems. After tests, it is proved that this methodology can be applied with good efficiency in different timeframes. Real trading results will be also displayed and analyzed in order to qualify the methodology and to compare it with other models. As a conclusion, it was found that the price prediction model using the price cyclicality function is a reliable trading methodology for algorithmic trading in the financial market.

Keywords: Algorithmic trading, automated trading systems, financial markets, high-frequency trading, price prediction.

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1864 Autonomously Determining the Parameters for SVDD with RBF Kernel from a One-Class Training Set

Authors: Andreas Theissler, Ian Dear

Abstract:

The one-class support vector machine “support vector data description” (SVDD) is an ideal approach for anomaly or outlier detection. However, for the applicability of SVDD in real-world applications, the ease of use is crucial. The results of SVDD are massively determined by the choice of the regularisation parameter C and the kernel parameter  of the widely used RBF kernel. While for two-class SVMs the parameters can be tuned using cross-validation based on the confusion matrix, for a one-class SVM this is not possible, because only true positives and false negatives can occur during training. This paper proposes an approach to find the optimal set of parameters for SVDD solely based on a training set from one class and without any user parameterisation. Results on artificial and real data sets are presented, underpinning the usefulness of the approach.

Keywords: Support vector data description, anomaly detection, one-class classification, parameter tuning.

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1863 Real-Time Implementation of STANAG 4539 High-Speed HF Modem

Authors: S. Saraç, F. Kara, C.Vural

Abstract:

High-frequency (HF) communications have been used by military organizations for more than 90 years. The opportunity of very long range communications without the need for advanced equipment makes HF a convenient and inexpensive alternative of satellite communications. Besides the advantages, voice and data transmission over HF is a challenging task, because the HF channel generally suffers from Doppler shift and spread, multi-path, cochannel interference, and many other sources of noise. In constructing an HF data modem, all these effects must be taken into account. STANAG 4539 is a NATO standard for high-speed data transmission over HF. It allows data rates up to 12800 bps over an HF channel of 3 kHz. In this work, an efficient implementation of STANAG 4539 on a single Texas Instruments- TMS320C6747 DSP chip is described. The state-of-the-art algorithms used in the receiver and the efficiency of the implementation enables real-time high-speed data / digitized voice transmission over poor HF channels.

Keywords: High frequency, modem, STANAG 4539.

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1862 Fast Factored DCT-LMS Speech Enhancement for Performance Enhancement of Digital Hearing Aid

Authors: Sunitha. S.L., V. Udayashankara

Abstract:

Background noise is particularly damaging to speech intelligibility for people with hearing loss especially for sensorineural loss patients. Several investigations on speech intelligibility have demonstrated sensorineural loss patients need 5-15 dB higher SNR than the normal hearing subjects. This paper describes Discrete Cosine Transform Power Normalized Least Mean Square algorithm to improve the SNR and to reduce the convergence rate of the LMS for Sensory neural loss patients. Since it requires only real arithmetic, it establishes the faster convergence rate as compare to time domain LMS and also this transformation improves the eigenvalue distribution of the input autocorrelation matrix of the LMS filter. The DCT has good ortho-normal, separable, and energy compaction property. Although the DCT does not separate frequencies, it is a powerful signal decorrelator. It is a real valued function and thus can be effectively used in real-time operation. The advantages of DCT-LMS as compared to standard LMS algorithm are shown via SNR and eigenvalue ratio computations. . Exploiting the symmetry of the basis functions, the DCT transform matrix [AN] can be factored into a series of ±1 butterflies and rotation angles. This factorization results in one of the fastest DCT implementation. There are different ways to obtain factorizations. This work uses the fast factored DCT algorithm developed by Chen and company. The computer simulations results show superior convergence characteristics of the proposed algorithm by improving the SNR at least 10 dB for input SNR less than and equal to 0 dB, faster convergence speed and better time and frequency characteristics.

Keywords: Hearing Impairment, DCT Adaptive filter, Sensorineural loss patients, Convergence rate.

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