Search results for: Maximum Likelihood Estimation

Authors: Said Elkassimi, Said Safi, B. Manaut

Abstract:

In recent years, multi-antenna techniques are being considered as a potential solution to increase the flow of future wireless communication systems. The objective of this article is to study the emission and reception system MIMO (Multiple Input Multiple Output), and present the different reception decoding techniques. First we will present the least complex technical, linear receivers such as the zero forcing equalizer (ZF) and minimum mean squared error (MMSE). Then a nonlinear technique called ordered successive cancellation of interferences (OSIC) and the optimal detector based on the maximum likelihood criterion (ML), finally, we simulate the associated decoding algorithms for MIMO system such as ZF, MMSE, OSIC and ML, thus a comparison of performance of these algorithms in MIMO context.

Keywords: Multiple Input Multiple Outputs (MIMO), ZF, MMSE, Ordered Interference Successive Cancellation (OSIC), ML, Interference Successive Cancellation (SIC).

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Authors: Takaaki Ishibashi

Abstract:

Independent component analysis can estimate unknown source signals from their mixtures under the assumption that the source signals are statistically independent. However, in a real environment, the separation performance is often deteriorated because the number of the source signals is different from that of the sensors. In this paper, we propose an estimation method for the number of the sources based on the joint distribution of the observed signals under two-sensor configuration. From several simulation results, it is found that the number of the sources is coincident to that of peaks in the histogram of the distribution. The proposed method can estimate the number of the sources even if it is larger than that of the observed signals. The proposed methods have been verified by several experiments.

Keywords: blind source separation, independent component analysys, estimation for the number of the blind sources, voice activity detection, target extraction.

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Authors: Satoshi Shimizu, Kazuaki Yamaguchi, Toshiki Saitoh, Sumio Masuda

Abstract:

Some fast exact algorithms for the maximum weight clique problem have been proposed. Östergard’s algorithm is one of them. Kumlander says his algorithm is faster than it. But we confirmed that the straightforwardly implemented Kumlander’s algorithm is slower than O¨ sterga˚rd’s algorithm. We propose some improvements on Kumlander’s algorithm.

Keywords: Maximum weight clique, exact algorithm, branch-andbound, NP-hard.

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Authors: Amalka Nawarathna, Nirodha Fernando, Zaid Alwan

Abstract:

Global carbon reduction is not merely a responsibility of environmentally advanced developed countries, but also a responsibility of developing countries regardless of their less impact on global carbon emissions. In recognition of that, Sri Lanka as a developing country has initiated promoting green building construction as one reduction strategy. However, notwithstanding the increasing attention on Embodied Carbon (EC) reduction in the global building sector, they still mostly focus on Operational Carbon (OC) reduction (through improving operational energy). An adequate attention has not yet been given on EC estimation and reduction. Therefore, this study aims to identify the reasons for the slow uptake of EC estimation in the Sri Lankan building sector. To achieve this aim, 16 numbers of global barriers to estimate EC were identified through existing literature. They were then subjected to a pilot survey to identify the significant reasons for the slow uptake of EC estimation in the Sri Lankan building sector. A questionnaire with a three-point Likert scale was used to this end. The collected data were analysed using descriptive statistics. The findings revealed that 11 out of 16 challenges/ barriers are highly relevant as reasons for the slow uptake in estimating EC in buildings in Sri Lanka while the other five challenges/ barriers remain as moderately relevant reasons. Further, the findings revealed that there are no low relevant reasons. Eventually, the paper concluded that all the known reasons are significant to the Sri Lankan building sector and it is necessary to address them in order to upturn the attention on EC reduction.

Keywords: Embodied carbon emissions, embodied carbon estimation, global carbon reduction, Sri Lankan building sector.

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Authors: Paulo Gomes, Adelaide Figueiredo

Abstract:

We consider n individuals described by p standardized variables, represented by points of the surface of the unit hypersphere S_n-1. For a previous choice of n individuals we suppose that the set of observables variables comes from a mixture of bipolar Watson distribution defined on the hypersphere. EM and Dynamic Clusters algorithms are used for identification of such mixture. We obtain estimates of parameters for each Watson component and then a partition of the set of variables into homogeneous groups of variables. Additionally we will present a factor analysis model where unobservable factors are just the maximum likelihood estimators of Watson directional parameters, exactly the first principal component of data matrix associated to each group previously identified. Such alternative model it will yield us to directly interpretable solutions (simple structure), avoiding factors rotations.

Keywords: Dynamic Clusters algorithm, EM algorithm, Factor analysis model, Hierarchical Clustering, Watson distribution.

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Authors: M. Ghareh, L. Sepahi

Abstract:

Temperature rise in a transformer depends on variety of parameters such as ambient temperature, output current and type of the core. Considering these parameters, temperature rise estimation is still complicated procedure. In this paper, we present a new model based on simple electrical equivalent circuit. This method avoids the complication associated to accurate estimation and is in very good agreement with practice.

Keywords: Thermal modeling, temperature rise, equivalent thermal circuit.

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Authors: L. K. Singh, Riktesh Srivastava

Abstract:

How to effectively allocate system resource to process the Client request by Gateway servers is a challenging problem. In this paper, we propose an improved scheme for autonomous performance of Gateway servers under highly dynamic traffic loads. We devise a methodology to calculate Queue Length and Waiting Time utilizing Gateway Server information to reduce response time variance in presence of bursty traffic. The most widespread contemplation is performance, because Gateway Servers must offer cost-effective and high-availability services in the elongated period, thus they have to be scaled to meet the expected load. Performance measurements can be the base for performance modeling and prediction. With the help of performance models, the performance metrics (like buffer estimation, waiting time) can be determined at the development process. This paper describes the possible queue models those can be applied in the estimation of queue length to estimate the final value of the memory size. Both simulation and experimental studies using synthesized workloads and analysis of real-world Gateway Servers demonstrate the effectiveness of the proposed system.

Keywords: M/M/1, M/G/1, G/M/1, G/G/1, Gateway Servers, Buffer Estimation, Waiting Time, Queuing Process.

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Authors: Xia Liu, Marek E. Bialkowski

Abstract:

This paper reports on investigations into capacity of a Multiple Input Multiple Output (MIMO) wireless communication system employing a uniform linear array (ULA) at the transmitter and either a uniform linear array (ULA) or a uniform circular array (UCA) antenna at the receiver. The transmitter is assumed to be surrounded by scattering objects while the receiver is postulated to be free from scattering objects. The Laplacian distribution of angle of arrival (AOA) of a signal reaching the receiver is postulated. Calculations of the MIMO system capacity are performed for two cases without and with the channel estimation errors. For estimating the MIMO channel, the scaled least square (SLS) and minimum mean square error (MMSE) methods are considered.

Keywords: MIMO, channel capacity, channel estimation, ULA, UCA, spatial correlation

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Authors: Mousa Mojarrad, Amir Masoud Rahmani, Mehrab Mohebi

Abstract:

Detection, feature extraction and pose estimation of people in images and video is made challenging by the variability of human appearance, the complexity of natural scenes and the high dimensionality of articulated body models and also the important field in Image, Signal and Vision Computing in recent years. In this paper, four types of people in 2D dimension image will be tested and proposed. The system will extract the size and the advantage of them (such as: tall fat, short fat, tall thin and short thin) from image. Fat and thin, according to their result from the human body that has been extract from image, will be obtained. Also the system extract every size of human body such as length, width and shown them in output.

Keywords: Analysis of Image Processing, Canny Edge Detection, Human Body Recognition, Measurement, Pose Estimation, 2D Human Dimension.

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Authors: X. Mamaqi, J.Miguel, P. Olave

Abstract:

The aim of this paper is to provide an empirical evidence about the effects that the management of continuous training have on employability (or employment stability) in the Spanish labour market. With this purpose a binary logit model with interaction effect is been used. The dependent variable includes two situations of the active workers: continuous and discontinuous employability. To distinguish between them an Employability Index Stability (ESI) was calculated taking into account two factors: time worked and job security. Various aspects of the continuous training and personal workers data are used as independent variables. The data obtained from a survey of a sample of 918 employed have revealed a relationship between the likelihood of continuous employability and continuous training received. The empirical results support the positive and significant relationship between various aspects of the training provided by firms and employability likelihood of the workers, postulate alike from a theoretical point of view.

Keywords: training management, employability/employmentstability, binary logit model, interaction effect, Spanish marketlabour.

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Authors: Alhusein Almahjoub, Dongyu Qiu

Abstract:

This paper deals with the random access procedure in next-generation networks and presents the solution to reduce total service time (TST) which is one of the most important performance metrics in current and future internet of things (IoT) based networks. The proposed solution focuses on the calculation of optimal transmission probability which maximizes the success probability and reduces TST. It uses the information of several idle preambles in every time slot, and based on it, it estimates the number of backlogged IoT devices using Naïve Bayes estimation which is a type of supervised learning in the machine learning domain. The estimation of backlogged devices is necessary since optimal transmission probability depends on it and the eNodeB does not have information about it. The simulations are carried out in MATLAB which verify that the proposed solution gives excellent performance.

Keywords: Random access, LTE/LTE-A, 5G, machine learning, Naïve Bayes estimation.

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Authors: A. Niknejad, G. H. Liaghat, A. H. Behravesh, H. Moslemi Naeini

Abstract:

In this paper, a semi empirical formula is presented based on the experimental results to predict the first pick (maximum force) value in the instantaneous folding force- axial distance diagram of a square column. To achieve this purpose, the maximum value of the folding force was assumed to be a function of the average folding force. Using the experimental results, the maximum value of the force necessary to initiate the first fold in a square column was obtained with respect to the geometrical quantities and material properties. Finally, the results obtained from the semi empirical relation in this paper, were compared to the experimental results which showed a good correlation.

Keywords: Honeycomb, folding force, square column, aluminum, axial loading.

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Authors: Anton Stadler, Thorsten Ike

Abstract:

In this paper, we present a video based smoke detection algorithm based on TVL1 optical flow estimation. The main part of the algorithm is an accumulating system for motion angles and upward motion speed of the flow field. We optimized the usage of TVL1 flow estimation for the detection of smoke with very low smoke density. Therefore, we use adapted flow parameters and estimate the flow field on difference images. We show in theory and in evaluation that this improves the performance of smoke detection significantly. We evaluate the smoke algorithm using videos with different smoke densities and different backgrounds. We show that smoke detection is very reliable in varying scenarios. Further we verify that our algorithm is very robust towards crowded scenes disturbance videos.

Keywords: Low density, optical flow, upward smoke motion, video based smoke detection.

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Authors: Himanshu V. Gajjar, Anish H. Gandhi, Tanvir A Jafri, Harit K. Raval

Abstract:

Bendability is constrained by maximum top roller load imparting capacity of the machine. Maximum load is encountered during the edge pre-bending stage of roller bending. Capacity of 3-roller plate bending machine is specified by maximum thickness and minimum shell diameter combinations that can be pre-bend for given plate material of maximum width. Commercially available plate width or width of the plate that can be accommodated on machine decides the maximum rolling width. Original equipment manufacturers (OEM) provide the machine capacity chart based on reference material considering perfectly plastic material model. Reported work shows the bendability analysis of heavy duty 3-roller plate bending machine. The input variables for the industry are plate thickness, shell diameter and material property parameters, as it is fixed by the design. Analytical models of equivalent thickness, equivalent width and maximum width based on power law material model were derived to study the bendability. Equation of maximum width provides bendability for designed configuration i.e. material property, shell diameter and thickness combinations within the machine limitations. Equivalent thicknesses based on perfectly plastic and power law material model were compared for four different materials grades of C-Mn steel in order to predict the bend-ability. Effect of top roller offset on the bendability at maximum top roller load imparting capacity is reported.

Keywords: 3-Roller bending, Bendability, Equivalent thickness, Equivalent width, Maximum width.

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Authors: Chen Sun, Nemai Chandra Karmakar

Abstract:

A novel direction-of-arrival (DOA) estimation technique, which uses a conventional multiple signal classification (MUSIC) algorithm with periodic signals, is applied to a single RF-port parasitic array antenna for direction finding. Simulation results show that the proposed method gives high resolution (1 degree) DOA estimation in an uncorrelated signal environment. The novelty lies in that the MUSIC algorithm is applied to a simplified antenna configuration. Only one RF port and one analogue-to-digital converter (ADC) are used in this antenna, which features low DC power consumption, low cost, and ease of fabrication. Modifications to the conventional MUSIC algorithm do not bring much additional complexity. The proposed technique is also free from the negative influence by the mutual coupling between elements. Therefore, the technique has great potential to be implemented into the existing wireless mobile communications systems, especially at the power consumption limited mobile terminals, to provide additional position location (PL) services.

Keywords: Direction-of-arrival (DOA) estimation, electronically steerable parasitic array radiator (ESPAR), multiple single classifications (MUSIC), position location.

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Authors: Varsha Shah, Patel Pritesh, Patel Sagar, PrasantaKundu, RanjanMaheshwari

Abstract:

Performance of vehicle depends on driving patterns and vehicle drive train configuration. Driving patterns depends on traffic condition, road condition and driver behavior. HEV design is carried out under certain constrain like vehicle operating range, acceleration, decelerations, maximum speed and road grades which are directly related to the driving patterns. Therefore the detailed study on HEV performance over a different drive cycle is required for selection and sizing of HEV components. A simple hardware is design to measured velocity v/s time profile of the vehicle by operating vehicle on Indian roads under real traffic conditions. To size the HEV components, a detailed dynamic model of the vehicle is developed considering the effect of inertia of rotating components like wheels, drive chain, engine and electric motor. Using vehicle model and different Indian drive cycles data, total tractive power demanded by vehicle and power supplied by individual components has been calculated.Using above information selection and estimation of component sizing for HEV is carried out so that HEV performs efficiently under hostile driving condition. Complete analysis is carried out in LABVIEW.

Keywords: BLDC motor, Driving cycle, LABVIEW Ultracapacitors, Vehicle Dynamics,

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Authors: Nikolaos Kroupis, Minas Dasygenis, Dimitrios Soudris, Antonios Thanailakis

Abstract:

One of the most growing areas in the embedded community is multimedia devices. Multimedia devices incorporate a number of complicated functions for their operation, like motion estimation. A multitude of different implementations have been proposed to reduce motion estimation complexity, such as spiral search. We have studied the implementations of spiral search and identified areas of improvement. We propose a modified spiral search algorithm, with lower computational complexity compared to the original spiral search. We have implemented our algorithm on an embedded ARM based architecture, with custom memory hierarchy. The resulting system yields energy consumption reduction up to 64% and performance increase up to 77%, with a small penalty of 2.3 dB, in average, of video quality compared with the original spiral search algorithm.

Keywords: Spiral Search, Motion Estimation, Embedded Systems, Low Power

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Authors: Hichem Omrani, Philippe Gerber, Patrick Bousch

Abstract:

The problem of Small Area Estimation (SAE) is complex because of various information sources and insufficient data. In this paper, an approach for SAE is presented for decision-making at national, regional and local level. We propose an Empirical Best Linear Unbiased Predictor (EBLUP) as an estimator in order to combine several information sources to evaluate various indicators. First, we present the urban audit project and its environmental, social and economic indicators. Secondly, we propose an approach for decision making in order to estimate indicators. An application is used to validate the theoretical proposal. Finally, a decision support system is presented based on open-source environment.

Keywords: Small area estimation, statistical method, sampling, empirical best linear unbiased predictor (EBLUP), decision-making.

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Authors: Seongsoo Lee

Abstract:

Motion estimation occupies the heaviest computation in HEVC (high efficiency video coding). Many fast algorithms such as TZS (test zone search) have been proposed to reduce the computation. Still the huge computation of the motion estimation is a critical issue in the implementation of HEVC video codec. In this paper, motion estimator architecture with optimized number of PEs (processing element) is presented by exploiting early termination. It also reduces hardware size by exploiting parallel processing. The presented motion estimator architecture has 8 PEs, and it can efficiently perform TZS with very high utilization of PEs.

Keywords: Motion estimation, test zone search, high efficiency video coding, processing element, optimization.

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi, Abdolrasoul Telvari, Hossein Babazadeh

Abstract:

Floods have huge environmental and economic impact. Therefore, flood prediction is given a lot of attention due to its importance. This study analysed the annual maximum streamflow (discharge) (AMS or AMD) of Karkheh River in Karkheh River Basin for flood predicting using ARIMA model. For this purpose, we use the Box-Jenkins approach, which contains four-stage method model identification, parameter estimation, diagnostic checking and forecasting (predicting). The main tool used in ARIMA modelling was the SAS and SPSS software. Model identification was done by visual inspection on the ACF and PACF. SAS software computed the model parameters using the ML, CLS and ULS methods. The diagnostic checking tests, AIC criterion, RACF graph and RPACF graphs, were used for selected model verification. In this study, the best ARIMA models for Annual Maximum Discharge (AMD) time series was (4,1,1) with their AIC value of 88.87. The RACF and RPACF showed residuals’ independence. To forecast AMD for 10 future years, this model showed the ability of the model to predict floods of the river under study in the Karkheh River Basin. Model accuracy was checked by comparing the predicted and observation series by using coefficient of determination (R²).

Keywords: Time series modelling, stochastic processes, ARIMA model, Karkheh River.

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Authors: Seon Soon Choi

Abstract:

The principal purpose of this paper is to find the influence of maximum fatigue load on the probabilistic aspect of fatigue crack propagation life at a specified grown crack in magnesium alloys. The experiments of fatigue crack propagation are carried out in laboratory air under different conditions of the maximum fatigue loads to obtain the fatigue crack propagation data for the statistical analysis. In order to analyze the probabilistic aspect of fatigue crack propagation life, the goodness-of fit test for probability distribution of the fatigue crack propagation life at a specified grown crack is implemented through Anderson-Darling test. The good probability distribution of the fatigue crack propagation life is also verified under the conditions of the maximum fatigue loads.

Keywords: Fatigue crack propagation life, magnesium alloys, maximum fatigue load, probability.

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Authors: Haider AlAbadi, Joe Petrolito, Nelson Lam, Emad Gad

Abstract:

In areas of low to moderate seismicity many building contents and equipment are not positively fixed to the floor or tied to adjacent walls. Under seismic induced horizontal vibration, such contents and equipment can suffer from damage by either overturning or impact associated with rocking. This paper focuses on the estimation of shock on typical contents and equipment due to rocking. A simplified analytical model is outlined that can be used to estimate the maximum acceleration on a rocking object given its basic geometric and mechanical properties. The developed model was validated against experimental results. The experimental results revealed that the maximum shock acceleration can be underestimated if the static stiffness of the materials at the interface between the rocking object and floor is used rather than the dynamic stiffness. Excellent agreement between the model and experimental results was found when the dynamic stiffness for the interface material was used, which was found to be generally much higher than corresponding static stiffness under different investigated boundary conditions of the cushion. The proposed model can be a beneficial tool in performing a rapid assessment of shock sensitive components considered for possible seismic rectification. 

Keywords: Impact, shock, earthquakes, rocking, building contents, overturning.

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Authors: Farshideh Einsele, Hassan Foroosh

Abstract:

In this paper, we present a robust algorithm to recognize extracted text from grocery product images captured by mobile phone cameras. Recognition of such text is challenging since text in grocery product images varies in its size, orientation, style, illumination, and can suffer from perspective distortion. Pre-processing is performed to make the characters scale and rotation invariant. Since text degradations can not be appropriately defined using well-known geometric transformations such as translation, rotation, affine transformation and shearing, we use the whole character black pixels as our feature vector. Classification is performed with minimum distance classifier using the maximum likelihood criterion, which delivers very promising Character Recognition Rate (CRR) of 89%. We achieve considerably higher Word Recognition Rate (WRR) of 99% when using lower level linguistic knowledge about product words during the recognition process.

Keywords: Camera-based OCR, Feature extraction, Document and image processing.

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Authors: Ch.V.Rama Rao, Gowthami., Harsha., Rajkumar., M.B.Rama Murthy, K.Srinivasa Rao, K.AnithaSheela

Abstract:

This paper presents a new method for estimating the nonstationary noise power spectral density given a noisy signal. The method is based on averaging the noisy speech power spectrum using time and frequency dependent smoothing factors. These factors are adjusted based on signal-presence probability in individual frequency bins. Signal presence is determined by computing the ratio of the noisy speech power spectrum to its local minimum, which is updated continuously by averaging past values of the noisy speech power spectra with a look-ahead factor. This method adapts very quickly to highly non-stationary noise environments. The proposed method achieves significant improvements over a system that uses voice activity detector (VAD) in noise estimation.

Keywords: Noise estimation, Non-stationary noise, Speechenhancement.

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Authors: Mohamed Amine Haraoubia, Abdelaziz Hamzaoui, Najib Essounbouli

Abstract:

The pursuit of the MPPT has led to the development of many kinds of controllers, one of which is the Fuzzy Logic controller, which has proven its worth. To further tune this controller this paper will discuss and analyze the use of Genetic Algorithms to tune the Fuzzy Logic Controller. It will provide an introduction to both systems, and test their compatibility and performance.

Keywords: Fuzzy logic controller (FLC), fuzzy logic (FL), genetic algorithm (GA), maximum power point (MPP), maximum power point tracking (MPPT).

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Authors: Raghvendra Kumar, Lillie Dewan

Abstract:

Exchange algorithm with constraints on magnitude and phase error separately in new way is presented in this paper. An important feature of the algorithms presented in this paper is that they allow for design constraints which often arise in practical filter design problems. Meeting required minimum stopband attenuation or a maximum deviation from the desired magnitude and phase responses in the passbands are common design constraints that can be handled by the methods proposed here. This new algorithm may have important advantages over existing technique, with respect to the speed and stability of convergence, memory requirement and low ripples.

Keywords: Least square estimation, Constraints, Exchange algorithm.

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Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

Abstract:

In this paper we consider the issue of distributed adaptive estimation over sensor networks. To deal with more realistic scenario, different variance for observation noise is assumed for sensors in the network. To solve the problem of different variance of observation noise, the proposed method is divided into two phases: I) Estimating each sensor-s observation noise variance and II) using the estimated variances to obtain the desired parameter. Our proposed algorithm is based on a diffusion least mean square (LMS) implementation with linear combiner model. In the proposed algorithm, the step-size parameter the coefficients of linear combiner are adjusted according to estimated observation noise variances. As the simulation results show, the proposed algorithm considerably improves the diffusion LMS algorithm given in literature.

Keywords: Adaptive filter, distributed estimation, sensor network, diffusion.

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Authors: Khalid M. Aamir, Mohammad A. Maud

Abstract:

Power Spectral Density (PSD) of quasi-stationary processes can be efficiently estimated using the short time Fourier series (STFT). In this paper, an algorithm has been proposed that computes the PSD of quasi-stationary process efficiently using offline autoregressive model order estimation algorithm, recursive parameter estimation technique and modified sliding window discrete Fourier Transform algorithm. The main difference in this algorithm and STFT is that the sliding window (SW) and window for spectral estimation (WSA) are separately defined. WSA is updated and its PSD is computed only when change in statistics is detected in the SW. The computational complexity of the proposed algorithm is found to be lesser than that for standard STFT technique.

Keywords: Power Spectral Density (PSD), quasi-stationarytime series, short time Fourier Transform, Sliding window DFT.

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Authors: Zaineb Ben Messaoud, Dorra Gargouri, Saida Zribi, Ahmed Ben Hamida

Abstract:

This paper presents a formant-tracking linear prediction (FTLP) model for speech processing in noise. The main focus of this work is the detection of formant trajectory based on Hidden Markov Models (HMM), for improved formant estimation in noise. The approach proposed in this paper provides a systematic framework for modelling and utilization of a time- sequence of peaks which satisfies continuity constraints on parameter; the within peaks are modelled by the LP parameters. The formant tracking LP model estimation is composed of three stages: (1) a pre-cleaning multi-band spectral subtraction stage to reduce the effect of residue noise on formants (2) estimation stage where an initial estimate of the LP model of speech for each frame is obtained (3) a formant classification using probability models of formants and Viterbi-decoders. The evaluation results for the estimation of the formant tracking LP model tested in Gaussian white noise background, demonstrate that the proposed combination of the initial noise reduction stage with formant tracking and LPC variable order analysis, results in a significant reduction in errors and distortions. The performance was evaluated with noisy natual vowels extracted from international french and English vocabulary speech signals at SNR value of 10dB. In each case, the estimated formants are compared to reference formants.

Keywords: Formants Estimation, HMM, Multi Band Spectral Subtraction, Variable order LPC coding, White Gauusien Noise.

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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

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