Search results for: Normalized index
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1171

Search results for: Normalized index

1141 Construction Methods for Sign Patterns Allowing Nilpotence of Index k

Authors: Jun Luo

Abstract:

In this paper, the smallest such integer k is called by the index (of nilpotence) of B such that Bk = 0. In this paper, we study sign patterns allowing nilpotence of index k and obtain four methods to construct sign patterns allowing nilpotence of index at most k, which generalizes some recent results.

Keywords: Sign pattern, Nilpotence, Jordan block.

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1140 Analysis of Influenza Cases and Seasonal Index in Thailand

Authors: S. Youthao, M. Jaroensutasinee, K. Jaroensutasinee

Abstract:

This study investigated the pattern and seasonal index of influenza cases in Thailand. Our results showed that southern Thailand had the highest influenza incidence among the four regions of Thailand (i.e. north, northeast, central and southern Thailand). The influenza pattern in southern Thailand was similar to that of northeastern Thailand. Seasonal index values of influenza cases in Thailand were higher in the hot season than in the wet season. Influenza cases started to increase at the beginning of the hot season (April), reached a maximum in August, rapidly declined in the middle of the wet season and reached the lowest value in December. Seasonal index values for northern Thailand differed from other regions of Thailand.

Keywords: Influenza, disease index, seasonal index, Thailand.

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1139 On Estimating the Headcount Index by Using the Logistic Regression Estimator

Authors: Encarnación Álvarez, Rosa M. García-Fernández, Juan F. Muñoz, Francisco J. Blanco-Encomienda

Abstract:

The problem of estimating a proportion has important applications in the field of economics, and in general, in many areas such as social sciences. A common application in economics is the estimation of the headcount index. In this paper, we define the general headcount index as a proportion. Furthermore, we introduce a new quantitative method for estimating the headcount index. In particular, we suggest to use the logistic regression estimator for the problem of estimating the headcount index. Assuming a real data set, results derived from Monte Carlo simulation studies indicate that the logistic regression estimator can be more accurate than the traditional estimator of the headcount index.

Keywords: Poverty line, poor, risk of poverty, sample, Monte Carlo simulations.

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1138 Rainfall Seasonality Changes over India Based on Changes in the Climate

Authors: Randhir Singh Baghel, Govind Prasad Sahu

Abstract:

An individual seasonality index is used to study the seasonality of rainfall over India. The seasonality indicator is examined for two time periods: early (1901-1970) and recent (1971-2015). In some regions of India throughout the recent time (1971-2015), trend analysis using linear regression during these two periods reveals a downward trend in the seasonality index (i.e., decreasing values of the index), which implies shorter dry spells resulting in more consistent rainfall throughout the year.

Keywords: Individual seasonality index, rainfall distribution, seasonality index, climate.

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1137 Contrast Enhancement of Color Images with Color Morphing Approach

Authors: Javed Khan, Aamir Saeed Malik, Nidal Kamel, Sarat Chandra Dass, Azura Mohd Affandi

Abstract:

Low contrast images can result from the wrong setting of image acquisition or poor illumination conditions. Such images may not be visually appealing and can be difficult for feature extraction. Contrast enhancement of color images can be useful in medical area for visual inspection. In this paper, a new technique is proposed to improve the contrast of color images. The RGB (red, green, blue) color image is transformed into normalized RGB color space. Adaptive histogram equalization technique is applied to each of the three channels of normalized RGB color space. The corresponding channels in the original image (low contrast) and that of contrast enhanced image with adaptive histogram equalization (AHE) are morphed together in proper proportions. The proposed technique is tested on seventy color images of acne patients. The results of the proposed technique are analyzed using cumulative variance and contrast improvement factor measures. The results are also compared with decorrelation stretch. Both subjective and quantitative analysis demonstrates that the proposed techniques outperform the other techniques.

Keywords: Contrast enhancement, normalized RGB, adaptive histogram equalization, cumulative variance.

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1136 Drought Stress Indices in Some Silage Maize Cultivars

Authors: Ehsan Shahrabian, Ali Soleymani

Abstract:

Several yield-based stress indices have been developed that may be more applicable to work on drought tolerance. In this study, we investigate possibility of using stress susceptibility index (SSI), tolerance index (TOL), yield stability index (YSI), yield index (YI), stress tolerance index (STI), geometric mean productivity (GMP), harmonic mean (HARM), mean productivity (MP) to identify genotypic performance of some maize cultivars under normal and stressed condition. The results indicate that it was possible to identify superior genotypes for drought tolerance based on their stress indices and generally SSI indices which showed the lowest negative correlation with dry matter yield can be used as the best index for maize breeding programs to introduce drought tolerant hybrids. It was found that SC 647 showed the best behavior under drought stress condition based on TOL and SSI. A higher STI, GMP, and HARM values were attained for ko6. It can be suggested that ko6 should be cultivated in moderate stressful environment of Iran.

Keywords: Index, productivity, stress, susceptibility tolerance, yield.

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1135 A Content Based Image Watermarking Scheme Resilient to Geometric Attacks

Authors: Latha Parameswaran, K. Anbumani

Abstract:

Multimedia security is an incredibly significant area of concern. The paper aims to discuss a robust image watermarking scheme, which can withstand geometric attacks. The source image is initially moment normalized in order to make it withstand geometric attacks. The moment normalized image is wavelet transformed. The first level wavelet transformed image is segmented into blocks if size 8x8. The product of mean and standard and standard deviation of each block is computed. The second level wavelet transformed image is divided into 8x8 blocks. The product of block mean and the standard deviation are computed. The difference between products in the two levels forms the watermark. The watermark is inserted by modulating the coefficients of the mid frequencies. The modulated image is inverse wavelet transformed and inverse moment normalized to generate the watermarked image. The watermarked image is now ready for transmission. The proposed scheme can be used to validate identification cards and financial instruments. The performance of this scheme has been evaluated using a set of parameters. Experimental results show the effectiveness of this scheme.

Keywords: Image moments, wavelets, content-based watermarking, moment normalization, geometric attacks.

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1134 Control Configuration Selection and Controller Design for Multivariable Processes Using Normalized Gain

Authors: R. Hanuma Naik, D. V. Ashok Kumar, K. S. R. Anjaneyulu

Abstract:

Several of the practical industrial control processes are multivariable processes. Due to the relation amid the variables (interaction), delay in the loops, it is very intricate to design a controller directly for these processes. So first, the interaction of the variables is analyzed using Relative Normalized Gain Array (RNGA), which considers the time constant, static gain and delay time of the processes. Based on the effect of RNGA, relative gain array (RGA) and NI, the pair (control configuration) of variables to be controlled by decentralized control is selected. The equivalent transfer function (ETF) of the process model is estimated as first order process with delay using the corresponding elements in the Relative gain array and Relative average residence time array (RARTA) of the processes. Secondly, a decentralized Proportional- Integral (PI) controller is designed for each ETF simply using frequency response specifications. Finally, the performance and robustness of the algorithm is comparing with existing related approaches to validate the effectiveness of the projected algorithm.

Keywords: Decentralized control, interaction, Multivariable processes, relative normalized gain array, relative average residence time array, steady state gain.

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1133 Capacity Optimization in Cooperative Cognitive Radio Networks

Authors: Mahdi Pirmoradian, Olayinka Adigun, Christos Politis

Abstract:

Cooperative spectrum sensing is a crucial challenge in cognitive radio networks. Cooperative sensing can increase the reliability of spectrum hole detection, optimize sensing time and reduce delay in cooperative networks. In this paper, an efficient central capacity optimization algorithm is proposed to minimize cooperative sensing time in a homogenous sensor network using OR decision rule subject to the detection and false alarm probabilities constraints. The evaluation results reveal significant improvement in the sensing time and normalized capacity of the cognitive sensors.

Keywords: Cooperative networks, normalized capacity, sensing time.

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1132 Application of Scientific Metrics to Evaluate Academic Reputation in Different Research Areas

Authors: Cristiano R. Cervi, Renata Galante, José Palazzo M. de Oliveira

Abstract:

In this paper, we address the problem of identifying academic reputation of researchers using scientific metrics in different research areas. Due to the characteristics of each area, researchers can present different behaviors. In previous work, we define Rep-Index that makes use of a profile template to individually identify the reputation of researchers. The Rep-Index is comprehensive and adaptive because involves hole trajectory of the researcher built throughout his career and can be used in different areas and in different contexts. Now, we compare our metric (Rep-Index) with the h-index and the g-index through experiments with researchers in the fields of Economics, Dentistry and Computer Science. We analyze the trajectory of 830 Brazilian researchers from the National Council of Technological and Scientific Development (CNPq), which receive grants research productivity. The grants are aimed at productivity researchers that stand out among their peers, enhancing their scientific normative criteria established by CNPq. Of the 830 researchers, 210 are in the area of Economics, 216 of Dentistry e 404 of Computer Science. The experiments show that our metric is strongly correlated with h-index, g-index and CNPq ranking. We also show good results for our hypothesis that our metric can be used to evaluate research in several areas. We apply our metric (Rep-Index) to compare the behavior of researchers in relation to their h-index and g-index through extensive experiments. The experiments showed that our metric is strongly correlated with h-index, g-index and CNPq ranking.

Keywords: Researcher reputation, profile model, scientific metrics.

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1131 Brainwave Classification for Brain Balancing Index (BBI) via 3D EEG Model Using k-NN Technique

Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

Abstract:

In this paper, the comparison between k-Nearest Neighbor (kNN) algorithms for classifying the 3D EEG model in brain balancing is presented. The EEG signal recording was conducted on 51 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, maximum PSD values were extracted as features from the model. There are three indexes for balanced brain; index 3, index 4 and index 5. There are significant different of the EEG signals due to the brain balancing index (BBI). Alpha-α (8–13 Hz) and beta-β (13–30 Hz) were used as input signals for the classification model. The k-NN classification result is 88.46% accuracy. These results proved that k-NN can be used in order to predict the brain balancing application.

Keywords: Brain balancing, kNN, power spectral density, 3D EEG model.

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1130 Application of De-Laval Nozzle Transonic Flow Field Computation Approaches

Authors: A. Haddad, H. Kbab

Abstract:

A supersonic expansion cannot be achieved within a convergent-divergent nozzle if the flow velocity does not reach that of the sound at the throat. The computation of the flow field characteristics at the throat is thus essential to the nozzle developed thrust value and therefore to the aircraft or rocket it propels. Several approaches were developed in order to describe the transonic expansion, which takes place through the throat of a De-Laval convergent-divergent nozzle. They all allow reaching good results but showing a major shortcoming represented by their inability to describe the transonic flow field for nozzles having a small throat radius. The approach initially developed by Kliegel & Levine uses the velocity series development in terms of the normalized throat radius added to unity instead of solely the normalized throat radius or the traditional small disturbances theory approach. The present investigation carries out the application of these three approaches for different throat radiuses of curvature. The method using the normalized throat radius added to unity shows better results when applied to geometries integrating small throat radiuses.

Keywords: De-Laval nozzles, transonic calculations, transonic flow, supersonic nozzle.

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1129 Analyzing Disclosure Practice of Religious Nonprofit Organizations using Partial Disclosure Index

Authors: Ruhaya Atan, Saunah Zainon, Roland Yeow Theng Nam, Sharifah Aliman

Abstract:

This study examines the relevance of disclosure practices in improving the accountability and transparency of religious nonprofit organizations (RNPOs). The assessment of disclosure is based on the annual returns of RNPOs for the financial year 2010. In order to quantify the information disclosed in the annual returns, partial disclosure indexes of basic information (BI) disclosure index, financial information (FI) disclosure index and governance information (GI) disclosure index have been built which takes into account the content of information items in the annual returns. The empirical evidence obtained revealed low disclosure practices among RNPOs in the sample. The multiple regression results showed that the organizational attribute of the board size appeared to be the most significant predictor for both partial index on the extent of BI disclosure index, and FI disclosure index. On the other hand, the extent of financial information disclosure is related to the amount of donation received by RNPOs. On GI disclosure index, the existence of an external audit appeared to be significant variable. This study has contributed to the academic literature in providing empirical evidence of the disclosure practices among RNPOs.

Keywords: disclosure, index, partial, NPOs, religious

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1128 Terminal Wiener Index for Graph Structures

Authors: J. Baskar Babujee, J. Senbagamalar,

Abstract:

The topological distance between a pair of vertices i and j, which is denoted by d(vi, vj), is the number of edges of the shortest path joining i and j. The Wiener index W(G) is the sum of distances between all pairs of vertices of a graph G. W(G) = i

Keywords: Graph, Degree, Distance, Pendent vertex, Wiener index, Tree.

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1127 Development for the Evaluation Index of an Anesthesia Depth using the Bispectrum Analysis

Authors: Soo-young Ye, Jun-mo Park, Jae-hyung Kim, Jae-hee Jung, Ah-young Jeon, In-cheol Kim, Jung-man Son, Ki-gon Nam, Seong-wan Baik, Jung-hoon Ro, Gye-rok Jeon

Abstract:

The linear SEF (Spectral Edge Frequency) parameter and spectrum analysis method can not reflect the non-linear of EEG. This method can not contribute to acquire real time analysis and obtain a high confidence in the clinic due to low discrimination. To solve the problems, the development of a new index is carried out using the bispectrum analyzing the EEG(electroencephalogram) including the non-linear characteristic. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. New index could afford to effectively discriminate the awake and anesthesia state.

Keywords: Bispectrum, anesthesia depth, EEG, SEF.

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1126 Comparison of Diagnostic Performance of Soluble Transferrin Receptor and Soluble Transferrin Receptor-Ferritin Index Tests in the Diagnosis of Iron Deficiency Anemia

Authors: Hafiz Muhammad Obaid, Bilal Wajid, Nauman Haider, Muhammad Zafrullah

Abstract:

In this research article, a comprehensive analysis is performed to compare the diagnostic performance of soluble transferrin receptor (sTfR) and sTfR/log ferritin index tests in the differential diagnosis of iron deficiency anemia (IDA) and anemia of chronic disease (ACD). The analysis is performed for both sTfR and sTfR/log ferritin index using a set of 11 studies. The overall odds ratios for sTfR and sTfR/log ferritin index were 36.79 and 119.32 respectively, using 95% confidence interval. The relative sensitivity, specificity. positive likelihood ratio (LR) and negative LR values for sTfR in relation to sTfR/log ferritin index were 81% vs 85%, 84% vs 93%, 6.31 vs 13.95 and 0.18 vs 0.14 respectively. The summary receiver operating characteristic (SROC) curves are also plotted for both sTfR and sTfR/log ferritin index. The area under SROC curves for sTfR and sTfR/log ferritin index was found to be 0.9296 and 0.9825 respectively. Although both tests are useful, the sTfR/log ferritin index seems to be more effective when compared with sTfR.

Keywords: Anemia, sTfR, iron deficiency, ferritin, odds ratio, sensitivity.

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1125 ABURAS Index: A Statistically Developed Index for Dengue-Transmitting Vector Population Prediction

Authors: Hani M. Aburas

Abstract:

“Dengue" is an African word meaning “bone breaking" because it causes severe joint and muscle pain that feels like bones are breaking. It is an infectious disease mainly transmitted by female mosquito, Aedes aegypti, and causes four serotypes of dengue viruses. In recent years, a dramatic increase in the dengue fever confirmed cases around the equator-s belt has been reported. Several conventional indices have been designed so far to monitor the transmitting vector populations known as House Index (HI), Container Index (CI), Breteau Index (BI). However, none of them describes the adult mosquito population size which is important to direct and guide comprehensive control strategy operations since number of infected people has a direct relationship with the vector density. Therefore, it is crucial to know the population size of the transmitting vector in order to design a suitable and effective control program. In this context, a study is carried out to report a new statistical index, ABURAS Index, using Poisson distribution based on the collection of vector population in Jeddah Governorate, Saudi Arabia.

Keywords: Poisson distribution, statistical index, prediction, Aedes aegypti.

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1124 Comparison of the Parameter using ECG with Bisepctrum Parameter using EEG during General Anesthesia

Authors: Seong-wan Baik, Soo-young Ye, Byeong-cheol Choi, Gye-rok Jeon

Abstract:

The measurement of anesthetic depth is necessary in anesthesiology. NN10 is very simple method among the RR intervals analysis methods. NN10 parameter means the numbers of above the 10 ms intervals of the normal to normal RR intervals. Bispectrum analysis is defined as 2D FFT. EEG signal reflected the non-linear peristalsis phenomena according to the change brain function. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. In this paper, the relation between NN10 parameter using ECG and bisepctrum index using EEG is observed to estimate the depth of anesthesia during anesthesia and then we estimated the utility of the anesthetic.

Keywords: Anesthesia, Bispectrum index, ECG, EEG

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1123 A Study on Method for Identifying Capacity Factor Declination of Wind Turbines

Authors: Dongheon Shin, Kyungnam Ko, Jongchul Huh

Abstract:

The investigation on wind turbine degradation was carried out using the nacelle wind data. The three Vestas V80-2MW wind turbines of Sungsan wind farm in Jeju Island, South Korea were selected for this work. The SCADA data of the wind farm for five years were analyzed to draw power curve of the turbines. It is assumed that the wind distribution is the Rayleigh distribution to calculate the normalized capacity factor based on the drawn power curve of the three wind turbines for each year. The result showed that the reduction of power output from the three wind turbines occurred every year and the normalized capacity factor decreased to 0.12%/year on average.

Keywords: Wind energy, Power curve, Capacity factor, Annual energy production.

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1122 An Approaching Index to Evaluate a forward Collision Probability

Authors: Yuan-Lin Chen

Abstract:

This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.

Keywords: Approaching index, forward collision probability, time to collision, time headway.

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1121 A New Block-based NLMS Algorithm and Its Realization in Block Floating Point Format

Authors: Abhijit Mitra

Abstract:

we propose a new normalized LMS (NLMS) algorithm, which gives satisfactory performance in certain applications in comaprison with con-ventional NLMS recursion. This new algorithm can be treated as a block based simplification of NLMS algorithm with significantly reduced number of multi¬ply and accumulate as well as division operations. It is also shown that such a recursion can be easily implemented in block floating point (BFP) arithmetic, treating the implementational issues much efficiently. In particular, the core challenges of a BFP realization to such adaptive filters are mainly considered in this regard. A global upper bound on the step size control parameter of the new algorithm due to BFP implementation is also proposed to prevent overflow in filtering as well as weight updating operations jointly.

Keywords: Adaptive algorithm, Block floating point arithmetic, Implementation issues, Normalized least mean square methods

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1120 Sensitive Analysis of the ZF Model for ABC Multi Criteria Inventory Classification

Authors: Makram Ben Jeddou

Abstract:

ABC classification is widely used by managers for inventory control. The classical ABC classification is based on Pareto principle and according to the criterion of the annual use value only. Single criterion classification is often insufficient for a closely inventory control. Multi-criteria inventory classification models have been proposed by researchers in order to consider other important criteria. From these models, we will consider a specific model in order to make a sensitive analysis on the composite score calculated for each item. In fact, this score, based on a normalized average between a good and a bad optimized index, can affect the ABC-item classification. We will focus on items differently assigned to classes and then propose a classification compromise.

Keywords: ABC classification, Multi criteria inventory classification models, ZF-model.

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1119 Supplier Selection by Bi-Objectives Mixed Integer Program Approach

Authors: K.-H. Yang

Abstract:

In the past, there was a lot of excellent research studies conducted on topics related to supplier selection. Because the considered factors of supplier selection are complicated and difficult to be quantified, most researchers deal supplier selection issues by qualitative approaches. Compared to qualitative approaches, quantitative approaches are less applicable in the real world. This study tried to apply the quantitative approach to study a supplier selection problem with considering operation cost and delivery reliability. By those factors, this study applies Normalized Normal Constraint Method to solve the dual objectives mixed integer program of the supplier selection problem.

Keywords: Bi-objectives MIP, normalized normal constraint method, supplier selection, quantitative approach.

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1118 Curing Methods Yield Multiple Refractive Index of Benzocyclobutene Polymer Film

Authors: N.A.M. Yahya, W.H. Lim, S.W. Phang, H. Ahmad, R. Zakaria, F.R. Mahamd Adikan

Abstract:

Refractive index control of benzocyclobutene (BCB 4024-40) is achieved by facilitating different conditions during the thermal curing of BCB film. Refractive index (RI) change of 1.49% is obtained with curing of BCB film using an oven, while the RI change is 0.1% when the BCB is cured using a hotplate. The two different curing methods exhibit a temperature dependent refractive index change of the BCB photosensitive polymer. By carefully controlling the curing conditions, multiple layers of BCB with different RI can be fabricated, which can then be applied in the fabrication of optical waveguides.

Keywords: BCB 4024-40, curing method, multiple refractiveindex, polymers.

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1117 Evaluating Refactoring with a Quality Index

Authors: Crt Gerlec, Marjan Hericko

Abstract:

The aim of every software product is to achieve an appropriate level of software quality. Developers and designers are trying to produce readable, reliable, maintainable, reusable and testable code. To help achieve these goals, several approaches have been utilized. In this paper, refactoring technique was used to evaluate software quality with a quality index. It is composed of different metric sets which describes various quality aspects.

Keywords: Refactoring, Software Metrics, Software Quality, Quality Index, Agile methodologies

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1116 OWA Operators in Generalized Distances

Authors: José M. Merigó, Anna M. Gil-Lafuente

Abstract:

Different types of aggregation operators such as the ordered weighted quasi-arithmetic mean (Quasi-OWA) operator and the normalized Hamming distance are studied. We introduce the use of the OWA operator in generalized distances such as the quasiarithmetic distance. We will call these new distance aggregation the ordered weighted quasi-arithmetic distance (Quasi-OWAD) operator. We develop a general overview of this type of generalization and study some of their main properties such as the distinction between descending and ascending orders. We also consider different families of Quasi-OWAD operators such as the Minkowski ordered weighted averaging distance (MOWAD) operator, the ordered weighted averaging distance (OWAD) operator, the Euclidean ordered weighted averaging distance (EOWAD) operator, the normalized quasi-arithmetic distance, etc.

Keywords: Aggregation operators, Distance measures, Quasi- OWA operator.

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1115 Dynamic Inverted Index Maintenance

Authors: Leo Galambos

Abstract:

The majority of today's IR systems base the IR task on two main processes: indexing and searching. There exists a special group of dynamic IR systems where both processes (indexing and searching) happen simultaneously; such a system discards obsolete information, simultaneously dealing with the insertion of new in¬formation, while still answering user queries. In these dynamic, time critical text document databases, it is often important to modify index structures quickly, as documents arrive. This paper presents a method for dynamization which may be used for this task. Experimental results show that the dynamization process is possible and that it guarantees the response time for the query operation and index actualization.

Keywords: Search engine, inverted file, index management.

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1114 Detecting Financial Bubbles Using Gap between Common Stocks and Preferred Stocks

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.

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1113 A Normalization-based Robust Watermarking Scheme Using Zernike Moments

Authors: Say Wei Foo, Qi Dong

Abstract:

Digital watermarking has become an important technique for copyright protection but its robustness against attacks remains a major problem. In this paper, we propose a normalizationbased robust image watermarking scheme. In the proposed scheme, original host image is first normalized to a standard form. Zernike transform is then applied to the normalized image to calculate Zernike moments. Dither modulation is adopted to quantize the magnitudes of Zernike moments according to the watermark bit stream. The watermark extracting method is a blind method. Security analysis and false alarm analysis are then performed. The quality degradation of watermarked image caused by the embedded watermark is visually transparent. Experimental results show that the proposed scheme has very high robustness against various image processing operations and geometric attacks.

Keywords: Image watermarking, Image normalization, Zernike moments, Robustness.

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1112 Information Filtering using Index Word Selection based on the Topics

Authors: Takeru YOKOI, Hidekazu YANAGIMOTO, Sigeru OMATU

Abstract:

We have proposed an information filtering system using index word selection from a document set based on the topics included in a set of documents. This method narrows down the particularly characteristic words in a document set and the topics are obtained by Sparse Non-negative Matrix Factorization. In information filtering, a document is often represented with the vector in which the elements correspond to the weight of the index words, and the dimension of the vector becomes larger as the number of documents is increased. Therefore, it is possible that useless words as index words for the information filtering are included. In order to address the problem, the dimension needs to be reduced. Our proposal reduces the dimension by selecting index words based on the topics included in a document set. We have applied the Sparse Non-negative Matrix Factorization to the document set to obtain these topics. The filtering is carried out based on a centroid of the learning document set. The centroid is regarded as the user-s interest. In addition, the centroid is represented with a document vector whose elements consist of the weight of the selected index words. Using the English test collection MEDLINE, thus, we confirm the effectiveness of our proposal. Hence, our proposed selection can confirm the improvement of the recommendation accuracy from the other previous methods when selecting the appropriate number of index words. In addition, we discussed the selected index words by our proposal and we found our proposal was able to select the index words covered some minor topics included in the document set.

Keywords: Information Filtering, Sparse NMF, Index wordSelection, User Profile, Chi-squared Measure

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