Search results for: Probability of Default
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 580

Search results for: Probability of Default

460 Performance Analysis of Multiuser Diversity in Multiuser Two-Hop Decode-and-Forward Cooperative Multi-Relay Wireless Networks

Authors: Mamoun F. Al-Mistarihi, Rami Mohaisen

Abstract:

Cooperative diversity (CD) has been adopted in many communication systems because it helps in improving performance of the wireless communication systems with the help of the relays that emulate the multiple antenna terminals. This work aims to provide the derivation of the performance analysis expressions of the multiuser diversity (MUD) in the two-hop cooperative multi-relay wireless networks (TCMRNs). Considering the work analysis, we provide analytically the derivation of a closed form expression of the two most commonly used performance metrics namely, the outage probability and the symbol error probability (SEP) for the fixed decode-and-forward (FDF) protocol with MUD.

Keywords: Cooperative diversity (CD), fixed decode-andforward(FDF), multiuser diversity (MUD) , two - hop cooperative multi-relay wireless networks (TCMRN).

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459 A K-Means Based Clustering Approach for Finding Faulty Modules in Open Source Software Systems

Authors: Parvinder S. Sandhu, Jagdeep Singh, Vikas Gupta, Mandeep Kaur, Sonia Manhas, Ramandeep Sidhu

Abstract:

Prediction of fault-prone modules provides one way to support software quality engineering. Clustering is used to determine the intrinsic grouping in a set of unlabeled data. Among various clustering techniques available in literature K-Means clustering approach is most widely being used. This paper introduces K-Means based Clustering approach for software finding the fault proneness of the Object-Oriented systems. The contribution of this paper is that it has used Metric values of JEdit open source software for generation of the rules for the categorization of software modules in the categories of Faulty and non faulty modules and thereafter empirically validation is performed. The results are measured in terms of accuracy of prediction, probability of Detection and Probability of False Alarms.

Keywords: K-Means, Software Fault, Classification, ObjectOriented Metrics.

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458 Modeling Peer-to-Peer Networks with Interest-Based Clusters

Authors: Bertalan Forstner, Dr. Hassan Charaf

Abstract:

In the world of Peer-to-Peer (P2P) networking different protocols have been developed to make the resource sharing or information retrieval more efficient. The SemPeer protocol is a new layer on Gnutella that transforms the connections of the nodes based on semantic information to make information retrieval more efficient. However, this transformation causes high clustering in the network that decreases the number of nodes reached, therefore the probability of finding a document is also decreased. In this paper we describe a mathematical model for the Gnutella and SemPeer protocols that captures clustering-related issues, followed by a proposition to modify the SemPeer protocol to achieve moderate clustering. This modification is a sort of link management for the individual nodes that allows the SemPeer protocol to be more efficient, because the probability of a successful query in the P2P network is reasonably increased. For the validation of the models, we evaluated a series of simulations that supported our results.

Keywords: Peer-to-Peer, model, performance, networkmanagement.

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457 Impact of Metallic Furniture on UWB Channel Statistical Characteristics by BER

Authors: Yu-Shuai Chen , Chien-Ching Chiu , Chung-Hsin Huang, Chien-Hung Chen

Abstract:

The bit error rate (BER) performance for ultra-wide band (UWB) indoor communication with impact of metallic furniture is investigated. The impulse responses of different indoor environments for any transmitter and receiver location are computed by shooting and bouncing ray/image and inverse Fourier transform techniques. By using the impulse responses of these multipath channels, the BER performance for binary pulse amplitude modulation (BPAM) impulse radio UWB communication system are calculated. Numerical results have shown that the multi-path effect by the metallic cabinets is an important factor for BER performance. Also the outage probability for the UWB multipath environment with metallic cabinets is more serious (about 18%) than with wooden cabinets. Finally, it is worth noting that in these cases the present work provides not only comparative information but also quantitative information on the performance reduction.

Keywords: UWB, multipath, outage probability.

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456 Model-Based Software Regression Test Suite Reduction

Authors: Shiwei Deng, Yang Bao

Abstract:

In this paper, we present a model-based regression test suite reducing approach that uses EFSM model dependence analysis and probability-driven greedy algorithm to reduce software regression test suites. The approach automatically identifies the difference between the original model and the modified model as a set of elementary model modifications. The EFSM dependence analysis is performed for each elementary modification to reduce the regression test suite, and then the probability-driven greedy algorithm is adopted to select the minimum set of test cases from the reduced regression test suite that cover all interaction patterns. Our initial experience shows that the approach may significantly reduce the size of regression test suites.

Keywords: Dependence analysis, EFSM model, greedy algorithm, regression test.

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455 Probability-Based Damage Detection of Structures Using Model Updating with Enhanced Ideal Gas Molecular Movement Algorithm

Authors: M. R. Ghasemi, R. Ghiasi, H. Varaee

Abstract:

Model updating method has received increasing attention in damage detection structures based on measured modal parameters. Therefore, a probability-based damage detection (PBDD) procedure based on a model updating procedure is presented in this paper, in which a one-stage model-based damage identification technique based on the dynamic features of a structure is investigated. The presented framework uses a finite element updating method with a Monte Carlo simulation that considers the uncertainty caused by measurement noise. Enhanced ideal gas molecular movement (EIGMM) is used as the main algorithm for model updating. Ideal gas molecular movement (IGMM) is a multiagent algorithm based on the ideal gas molecular movement. Ideal gas molecules disperse rapidly in different directions and cover all the space inside. This is embedded in the high speed of molecules, collisions between them and with the surrounding barriers. In IGMM algorithm to accomplish the optimal solutions, the initial population of gas molecules is randomly generated and the governing equations related to the velocity of gas molecules and collisions between those are utilized. In this paper, an enhanced version of IGMM, which removes unchanged variables after specified iterations, is developed. The proposed method is implemented on two numerical examples in the field of structural damage detection. The results show that the proposed method can perform well and competitive in PBDD of structures.

Keywords: Enhanced ideal gas molecular movement, ideal gas molecular movement, model updating method, probability-based damage detection, uncertainty quantification.

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454 New Multisensor Data Fusion Method Based on Probabilistic Grids Representation

Authors: Zhichao Zhao, Yi Liu, Shunping Xiao

Abstract:

A new data fusion method called joint probability density matrix (JPDM) is proposed, which can associate and fuse measurements from spatially distributed heterogeneous sensors to identify the real target in a surveillance region. Using the probabilistic grids representation, we numerically combine the uncertainty regions of all the measurements in a general framework. The NP-hard multisensor data fusion problem has been converted to a peak picking problem in the grids map. Unlike most of the existing data fusion method, the JPDM method dose not need association processing, and will not lead to combinatorial explosion. Its convergence to the CRLB with a diminishing grid size has been proved. Simulation results are presented to illustrate the effectiveness of the proposed technique.

Keywords: Cramer-Rao lower bound (CRLB), data fusion, probabilistic grids, joint probability density matrix, localization, sensor network.

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453 Frame and Burst Acquisition in TDMA Satellite Communication Networks with Transponder Hopping

Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper presents frame and burst acquisition in a satellite communication network based on time division multiple access (TDMA) in which the transmissions may be carried on different transponders. A unique word pattern is used for the acquisition process. The search for the frame is aided by soft-decision of QPSK modulated signals in an additive white Gaussian channel. Results show that when the false alarm rate is low the probability of detection is also low, and the acquisition time is long. Conversely when the false alarm rate is high, the probability of detection is also high and the acquisition time is short. Thus the system operators can trade high false alarm rates for high detection probabilities and shorter acquisition times.

Keywords: burst acquisition, burst time plan, frame acquisition, satellite access, satellite TDMA, unique word detection

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452 Influence of Model Hydrometeor Form on Probability of Discharge Initiation from Artificial Charged Water Aerosol Cloud

Authors: A. G. Temnikov, O. S. Belova, L. L. Chernensky, T. K. Gerastenok, N. Y. Lysov, A. V. Orlov, D. S. Zhuravkova

Abstract:

Hypothesis of the lightning initiation on the arrays of large hydrometeors are in the consideration. There is no agreement about the form the hydrometeors that could be the best for the lightning initiation from the thundercloud. Artificial charged water aerosol clouds of the positive or negative polarity could help investigate the possible influence of the hydrometeor form on the peculiarities and the probability of the lightning discharge initiation between the thundercloud and the ground. Artificial charged aerosol clouds that could create the electric field strength in the range of 5-6 kV/cm to 16-18 kV/cm have been used in experiments. The array of the model hydrometeors of the volume and plate form has been disposed near the bottom cloud boundary. It was established that the different kinds of the discharge could be initiated in the presence of the model hydrometeors array – from the cloud discharges up to the diffuse and channel discharges between the charged cloud and the ground. It was found that the form of the model hydrometeors could significantly influence the channel discharge initiation from the artificial charged aerosol cloud of the negative or positive polarity correspondingly. Analysis and generalization of the experimental results have shown that the maximal probability of the channel discharge initiation and propagation stimulation has been observed for the artificial charged cloud of the positive polarity when the arrays of the model hydrometeors of the cylinder revolution form have been used. At the same time, for the artificial charged clouds of the negative polarity, application of the model hydrometeor array of the plate rhombus form has provided the maximal probability of the channel discharge formation between the charged cloud and the ground. The established influence of the form of the model hydrometeors on the channel discharge initiation and from the artificial charged water aerosol cloud and its following successful propagation has been related with the different character of the positive and negative streamer and volume leader development on the model hydrometeors array being near the bottom boundary of the charged cloud. The received experimental results have shown the possibly important role of the form of the large hail particles precipitated in thundercloud on the discharge initiation.

Keywords: Cloud and channel discharges, hydrometeor form, lightning initiation, negative and positive artificial charged aerosol cloud.

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451 Analysis of Linear Equalizers for Cooperative Multi-User MIMO Based Reporting System

Authors: S. Hariharan, P. Muthuchidambaranathan

Abstract:

In this paper, we consider a multi user multiple input multiple output (MU-MIMO) based cooperative reporting system for cognitive radio network. In the reporting network, the secondary users forward the primary user data to the common fusion center (FC). The FC is equipped with linear equalizers and an energy detector to make the decision about the spectrum. The primary user data are considered to be a digital video broadcasting - terrestrial (DVB-T) signal. The sensing channel and the reporting channel are assumed to be an additive white Gaussian noise and an independent identically distributed Raleigh fading respectively. We analyzed the detection probability of MU-MIMO system with linear equalizers and arrived at the closed form expression for average detection probability. Also the system performance is investigated under various MIMO scenarios through Monte Carlo simulations.

Keywords: Cooperative MU-MIMO, DVB-T, Linear Equalizers.

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450 Unsupervised Feature Selection Using Feature Density Functions

Authors: Mina Alibeigi, Sattar Hashemi, Ali Hamzeh

Abstract:

Since dealing with high dimensional data is computationally complex and sometimes even intractable, recently several feature reductions methods have been developed to reduce the dimensionality of the data in order to simplify the calculation analysis in various applications such as text categorization, signal processing, image retrieval, gene expressions and etc. Among feature reduction techniques, feature selection is one the most popular methods due to the preservation of the original features. In this paper, we propose a new unsupervised feature selection method which will remove redundant features from the original feature space by the use of probability density functions of various features. To show the effectiveness of the proposed method, popular feature selection methods have been implemented and compared. Experimental results on the several datasets derived from UCI repository database, illustrate the effectiveness of our proposed methods in comparison with the other compared methods in terms of both classification accuracy and the number of selected features.

Keywords: Feature, Feature Selection, Filter, Probability Density Function

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449 Mathematics Anxiety among Male and Female Students

Authors: Wern Lin Yeo, Choo Kim Tan, Sook Ling Lew

Abstract:

The purpose of this study is to determine the relationship of anxiety level between male and female undergraduates at a private university in Malaysia. Convenient sampling method used in this study in which the students were selected based on the grouping assigned by the faculty. There were 214 undergraduates who registered the probability courses had participated in this study. Mathematics Anxiety Rating Scale (MARS) was the instrument used in study which used to determine students’ anxiety level towards probability. Reliability and validity of instrument was done before the major study was conducted. In the major study, students were given briefing about the study conducted. Participation of this study was voluntary. Students were given consent form to determine whether they agree to participate in the study. Duration of two weeks was given for students to complete the given online questionnaire. The data collected will be analyzed using Statistical Package for the Social Sciences (SPSS) to determine the level of anxiety. There were three anxiety level, i.e., low, average and high. Students’ anxiety level was determined based on their scores obtained compared with the mean and standard deviation. If the scores obtained were below mean and standard deviation, the anxiety level was low. If the scores were at below and above the mean and between one standard deviation, the anxiety level was average. If the scores were above the mean and greater than one standard deviation, the anxiety level was high. Results showed that both of genders were having average anxiety level. Among low, average and high anxiety level, frequency of males were found to be higher as compared to females. Hence, the mean values obtained for males (M = 3.62) was higher than females (M = 3.42). In order to be significant of anxiety level among the gender, the p-value should be less than .05. The p-value obtained in this study was .117. However, this value was greater than .05. Thus, there was no significant difference of anxiety level among the gender. In other words, there was no relationship of anxiety level with the gender.

Keywords: Anxiety level, gender, mathematics anxiety, probability and statistics.

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448 Centralized Cooperative Spectrum Sensing with MIMO in the Reporting Network over κ − μ Fading Channel

Authors: S Hariharan, K Chaitanya, P Muthuchidambaranathan

Abstract:

The IEEE 802.22 working group aims to drive the Digital Video Broadcasting-Terrestrial (DVB-T) bands for data communication to the rural area without interfering the TV broadcast. In this paper, we arrive at a closed-form expression for average detection probability of Fusion center (FC) with multiple antenna over the κ − μ fading channel model. We consider a centralized cooperative multiple antenna network for reporting. The DVB-T samples forwarded by the secondary user (SU) were combined using Maximum ratio combiner at FC, an energy detection is performed to make the decision. The fading effects of the channel degrades the detection probability of the FC, a generalized independent and identically distributed (IID) κ − μ and an additive white Gaussian noise (AWGN) channel is considered for reporting and sensing respectively. The proposed system performance is verified through simulation results.

Keywords: IEEE 802.22, Cooperative spectrum sensing, Multiple antenna, κ − μ .

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447 Performance Analysis of the Time-Based and Periodogram-Based Energy Detector for Spectrum Sensing

Authors: Sadaf Nawaz, Adnan Ahmed Khan, Asad Mahmood, Chaudhary Farrukh Javed

Abstract:

Classically, an energy detector is implemented in time domain (TD). However, frequency domain (FD) based energy detector has demonstrated an improved performance. This paper presents a comparison between the two approaches as to analyze their pros and cons. A detailed performance analysis of the classical TD energy-detector and the periodogram based detector is performed. Exact and approximate mathematical expressions for probability of false alarm (Pf) and probability of detection (Pd) are derived for both approaches. The derived expressions naturally lead to an analytical as well as intuitive reasoning for the improved performance of (Pf) and (Pd) in different scenarios. Our analysis suggests the dependence improvement on buffer sizes. Pf is improved in FD, whereas Pd is enhanced in TD based energy detectors. Finally, Monte Carlo simulations results demonstrate the analysis reached by the derived expressions.

Keywords: Cognitive radio, energy detector, periodogram, spectrum sensing.

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446 Noise-Improved Signal Detection in Nonlinear Threshold Systems

Authors: Youguo Wang, Lenan Wu

Abstract:

We discuss the signal detection through nonlinear threshold systems. The detection performance is assessed by the probability of error Per . We establish that: (1) when the signal is complete suprathreshold, noise always degrades the signal detection both in the single threshold system and in the parallel array of threshold devices. (2) When the signal is a little subthreshold, noise degrades signal detection in the single threshold system. But in the parallel array, noise can improve signal detection, i.e., stochastic resonance (SR) exists in the array. (3) When the signal is predominant subthreshold, noise always can improve signal detection and SR always exists not only in the single threshold system but also in the parallel array. (4) Array can improve signal detection by raising the number of threshold devices. These results extend further the applicability of SR in signal detection.

Keywords: Probability of error, signal detection, stochasticresonance, threshold system.

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445 Credit Spread Changes and Volatility Spillover Effects

Authors: Thomas I. Kounitis

Abstract:

The purpose of this paper is to investigate the influence of a number of variables on the conditional mean and conditional variance of credit spread changes. The empirical analysis in this paper is conducted within the context of bivariate GARCH-in- Mean models, using the so-called BEKK parameterization. We show that credit spread changes are determined by interest-rate and equityreturn variables, which is in line with theory as provided by the structural models of default. We also identify the credit spread change volatility as an important determinant of credit spread changes, and provide evidence on the transmission of volatility between the variables under study.

Keywords: Credit spread changes, GARCH-in-Mean models, structural framework, volatility transmission.

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444 A Stochastic Diffusion Process Based on the Two-Parameters Weibull Density Function

Authors: Meriem Bahij, Ahmed Nafidi, Boujemâa Achchab, Sílvio M. A. Gama, José A. O. Matos

Abstract:

Stochastic modeling concerns the use of probability to model real-world situations in which uncertainty is present. Therefore, the purpose of stochastic modeling is to estimate the probability of outcomes within a forecast, i.e. to be able to predict what conditions or decisions might happen under different situations. In the present study, we present a model of a stochastic diffusion process based on the bi-Weibull distribution function (its trend is proportional to the bi-Weibull probability density function). In general, the Weibull distribution has the ability to assume the characteristics of many different types of distributions. This has made it very popular among engineers and quality practitioners, who have considered it the most commonly used distribution for studying problems such as modeling reliability data, accelerated life testing, and maintainability modeling and analysis. In this work, we start by obtaining the probabilistic characteristics of this model, as the explicit expression of the process, its trends, and its distribution by transforming the diffusion process in a Wiener process as shown in the Ricciaardi theorem. Then, we develop the statistical inference of this model using the maximum likelihood methodology. Finally, we analyse with simulated data the computational problems associated with the parameters, an issue of great importance in its application to real data with the use of the convergence analysis methods. Overall, the use of a stochastic model reflects only a pragmatic decision on the part of the modeler. According to the data that is available and the universe of models known to the modeler, this model represents the best currently available description of the phenomenon under consideration.

Keywords: Diffusion process, discrete sampling, likelihood estimation method, simulation, stochastic diffusion equation, trends functions, bi-parameters Weibull density function.

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443 Modulation Identification Algorithm for Adaptive Demodulator in Software Defined Radios Using Wavelet Transform

Authors: P. Prakasam, M. Madheswaran

Abstract:

A generalized Digital Modulation Identification algorithm for adaptive demodulator has been developed and presented in this paper. The algorithm developed is verified using wavelet Transform and histogram computation to identify QPSK and QAM with GMSK and M–ary FSK modulations. It has been found that the histogram peaks simplifies the procedure for identification. The simulated results show that the correct modulation identification is possible to a lower bound of 5 dB and 12 dB for GMSK and QPSK respectively. When SNR is above 5 dB the throughput of the proposed algorithm is more than 97.8%. The receiver operating characteristics (ROC) has been computed to measure the performance of the proposed algorithm and the analysis shows that the probability of detection (Pd) drops rapidly when SNR is 5 dB and probability of false alarm (Pf) is smaller than 0.3. The performance of the proposed algorithm has been compared with existing methods and found it will identify all digital modulation schemes with low SNR.

Keywords: Bit Error rate, Receiver Operating Characteristics, Software Defined Radio, Wavelet Transform.

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442 Reliability Assessment of Bangladesh Power System Using Recursive Algorithm

Authors: Nahid-Al-Masood, Jubaer Ahmed, Amina Hasan Abedin, S. R. Deeba, Faeza Hafiz, Mahmuda Begum

Abstract:

An electric utility-s main concern is to plan, design, operate and maintain its power supply to provide an acceptable level of reliability to its users. This clearly requires that standards of reliability be specified and used in all three sectors of the power system, i.e., generation, transmission and distribution. That is why reliability of a power system is always a major concern to power system planners. This paper presents the reliability analysis of Bangladesh Power System (BPS). Reliability index, loss of load probability (LOLP) of BPS is evaluated using recursive algorithm and considering no de-rated states of generators. BPS has sixty one generators and a total installed capacity of 5275 MW. The maximum demand of BPS is about 5000 MW. The relevant data of the generators and hourly load profiles are collected from the National Load Dispatch Center (NLDC) of Bangladesh and reliability index 'LOLP' is assessed for the period of last ten years.

Keywords: Recursive algorithm, LOLP, forced outage rate, cumulative probability.

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441 Real Time Speed Estimation of Vehicles

Authors: Azhar Hussain, Kashif Shahzad, Chunming Tang

Abstract:

this paper gives a novel approach towards real-time speed estimation of multiple traffic vehicles using fuzzy logic and image processing techniques with proper arrangement of camera parameters. The described algorithm consists of several important steps. First, the background is estimated by computing median over time window of specific frames. Second, the foreground is extracted using fuzzy similarity approach (FSA) between estimated background pixels and the current frame pixels containing foreground and background. Third, the traffic lanes are divided into two parts for both direction vehicles for parallel processing. Finally, the speeds of vehicles are estimated by Maximum a Posterior Probability (MAP) estimator. True ground speed is determined by utilizing infrared sensors for three different vehicles and the results are compared to the proposed algorithm with an accuracy of ± 0.74 kmph.

Keywords: Defuzzification, Fuzzy similarity approach, lane cropping, Maximum a Posterior Probability (MAP) estimator, Speed estimation

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440 Conflation Methodology Applied to Flood Recovery

Authors: E. L. Suarez, D. E. Meeroff, Y. Yong

Abstract:

Current flooding risk modeling focuses on resilience, defined as the probability of recovery from a severe flooding event. However, the long-term damage to property and well-being by nuisance flooding and its long-term effects on communities are not typically included in risk assessments. An approach was developed to address the probability of recovering from a severe flooding event combined with the probability of community performance during a nuisance event. A consolidated model, namely the conflation flooding recovery (&FR) model, evaluates risk-coping mitigation strategies for communities based on the recovery time from catastrophic events, such as hurricanes or extreme surges, and from everyday nuisance flooding events. The &FR model assesses the variation contribution of each independent input and generates a weighted output that favors the distribution with minimum variation. This approach is especially useful if the input distributions have dissimilar variances. The &FR is defined as a single distribution resulting from the product of the individual probability density functions. The resulting conflated distribution resides between the parent distributions, and it infers the recovery time required by a community to return to basic functions, such as power, utilities, transportation, and civil order, after a flooding event. The &FR model is more accurate than averaging individual observations before calculating the mean and variance or averaging the probabilities evaluated at the input values, which assigns the same weighted variation to each input distribution. The main disadvantage of these traditional methods is that the resulting measure of central tendency is exactly equal to the average of the input distribution’s means without the additional information provided by each individual distribution variance. When dealing with exponential distributions, such as resilience from severe flooding events and from nuisance flooding events, conflation results are equivalent to the weighted least squares method or best linear unbiased estimation. The combination of severe flooding risk with nuisance flooding improves flood risk management for highly populated coastal communities, such as in South Florida, USA, and provides a method to estimate community flood recovery time more accurately from two different sources, severe flooding events and nuisance flooding events.

Keywords: Community resilience, conflation, flood risk, nuisance flooding.

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439 Continuous Wave Interference Effects on Global Position System Signal Quality

Authors: Fang Ye, Han Yu, Yibing Li

Abstract:

Radio interference is one of the major concerns in using the global positioning system (GPS) for civilian and military applications. Interference signals are produced not only through all electronic systems but also illegal jammers. Among different types of interferences, continuous wave (CW) interference has strong adverse impacts on the quality of the received signal. In this paper, we make more detailed analysis for CW interference effects on GPS signal quality. Based on the C/A code spectrum lines, the influence of CW interference on the acquisition performance of GPS receivers is further analysed. This influence is supported by simulation results using GPS software receiver. As the most important user parameter of GPS receivers, the mathematical expression of bit error probability is also derived in the presence of CW interference, and the expression is consistent with the Monte Carlo simulation results. The research on CW interference provides some theoretical gist and new thoughts on monitoring the radio noise environment and improving the anti-jamming ability of GPS receivers.

Keywords: GPS, CW interference, acquisition performance, bit error probability, Monte Carlo.

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438 Performance Analysis of a Dynamic Channel Reservation-Like Technique for Low Earth Orbit Mobile Satellite Systems

Authors: W. Kiamouche, S. Lasmari, M. Benslama

Abstract:

In order to derive important parameters concerning mobile subscriber MS with ongoing calls in Low Earth Orbit Mobile Satellite Systems LEO MSSs, a positioning system had to be integrated into MSS in order to localize mobile subscribers MSs and track them during the connection. Such integration is regarded as a complex implementation. We propose in this paper a novel method based on advantages of mobility model of Low Earth Orbit Mobile Satellite System LEO MSS which allows the evaluation of instant of subsequent handover of a MS even if its location is unknown. This method is utilized to propose a Dynamic Channel Reservation DCRlike scheme based on the DCR scheme previously proposed in literature. Results presented show that DCR-like technique gives different QoS performance than DCR. Indeed, an improve in handover blocking probability and an increase in new call blocking probability are observed for the DCR-like technique.

Keywords: cellular layout, DCR, LEO mobile satellite system, mobility model, positioning system

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437 Nonconforming Control Charts for Zero-Inflated Poisson Distribution

Authors: N. Katemee, T. Mayureesawan

Abstract:

This paper developed the c-Chart based on a Zero- Inflated Poisson (ZIP) processes that approximated by a geometric distribution with parameter p. The p estimated that fit for ZIP distribution used in calculated the mean, median, and variance of geometric distribution for constructed the c-Chart by three difference methods. For cg-Chart, developed c-Chart by used the mean and variance of the geometric distribution constructed control limits. For cmg-Chart, the mean used for constructed the control limits. The cme- Chart, developed control limits of c-Chart from median and variance values of geometric distribution. The performance of charts considered from the Average Run Length and Average Coverage Probability. We found that for an in-control process, the cg-Chart is superior for low level of mean at all level of proportion zero. For an out-of-control process, the cmg-Chart and cme-Chart are the best for mean = 2, 3 and 4 at all level of parameter.

Keywords: average coverage probability, average run length, geometric distribution, zero-inflated poisson distribution

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436 Mobile Robot Path Planning Utilizing Probability Recursive Function

Authors: Ethar H. Khalil, Bahaa I. Kazem

Abstract:

In this work a software simulation model has been proposed for two driven wheels mobile robot path planning; that can navigate in dynamic environment with static distributed obstacles. The work involves utilizing Bezier curve method in a proposed N order matrix form; for engineering the mobile robot path. The Bezier curve drawbacks in this field have been diagnosed. Two directions: Up and Right function has been proposed; Probability Recursive Function (PRF) to overcome those drawbacks. PRF functionality has been developed through a proposed; obstacle detection function, optimization function which has the capability of prediction the optimum path without comparison between all feasible paths, and N order Bezier curve function that ensures the drawing of the obtained path. The simulation results that have been taken showed; the mobile robot travels successfully from starting point and reaching its goal point. All obstacles that are located in its way have been avoided. This navigation is being done successfully using the proposed PRF techniques.

Keywords: Mobile robot, path planning, Bezier curve.

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435 Fragility Analysis of Weir Structure Subjected to Flooding Water Damage

Authors: Oh Hyeon Jeon, WooYoung Jung

Abstract:

In this study, seepage analysis was performed by the level difference between upstream and downstream of weir structure for safety evaluation of weir structure against flooding. Monte Carlo Simulation method was employed by considering the probability distribution of the adjacent ground parameter, i.e., permeability coefficient of weir structure. Moreover, by using a commercially available finite element program (ABAQUS), modeling of the weir structure is carried out. Based on this model, the characteristic of water seepage during flooding was determined at each water level with consideration of the uncertainty of their corresponding permeability coefficient. Subsequently, fragility function could be constructed based on this response from numerical analysis; this fragility function results could be used to determine the weakness of weir structure subjected to flooding disaster. They can also be used as a reference data that can comprehensively predict the probability of failur,e and the degree of damage of a weir structure.

Keywords: Weir structure, seepage, flood disaster fragility, probabilistic risk assessment, Monte-Carlo Simulation, permeability coefficient.

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434 Video-On-Demand QoE Evaluation across Different Age-Groups and Its Significance for Network Capacity

Authors: Mujtaba Roshan, John A. Schormans

Abstract:

Quality of Experience (QoE) drives churn in the broadband networks industry, and good QoE plays a large part in the retention of customers. QoE is known to be affected by the Quality of Service (QoS) factors packet loss probability (PLP), delay and delay jitter caused by the network. Earlier results have shown that the relationship between these QoS factors and QoE is non-linear, and may vary from application to application. We use the network emulator Netem as the basis for experimentation, and evaluate how QoE varies as we change the emulated QoS metrics. Focusing on Video-on-Demand, we discovered that the reported QoE may differ widely for users of different age groups, and that the most demanding age group (the youngest) can require an order of magnitude lower PLP to achieve the same QoE than is required by the most widely studied age group of users. We then used a bottleneck TCP model to evaluate the capacity cost of achieving an order of magnitude decrease in PLP, and found it be (almost always) a 3-fold increase in link capacity that was required.

Keywords: Quality of experience, quality of service, packet loss probability, network capacity.

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433 Efficient Detection Using Sequential Probability Ratio Test in Mobile Cognitive Radio Systems

Authors: Yeon-Jea Cho, Sang-Uk Park, Won-Chul Choi, Dong-Jo Park

Abstract:

This paper proposes a smart design strategy for a sequential detector to reliably detect the primary user-s signal, especially in fast fading environments. We study the computation of the log-likelihood ratio for coping with a fast changing received signal and noise sample variances, which are considered random variables. First, we analyze the detectability of the conventional generalized log-likelihood ratio (GLLR) scheme when considering fast changing statistics of unknown parameters caused by fast fading effects. Secondly, we propose an efficient sensing algorithm for performing the sequential probability ratio test in a robust and efficient manner when the channel statistics are unknown. Finally, the proposed scheme is compared to the conventional method with simulation results with respect to the average number of samples required to reach a detection decision.

Keywords: Cognitive radio, fast fading, sequential detection, spectrum sensing.

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432 Non-equilibrium Statistical Mechanics of a Driven Lattice Gas Model: Probability Function, FDT-violation, and Monte Carlo Simulations

Authors: K. Sudprasert, M. Precharattana, N. Nuttavut, D. Triampo, B. Pattanasiri, Y. Lenbury, W. Triampo

Abstract:

The study of non-equilibrium systems has attracted increasing interest in recent years, mainly due to the lack of theoretical frameworks, unlike their equilibrium counterparts. Studying the steady state and/or simple systems is thus one of the main interests. Hence in this work we have focused our attention on the driven lattice gas model (DLG model) consisting of interacting particles subject to an external field E. The dynamics of the system are given by hopping of particles to nearby empty sites with rates biased for jumps in the direction of E. Having used small two dimensional systems of DLG model, the stochastic properties at nonequilibrium steady state were analytically studied. To understand the non-equilibrium phenomena, we have applied the analytic approach via master equation to calculate probability function and analyze violation of detailed balance in term of the fluctuation-dissipation theorem. Monte Carlo simulations have been performed to validate the analytic results.

Keywords: Non-equilibrium, lattice gas, stochastic process

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431 A Degraded Practical MIMOME Channel: Issues Insecret Data Communications

Authors: Mohammad Rakibul Islam

Abstract:

In this paper, a Gaussian multiple input multiple output multiple eavesdropper (MIMOME) channel is considered where a transmitter communicates to a receiver in the presence of an eavesdropper. We present a technique for determining the secrecy capacity of the multiple input multiple output (MIMO) channel under Gaussian noise. We transform the degraded MIMOME channel into multiple single input multiple output (SIMO) Gaussian wire-tap channels and then use scalar approach to convert it into two equivalent multiple input single output (MISO) channels. The secrecy capacity model is then developed for the condition where the channel state information (CSI) for main channel only is known to the transmitter. The results show that the secret communication is possible when the eavesdropper channel noise is greater than a cutoff noise level. The outage probability is also analyzed of secrecy capacity is also analyzed. The effect of fading and outage probability is also analyzed.

Keywords: Secrecy capacity, MIMO, wiretap channel, covariance matrix, fading.

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