Search results for: Similarity Estimate
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1130

Search results for: Similarity Estimate

980 Self-evolving Neural Networks Based On PSO and JPSO Algorithms

Authors: Abdussamad Ismail, Dong-Sheng Jeng

Abstract:

A self-evolution algorithm for optimizing neural networks using a combination of PSO and JPSO is proposed. The algorithm optimizes both the network topology and parameters simultaneously with the aim of achieving desired accuracy with less complicated networks. The performance of the proposed approach is compared with conventional back-propagation networks using several synthetic functions, with better results in the case of the former. The proposed algorithm is also implemented on slope stability problem to estimate the critical factor of safety. Based on the results obtained, the proposed self evolving network produced a better estimate of critical safety factor in comparison to conventional BPN network.

Keywords: Neural networks, Topology evolution, Particle swarm optimization.

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979 The Effect of Harmonic Power Fluctuation for Estimating Flicker

Authors: Jin-Lung Guan, Ming-Ta Yang, Jhy-Cherng Gu, Hsin-Hung Chang, Chin-Lung Huang

Abstract:

Voltage flicker problems have long existed in several of the distribution areas served by the Taiwan Power Company. In the past, those research results indicating that the estimated ΔV10 value based on the conventional method is significantly smaller than the survey value. This paper is used to study the relationship between the voltage flicker problems and harmonic power variation for the power system with electric arc furnaces. This investigation discussed thought the effect of harmonic power fluctuation with flicker estimate value. The method of field measurement, statistics and simulation is used. The survey results demonstrate that 10 ΔV estimate must account for the effect of harmonic power variation.

Keywords: Voltage Flicker, Harmonic Power, EAF.

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978 Single-Camera EKF-vSLAM

Authors: ML. Benmessaoud, A. Lamrani, K. Nemra, AK. Souici

Abstract:

This paper presents an Extended Kaman Filter implementation of a single-camera Visual Simultaneous Localization and Mapping algorithm, a novel algorithm for simultaneous localization and mapping problem widely studied in mobile robotics field. The algorithm is vision and odometry-based, The odometry data is incremental, and therefore it will accumulate error over time, since the robot may slip or may be lifted, consequently if the odometry is used alone we can not accurately estimate the robot position, in this paper we show that a combination of odometry and visual landmark via the extended Kalman filter can improve the robot position estimate. We use a Pioneer II robot and motorized pan tilt camera models to implement the algorithm.

Keywords: Mobile Robot, Navigation, vSLAM, EKF, monocular.

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977 Fighter Aircraft Evaluation and Selection Process Based on Triangular Fuzzy Numbers in Multiple Criteria Decision Making Analysis Using the Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS)

Authors: C. Ardil

Abstract:

This article presents a multiple criteria evaluation approach to uncertainty, vagueness, and imprecision analysis for ranking alternatives with fuzzy data for decision making using the Technique for Order Preference by Similarity to Ideal Solution (TOPSIS). The fighter aircraft evaluation and selection decision making problem is modeled in a fuzzy environment with triangular fuzzy numbers. The fuzzy decision information related to the fighter aircraft selection problem is taken into account in ordering the alternatives and selecting the best candidate. The basic fuzzy TOPSIS procedure steps transform fuzzy decision matrices into matrices of alternatives evaluated according to all decision criteria. A practical numerical example illustrates the proposed approach to the fighter aircraft selection problem.

Keywords: triangular fuzzy number (TFN), multiple criteria decision making analysis, decision making, aircraft selection, MCDMA, fuzzy TOPSIS

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976 Heritability Estimates of Lactation Traits in Maltese Goat

Authors: R. Pesce Delfino, M. Selvaggi, G. V. Celano, C. Dario

Abstract:

Data on 657 lactation from 163 Maltese goat, collected over a 5-year period were analyzed by a mixed model to estimate the variance components for heritability. The considered lactation traits were: milk yield (MY) and lactation length (LL). Year, parity and type of birth (single or twin) were significant sources of variation for lactation length; on the other hand milk yield was significantly influenced only by the year. The average MY was 352.34 kg and the average LL was 230 days. Estimates of heritability were 0.21 and 0.15 for MY and LL respectively. These values suggest there is low correlation between genotype and phenotype so it may be difficult to evaluate animals directly on phenotype. So, the genetic improvement of this breed may be quite slow without the support of progeny test aimed to select Maltese breeders.

Keywords: Heritability estimate, lactation traits, Maltese goat

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975 Bird Diversity along Boat Touring Routes in Tha Ka Sub-District, Amphawa District, Samut Songkram Province, Thailand

Authors: N. Charoenpokaraj, P. Chitman

Abstract:

This research aims to study species, abundance, status of birds, the similarities and activity characteristics of birds which reap benefits from the research area in boat touring routes in Tha Ka sub-district, Amphawa District, Samut Songkram Province, Thailand. from October 2012 – September 2013. The data was analyzed to find the abundance, and similarity index of the birds. The results from the survey of birds on all three routes found that there are 33 families and 63 species. Route 3 (traditional coconut sugar making kiln – resort) had the most species; 56 species. There were 18 species of commonly found birds with an abundance level of 5, which calculates to 28.57% of all bird species. In August, 46 species are found, being the greatest number of bird species benefiting from this route. As for the status of the birds, there are 51 resident birds, 7 resident and migratory birds, and 5 migratory birds. On Route 2 and Route 3, the similarity index value is equal to 0.881. The birds are classified by their activity characteristics i.e. insectivore, piscivore, granivore, nectrivore and aquatic invertebrate feeder birds. Some birds also use the area for nesting.

Keywords: Bird diversity, boat touring routes, Samut Songkram.

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974 Optimal Model Order Selection for Transient Error Autoregressive Moving Average (TERA) MRI Reconstruction Method

Authors: Abiodun M. Aibinu, Athaur Rahman Najeeb, Momoh J. E. Salami, Amir A. Shafie

Abstract:

An alternative approach to the use of Discrete Fourier Transform (DFT) for Magnetic Resonance Imaging (MRI) reconstruction is the use of parametric modeling technique. This method is suitable for problems in which the image can be modeled by explicit known source functions with a few adjustable parameters. Despite the success reported in the use of modeling technique as an alternative MRI reconstruction technique, two important problems constitutes challenges to the applicability of this method, these are estimation of Model order and model coefficient determination. In this paper, five of the suggested method of evaluating the model order have been evaluated, these are: The Final Prediction Error (FPE), Akaike Information Criterion (AIC), Residual Variance (RV), Minimum Description Length (MDL) and Hannan and Quinn (HNQ) criterion. These criteria were evaluated on MRI data sets based on the method of Transient Error Reconstruction Algorithm (TERA). The result for each criterion is compared to result obtained by the use of a fixed order technique and three measures of similarity were evaluated. Result obtained shows that the use of MDL gives the highest measure of similarity to that use by a fixed order technique.

Keywords: Autoregressive Moving Average (ARMA), MagneticResonance Imaging (MRI), Parametric modeling, Transient Error.

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973 Graph Codes-2D Projections of Multimedia Feature Graphs for Fast and Effective Retrieval

Authors: Stefan Wagenpfeil, Felix Engel, Paul McKevitt, Matthias Hemmje

Abstract:

Multimedia Indexing and Retrieval is generally de-signed and implemented by employing feature graphs. These graphs typically contain a significant number of nodes and edges to reflect the level of detail in feature detection. A higher level of detail increases the effectiveness of the results but also leads to more complex graph structures. However, graph-traversal-based algorithms for similarity are quite inefficient and computation intensive, espe-cially for large data structures. To deliver fast and effective retrieval, an efficient similarity algorithm, particularly for large graphs, is mandatory. Hence, in this paper, we define a graph-projection into a 2D space (Graph Code) as well as the corresponding algorithms for indexing and retrieval. We show that calculations in this space can be performed more efficiently than graph-traversals due to a simpler processing model and a high level of parallelisation. In consequence, we prove that the effectiveness of retrieval also increases substantially, as Graph Codes facilitate more levels of detail in feature fusion. Thus, Graph Codes provide a significant increase in efficiency and effectiveness (especially for Multimedia indexing and retrieval) and can be applied to images, videos, audio, and text information.

Keywords: indexing, retrieval, multimedia, graph code, graph algorithm

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972 The Study of the Intelligent Fuzzy Weighted Input Estimation Method Combined with the Experiment Verification for the Multilayer Materials

Authors: Ming-Hui Lee, Tsung-Chien Chen, Tsu-Ping Yu, Horng-Yuan Jang

Abstract:

The innovative intelligent fuzzy weighted input estimation method (FWIEM) can be applied to the inverse heat transfer conduction problem (IHCP) to estimate the unknown time-varying heat flux of the multilayer materials as presented in this paper. The feasibility of this method can be verified by adopting the temperature measurement experiment. The experiment modular may be designed by using the copper sample which is stacked up 4 aluminum samples with different thicknesses. Furthermore, the bottoms of copper samples are heated by applying the standard heat source, and the temperatures on the tops of aluminum are measured by using the thermocouples. The temperature measurements are then regarded as the inputs into the presented method to estimate the heat flux in the bottoms of copper samples. The influence on the estimation caused by the temperature measurement of the sample with different thickness, the processing noise covariance Q, the weighting factor γ , the sampling time interval Δt , and the space discrete interval Δx , will be investigated by utilizing the experiment verification. The results show that this method is efficient and robust to estimate the unknown time-varying heat input of the multilayer materials.

Keywords: Multilayer Materials, Input Estimation Method, IHCP, Heat Flux.

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971 Estimating Frequency, Amplitude and Phase of Two Sinusoids with Very Close Frequencies

Authors: Jayme G. A. Barbedo, Amauri Lopes

Abstract:

This paper presents an algorithm to estimate the parameters of two closely spaced sinusoids, providing a frequency resolution that is more than 800 times greater than that obtained by using the Discrete Fourier Transform (DFT). The strategy uses a highly optimized grid search approach to accurately estimate frequency, amplitude and phase of both sinusoids, keeping at the same time the computational effort at reasonable levels. The proposed method has three main characteristics: 1) a high frequency resolution; 2) frequency, amplitude and phase are all estimated at once using one single package; 3) it does not rely on any statistical assumption or constraint. Potential applications to this strategy include the difficult task of resolving coincident partials of instruments in musical signals.

Keywords: Closely spaced sinusoids, high-resolution parameter estimation, optimized grid search.

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970 On SNR Estimation by the Likelihood of near Pitch for Speech Detection

Authors: Young-Hwan Song, Doo-Heon Kyun, Jong-Kuk Kim, Myung-Jin Bae

Abstract:

People have the habitual pitch level which is used when people say something generally. However this pitch should be changed irregularly in the presence of noise. So it is useful to estimate SNR of speech signal by pitch. In this paper, we obtain the energy of input speech signal and then we detect a stationary region on voiced speech. And we get the pitch period by NAMDF for the stationary region that is not varied pitch rapidly. After getting pitch, each frame is divided by pitch period and the likelihood of closed pitch is estimated. In this paper, we proposed new parameter, NLF, to estimate the SNR of received speech signal. The NLF is derived from the correlation of near pitch periods. The NLF is obtained for each stationary region in voiced speech. Finally we confirmed good performance of the estimation of the SNR of received input speech in the presence of noise.

Keywords: Likelihood, pitch, SNR, speech.

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969 High Accuracy Eigensolutions in Elasticity for Boundary Integral Equations by Nyström Method

Authors: Pan Cheng, Jin Huang, Guang Zeng

Abstract:

Elastic boundary eigensolution problems are converted into boundary integral equations by potential theory. The kernels of the boundary integral equations have both the logarithmic and Hilbert singularity simultaneously. We present the mechanical quadrature methods for solving eigensolutions of the boundary integral equations by dealing with two kinds of singularities at the same time. The methods possess high accuracy O(h3) and low computing complexity. The convergence and stability are proved based on Anselone-s collective compact theory. Bases on the asymptotic error expansion with odd powers, we can greatly improve the accuracy of the approximation, and also derive a posteriori error estimate which can be used for constructing self-adaptive algorithms. The efficiency of the algorithms are illustrated by numerical examples.

Keywords: boundary integral equation, extrapolation algorithm, aposteriori error estimate, elasticity.

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968 Arabic Character Recognition Using Regression Curves with the Expectation Maximization Algorithm

Authors: Abdullah A. AlShaher

Abstract:

In this paper, we demonstrate how regression curves can be used to recognize 2D non-rigid handwritten shapes. Each shape is represented by a set of non-overlapping uniformly distributed landmarks. The underlying models utilize 2nd order of polynomials to model shapes within a training set. To estimate the regression models, we need to extract the required coefficients which describe the variations for a set of shape class. Hence, a least square method is used to estimate such modes. We then proceed by training these coefficients using the apparatus Expectation Maximization algorithm. Recognition is carried out by finding the least error landmarks displacement with respect to the model curves. Handwritten isolated Arabic characters are used to evaluate our approach.

Keywords: Shape recognition, Arabic handwritten characters, regression curves, expectation maximization algorithm.

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967 Newton-Raphson State Estimation Solution Employing Systematically Constructed Jacobian Matrix

Authors: Nursyarizal Mohd Nor, Ramiah Jegatheesan, Perumal Nallagownden

Abstract:

Newton-Raphson State Estimation method using bus admittance matrix remains as an efficient and most popular method to estimate the state variables. Elements of Jacobian matrix are computed from standard expressions which lack physical significance. In this paper, elements of the state estimation Jacobian matrix are obtained considering the power flow measurements in the network elements. These elements are processed one-by-one and the Jacobian matrix H is updated suitably in a simple manner. The constructed Jacobian matrix H is integrated with Weight Least Square method to estimate the state variables. The suggested procedure is successfully tested on IEEE standard systems.

Keywords: State Estimation (SE), Weight Least Square (WLS), Newton-Raphson State Estimation (NRSE), Jacobian matrix H.

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966 Solar Cell Parameters Estimation Using Simulated Annealing Algorithm

Authors: M. R. AlRashidi, K. M. El-Naggar, M. F. AlHajri

Abstract:

This paper presents Simulated Annealing based approach to estimate solar cell model parameters. Single diode solar cell model is used in this study to validate the proposed approach outcomes. The developed technique is used to estimate different model parameters such as generated photocurrent, saturation current, series resistance, shunt resistance, and ideality factor that govern the current-voltage relationship of a solar cell. A practical case study is used to test and verify the consistency of accurately estimating various parameters of single diode solar cell model. Comparative study among different parameter estimation techniques is presented to show the effectiveness of the developed approach.

Keywords: Simulated Annealing, Parameter Estimation, Solar Cell.

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965 Neural Network Imputation in Complex Survey Design

Authors: Safaa R. Amer

Abstract:

Missing data yields many analysis challenges. In case of complex survey design, in addition to dealing with missing data, researchers need to account for the sampling design to achieve useful inferences. Methods for incorporating sampling weights in neural network imputation were investigated to account for complex survey designs. An estimate of variance to account for the imputation uncertainty as well as the sampling design using neural networks will be provided. A simulation study was conducted to compare estimation results based on complete case analysis, multiple imputation using a Markov Chain Monte Carlo, and neural network imputation. Furthermore, a public-use dataset was used as an example to illustrate neural networks imputation under a complex survey design

Keywords: Complex survey, estimate, imputation, neural networks, variance.

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

Authors: Jana Puchyova

Abstract:

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

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

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963 Blind Source Separation based on the Estimation for the Number of the Blind Sources under a Dynamic Acoustic Environment

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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962 Statistical Reliability Based Modeling of Series and Parallel Operating Systems using Extreme Value Theory

Authors: Mohamad Mahdavi, Mojtaba Mahdavi

Abstract:

This paper tries to represent a new method for computing the reliability of a system which is arranged in series or parallel model. In this method we estimate life distribution function of whole structure using the asymptotic Extreme Value (EV) distribution of Type I, or Gumbel theory. We use EV distribution in minimal mode, for estimate the life distribution function of series structure and maximal mode for parallel system. All parameters also are estimated by Moments method. Reliability function and failure (hazard) rate and p-th percentile point of each function are determined. Other important indexes such as Mean Time to Failure (MTTF), Mean Time to repair (MTTR), for non-repairable and renewal systems in both of series and parallel structure will be computed.

Keywords: Reliability, extreme value, parallel, series, lifedistribution

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961 Stochastic Estimation of Cavity Flowfield

Authors: Yin Yin Pey, Leok Poh Chua, Wei Long Siauw

Abstract:

Linear stochastic estimation and quadratic stochastic estimation techniques were applied to estimate the entire velocity flow-field of an open cavity with a length to depth ratio of 2. The estimations were done through the use of instantaneous velocity magnitude as estimators. These measurements were obtained by Particle Image Velocimetry. The predicted flow was compared against the original flow-field in terms of the Reynolds stresses and turbulent kinetic energy. Quadratic stochastic estimation proved to be more superior than linear stochastic estimation in resolving the shear layer flow. When the velocity fluctuations were scaled up in the quadratic estimate, both the time-averaged quantities and the instantaneous cavity flow can be predicted to a rather accurate extent.

Keywords: Open cavity, Particle Image Velocimetry, Stochastic estimation, Turbulent kinetic energy.

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960 Visual Odometry and Trajectory Reconstruction for UAVs

Authors: Sandro Bartolini, Alessandro Mecocci, Alessio Medaglini

Abstract:

The growing popularity of systems based on Unmanned Aerial Vehicles (UAVs) is highlighting their vulnerability particularly in relation to the positioning system used. Typically, UAV architectures use the civilian GPS which is exposed to a number of different attacks, such as jamming or spoofing. This is why it is important to develop alternative methodologies to accurately estimate the actual UAV position without relying on GPS measurements only. In this paper we propose a position estimate method for UAVs based on monocular visual odometry. We have developed a flight control system capable of keeping track of the entire trajectory travelled, with a reduced dependency on the availability of GPS signal. Moreover, the simplicity of the developed solution makes it applicable to a wide range of commercial drones. The final goal is to allow for safer flights in all conditions, even under cyber-attacks trying to deceive the drone.

Keywords: Visual odometry, autonomous UAV, position measurement, autonomous outdoor flight.

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959 Alternative Convergence Analysis for a Kind of Singularly Perturbed Boundary Value Problems

Authors: Jiming Yang

Abstract:

A kind of singularly perturbed boundary value problems is under consideration. In order to obtain its approximation, simple upwind difference discretization is applied. We use a moving mesh iterative algorithm based on equi-distributing of the arc-length function of the current computed piecewise linear solution. First, a maximum norm a posteriori error estimate on an arbitrary mesh is derived using a different method from the one carried out by Chen [Advances in Computational Mathematics, 24(1-4) (2006), 197-212.]. Then, basing on the properties of discrete Green-s function and the presented posteriori error estimate, we theoretically prove that the discrete solutions computed by the algorithm are first-order uniformly convergent with respect to the perturbation parameter ε.

Keywords: Convergence analysis, green's function, singularly perturbed, equi-distribution, moving mesh.

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958 SMCC: Self-Managing Congestion Control Algorithm

Authors: Sh. Jamali, A. Eftekhari

Abstract:

Transmission control protocol (TCP) Vegas detects network congestion in the early stage and successfully prevents periodic packet loss that usually occurs in TCP Reno. It has been demonstrated that TCP Vegas outperforms TCP Reno in many aspects. However, TCP Vegas suffers several problems that affect its congestion avoidance mechanism. One of the most important weaknesses in TCP Vegas is that alpha and beta depend on a good expected throughput estimate, which as we have seen, depends on a good minimum RTT estimate. In order to make the system more robust alpha and beta must be made responsive to network conditions (they are currently chosen statically). This paper proposes a modified Vegas algorithm, which can be adjusted to present good performance compared to other transmission control protocols (TCPs). In order to do this, we use PSO algorithm to tune alpha and beta. The simulation results validate the advantages of the proposed algorithm in term of performance.

Keywords: Self-managing, Congestion control, TCP.

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957 Evidence Theory Enabled Quickest Change Detection Using Big Time-Series Data from Internet of Things

Authors: Hossein Jafari, Xiangfang Li, Lijun Qian, Alexander Aved, Timothy Kroecker

Abstract:

Traditionally in sensor networks and recently in the Internet of Things, numerous heterogeneous sensors are deployed in distributed manner to monitor a phenomenon that often can be model by an underlying stochastic process. The big time-series data collected by the sensors must be analyzed to detect change in the stochastic process as quickly as possible with tolerable false alarm rate. However, sensors may have different accuracy and sensitivity range, and they decay along time. As a result, the big time-series data collected by the sensors will contain uncertainties and sometimes they are conflicting. In this study, we present a framework to take advantage of Evidence Theory (a.k.a. Dempster-Shafer and Dezert-Smarandache Theories) capabilities of representing and managing uncertainty and conflict to fast change detection and effectively deal with complementary hypotheses. Specifically, Kullback-Leibler divergence is used as the similarity metric to calculate the distances between the estimated current distribution with the pre- and post-change distributions. Then mass functions are calculated and related combination rules are applied to combine the mass values among all sensors. Furthermore, we applied the method to estimate the minimum number of sensors needed to combine, so computational efficiency could be improved. Cumulative sum test is then applied on the ratio of pignistic probability to detect and declare the change for decision making purpose. Simulation results using both synthetic data and real data from experimental setup demonstrate the effectiveness of the presented schemes.

Keywords: CUSUM, evidence theory, KL divergence, quickest change detection, time series data.

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956 Relevance Feedback within CBIR Systems

Authors: Mawloud Mosbah, Bachir Boucheham

Abstract:

We present here the results for a comparative study of some techniques, available in the literature, related to the relevance feedback mechanism in the case of a short-term learning. Only one method among those considered here is belonging to the data mining field which is the K-nearest neighbors algorithm (KNN) while the rest of the methods is related purely to the information retrieval field and they fall under the purview of the following three major axes: Shifting query, Feature Weighting and the optimization of the parameters of similarity metric. As a contribution, and in addition to the comparative purpose, we propose a new version of the KNN algorithm referred to as an incremental KNN which is distinct from the original version in the sense that besides the influence of the seeds, the rate of the actual target image is influenced also by the images already rated. The results presented here have been obtained after experiments conducted on the Wang database for one iteration and utilizing color moments on the RGB space. This compact descriptor, Color Moments, is adequate for the efficiency purposes needed in the case of interactive systems. The results obtained allow us to claim that the proposed algorithm proves good results; it even outperforms a wide range of techniques available in the literature.

Keywords: CBIR, Category Search, Relevance Feedback (RFB), Query Point Movement, Standard Rocchio’s Formula, Adaptive Shifting Query, Feature Weighting, Optimization of the Parameters of Similarity Metric, Original KNN, Incremental KNN.

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955 Modeling Default Probabilities of the Chosen Czech Banks in the Time of the Financial Crisis

Authors: Petr Gurný

Abstract:

One of the most important tasks in the risk management is the correct determination of probability of default (PD) of particular financial subjects. In this paper a possibility of determination of financial institution’s PD according to the creditscoring models is discussed. The paper is divided into the two parts. The first part is devoted to the estimation of the three different models (based on the linear discriminant analysis, logit regression and probit regression) from the sample of almost three hundred US commercial banks. Afterwards these models are compared and verified on the control sample with the view to choose the best one. The second part of the paper is aimed at the application of the chosen model on the portfolio of three key Czech banks to estimate their present financial stability. However, it is not less important to be able to estimate the evolution of PD in the future. For this reason, the second task in this paper is to estimate the probability distribution of the future PD for the Czech banks. So, there are sampled randomly the values of particular indicators and estimated the PDs’ distribution, while it’s assumed that the indicators are distributed according to the multidimensional subordinated Lévy model (Variance Gamma model and Normal Inverse Gaussian model, particularly). Although the obtained results show that all banks are relatively healthy, there is still high chance that “a financial crisis” will occur, at least in terms of probability. This is indicated by estimation of the various quantiles in the estimated distributions. Finally, it should be noted that the applicability of the estimated model (with respect to the used data) is limited to the recessionary phase of the financial market.

Keywords: Credit-scoring Models, Multidimensional Subordinated Lévy Model, Probability of Default.

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954 Traffic Density Estimation for Multiple Segment Freeways

Authors: Karandeep Singh, Baibing Li

Abstract:

Traffic density, an indicator of traffic conditions, is one of the most critical characteristics to Intelligent Transport Systems (ITS). This paper investigates recursive traffic density estimation using the information provided from inductive loop detectors. On the basis of the phenomenological relationship between speed and density, the existing studies incorporate a state space model and update the density estimate using vehicular speed observations via the extended Kalman filter, where an approximation is made because of the linearization of the nonlinear observation equation. In practice, this may lead to substantial estimation errors. This paper incorporates a suitable transformation to deal with the nonlinear observation equation so that the approximation is avoided when using Kalman filter to estimate the traffic density. A numerical study is conducted. It is shown that the developed method outperforms the existing methods for traffic density estimation.

Keywords: Density estimation, Kalman filter, speed-densityrelationship, Traffic surveillance.

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953 Development of Autonomous Cable Inspection Robot for Nuclear Power Plant

Authors: Jae-Kyung LEE, Byung-Hak CHO, Kyung-Nam Jang, Sun-Chul Jung, Ki-Yong OH, Joon-Young PARK, Jong-Seog Kim

Abstract:

The cables in a nuclear power plant are designed to be used for about 40 years in safe operation environment. However, the heat and radiation in the nuclear power plant causes the rapid performance deterioration of cables in nuclear vessels and heat exchangers, which requires cable lifetime estimation. The most accurate method of estimating the cable lifetime is to evaluate the cables in a laboratory. However, removing cables while the plant is operating is not allowed because of its safety and cost. In this paper, a robot system to estimate the cable lifetime in nuclear power plants is developed and tested. The developed robot system can calculate a modulus value to estimate the cable lifetime even when the nuclear power plant is in operation.

Keywords: Autonomous robot, Cable Inspection, Indenter, Nuclear Power Plant

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952 Authenticity of Lipid and Soluble Sugar Profiles of Various Oat Cultivars (Avena sativa)

Authors: Marijana M. Ačanski, Kristian A. Pastor, Djura N. Vujić

Abstract:

The identification of lipid and soluble sugar components in flour samples of different cultivars belonging to common oat species (Avena sativa L.) was performed: spring oat, winter oat and hulless oat. Fatty acids were extracted from flour samples with n-hexane, and derivatized into volatile methyl esters, using TMSH (trimethylsulfonium hydroxide in methanol). Soluble sugars were then extracted from defatted and dried samples of oat flour with 96% ethanol, and further derivatized into corresponding TMS-oximes, using hydroxylamine hydrochloride solution and BSTFA (N,O-bis-(trimethylsilyl)-trifluoroacetamide). The hexane and ethanol extracts of each oat cultivar were analyzed using GC-MS system. Lipid and simple sugar compositions are very similar in all samples of investigated cultivars. Chemometric tool was applied to numeric values of automatically integrated surface areas of detected lipid and simple sugar components in their corresponding derivatized forms. Hierarchical cluster analysis shows a very high similarity between the investigated flour samples of oat cultivars, according to the fatty acid content (0.9955). Moderate similarity was observed according to the content of soluble sugars (0.50). These preliminary results support the idea of establishing methods for oat flour authentication, and provide the means for distinguishing oat flour samples, regardless of the variety, from flour samples made of other cereal species, just by lipid and simple sugar profile analysis.

Keywords: Authentication, chemometrics, GC-MS, lipid and soluble sugar composition, oat cultivars.

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951 Design of a Non-linear Observer for VSI Fed Synchronous Motor

Authors: P. Ramana , K. Alice Mary, M. Surya Kalavathi, M. Phani Kumar

Abstract:

This paper discusses two observers, which are used for the estimation of parameters of PMSM. Former one, reduced order observer, which is used to estimate the inaccessible parameters of PMSM. Later one, full order observer, which is used to estimate all the parameters of PMSM even though some of the parameters are directly available for measurement, so as to meet with the insensitivity to the parameter variation. However, the state space model contains some nonlinear terms i.e. the product of different state variables. The asymptotic state observer, which approximately reconstructs the state vector for linear systems without uncertainties, was presented by Luenberger. In this work, a modified form of such an observer is used by including a non-linear term involving the speed. So, both the observers are designed in the framework of nonlinear control; their stability and rate of convergence is discussed.

Keywords: Permanent magnet synchronous motor, Mathematicalmodelling, Rotor reference frame, parameter estimation, Luenbergerobserver, reduced order observer, full order observer

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