Search results for: Standard Method of Measurement

Authors: N.R.N. Idris

Abstract:

This study uses simulated meta-analysis to assess the effects of publication bias on meta-analysis estimates and to evaluate the efficacy of the trim and fill method in adjusting for these biases. The estimated effect sizes and the standard error were evaluated in terms of the statistical bias and the coverage probability. The results demonstrate that if publication bias is not adjusted it could lead to up to 40% bias in the treatment effect estimates. Utilization of the trim and fill method could reduce the bias in the overall estimate by more than half. The method is optimum in presence of moderate underlying bias but has minimal effects in presence of low and severe publication bias. Additionally, the trim and fill method improves the coverage probability by more than half when subjected to the same level of publication bias as those of the unadjusted data. The method however tends to produce false positive results and will incorrectly adjust the data for publication bias up to 45 % of the time. Nonetheless, the bias introduced into the estimates due to this adjustment is minimal

Keywords: Publication bias, Trim and Fill method, percentage relative bias, coverage probability

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Authors: M. Rüstü Karaman, Tekin Susam, Fatih Er, Servet Yaprak, Osman Karkacıer

Abstract:

Computer based geostatistical methods can offer effective data analysis possibilities for agricultural areas by using vectorial data and their objective informations. These methods will help to detect the spatial changes on different locations of the large agricultural lands, which will lead to effective fertilization for optimal yield with reduced environmental pollution. In this study, topsoil (0-20 cm) and subsoil (20-40 cm) samples were taken from a sugar beet field by 20 x 20 m grids. Plant samples were also collected from the same plots. Some physical and chemical analyses for these samples were made by routine methods. According to derived variation coefficients, topsoil organic matter (OM) distribution was more than subsoil OM distribution. The highest C.V. value of 17.79% was found for topsoil OM. The data were analyzed comparatively according to kriging methods which are also used widely in geostatistic. Several interpolation methods (Ordinary,Simple and Universal) and semivariogram models (Spherical, Exponential and Gaussian) were tested in order to choose the suitable methods. Average standard deviations of values estimated by simple kriging interpolation method were less than average standard deviations (topsoil OM ± 0.48, N ± 0.37, subsoil OM ± 0.18) of measured values. The most suitable interpolation method was simple kriging method and exponantial semivariogram model for topsoil, whereas the best optimal interpolation method was simple kriging method and spherical semivariogram model for subsoil. The results also showed that these computer based geostatistical methods should be tested and calibrated for different experimental conditions and semivariogram models.

Keywords: Geostatistic, kriging, organic matter, sugarbeet.

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Authors: Alpesh Adeshara, Rajendrasinh Jadeja, Praghnesh Bhatt

Abstract:

Implementation of advanced technologies requires sophisticated instruments that deal with the operation, control, restoration and protection of rapidly growing power system network under normal and abnormal conditions. Presently, the applications of Phasor Measurement Unit (PMU) are widely found in real time operation, monitoring, controlling and analysis of power system network as it eliminates the various limitations of supervisory control and data acquisition system (SCADA) conventionally used in power system. The use of PMU data is very rapidly increasing its importance for online and offline analysis. Wide area measurement system (WAMS) is developed as new technology by use of multiple PMUs in power system. The present paper proposes a model of Matlab based PMU using Discrete Fourier Transform (DFT) algorithm and evaluation of its operation under different contingencies. In this paper, PMU based two bus system having WAMS network is presented as a case study.

Keywords: DFT-Discrete Fourier Transform, GPS-Global Positioning System, PMU-Phasor Measurement System, WAMS-Wide Area Monitoring System.

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Authors: Lenka Krulikovská, Jaroslav Polec

Abstract:

In this paper we present a method of abrupt cut detection with a novel logic of frames- comparison. Actual frame is compared with its motion estimated prediction instead of comparison with successive frame. Four different similarity metrics were employed to estimate the resemblance of compared frames. Obtained results were evaluated by standard used measures of test accuracy and compared with existing approach. Based on the results, we claim the proposed method is more effective and Pearson correlation coefficient obtained the best results among chosen similarity metrics.

Keywords: Abrupt cut, mutual information, shot cut detection, Pearson correlation coefficient.

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Authors: Richard Grünes, Karel Roubik

Abstract:

The article deals with technical support of intracranial single unit activity measurement. The parameters of the whole measuring set were tested in order to assure the optimal conditions of extracellular single-unit recording. Metal microelectrodes for measuring the single-unit were tested during animal experiments. From signals recorded during these experiments, requirements for the measuring set parameters were defined. The impedance parameters of the metal microelectrodes were measured. The frequency-gain and autonomous noise properties of preamplifier and amplifier were verified. The measurement and the description of the extracellular single unit activity could help in prognoses of brain tissue damage recovery.

Keywords: Measuring set, metal microelectrodes, single-unit, noise, impedance parameters, gain characteristics.

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Authors: Chen-Yu Wang, Tsung-Chien Chen, Ming-Hui Lee, Jen-Feng Huang

Abstract:

In this paper, 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 efficiently as presented. The feasibility of this method can be verified by adopting the temperature measurement experiment. We would like to focus attention on the heat flux estimation to three kinds of samples (Copper, Iron and Steel/AISI 304) with the same 3mm thickness. The temperature measurements are then regarded as the inputs into the FWIEM to estimate the heat flux. The experiment results show that the proposed algorithm can estimate the unknown time-varying heat flux on-line.

Keywords: Fuzzy Weighted Input Estimation Method, IHCP andHeat Flux.

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Authors: Khodamorad Nabaki, Jianhu Shen, Xiaodong Huang

Abstract:

This paper develops a method for considering the critical fatigue stress as a constraint in the Bi-directional Evolutionary Structural Optimization (BESO) method. Our aim is to reach an optimal design in which high cycle fatigue failure does not occur for a specific life time. The critical fatigue stress is calculated based on modified Goodman criteria and used as a stress constraint in our topology optimization problem. Since fatigue generally does not occur for compressive stresses, we use the p-norm approach of the stress measurement that considers the highest tensile principal stress in each point as stress measure to calculate the sensitivity numbers. The BESO method has been extended to minimize volume an object subjected to the critical fatigue stress constraint. The optimization results are compared with the results from the compliance minimization problem which shows clearly the merits of our newly developed approach.

Keywords: Topology optimization, BESO method, p-norm, fatigue constraint.

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Authors: C. Sheng, Y. Xin

Abstract:

Retrieval image by shape similarity, given a template shape is particularly challenging, owning to the difficulty to derive a similarity measurement that closely conforms to the common perception of similarity by humans. In this paper, a new method for the representation and comparison of shapes is present which is based on the shape matrix and snake model. It is scaling, rotation, translation invariant. And it can retrieve the shape images with some missing or occluded parts. In the method, the deformation spent by the template to match the shape images and the matching degree is used to evaluate the similarity between them.

Keywords: shape representation, shape matching, shape matrix, deformation

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Authors: Soo- Young Ye, Ki-Gon Nam, Ki-Won Byun

Abstract:

In this paper, we were introduces a skin detection method using a histogram approximation based on the mean shift algorithm. The proposed method applies the mean shift procedure to a histogram of a skin map of the input image, generated by comparison with standard skin colors in the CbCr color space, and divides the background from the skin region by selecting the maximum value according to brightness level. The proposed method detects the skin region using the mean shift procedure to determine a maximum value that becomes the dividing point, rather than using a manually selected threshold value, as in existing techniques. Even when skin color is contaminated by illumination, the procedure can accurately segment the skin region and the background region. The proposed method may be useful in detecting facial regions as a pretreatment for face recognition in various types of illumination.

Keywords: Skin region detection, mean shift, histogram approximation.

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Authors: Xin Cheng, Benny Thörnberg, Abdul Waheed Malik, Najeem Lawal

Abstract:

We present a hardware oriented method for real-time measurements of object-s position in video. The targeted application area is light spots used as references for robotic navigation. Different algorithms for dynamic thresholding are explored in combination with component labeling and Center Of Gravity (COG) for highest possible precision versus Signal-to-Noise Ratio (SNR). This method was developed with a low hardware cost in focus having only one convolution operation required for preprocessing of data.

Keywords: Dynamic thresholding, segmentation, position measurement, sub-pixel precision, center of gravity.

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Authors: Sheng-Ming Huang, Nan-Chyuan Tsai, Chih-Che Lin, Chun-Chi Lin

Abstract:

An innovative design for intelligent Chemical Mechanical Polishing (CMP) system is proposed and verified by experiments in this report. On-line measurement and real-time feedback are integrated to eliminate the shortcomings of traditional approaches, e.g., the batch-to-batch discrepancy of required polishing time, over consumption of chemical slurry, and non-uniformity across the wafer. The major advantage of the proposed method is that the finish of local surface roughness can be consistent, no matter where the inner-ring region or outer-ring region is concerned. Secondly, it is able to eliminate the Edge effect. Conventionally, the interfacial induced stress near the wafer edge is generally much higher than that near the wafer center. At last, by using the proposed intelligent chemical mechanical polishing strategy, the cost of the entire machining cycle can be much reduced while the quality of the finished goods certainly upgraded.

Keywords: Chemical Mechanical Polishing, Active Magnetic Actuator, On-Line Measurement.

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Authors: Joon Ho Kim, Jae Ho Choi, Tae Kwon Ha

Abstract:

Single crystals of Magnesium alloys such as pure Mg, Mg-1Zn-0.5Y, Mg-0.1Y, and Mg-0.1Ce alloys were successfully fabricated in this study by employing the modified Bridgman method. To determine the exact orientation of crystals, pole figure measurement using X-ray diffraction were carried out on each single crystal. Hardness and compression tests were conducted followed by subsequent recrysatllization annealing. Recrystallization kinetics of Mg alloy single crystals has been investigated. Fabricated single crystals were cut into rectangular shaped specimen and solution treated at 400oC for 24 hrs, and then deformed in compression mode by 30% reduction. Annealing treatment for recrystallization has been conducted on these cold-rolled plates at temperatures of 300oC for various times from 1 to 20 mins. The microstructure observation and hardness measurement conducted on the recrystallized specimens revealed that static recrystallization of ternary alloy single crystal was very slow, while recrystallization behavior of binary alloy single crystals appeared to be very fast.

Keywords: Magnesium, Mg-rare earth alloys, compression test, static recrystallization, hardness.

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Authors: M. Govindarajan

Abstract:

One of the major developments in machine learning in the past decade is the ensemble method, which finds highly accurate classifier by combining many moderately accurate component classifiers. In this research work, new ensemble classification methods are proposed with homogeneous ensemble classifier using bagging and heterogeneous ensemble classifier using arcing and their performances are analyzed in terms of accuracy. A Classifier ensemble is designed using Radial Basis Function (RBF) and Support Vector Machine (SVM) as base classifiers. The feasibility and the benefits of the proposed approaches are demonstrated by the means of standard datasets of intrusion detection. The main originality of the proposed approach is based on three main parts: preprocessing phase, classification phase, and combining phase. A wide range of comparative experiments is conducted for standard datasets of intrusion detection. The performance of the proposed homogeneous and heterogeneous ensemble classifiers are compared to the performance of other standard homogeneous and heterogeneous ensemble methods. The standard homogeneous ensemble methods include Error correcting output codes, Dagging and heterogeneous ensemble methods include majority voting, stacking. The proposed ensemble methods provide significant improvement of accuracy compared to individual classifiers and the proposed bagged RBF and SVM performs significantly better than ECOC and Dagging and the proposed hybrid RBF-SVM performs significantly better than voting and stacking. Also heterogeneous models exhibit better results than homogeneous models for standard datasets of intrusion detection. 

Keywords: Data mining, ensemble, radial basis function, support vector machine, accuracy.

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Authors: Hamed.Vezvaei, Sepideh.Ordibeheshti, Mehdi.Ardjmand

Abstract:

Gasoline Octane Number is the standard measure of the anti-knock properties of a motor in platforming processes, that is one of the important unit operations for oil refineries and can be determined with online measurement or use CFR (Cooperative Fuel Research) engines. Online measurements of the Octane number can be done using direct octane number analyzers, that it is too expensive, so we have to find feasible analyzer, like ANFIS estimators. ANFIS is the systems that neural network incorporated in fuzzy systems, using data automatically by learning algorithms of NNs. ANFIS constructs an input-output mapping based both on human knowledge and on generated input-output data pairs. In this research, 31 industrial data sets are used (21 data for training and the rest of the data used for generalization). Results show that, according to this simulation, hybrid method training algorithm in ANFIS has good agreements between industrial data and simulated results.

Keywords: Adaptive Neuro-Fuzzy Inference Systems, GasolineOctane Number, Soft-sensor, Catalytic Naphtha Reforming

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Authors: Chengming Li, Yong Yin, Peipei Guo, Xiaoli Liu

Abstract:

Without taking account of the attribute richness of POI (point of interest) data and spatial distribution limited by roads, a POI generalization method considering both attribute information and spatial distribution has been proposed against the existing point generalization algorithm merely focusing on overall information of point groups. Hierarchical characteristic of urban POI information expression has been firstly analyzed to point out the measurement feature of the corresponding hierarchy. On this basis, an urban POI generalizing strategy has been put forward: POIs urban road network have been divided into three distribution pattern; corresponding generalization methods have been proposed according to the characteristic of POI data in different distribution patterns. Experimental results showed that the method taking into account both attribute information and spatial distribution characteristics of POI can better implement urban POI generalization in the mapping presentation.

Keywords: POI, Road network, spatial information expression, selection method, distribution pattern.

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Authors: Tatsuya Kato, Masanobu Nagata, Hidetoshi Nakashima, Kazunori Matsuo

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Localization of mobile robots are important tasks for developing autonomous mobile robots. This paper proposes a method to estimate positions of a mobile robot using a omnidirectional camera on the robot. Landmarks for points of references are set up on a field where the robot works. The omnidirectional camera which can obtain 360 [deg] around images takes photographs of these landmarks. The positions of the robots are estimated from directions of these landmarks that are extracted from the images by image processing. This method can obtain the robot positions without accumulative position errors. Accuracy of the estimated robot positions by the proposed method are evaluated through some experiments. The results show that it can obtain the positions with small standard deviations. Therefore the method has possibilities of more accurate localization by tuning of appropriate offset parameters.

Keywords: Mobile robots, Localization, Omnidirectional camera.

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Authors: Yong-Gyu Lee, Jin-Hee Park, Gilwon Yoon

Abstract:

In this study, we introduced a communication system where human body was used as medium through which data were transferred. Multiple biosignal sensing units were attached to a subject and wireless personal area network was formed. Data of the sensing units were shared among them. We used wideband pulse communication that was simple, low-power consuming and high data rated. Each unit functioned as independent communication device or node. A method of channel search and communication among the modes was developed. A protocol of carrier sense multiple access/collision detect was implemented in order to avoid data collision or interferences. Biosignal sensing units should be located at different locations due to the nature of biosignal origin. Our research provided a flexibility of collecting data without using electrical wires. More non-constrained measurement was accomplished which was more suitable for u-Health monitoring.

Keywords: Human body communication, wideband pulse communication, personal area network, biosignal.

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Authors: Sewon Kim, Chang Yeop Lee, Minjun Kwon

Abstract:

This study is aiming at establishing the relationship between the optical signal of flame and an equivalent ratio of flame. In this experiment, flame optical signal in a furnace is measured using photodiode. The combustion system is composed of metal fiber burner and vertical furnace, and flame chemiluminescence is measured at various experimental conditions. In this study, the flame chemiluminescence of laminar premixed flame is measured using commercially available photodiode. It is experimentally investigated the relationship between equivalent ratio and photodiode signal. In addition, the strategy of combustion control method is proposed using the optical signal and fuel pressure. The results showed that certain relationship between optical data of photodiode and equivalence ratio exists, and this leads to the successful application of this system for instantaneous measurement of equivalence ration of the combustion system.

Keywords: Flame chemiluminescence, photo diode, equivalence ratio, combustion control.

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Authors: Han-Taw Chen, Tzu-Hsiang Lin, Chung-Hou Lai

Abstract:

The present study applies the inverse method and three-dimensional CFD commercial software in conjunction with the experimental temperature data to investigate the heat transfer and fluid flow characteristics of the plate-fin heat sink in a rectangular closed enclosure. The inverse method with the finite difference method and the experimental temperature data is applied to determine the approximate heat transfer coefficient. Later, based on the obtained results, the zero-equation turbulence model is used to obtain the heat transfer and fluid flow characteristics between two fins. T0 validate the accuracy of the results obtained, the comparison of the heat transfer coefficient is made. The obtained temperature at selected measurement locations of the fin is also compared with experimental data. The effect of the height of the rectangular enclosure on the obtained results is discussed.

Keywords: Inverse method, FLUENT, Plate-fin heat sink, Heat transfer characteristics.

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Authors: Jaroslav Polec, Petra Heribanová, Tomáš Hirner

Abstract:

In this paper we proposed a method for finding video frames representing one sign in the finger alphabet. The method is based on determining hands location, segmentation and the use of standard video quality evaluation metrics. Metric calculation is performed only in regions of interest. Sliding mechanism for finding local extrema and adaptive threshold based on local averaging is used for key frames selection. The success rate is evaluated by recall, precision and F1 measure. The method effectiveness is compared with metrics applied to all frames. Proposed method is fast, effective and relatively easy to realize by simple input video preprocessing and subsequent use of tools designed for video quality measuring.

Keywords: Key frame, video, quality, metric, MSE, MSAD, SSIM, VQM, sign language, finger alphabet.

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Authors: R. Ebrahimpour, M. Abbasnezhad Arabi, H. Babamiri Moghaddam

Abstract:

Combining classifiers is a useful method for solving complex problems in machine learning. The ECOC (Error Correcting Output Codes) method has been widely used for designing combining classifiers with an emphasis on the diversity of classifiers. In this paper, in contrast to the standard ECOC approach in which individual classifiers are chosen homogeneously, classifiers are selected according to the complexity of the corresponding binary problem. We use SATIMAGE database (containing 6 classes) for our experiments. The recognition error rate in our proposed method is %10.37 which indicates a considerable improvement in comparison with the conventional ECOC and stack generalization methods.

Keywords: Error correcting output code, combining classifiers, neural networks.

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Authors: Changqiao Wu, Guoqing Ding, Xin Chen

Abstract:

In this paper, ways of modeling dynamic measurement systems are discussed. Specially, for linear system with single-input single-output, it could be modeled with shallow neural network. Then, gradient based optimization algorithms are used for searching the proper coefficients. Besides, method with normal equation and second order gradient descent are proposed to accelerate the modeling process, and ways of better gradient estimation are discussed. It shows that the mathematical essence of the learning objective is maximum likelihood with noises under Gaussian distribution. For conventional gradient descent, the mini-batch learning and gradient with momentum contribute to faster convergence and enhance model ability. Lastly, experimental results proved the effectiveness of second order gradient descent algorithm, and indicated that optimization with normal equation was the most suitable for linear dynamic models.

Keywords: Dynamic system modeling, neural network, normal equation, second order gradient descent.

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Authors: J. C. T. Benavente, J. C. E. Ferreira

Abstract:

The rapid development of manufacturing and information systems has caused significant changes in manufacturing environments in recent decades. Mass production has given way to flexible manufacturing systems, in which an important characteristic is customized or "on demand" production. In this scenario, the seamless and without gaps information flow becomes a key factor for success of enterprises. In this paper we present a framework to support the mapping of features into machining workingsteps compliant with the ISO 14649 standard (known as STEP-NC). The system determines how the features can be made with the available manufacturing resources. Examples of the mapping method are presented for features such as a pocket with a general surface.

Keywords: Features, ISO 14649 standard, STEP-NC, mapping, machining workingsteps.

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Authors: AlMatrouk H. S., Juszczak M. D.

Abstract:

Research and development R&D work involves enormous amount of work that has to do with data measurement and collection. This process evolves as new information is fed, new technologies are utilized, and eventually new knowledge is created by the stakeholders i.e., researchers, clients, and end-users. When new knowledge is created, procedures of R&D work should evolve and produce better results within improved research skills and improved methods of data measurements and collection. This measurement improvement should then be benchmarked against a metric that should be developed at the organization. In this paper, we are suggesting a conceptual metric for R&D work performance improvement (PI) at the Kuwait Institute for Scientific Research (KISR). This PI is to be measured against a set of variables in the suggested metric, which are more closely correlated to organizational output, as opposed to organizational norms. The paper also mentions and discusses knowledge creation and management as an addedvalue to R&D work and measurement improvement. The research methodology followed in this work is qualitative in nature, based on a survey that was distributed to researchers and interviews held with senior researchers at KISR. Research and analyses in this paper also include looking at and analyzing KISR-s literature.

Keywords: Knowledge Creation, Performance Improvement (PI), Conceptual Metric, Knowledge Management (KM) addedvalue.

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Authors: Abdulrahman Abdulrahman

Abstract:

Critical depth meters, such as abroad crested weir, Venture Flume and combined control flume are standard devices for measuring flow in open channels. The discharge relation for these devices cannot be solved directly, but it needs iteration process to account for the approach velocity head. In this paper, analytical solution was developed to calculate the discharge in a combined critical depth-meter namely, a hump combined with lateral contraction in rectangular channel with subcritical approach flow including energy losses. Also analytical formulae were derived for approach velocity head coefficient for different types of critical depth meters. The solution was derived by solving a standard cubic equation considering energy loss on the base of trigonometric identity. The advantage of this technique is to avoid iteration process adopted in measuring flow by these devices. Numerical examples are chosen for demonstration of the proposed solution.

Keywords: Broad crested weir, combined control meter, control structures, critical flow, discharge measurement, flow control, hydraulic engineering, hydraulic structures, open channel flow.

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Authors: A. Ambia, T. Takemae, Y. Kosugi, M. Hongo

Abstract:

Electric impedance imaging is a method of reconstructing spatial distribution of electrical conductivity inside a subject. In this paper, a new method of electrical impedance imaging using eddy current is proposed. The eddy current distribution in the body depends on the conductivity distribution and the magnetic field pattern. By changing the position of magnetic core, a set of voltage differences is measured with a pair of electrodes. This set of voltage differences is used in image reconstruction of conductivity distribution. The least square error minimization method is used as a reconstruction algorithm. The back projection algorithm is used to get two dimensional images. Based on this principle, a measurement system is developed and some model experiments were performed with a saline filled phantom. The shape of each model in the reconstructed image is similar to the corresponding model, respectively. From the results of these experiments, it is confirmed that the proposed method is applicable in the realization of electrical imaging.

Keywords: Back projection algorithm, electrical impedancetomography, eddy current, magnetic inductance tomography.

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Authors: Yuan L. Lai, Jui P. Hung, Jian H. Chen

Abstract:

This paper was aimed at developing a computer aided design and manufacturing system for spatial cylindrical cams. In the proposed system, a milling tool with a diameter smaller than that of the roller, instead of the standard cutter for traditional machining process, was used to generate the tool path for spatial cams. To verify the feasibility of the proposed method, a multi-axis machining simulation software was further used to simulate the practical milling operation of spatial cams. It was observed from computer simulation that the tool path of small-sized cutter were within the motion range of a standard cutter, no occurrence of overcutting. Examination of a finished cam component clearly verifies the accuracy of the tool path generated for small-sized milling tool. It is believed that the use of small-sized cutter for the machining of the spatial cylindrical cams can generate a better surface morphology with higher accuracy. The improvement in efficiency and cost for the manufacturing of the spatial cylindrical cam can be expected through the proposed method.

Keywords: Cylindrical cams, Computer-aided manufacturing, Tool path.

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Authors: Erik Lilienblum, Robert Niese, Bernd Michaelis

Abstract:

This paper proposes a novel stereo vision technique for top view book scanners which provide us with dense 3d point clouds of page surfaces. This is a precondition to dewarp bound volumes independent of 2d information on the page. Our method is based on algorithms, which normally require the projection of pattern sequences with structured light. We use image sequences of the moving stripe lighting of the top view scanner instead of an additional light projection. Thus the stereo vision setup is simplified without losing measurement accuracy. Furthermore we improve a surface model dewarping method through introducing a difference vector based on real measurements. Although our proposed method is hardly expensive neither in calculation time nor in hardware requirements we present good dewarping results even for difficult examples.

Keywords: stereo vision, 3d surface reconstruction, dewarpingdocuments, book scanner

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Authors: Young-San Shin, Seongsoo Lee

Abstract:

Hall sensor is widely used to measure rotation angle. When the Hall voltage is measured for linear displacement, it is converted to angular displacement using arctangent function, which requires a large lookup table. In this paper, a lookup table reduction technique is presented for angle measurement. When the input of the lookup table is small within a certain threshold, the change of the outputs with respect to the change of the inputs is relatively small. Thus, several inputs can share same output, which significantly reduce the lookup table size. Its error analysis was also performed, and the threshold was determined so as to maintain the error less than 1°. When the Hall voltage has 11-bit resolution, the lookup table size is reduced from 1,024 samples to 279 samples.

Keywords: Hall sensor, angle measurement, lookup table, arctangent.

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Authors: Dany Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia

Abstract:

In this paper, we consider the application of Extreme Value Theory as a risk measurement tool. The Value at Risk, for a set of indices, from six Stock Exchanges of Frontier markets is calculated using the Peaks over Threshold method and the performance of the model index-wise is evaluated using coverage tests and loss functions. Our results show that “fattailedness” alone of the data is not enough to justify the use of EVT as a VaR approach. The structure of the returns dynamics is also a determining factor. This approach works fine in markets which have had extremes occurring in the past thus making the model capable of coping with extremes coming up (Colombo, Tunisia and Zagreb Stock Exchanges). On the other hand, we find that indices with lower past than present volatility fail to adequately deal with future extremes (Mauritius and Kazakhstan). We also conclude that using EVT alone produces quite static VaR figures not reflecting the actual dynamics of the data.

Keywords: Extreme Value theory, Financial Crisis 2008, Frontier Markets, Value at Risk.

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