Search results for: complexity measurement
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 1853

Search results for: complexity measurement

1493 A Perceptually Optimized Foveation Based Wavelet Embedded Zero Tree Image Coding

Authors: A. Bajit, M. Nahid, A. Tamtaoui, E. H. Bouyakhf

Abstract:

In this paper, we propose a Perceptually Optimized Foveation based Embedded ZeroTree Image Coder (POEFIC) that introduces a perceptual weighting to wavelet coefficients prior to control SPIHT encoding algorithm in order to reach a targeted bit rate with a perceptual quality improvement with respect to a given bit rate a fixation point which determines the region of interest ROI. The paper also, introduces a new objective quality metric based on a Psychovisual model that integrates the properties of the HVS that plays an important role in our POEFIC quality assessment. Our POEFIC coder is based on a vision model that incorporates various masking effects of human visual system HVS perception. Thus, our coder weights the wavelet coefficients based on that model and attempts to increase the perceptual quality for a given bit rate and observation distance. The perceptual weights for all wavelet subbands are computed based on 1) foveation masking to remove or reduce considerable high frequencies from peripheral regions 2) luminance and Contrast masking, 3) the contrast sensitivity function CSF to achieve the perceptual decomposition weighting. The new perceptually optimized codec has the same complexity as the original SPIHT techniques. However, the experiments results show that our coder demonstrates very good performance in terms of quality measurement.

Keywords: DWT, linear-phase 9/7 filter, Foveation Filtering, CSF implementation approaches, 9/7 Wavelet JND Thresholds and Wavelet Error Sensitivity WES, Luminance and Contrast masking, standard SPIHT, Objective Quality Measure, Probability Score PS.

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1492 Service-Oriented Enterprise Architecture (SoEA) Adoption and Maturity Measurement Model: A Systematic Literature Review

Authors: Nur Azaliah Abu Bakar, Harihodin Selamat, Mohd Nazri Kama

Abstract:

This article provides a systematic review of existing research related to the Service-oriented Enterprise Architecture (SoEA) adoption and maturity measurement model. The review’s main goals are to support research; to facilitate other researchers’ search for relevant studies; and to propose areas for future studies within this area. In addition, this article provides useful information on SoEA adoption issues and its related maturity model, based on research-based knowledge. The review results suggest that motives, critical success factors (CSFs), implementation status, and benefits are the most frequently studied areas, and that each of these areas would benefit from further exposure.

Keywords: Systematic Literature Review, Service-oriented Architecture, Adoption, Maturity Model.

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1491 A New Heuristic Approach for Large Size Zero-One Multi Knapsack Problem Using Intercept Matrix

Authors: K. Krishna Veni, S. Raja Balachandar

Abstract:

This paper presents a heuristic to solve large size 0-1 Multi constrained Knapsack problem (01MKP) which is NP-hard. Many researchers are used heuristic operator to identify the redundant constraints of Linear Programming Problem before applying the regular procedure to solve it. We use the intercept matrix to identify the zero valued variables of 01MKP which is known as redundant variables. In this heuristic, first the dominance property of the intercept matrix of constraints is exploited to reduce the search space to find the optimal or near optimal solutions of 01MKP, second, we improve the solution by using the pseudo-utility ratio based on surrogate constraint of 01MKP. This heuristic is tested for benchmark problems of sizes upto 2500, taken from literature and the results are compared with optimum solutions. Space and computational complexity of solving 01MKP using this approach are also presented. The encouraging results especially for relatively large size test problems indicate that this heuristic can successfully be used for finding good solutions for highly constrained NP-hard problems.

Keywords: 0-1 Multi constrained Knapsack problem, heuristic, computational complexity, NP-Hard problems.

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1490 Numerical and Infrared Mapping of Temperature in Heat Affected Zone during Plasma Arc Cutting of Mild Steel

Authors: Dalvir Singh, Somnath Chattopadhyaya

Abstract:

During welding or flame cutting of metals, the prediction of heat affected zone (HAZ) is critical. There is need to develop a simple mathematical model to calculate the temperature variation in HAZ and derivative analysis can be used for this purpose. This study presents analytical solution for heat transfer through conduction in mild steel plate. The homogeneous and nonhomogeneous boundary conditions are single variables. The full field analytical solutions of temperature measurement, subjected to local heating source, are derived first by method of separation of variables followed with the experimental visualization using infrared imaging. Based on the present work, it is suggested that appropriate heat input characteristics controls the temperature distribution in and around HAZ.

Keywords: Conduction Heat Transfer, Heat Affected Zone (HAZ), Infra-Red Imaging, Numerical Method, Orthogonal Function, Plasma Arc Cutting, Separation of Variables, Temperature Measurement.

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1489 Measurement and Estimation of Evaporation from Water Surfaces: Application to Dams in Arid and Semi Arid Areas in Algeria

Authors: Malika Fekih, Mohamed Saighi

Abstract:

Many methods exist for either measuring or estimating evaporation from free water surfaces. Evaporation pans provide one of the simplest, inexpensive, and most widely used methods of estimating evaporative losses. In this study, the rate of evaporation starting from a water surface was calculated by modeling with application to dams in wet, arid and semi arid areas in Algeria. We calculate the evaporation rate from the pan using the energy budget equation, which offers the advantage of an ease of use, but our results do not agree completely with the measurements taken by the National Agency of areas carried out using dams located in areas of different climates. For that, we develop a mathematical model to simulate evaporation. This simulation uses an energy budget on the level of a vat of measurement and a Computational Fluid Dynamics (Fluent). Our calculation of evaporation rate is compared then by the two methods and with the measures of areas in situ.

Keywords: Evaporation, Energy budget, Surface water temperature, CFD, Dams

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1488 MIMCA: A Modelling and Simulation Approach in Support of the Design and Construction of Manufacturing Control Systems Using Modular Petri net

Authors: S. Ariffin, K. Hasnan, R.H. Weston

Abstract:

A new generation of manufacturing machines so-called MIMCA (modular and integrated machine control architecture) capable of handling much increased complexity in manufacturing control-systems is presented. Requirement for more flexible and effective control systems for manufacturing machine systems is investigated and dimensioned-which highlights a need for improved means of coordinating and monitoring production machinery and equipment used to- transport material. The MIMCA supports simulation based on machine modeling, was conceived by the authors to address the issues. Essentially MIMCA comprises an organized unification of selected architectural frameworks and modeling methods, which include: NISTRCS, UMC and Colored Timed Petri nets (CTPN). The unification has been achieved; to support the design and construction of hierarchical and distributed machine control which realized the concurrent operation of reusable and distributed machine control components; ability to handle growing complexity; and support requirements for real- time control systems. Thus MIMCA enables mapping between 'what a machine should do' and 'how the machine does it' in a well-defined but flexible way designed to facilitate reconfiguration of machine systems.

Keywords: Machine control, architectures, Petri nets, modularity, modeling, simulation.

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1487 A Holistic Framework for Unifying Data Security and Management in Modern Enterprises

Authors: Ashly Joseph

Abstract:

Modern businesses struggle significantly to secure and manage their data properly as the volume and complexity of their data both expand exponentially. Through the use of a multi-layered defense strategy, a centralized management platform, and cutting-edge technologies like AI, this research paper presents a comprehensive framework to integrate data security and management. The constraints of current data protection and management strategies, technological advancements, and the evolving threat landscape are all examined in this article. It suggests best practices for putting into practice integrated data security and governance models, placing an emphasis on ongoing adaptation. The advantages mentioned include a strengthened security posture, simpler procedures, lower costs, and reduced complexity. Additionally, issues including skill shortages, antiquated systems, and cultural obstacles are examined. Security executives and Chief Information Security Officers are given practical advice on how to evaluate, plan, and put into place strong data-centric security and management capabilities. The goal of the paper is to provide a thorough study of the data security and management landscape and to arm contemporary businesses with the knowledge they need to be proactive in protecting their data assets.

Keywords: Data security, security management, cloud computing, cybersecurity, data governance, security architecture, data management.

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1486 Intelligent Face-Up CMP System Integrated with On-Line Optical Measurements

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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1485 Scalable Systolic Multiplier over Binary Extension Fields Based on Two-Level Karatsuba Decomposition

Authors: Chiou-Yng Lee, Wen-Yo Lee, Chieh-Tsai Wu, Cheng-Chen Yang

Abstract:

Shifted polynomial basis (SPB) is a variation of polynomial basis representation. SPB has potential for efficient bit level and digi -level implementations of multiplication over binary extension fields with subquadratic space complexity. For efficient implementation of pairing computation with large finite fields, this paper presents a new SPB multiplication algorithm based on Karatsuba schemes, and used that to derive a novel scalable multiplier architecture. Analytical results show that the proposed multiplier provides a trade-off between space and time complexities. Our proposed multiplier is modular, regular, and suitable for very large scale integration (VLSI) implementations. It involves less area complexity compared to the multipliers based on traditional decomposition methods. It is therefore, more suitable for efficient hardware implementation of pairing based cryptography and elliptic curve cryptography (ECC) in constraint driven applications.

Keywords: Digit-serial systolic multiplier, elliptic curve cryptography (ECC), Karatsuba algorithm (KA), shifted polynomial basis (SPB), pairing computation.

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1484 The Effects of Consumer Inertia and Emotions on New Technology Acceptance

Authors: Chyi Jaw

Abstract:

Prior literature on innovation diffusion or acceptance has almost exclusively concentrated on consumers’ positive attitudes and behaviors for new products/services. Consumers’ negative attitudes or behaviors to innovations have received relatively little marketing attention, but it happens frequently in practice. This study discusses consumer psychological factors when they try to learn or use new technologies. According to recent research, technological innovation acceptance has been considered as a dynamic or mediated process. This research argues that consumers can experience inertia and emotions in the initial use of new technologies. However, given such consumer psychology, the argument can be made as to whether the inclusion of consumer inertia (routine seeking and cognitive rigidity) and emotions increases the predictive power of new technology acceptance model. As data from the empirical study find, the process is potentially consumer emotion changing (independent of performance benefits) because of technology complexity and consumer inertia, and impact innovative technology use significantly. Finally, the study presents the superior predictability of the hypothesized model, which let managers can better predict and influence the successful diffusion of complex technological innovations.

Keywords: Cognitive rigidity, consumer emotions, new technology acceptance, routine seeking, technology complexity.

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1483 Static Recrystallization Behavior of Mg Alloy Single Crystals

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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1482 Simulation Model for Optimizing Energy in Supply Chain Management

Authors: Nazli Akhlaghinia, Ali Rajabzadeh Ghatari

Abstract:

In today's world, with increasing environmental awareness, firms are facing severe pressure from various stakeholders, including the government and customers, to reduce their harmful effects on the environment. Over the past few decades, the increasing effects of global warming, climate change, waste, and air pollution have increased the global attention of experts to the issue of the green supply chain and led them to the optimal solution for greenery. Green supply chain management (GSCM) plays an important role in motivating the sustainability of the organization. With increasing environmental concerns, the main objective of the research is to use system thinking methodology and Vensim software for designing a dynamic system model for green supply chain and observing behaviors. Using this methodology, we look for the effects of a green supply chain structure on the behavioral dynamics of output variables. We try to simulate the complexity of GSCM in a period of 30 months and observe the complexity of behaviors of variables including sustainability, providing green products, and reducing energy consumption, and consequently reducing sample pollution.

Keywords: Supply chain management, green supply chain management, system dynamics, energy consumption.

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1481 Biosignal Measurement using Personal Area Network based on Human Body Communication

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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1480 Effect of pH and Ionic Exchange on the Reactivity of Bioglass/Chitosan Composites Used as a Bone Graft Substitute

Authors: Samira Jebahi, Hassane Oudadesse, Eric Wers, Jiheun Elleuch, Hafedh Elfekih, Hassib Keskes, Xuan Vuong Bui, Abdelfatteh Elfeki

Abstract:

Chitosan (CH) material reinforced by bioactive glass (46S6) was fabricated. 46S6 containing 17% wt% CH was studied in vitro and in vivo. Physicochemical techniques, such as Fourier transform infrared spectroscopy (FT-IR), coupled plasma optical emission spectrometry (ICP-OES) analysis were used. The behavior of 46S6CH17 was studied by measuring the in situ pH in a SBF solution. The 46S6CH17 was implanted in the rat femoral condyl. In vitro 46S6CH17 gave an FTIR - spectrum in which three absorption bands with the maxima at 565, 603 and 1039cm-1 after 3 days of soaking in physiological solution. They are assigned to stretching vibrations of PO4^3- group in phosphate crystalline. Moreover, the pH measurement was decreased in the SBF solution. The stability of the calcium phosphate precipitation depended on the pH value. In vivo, a rise in the Ca and phosphate P ions concentrations in the implanted microenvironment was determined.

Keywords: Bioglass, Chitosan, pH measurement, Hydroxyapatite Carbonateted Layer.

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1479 An Experimental Study on the Measurement of Fuel to Air Ratio Using Flame Chemiluminescence

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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1478 Dynamic Measurement System Modeling with Machine Learning Algorithms

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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1477 Development of a Health Literacy Scale for Chinese-Speaking Adults in Taiwan

Authors: Frank C. Pan, Che-Long Su, Ching-Hsuen Chen

Abstract:

Background, measuring an individual-s Health Literacy is gaining attention, yet no appropriate instrument is available in Taiwan. Measurement tools that were developed and used in western countries may not be appropriate for use in Taiwan due to a different language system. Purpose of this research was to develop a Health Literacy measurement instrument specific for Taiwan adults. Methods, several experts of clinic physicians; healthcare administrators and scholars identified 125 common used health related Chinese phrases from major medical knowledge sources that easy accessible to the public. A five-point Likert scale is used to measure the understanding level of the target population. Such measurement is then used to compare with the correctness of their answers to a health knowledge test for validation. Samples, samples under study were purposefully taken from four groups of people in the northern Pingtung, OPD patients, university students, community residents, and casual visitors to the central park. A set of health knowledge index with 10 questions is used to screen those false responses. A sample size of 686 valid cases out of 776 was then included to construct this scale. An independent t-test was used to examine each individual phrase. The phrases with the highest significance are then identified and retained to compose this scale. Result, a Taiwan Health Literacy Scale (THLS) was finalized with 66 health-related phrases under nine divisions. Cronbach-s alpha of each division is at a satisfactory level of 89% and above. Conclusions, factors significantly differentiate the levels of health literacy are education, female gender, age, family members of stroke victims, experience with patient care, and healthcare professionals in the initial application in this study..

Keywords: Health literacy, health knowledge, REALM, THLS.

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1476 Hardware Implementation of Local Binary Pattern Based Two-Bit Transform Motion Estimation

Authors: Seda Yavuz, Anıl Çelebi, Aysun Taşyapı Çelebi, Oğuzhan Urhan

Abstract:

Nowadays, demand for using real-time video transmission capable devices is ever-increasing. So, high resolution videos have made efficient video compression techniques an essential component for capturing and transmitting video data. Motion estimation has a critical role in encoding raw video. Hence, various motion estimation methods are introduced to efficiently compress the video. Low bit‑depth representation based motion estimation methods facilitate computation of matching criteria and thus, provide small hardware footprint. In this paper, a hardware implementation of a two-bit transformation based low-complexity motion estimation method using local binary pattern approach is proposed. Image frames are represented in two-bit depth instead of full-depth by making use of the local binary pattern as a binarization approach and the binarization part of the hardware architecture is explained in detail. Experimental results demonstrate the difference between the proposed hardware architecture and the architectures of well-known low-complexity motion estimation methods in terms of important aspects such as resource utilization, energy and power consumption.

Keywords: Binarization, hardware architecture, local binary pattern, motion estimation, two-bit transform.

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1475 A High Accuracy Measurement Circuit for Soil Moisture Detection

Authors: Sheroz Khan, A. H. M. Zahirul Alam, Othman O. Khalifa, Mohd Rafiqul Islam, Zuraidah Zainudin, Muzna S. Khan, Nurul Iman Muhamad Pauzi

Abstract:

The study of soil for agriculture purposes has remained the main focus of research since the beginning of civilization as humans- food related requirements remained closely linked with the soil. The study of soil has generated an interest among the researchers for very similar other reasons including transmission, reflection and refraction of signals for deploying wireless underground sensor networks or for the monitoring of objects on (or in ) soil in the form of better understanding of soil electromagnetic characteristics properties. The moisture content has been very instrumental in such studies as it decides on the resistance of the soil, and hence the attenuation on signals traveling through soil or the attenuation the signals may suffer upon their impact on soil. This work is related testing and characterizing a measurement circuit meant for the detection of moisture level content in soil.

Keywords: Analog–digital Conversion, Bridge Circuits, Intelligent sensors, Pulse Time Modulation, Relaxation Oscillator

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1474 Nonlinear Fuzzy Tracking Real-time-based Control of Drying Parameters

Authors: Marco Soares dos Santos, Camila Nicola Boeri, Jorge Augusto Ferreira, Fernando Neto da Silva

Abstract:

The highly nonlinear characteristics of drying processes have prompted researchers to seek new nonlinear control solutions. However, the relation between the implementation complexity, on-line processing complexity, reliability control structure and controller-s performance is not well established. The present paper proposes high performance nonlinear fuzzy controllers for a real-time operation of a drying machine, being developed under a consistent match between those issues. A PCI-6025E data acquisition device from National Instruments® was used, and the control system was fully designed with MATLAB® / SIMULINK language. Drying parameters, namely relative humidity and temperature, were controlled through MIMOs Hybrid Bang-bang+PI (BPI) and Four-dimensional Fuzzy Logic (FLC) real-time-based controllers to perform drying tests on biological materials. The performance of the drying strategies was compared through several criteria, which are reported without controllers- retuning. Controllers- performance analysis has showed much better performance of FLC than BPI controller. The absolute errors were lower than 8,85 % for Fuzzy Logic Controller, about three times lower than the experimental results with BPI control.

Keywords: Drying control, Fuzzy logic control, Intelligent temperature-humidity control.

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1473 Performance Evaluation of Complex Electrical Bio-impedance from V/I Four-electrode Measurements

Authors: Towfeeq Fairooz, Salim Istyaq

Abstract:

The passive electrical properties of a tissue depends on the intrinsic constituents and its structure, therefore by measuring the complex electrical impedance of the tissue it might be possible to obtain indicators of the tissue state or physiological activity [1]. Complete bio-impedance information relative to physiology and pathology of a human body and functional states of the body tissue or organs can be extracted by using a technique containing a fourelectrode measurement setup. This work presents the estimation measurement setup based on the four-electrode technique. First, the complex impedance is estimated by three different estimation techniques: Fourier, Sine Correlation and Digital De-convolution and then estimation errors for the magnitude, phase, reactance and resistance are calculated and analyzed for different levels of disturbances in the observations. The absolute values of relative errors are plotted and the graphical performance of each technique is compared.

Keywords: Electrical Impedance, Fast Fourier Transform, Additive White Gaussian Noise, Total Least Square, Digital De-Convolution, Sine-Correlation.

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1472 A New Heuristic Approach for the Large-Scale Generalized Assignment Problem

Authors: S. Raja Balachandar, K.Kannan

Abstract:

This paper presents a heuristic approach to solve the Generalized Assignment Problem (GAP) which is NP-hard. It is worth mentioning that many researches used to develop algorithms for identifying the redundant constraints and variables in linear programming model. Some of the algorithms are presented using intercept matrix of the constraints to identify redundant constraints and variables prior to the start of the solution process. Here a new heuristic approach based on the dominance property of the intercept matrix to find optimal or near optimal solution of the GAP is proposed. In this heuristic, redundant variables of the GAP are identified by applying the dominance property of the intercept matrix repeatedly. This heuristic approach is tested for 90 benchmark problems of sizes upto 4000, taken from OR-library and the results are compared with optimum solutions. Computational complexity is proved to be O(mn2) of solving GAP using this approach. The performance of our heuristic is compared with the best state-ofthe- art heuristic algorithms with respect to both the quality of the solutions. The encouraging results especially for relatively large size test problems indicate that this heuristic approach can successfully be used for finding good solutions for highly constrained NP-hard problems.

Keywords: Combinatorial Optimization Problem, Generalized Assignment Problem, Intercept Matrix, Heuristic, Computational Complexity, NP-Hard Problems.

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1471 Pricing European Options under Jump Diffusion Models with Fast L-stable Padé Scheme

Authors: Salah Alrabeei, Mohammad Yousuf

Abstract:

The goal of option pricing theory is to help the investors to manage their money, enhance returns and control their financial future by theoretically valuing their options. Modeling option pricing by Black-School models with jumps guarantees to consider the market movement. However, only numerical methods can solve this model. Furthermore, not all the numerical methods are efficient to solve these models because they have nonsmoothing payoffs or discontinuous derivatives at the exercise price. In this paper, the exponential time differencing (ETD) method is applied for solving partial integrodifferential equations arising in pricing European options under Merton’s and Kou’s jump-diffusion models. Fast Fourier Transform (FFT) algorithm is used as a matrix-vector multiplication solver, which reduces the complexity from O(M2) into O(M logM). A partial fraction form of Pad`e schemes is used to overcome the complexity of inverting polynomial of matrices. These two tools guarantee to get efficient and accurate numerical solutions. We construct a parallel and easy to implement a version of the numerical scheme. Numerical experiments are given to show how fast and accurate is our scheme.

Keywords: Integral differential equations, L-stable methods, pricing European options, Jump–diffusion model.

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1470 A New Approach for Counting Passersby Utilizing Space-Time Images

Authors: A. Elmarhomy, S. Karungaru, K. Terada

Abstract:

Understanding the number of people and the flow of the persons is useful for efficient promotion of the institution managements and company-s sales improvements. This paper introduces an automated method for counting passerby using virtualvertical measurement lines. The process of recognizing a passerby is carried out using an image sequence obtained from the USB camera. Space-time image is representing the human regions which are treated using the segmentation process. To handle the problem of mismatching, different color space are used to perform the template matching which chose automatically the best matching to determine passerby direction and speed. A relation between passerby speed and the human-pixel area is used to distinguish one or two passersby. In the experiment, the camera is fixed at the entrance door of the hall in a side viewing position. Finally, experimental results verify the effectiveness of the presented method by correctly detecting and successfully counting them in order to direction with accuracy of 97%.

Keywords: counting passersby, virtual-vertical measurement line, passerby speed, space-time image

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1469 A Novel Receiver Algorithm for Coherent Underwater Acoustic Communications

Authors: Liang Zhao, Jianhua Ge

Abstract:

In this paper, we proposed a novel receiver algorithm for coherent underwater acoustic communications. The proposed receiver is composed of three parts: (1) Doppler tracking and correction, (2) Time reversal channel estimation and combining, and (3) Joint iterative equalization and decoding (JIED). To reduce computational complexity and optimize the equalization algorithm, Time reversal (TR) channel estimation and combining is adopted to simplify multi-channel adaptive decision feedback equalizer (ADFE) into single channel ADFE without reducing the system performance. Simultaneously, the turbo theory is adopted to form joint iterative ADFE and convolutional decoder (JIED). In JIED scheme, the ADFE and decoder exchange soft information in an iterative manner, which can enhance the equalizer performance using decoding gain. The simulation results show that the proposed algorithm can reduce computational complexity and improve the performance of equalizer. Therefore, the performance of coherent underwater acoustic communications can be improved greatly.

Keywords: Underwater acoustic communication, Time reversal (TR) combining, joint iterative equalization and decoding (JIED)

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1468 An Application of Extreme Value Theory as a Risk Measurement Approach in Frontier Markets

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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1467 WLAN Positioning Based on Joint TOA and RSS Characteristics

Authors: Peerapong Uthansakul, Monthippa Uthansakul

Abstract:

WLAN Positioning has been presented by many approaches in literatures using the characteristics of Received Signal Strength (RSS), Time of Arrival (TOA) or Time Difference of Arrival (TDOA), Angle of Arrival (AOA) and cell ID. Among these, RSS approach is the simplest method to implement because there is no need of modification on both access points and client devices whereas its accuracy is terrible due to physical environments. For TOA or TDOA approach, the accuracy is quite acceptable but most researches have to modify either software or hardware on existing WLAN infrastructure. The scales of modifications are made on only access card up to the changes in protocol of WLAN. Hence, it is an unattractive approach to use TOA or TDOA for positioning system. In this paper, the new concept of merging both RSS and TOA positioning techniques is proposed. In addition, the method to achieve TOA characteristic for positioning WLAN user without any extra modification necessarily appended in the existing system is presented. The measurement results confirm that the proposed technique using both RSS and TOA characteristics provides better accuracy than using only either RSS or TOA approach.

Keywords: Received signal strength, Time of arrival, Positioning system, WLAN, Measurement.

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1466 Characterization of the Energy Band Diagram of Fabricated SnO2/CdS/CdTe Thin Film Solar Cells

Authors: Rasha A. Abdullah, Mohammed. A. Razooqi, Adwan N. H. Al-Ajili

Abstract:

A SnO2/CdS/CdTe heterojunction was fabricated by thermal evaporation technique. The fabricated cells were annealed at 573K for periods of 60, 120 and 180 minutes. The structural properties of the solar cells have been studied by using X-ray diffraction. Capacitance- voltage measurements were studied for the as-prepared and annealed cells at a frequency of 102 Hz. The capacitance- voltage measurements indicated that these cells are abrupt. The capacitance decreases with increasing annealing time. The zero bias depletion region width and the carrier concentration increased with increasing annealing time. The carrier transport mechanism for the CdS/CdTe heterojunction in dark is tunneling recombination. The ideality factor is 1.56 and the reverse bias saturation current is 9.6×10-10A. The energy band lineup for the n- CdS/p-CdTe heterojunction was investigated using current - voltage and capacitance - voltage characteristics.

Keywords: SnO2/CdS/CdTe heterojunction, XRD, C-V measurement, I-V measurement, energy band diagram.

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1465 Programmable Logic Controller for Cassava Centrifugal Machine

Authors: R. Oonsivilai, M. Oonsivilai, J. Sanguemrum, N. Thumsirirat, A. Oonsivilai

Abstract:

Chaiyaphum Starch Co. Ltd. is one of many starch manufacturers that has introduced machinery to aid in manufacturing. Even though machinery has replaced many elements and is now a significant part in manufacturing processes, problems that must be solved with respect to current process flow to increase efficiency still exist. The paper-s aim is to increase productivity while maintaining desired quality of starch, by redesigning the flipping machine-s mechanical control system which has grossly low functional lifetime. Such problems stem from the mechanical control system-s bearings, as fluids and humidity can access into said bearing directly, in tandem with vibrations from the machine-s function itself. The wheel which is used to sense starch thickness occasionally falls from its shaft, due to high speed rotation during operation, while the shaft may bend from impact when processing dried bread. Redesigning its mechanical control system has increased its efficiency, allowing quality thickness measurement while increasing functional lifetime an additional 62 days.

Keywords: Control system, Machinery, Measurement, Potato starch

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1464 Development of a Non-invasive System to Measure the Thickness of the Subcutaneous Adipose Tissue Layer for Human

Authors: Hyuck Ki Hong, Young Chang Jo, Yeon Shik Choi, Beom Joon Kim, Hyo Derk Park

Abstract:

To measure the thickness of the subcutaneous adipose tissue layer, a non-invasive optical measurement system (λ=1300 nm) is introduced. Animal and human subjects are used for the experiments. The results of human subjects are compared with the data of ultrasound device measurements, and a high correlation (r=0.94 for n=11) is observed. There are two modes in the corresponding signals measured by the optical system, which can be explained by two-layered and three-layered tissue models. If the target tissue is thinner than the critical thickness, detected data using diffuse reflectance method follow the three-layered tissue model, so the data increase as the thickness increases. On the other hand, if the target tissue is thicker than the critical thickness, the data follow the two-layered tissue model, so they decrease as the thickness increases.

Keywords: Subcutaneous adipose tissue layer, non-invasive measurement system, two-layered and three-layered tissue models.

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