Search results for: correlation weighting.

Authors: Hazem M. El-Bakry

Abstract:

Principal Component Analysis (PCA) has many different important applications especially in pattern detection such as face detection / recognition. Therefore, for real time applications, the response time is required to be as small as possible. In this paper, new implementation of PCA for fast face detection is presented. Such new implementation is designed based on cross correlation in the frequency domain between the input image and eigenvectors (weights). Simulation results show that the proposed implementation of PCA is faster than conventional one.

Keywords: Fast Face Detection, PCA, Cross Correlation, Frequency Domain

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Authors: Young-Seok Choi

Abstract:

This work presents a new type of the affine projection (AP) algorithms which incorporate the sparsity condition of a system. To exploit the sparsity of the system, a weighted l1-norm regularization is imposed on the cost function of the AP algorithm. Minimizing the cost function with a subgradient calculus and choosing two distinct weighting for l1-norm, two stochastic gradient based sparsity regularized AP (SR-AP) algorithms are developed. Experimental results exhibit that the SR-AP algorithms outperform the typical AP counterparts for identifying sparse systems.

Keywords: System identification, adaptive filter, affine projection, sparsity, sparse system.

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Authors: Johannes Partzsch, Christian Mayr, Rene Schuffny

Abstract:

Starting from a biologically inspired framework, Gabor filters were built up from retinal filters via LMSE algorithms. Asubset of retinal filter kernels was chosen to form a particular Gabor filter by using a weighted sum. One-dimensional optimization approaches were shown to be inappropriate for the problem. All model parameters were fixed with biological or image processing constraints. Detailed analysis of the optimization procedure led to the introduction of a minimization constraint. Finally, quantization of weighting factors was investigated. This resulted in an optimized cascaded structure of a Gabor filter bank implementation with lower computational cost.

Keywords: Gabor filter, image processing, optimization

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Authors: Jingling Li, Yi Zhang, Wei Liang, Tao Cui, Jun Li

Abstract:

Compared with terrestrial network, the traffic of spatial information network has both self-similarity and short correlation characteristics. By studying its traffic prediction method, the resource utilization of spatial information network can be improved, and the method can provide an important basis for traffic planning of a spatial information network. In this paper, considering the accuracy and complexity of the algorithm, the spatial information network traffic is decomposed into approximate component with long correlation and detail component with short correlation, and a time series hybrid prediction model based on wavelet decomposition is proposed to predict the spatial network traffic. Firstly, the original traffic data are decomposed to approximate components and detail components by using wavelet decomposition algorithm. According to the autocorrelation and partial correlation smearing and truncation characteristics of each component, the corresponding model (AR/MA/ARMA) of each detail component can be directly established, while the type of approximate component modeling can be established by ARIMA model after smoothing. Finally, the prediction results of the multiple models are fitted to obtain the prediction results of the original data. The method not only considers the self-similarity of a spatial information network, but also takes into account the short correlation caused by network burst information, which is verified by using the measured data of a certain back bone network released by the MAWI working group in 2018. Compared with the typical time series model, the predicted data of hybrid model is closer to the real traffic data and has a smaller relative root means square error, which is more suitable for a spatial information network.

Keywords: Spatial Information Network, Traffic prediction, Wavelet decomposition, Time series model.

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Authors: S. Golmohammadi, M. Noorian Bidgoli

Abstract:

Because the status and mechanical parameters of discontinuities in the rock mass are included in the calculations, various methods of rock engineering classification are often used as a starting point for the design of different types of structures. The Q-system is one of the most frequently used methods for stability analysis and determination of support systems of underground structures in rock, including tunnel. In this method, six main parameters of the rock mass, namely, the Rock Quality Designation (RQD), joint set number (Jn), joint roughness number (Jr), joint alteration number (Ja), joint water parameter (Jw) and Stress Reduction Factor (SRF) are required. In this regard, in order to achieve a reasonable and optimal design, identifying the effective parameters for the stability of the mentioned structures is one of the most important goals and the most necessary actions in rock engineering. Therefore, it is necessary to study the relationships between the parameters of a system and how they interact with each other and, ultimately, the whole system. In this research, it has been attempted to determine the most effective parameters (key parameters) from the six parameters of rock mass in the Q-system using the Rock Engineering System (RES) method to improve the relationships between the parameters in the calculation of the Q value. The RES system is, in fact, a method by which one can determine the degree of cause and effect of a system's parameters by making an interaction matrix. In this research, the geomechanical data collected from the water conveyor tunnel of Azad Dam were used to make the interaction matrix of the Q-system. For this purpose, instead of using the conventional methods that are always accompanied by defects such as uncertainty, the Q-system interaction matrix is coded using a technique that is actually a statistical analysis of the data and determining the correlation coefficient between them. So, the effect of each parameter on the system is evaluated with greater certainty. The results of this study show that the formed interaction matrix provides a reasonable estimate of the effective parameters in the Q-system. Among the six parameters of the Q-system, the SRF and Jr parameters have the maximum and minimum impact on the system, respectively, and also the RQD and Jw parameters have the maximum and minimum impact on the system, respectively. Therefore, by developing this method, we can obtain a more accurate relation to the rock mass classification by weighting the required parameters in the Q-system.

Keywords: Q-system, Rock Engineering System, statistical analysis, rock mass, tunnel.

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Authors: T. Holden, G. Tremberger, Jr, E. Cheung, R. Subramaniam, R. Sullivan, N. Gadura, P. Schneider, P. Marchese, A. Flamholz, T. Cheung, D. Lieberman

Abstract:

A nucleotide sequence can be expressed as a numerical sequence when each nucleotide is assigned its proton number. A resulting gene numerical sequence can be investigated for its fractal dimension in terms of evolution and chemical properties for comparative studies. We have investigated such nucleotide fluctuation in the 16S rRNA gene of archaea thermophiles. The studied archaea thermophiles were archaeoglobus fulgidus, methanothermobacter thermautotrophicus, methanocaldococcus jannaschii, pyrococcus horikoshii, and thermoplasma acidophilum. The studied five archaea-euryarchaeota thermophiles have fractal dimension values ranging from 1.93 to 1.97. Computer simulation shows that random sequences would have an average of about 2 with a standard deviation about 0.015. The fractal dimension was found to correlate (negative correlation) with the thermophile-s optimal growth temperature with R2 value of 0.90 (N =5). The inclusion of two aracheae-crenarchaeota thermophiles reduces the R2 value to 0.66 (N = 7). Further inclusion of two bacterial thermophiles reduces the R2 value to 0.50 (N =9). The fractal dimension is correlated (positive) to the sequence GC content with an R2 value of 0.89 for the five archaea-euryarchaeota thermophiles (and 0.74 for the entire set of N = 9), although computer simulation shows little correlation. The highest correlation (positive) was found to be between the fractal dimension and di-nucleotide Shannon entropy. However Shannon entropy and sequence GC content were observed to correlate with optimal growth temperature having an R2 of 0.8 (negative), and 0.88 (positive), respectively, for the entire set of 9 thermophiles; thus the correlation lacks species specificity. Together with another correlation study of bacterial radiation dosage with RecA repair gene sequence fractal dimension, it is postulated that fractal dimension analysis is a sensitive tool for studying the relationship between genotype and phenotype among closely related sequences.

Keywords: Fractal dimension, archaea thermophiles, Shannon entropy, GC content

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Authors: Panos Kotsas

Abstract:

This paper presents the application of a signal intensity independent registration criterion for non-rigid body registration of medical images. The criterion is defined as the weighted ratio image of two images. The ratio is computed on a voxel per voxel basis and weighting is performed by setting the ratios between signal and background voxels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the signal areas of the two images and it is minimized using the Chebyshev polynomial approximation. The geometric transformation model adopted is a local cubic B-splines based model.

Keywords: Medical image, non-rigid, registration.

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Authors: K. Machida, H. Yamada

Abstract:

Displacement measurement was conducted on compact normal and shear specimens made of acrylic homogeneous material subjected to mixed-mode loading by digital image correlation. The intelligent hybrid method proposed by Nishioka et al. was applied to the stress-strain analysis near the crack tip. The accuracy of stress-intensity factor at the free surface was discussed from the viewpoint of both the experiment and 3-D finite element analysis. The surface images before and after deformation were taken by a CMOS camera, and we developed the system which enabled the real time stress analysis based on digital image correlation and inverse problem analysis. The great portion of processing time of this system was spent on displacement analysis. Then, we tried improvement in speed of this portion. In the case of cracked body, it is also possible to evaluate fracture mechanics parameters such as the J integral, the strain energy release rate, and the stress-intensity factor of mixed-mode. The 9-points elliptic paraboloid approximation could not analyze the displacement of submicron order with high accuracy. The analysis accuracy of displacement was improved considerably by introducing the Newton-Raphson method in consideration of deformation of a subset. The stress-intensity factor was evaluated with high accuracy of less than 1% of the error.

Keywords: Digital image correlation, mixed mode, Newton-Raphson method, stress intensity factor.

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Authors: Hubert Klar

Abstract:

High double excitation of two-electron atoms has been investigated using hyperpherical coordinates within a modified adiabatic expansion technique. This modification creates a novel fictitious force leading to a spontaneous exchange symmetry breaking at high double excitation. The Pauli principle must therefore be regarded as approximation valid only at low excitation energy. Threshold electron scattering from high Rydberg states shows an unexpected time reversal symmetry breaking. At threshold for double escape we discover a broad (few eV) Cooper pair.

Keywords: Correlation, resonances, threshold ionization, Cooper pair.

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Authors: Nureni O. Adeboye, Dawud A. Agunbiade

Abstract:

This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Keywords: Audit fee, heteroscedasticity, Lagrange multiplier test, periodicity.

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Authors: Fatima Rasool, Mahmood Ahmad, Ghulam Murtaza, Haji M. S. Khan, Shujaat A. Khan, Sonia Khiljee, Muhammad Qamar-Uz-Zaman

Abstract:

This study describes the methodology for the development of a validated in-vitro in-vivo correlation (IVIVC) for metoprolol tartrate modified release dosage forms with distinctive release rate characteristics. Modified release dosage forms were formulated by microencapsulation of metoprolol tartrate into different amounts of ethylcellulose by non-solvent addition technique. Then in-vitro and in-vivo studies were conducted to develop and validate level A IVIVC for metoprolol tartrate. The values of regression co-efficient (R2-values) for IVIVC of T2 and T3 formulations were not significantly (p<0.05) different from 1 while the values of R2 for IVIVC of T1 and Mepressor® were significantly (p<0.05) different from 1. Internal prediction errors of IVIVC, calculated from observed Area under Curve (AUC) and predicted AUC, were less than 10%. This study successfully presents a valid level A IVIVC for metoprolol tartrate modified dosage forms.

Keywords: Metoprolol tartrate, Dissolution, Bioavailability, Validated in-vitro in-vivo correlation.

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Authors: Qingqing Wang, Baocheng Chen, Shouming Zhong

Abstract:

In this paper, the problem of stability criteria for Markovian jumping BAM neural networks with leakage and discrete delays has been investigated. Some new sufficient condition are derived based on a novel Lyapunov-Krasovskii functional approach. These new criteria based on delay partitioning idea are proved to be less conservative because free-weighting matrices method and a convex optimization approach are considered. Finally, one numerical example is given to illustrate the the usefulness and feasibility of the proposed main results.

Keywords: Stability, Markovian jumping neural networks, Timevarying delays, Linear matrix inequality.

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Authors: S. Chadsuthi, W. Triampo, C. Modchang, P. Kanthang, D. Triampo, N. Nuttavut

Abstract:

We present analysis of spatial patterns of generic disease spread simulated by a stochastic long-range correlation SIR model, where individuals can be infected at long distance in a power law distribution. We integrated various tools, namely perimeter, circularity, fractal dimension, and aggregation index to characterize and investigate spatial pattern formations. Our primary goal was to understand for a given model of interest which tool has an advantage over the other and to what extent. We found that perimeter and circularity give information only for a case of strong correlation– while the fractal dimension and aggregation index exhibit the growth rule of pattern formation, depending on the degree of the correlation exponent (β). The aggregation index method used as an alternative method to describe the degree of pathogenic ratio (α). This study may provide a useful approach to characterize and analyze the pattern formation of epidemic spreading

Keywords: spatial pattern epidemics, aggregation index, fractaldimension, stochastic, long-rang epidemics

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Authors: Shivaleela E. S., Shrikant S. Tangade

Abstract:

In this paper optical code-division multiple-access (OCDMA) packet network is considered, which offers inherent security in the access networks. Two types of random access protocols are proposed for packet transmission. In protocol 1, all distinct codes and in protocol 2, distinct codes as well as shifted versions of all these codes are used. O-CDMA network performance using optical orthogonal codes (OOCs) 1-D and two-dimensional (2-D) wavelength/time single-pulse-per-row (W/T SPR) codes are analyzed. The main advantage of using 2-D codes instead of onedimensional (1-D) codes is to reduce the errors due to multiple access interference among different users. In this paper, correlation receiver is considered in the analysis. Using analytical model, we compute and compare packet-success probability for 1-D and 2-D codes in an O-CDMA network and the analysis shows improved performance with 2-D codes as compared to 1-D codes.

Keywords: Optical code-division multiple-access, optical CDMA correlation receiver, wavelength/time optical CDMA codes.

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Authors: Panos Kotsas, Tony Dodd

Abstract:

This paper presents the application of a signal intensity independent similarity criterion for rigid and non-rigid body registration of binary objects. The criterion is defined as the weighted ratio image of two images. The ratio is computed on a voxel per voxel basis and weighting is performed by setting the raios between signal and background voxels to a standard high value. The mean squared value of the weighted ratio is computed over the union of the signal areas of the two images and it is minimized using the Chebyshev polynomial approximation.

Keywords: rigid and non-rigid body registration, binary objects

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Authors: G. Ramesh, S. Sundara Vadivelu

Abstract:

For several high speed networks, providing resilience against failures is an essential requirement. The main feature for designing next generation optical networks is protecting and restoring high capacity WDM networks from the failures. Quick detection, identification and restoration make networks more strong and consistent even though the failures cannot be avoided. Hence, it is necessary to develop fast, efficient and dependable fault localization or detection mechanisms. In this paper we propose a new fault localization algorithm for WDM networks which can identify the location of a failure on a failed lightpath. Our algorithm detects the failed connection and then attempts to reroute data stream through an alternate path. In addition to this, we develop an algorithm to analyze the information of the alarms generated by the components of an optical network, in the presence of a fault. It uses the alarm correlation in order to reduce the list of suspected components shown to the network operators. By our simulation results, we show that our proposed algorithms achieve less blocking probability and delay while getting higher throughput.

Keywords: Alarm correlation, blocking probability, delay, fault localization, WDM networks.

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Authors: Yacine Ait Ali Yahia, Abderazak Guessoum

Abstract:

In this paper, a new method of image edge-detection and characterization is presented. “Parametric Filtering method" uses a judicious defined filter, which preserves the signal correlation structure as input in the autocorrelation of the output. This leads, showing the evolution of the image correlation structure as well as various distortion measures which quantify the deviation between two zones of the signal (the two Hamming signals) for the protection of an image edge.

Keywords: Edge detection, parametrable recursive filter, autocorrelation structure, distortion measurements.

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Authors: Chen Bi-Hsiang, Yang Hung-Wen, Lou Jie-Chung, Han Jia-Yun

Abstract:

This study was investigated on sampling and analyzing water quality in water reservoir & water tower installed in two kind of residential buildings and school facilities. Data of water quality was collected for correlation analysis with frequency of sanitization of water reservoir through questioning managers of building about the inspection charts recorded on equipment for water reservoir. Statistical software packages (SPSS) were applied to the data of two groups (cleaning frequency and water quality) for regression analysis to determine the optimal cleaning frequency of sanitization. The correlation coefficient (R) in this paper represented the degree of correlation, with values of R ranging from +1 to -1.After investigating three categories of drinking water users; this study found that the frequency of sanitization of water reservoir significantly influenced the water quality of drinking water. A higher frequency of sanitization (more than four times per 1 year) implied a higher quality of drinking water. Results indicated that sanitizing water reservoir & water tower should at least twice annually for achieving the aim of safety of drinking water.

Keywords: cleaning frequency of sanitization, parameters ofwater quality, regression analysis, water reservoir & water tower

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Authors: Chang-Uk Kwak, Sun-Joong Kim, Seong-Bae Park, Sang-Jo Lee

Abstract:

This paper proposes a method of learning topics for broadcasting contents. There are two kinds of texts related to broadcasting contents. One is a broadcasting script, which is a series of texts including directions and dialogues. The other is blogposts, which possesses relatively abstracted contents, stories, and diverse information of broadcasting contents. Although two texts range over similar broadcasting contents, words in blogposts and broadcasting script are different. When unseen words appear, it needs a method to reflect to existing topic. In this paper, we introduce a semantic vocabulary expansion method to reflect unseen words. We expand topics of the broadcasting script by incorporating the words in blogposts. Each word in blogposts is added to the most semantically correlated topics. We use word2vec to get the semantic correlation between words in blogposts and topics of scripts. The vocabularies of topics are updated and then posterior inference is performed to rearrange the topics. In experiments, we verified that the proposed method can discover more salient topics for broadcasting contents.

Keywords: Broadcasting script analysis, topic expansion, semantic correlation analysis, word2vec.

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Authors: Dingding Chen, Kazuo Arakawa, Masakazu Uchino, Changheng Xu

Abstract:

Vacuum assisted resin transfer moulding (VARTM) is a promising manufacture process for making large and complex fiber reinforced composite structures. However, the complexity of the flow of the resin in the infusion stage usually leads to nonuniform property distribution of the produced composite part. In order to control the flow of the resin, the situation of flow should be mastered. For the safety of the usage of the produced composite in practice, the understanding of the property distribution is essential. In this paper, we did some trials on monitoring the resin infusion stage and evaluation for the fiber volume fraction distribution of the VARTM produced composite using the digital image correlation methods. The results showthat3D-DIC is valid on monitoring the resin infusion stage and it is possible to use 2D-DIC to estimate the distribution of the fiber volume fraction on a FRP plate.

Keywords: Digital image correlation, VARTM, FRP, fiber volume fraction.

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Authors: K.Alkhulaifi, M. Hamdalla

Abstract:

Most of ignition delay correlations studies have been developed in a constant volume bombs which cannot capture the dynamic variation in pressure and temperature during the ignition delay as in real engines. Watson, Assanis et. al. and Hardenberg and Hase correlations have been developed based on experimental data of diesel engines. However, they showed limited predictive ability of ignition delay when compared to experimental results. The objective of the study was to investigate the dependency of ignition delay time on engine brake power. An experimental investigation of the effect of automotive diesel and water diesel emulsion fuels on ignition delay under steady state conditions of a direct injection diesel engine was conducted. A four cylinder, direct injection naturally aspirated diesel engine was used in this experiment over a wide range of engine speeds and two engine loads. The ignition delay experimental data were compared with predictions of Assanis et. al. and Watson ignition delay correlations. The results of the experimental investigation were then used to develop a new ignition delay correlation. The newly developed ignition delay correlation has shown a better agreement with the experimental data than Assanis et. al. and Watson when using automotive diesel and water diesel emulsion fuels especially at low to medium engine speeds at both loads. In addition, the second derivative of cylinder pressure which is the most widely used method in determining the start of combustion was investigated.

Keywords: gnition delay correlation, water diesel emulsion, direct injection diesel engine

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Authors: Mohammad Zavid Parvez, Manoranjan Paul

Abstract:

A seizure prediction method is proposed by extracting global features using phase correlation between adjacent epochs for detecting relative changes and local features using fluctuation/ deviation within an epoch for determining fine changes of different EEG signals. A classifier and a regularization technique are applied for the reduction of false alarms and improvement of the overall prediction accuracy. The experiments show that the proposed method outperforms the state-of-the-art methods and provides high prediction accuracy (i.e., 97.70%) with low false alarm using EEG signals in different brain locations from a benchmark data set.

Keywords: Epilepsy, Seizure, Phase Correlation, Fluctuation, Deviation.

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Authors: Mohammad Ali Tabarzad, Caro Lucas, Nassim Jafarzadeh Eslami

Abstract:

After the development of the Internet a suitable discipline for trading goods electronically has been emerged. However, this type of markets is not still mature enough in order to become independent and get closer to seller/buyer-s needs. Furthermore, the buyable and sellable goods in these markets still don-t have essential standards for being well-defined. In this paper, we will present a model for development of a market which can contain goods with variable definitions and we will also investigate its characteristics. Besides, by noticing the fact that people have different discriminations, it-s figured out that the significance of each attribute of a specific product may vary from different people-s view points. Consequently we-ll present a model for weighting and accordingly different people-s view points could be satisfied. These two aspects will be discussed completely throughout this paper.

Keywords: Electronic markets, selection of multi attributegoods, data infusion.

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Authors: Roza Afarin, Saeed Mozaffari

Abstract:

The aim of this paper is image encryption using Genetic Algorithm (GA). The proposed encryption method consists of two phases. In modification phase, pixels locations are altered to reduce correlation among adjacent pixels. Then, pixels values are changed in the diffusion phase to encrypt the input image. Both phases are performed by GA with binary chromosomes. For modification phase, these binary patterns are generated by Local Binary Pattern (LBP) operator while for diffusion phase binary chromosomes are obtained by Bit Plane Slicing (BPS). Initial population in GA includes rows and columns of the input image. Instead of subjective selection of parents from this initial population, a random generator with predefined key is utilized. It is necessary to decrypt the coded image and reconstruct the initial input image. Fitness function is defined as average of transition from 0 to 1 in LBP image and histogram uniformity in modification and diffusion phases, respectively. Randomness of the encrypted image is measured by entropy, correlation coefficients and histogram analysis. Experimental results show that the proposed method is fast enough and can be used effectively for image encryption.

Keywords: Correlation coefficients, Genetic algorithm, Image encryption, Image entropy.

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Authors: Youngpo Lee, Seokho Yoon

Abstract:

In this paper, we propose a side-peak cancellation scheme for code acquisition of composite binary offset carrier (CBOC) signals. We first model the family of CBOC signals in a generic form, and then, propose a side-peak cancellation scheme by combining correlation functions between the divided sub-carrier and received signals. From numerical results, it is shown that the proposed scheme removes the side-peak completely, and moreover, the resulting correlation function demonstrates the better power ratio performance than the CBOC autocorrelation.

Keywords: CBOC, side-peak, ambiguity problem, synchronization

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Authors: Jesús A. Pérez, Sam Coppieters, Dimitri Debruyne

Abstract:

In the past decade, the use of digital image correlation (DIC) techniques has increased significantly in the area of experimental mechanics, especially for materials behavior characterization. This non-contact tool enables full field displacement and strain measurements over a complete region of interest. The DIC algorithm requires a random contrast pattern on the surface of the specimen in order to perform properly. To create this pattern, the specimen is usually first coated using a white matt paint. Next, a black random speckle pattern is applied using any suitable method. If the applied paint coating is too thick, its top surface may not be able to exactly follow the deformation of the specimen, and consequently, the strain measurement might be underestimated. In the present article, a study of the influence of the paint thickness on the strain underestimation is performed for different strain levels. The results are then compared to typical paint coating thicknesses applied by experienced DIC users. A slight strain underestimation was observed for paint coatings thicker than about 30μm. On the other hand, this value was found to be uncommonly high compared to coating thicknesses applied by DIC users.

Keywords: Digital Image Correlation, paint coating thickness, strain.

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Authors: Timothée Bligny, Clément Codron, Antoine Estruch, Nicolas Girodet, Clément Ginet

Abstract:

Collateralized Debt Obligations are not as widely used nowadays as they were before 2007 Subprime crisis. Nonetheless there remains an enthralling challenge to optimize cash flows associated with synthetic CDOs. A Gaussian-based model is used here in which default correlation and unconditional probabilities of default are highlighted. Then numerous simulations are performed based on this model for different scenarios in order to evaluate the associated cash flows given a specific number of defaults at different periods of time. Cash flows are not solely calculated on a single bought or sold tranche but rather on a combination of bought and sold tranches. With some assumptions, the simplex algorithm gives a way to find the maximum cash flow according to correlation of defaults and maturities. The used Gaussian model is not realistic in crisis situations. Besides present system does not handle buying or selling a portion of a tranche but only the whole tranche. However the work provides the investor with relevant elements on how to know what and when to buy and sell.

Keywords: Synthetic Collateralized Debt Obligation (CDO), Credit Default Swap (CDS), Cash Flow Optimization, Probability of Default, Default Correlation, Strategies, Simulation, Simplex.

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Authors: Biao Qin, Jin Huang, Jiaojiao Ren, Wei Kang

Abstract:

This paper deals with the problem of passivity analysis for stochastic neural networks with leakage, discrete and distributed delays. By using delay partitioning technique, free weighting matrix method and stochastic analysis technique, several sufficient conditions for the passivity of the addressed neural networks are established in terms of linear matrix inequalities (LMIs), in which both the time-delay and its time derivative can be fully considered. A numerical example is given to show the usefulness and effectiveness of the obtained results.

Keywords: Passivity, Stochastic neural networks, Multiple time delays, Linear matrix inequalities (LMIs).

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Authors: Wael M Albadri, Hassnen M Jafer, Ehab H Sfoog

Abstract:

Relationship between undrained shear strength (Su) and over consolidation ratio (OCR) of clay soil (marine clay) is very important in the field of geotechnical engineering to estimate the settlement behaviour of clay and to prepare a small scale physical modelling test. In this study, a relationship between shear strength and OCR parameters was determined using the laboratory vane shear apparatus and the fully automatic consolidated apparatus. The main objective was to establish non-linear correlation formula between shear strength and OCR and comparing it with previous studies. Therefore, in order to achieve this objective, three points were chosen to obtain 18 undisturbed samples which were collected with an increasing depth of 1.0 m to 3.5 m each 0.5 m. Clay samples were prepared under undrained condition for both tests. It was found that the OCR and shear strength are inversely proportional at similar depth and at same undrained conditions. However, a good correlation was obtained from the relationships where the R2 values were very close to 1.0 using polynomial equations. The comparison between the experimental result and previous equation from other researchers produced a non-linear correlation which has a similar pattern with this study.

Keywords: Shear strength, over-consolidation ratio, vane shear test, clayey soil.

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Authors: S. Balaji, V. Swaminathan, K. Kannan

Abstract:

The Maximum Weighted Independent Set (MWIS) problem is a classic graph optimization NP-hard problem. Given an undirected graph G = (V, E) and weighting function defined on the vertex set, the MWIS problem is to find a vertex set S V whose total weight is maximum subject to no two vertices in S are adjacent. This paper presents a novel approach to approximate the MWIS of a graph using minimum weighted vertex cover of the graph. Computational experiments are designed and conducted to study the performance of our proposed algorithm. Extensive simulation results show that the proposed algorithm can yield better solutions than other existing algorithms found in the literature for solving the MWIS.

Keywords: weighted independent set, vertex cover, vertex support, heuristic, NP - hard problem.

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