Search results for: fixed point index
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 3218

Search results for: fixed point index

3128 Development for the Evaluation Index of an Anesthesia Depth using the Bispectrum Analysis

Authors: Soo-young Ye, Jun-mo Park, Jae-hyung Kim, Jae-hee Jung, Ah-young Jeon, In-cheol Kim, Jung-man Son, Ki-gon Nam, Seong-wan Baik, Jung-hoon Ro, Gye-rok Jeon

Abstract:

The linear SEF (Spectral Edge Frequency) parameter and spectrum analysis method can not reflect the non-linear of EEG. This method can not contribute to acquire real time analysis and obtain a high confidence in the clinic due to low discrimination. To solve the problems, the development of a new index is carried out using the bispectrum analyzing the EEG(electroencephalogram) including the non-linear characteristic. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. New index could afford to effectively discriminate the awake and anesthesia state.

Keywords: Bispectrum, anesthesia depth, EEG, SEF.

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3127 Material Defects Identification in Metal Ceramic Fixed Partial Dentures by En-Face Polarization Sensitive Optical Coherence Tomography

Authors: C. Sinescu, M. Negrutiu, R. Negru, M. Romînu, A.G. Podoleanu

Abstract:

The fixed partial dentures are mainly used in the frontal part of the dental arch because of their great esthetics. There are several factors that are associated with the stress state created in ceramic restorations, including: thickness of ceramic layers, mechanical properties of the materials, elastic modulus of the supporting substrate material, direction, magnitude and frequency of applied load, size and location of occlusal contact areas, residual stresses induced by processing or pores, restoration-cement interfacial defects and environmental defects. The purpose of this study is to evaluate the capability of Polarization Sensitive Optical Coherence Tomography (PSOCT) in detection and analysis of possible material defects in metal-ceramic and integral ceramic fixed partial dentures. As a conclusion, it is important to have a non invasive method to investigate fixed partial prostheses before their insertion in the oral cavity in order to satisfy the high stress requirements and the esthetic function.

Keywords: Ceramic Fixed Partial Dentures, Material Defects, Polarization Sensitive Optical Coherence Tomography, Numerical Simulation

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3126 Comparison of Diagnostic Performance of Soluble Transferrin Receptor and Soluble Transferrin Receptor-Ferritin Index Tests in the Diagnosis of Iron Deficiency Anemia

Authors: Hafiz Muhammad Obaid, Bilal Wajid, Nauman Haider, Muhammad Zafrullah

Abstract:

In this research article, a comprehensive analysis is performed to compare the diagnostic performance of soluble transferrin receptor (sTfR) and sTfR/log ferritin index tests in the differential diagnosis of iron deficiency anemia (IDA) and anemia of chronic disease (ACD). The analysis is performed for both sTfR and sTfR/log ferritin index using a set of 11 studies. The overall odds ratios for sTfR and sTfR/log ferritin index were 36.79 and 119.32 respectively, using 95% confidence interval. The relative sensitivity, specificity. positive likelihood ratio (LR) and negative LR values for sTfR in relation to sTfR/log ferritin index were 81% vs 85%, 84% vs 93%, 6.31 vs 13.95 and 0.18 vs 0.14 respectively. The summary receiver operating characteristic (SROC) curves are also plotted for both sTfR and sTfR/log ferritin index. The area under SROC curves for sTfR and sTfR/log ferritin index was found to be 0.9296 and 0.9825 respectively. Although both tests are useful, the sTfR/log ferritin index seems to be more effective when compared with sTfR.

Keywords: Anemia, sTfR, iron deficiency, ferritin, odds ratio, sensitivity.

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3125 Numerical Analysis of Electrical Interaction between two Axisymmetric Spheroids

Authors: Kuan-Liang Liu, Eric Lee, Jung-Jyh Lee, Jyh-Ping Hsu

Abstract:

The electrical interaction between two axisymmetric spheroidal particles in an electrolyte solution is examined numerically. A Galerkin finite element method combined with a Newton-Raphson iteration scheme is proposed to evaluate the spatial variation in the electrical potential, and the result obtained used to estimate the interaction energy between two particles. We show that if the surface charge density is fixed, the potential gradient is larger at a point, which has a larger curvature, and if surface potential is fixed, surface charge density is proportional to the curvature. Also, if the total interaction energy against closest surface-to-surface curve exhibits a primary maximum, the maximum follows the order (oblate-oblate) > (sphere-sphere)>(oblate-prolate)>(prolate-prolate), and if the curve has a secondary minimum, the absolute value of the minimum follows the same order.

Keywords: interaction energy, interaction force, Poisson-Boltzmann equation, spheroid.

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3124 Continuous Fixed Bed Reactor Application for Decolourization of Textile Effluent by Adsorption on NaOH Treated Eggshell

Authors: M. Chafi, S. Akazdam, C. Asrir, L. Sebbahi, B. Gourich, N. Barka, M. Essahli

Abstract:

Fixed bed adsorption has become a frequently used industrial application in wastewater treatment processes. Various low cost adsorbents have been studied for their applicability in treatment of different types of effluents. In this work, the intention of the study was to explore the efficacy and feasibility for azo dye, Acid Orange 7 (AO7) adsorption onto fixed bed column of NaOH Treated eggshell (TES). The effect of various parameters like flow rate, initial dye concentration, and bed height were exploited in this study. The studies confirmed that the breakthrough curves were dependent on flow rate, initial dye concentration solution of AO7 and bed depth. The Thomas, Yoon–Nelson, and Adams and Bohart models were analysed to evaluate the column adsorption performance. The adsorption capacity, rate constant and correlation coefficient associated to each model for column adsorption was calculated and mentioned. The column experimental data were fitted well with Thomas model with coefficients of correlation R2 ≥0.93 at different conditions but the Yoon–Nelson, BDST and Bohart–Adams model (R2=0.911), predicted poor performance of fixed-bed column. The (TES) was shown to be suitable adsorbent for adsorption of AO7 using fixed-bed adsorption column.

Keywords: Adsorption models, acid orange 7, bed depth, breakthrough, dye adsorption, fixed-bed column, treated eggshell.

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3123 Effective Security Method for Wireless LAN using Life-Cycle of Wireless Access Point

Authors: Soon-Tai Park, Haeryong Park, Myoung-sun Noh, Yoo-Jae Won

Abstract:

There are many expand of Wi-Fi zones provided mobile careers and usage of wireless access point at home as increase of usage of wireless internet caused by the use of smart phone. This paper shows wireless local area network status, security threats of WLAN and functionality of major wireless access point in Korea. We propose security countermeasures concerned with life cycle of access point from manufacturing to installation, using and finally disposal. There needed to releasing with configured secure at access point. Because, it is most cost effective resolution than stage of installation or other life cycle of access point.

Keywords: Wireless LAN Security, Wi-Fi Security, Wireless Access Point, Product Life-Cycle

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3122 ABURAS Index: A Statistically Developed Index for Dengue-Transmitting Vector Population Prediction

Authors: Hani M. Aburas

Abstract:

“Dengue" is an African word meaning “bone breaking" because it causes severe joint and muscle pain that feels like bones are breaking. It is an infectious disease mainly transmitted by female mosquito, Aedes aegypti, and causes four serotypes of dengue viruses. In recent years, a dramatic increase in the dengue fever confirmed cases around the equator-s belt has been reported. Several conventional indices have been designed so far to monitor the transmitting vector populations known as House Index (HI), Container Index (CI), Breteau Index (BI). However, none of them describes the adult mosquito population size which is important to direct and guide comprehensive control strategy operations since number of infected people has a direct relationship with the vector density. Therefore, it is crucial to know the population size of the transmitting vector in order to design a suitable and effective control program. In this context, a study is carried out to report a new statistical index, ABURAS Index, using Poisson distribution based on the collection of vector population in Jeddah Governorate, Saudi Arabia.

Keywords: Poisson distribution, statistical index, prediction, Aedes aegypti.

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3121 Study of Photonic Crystal Band Gap and Hexagonal Microcavity Based on Elliptical Shaped Holes

Authors: A. Benmerkhi, A. Bounouioua, M. Bouchemat, T. Bouchemat

Abstract:

In this paper, we present a numerical optical properties of a triangular periodic lattice of elliptical air holes. We report the influence of the ratio (semi-major axis length of elliptical hole to the filling ratio) on the photonic band gap. Then by using the finite difference time domain (FDTD) algorithm, the resonant wavelength of the point defect microcavities in a two-dimensional photonic crystal (PC) shifts towards the low wavelengths with significantly increased filing ratio. It can be noted that the Q factor is gradually changed to higher when the filling ratio increases. It is due to an increase in reflectivity of the PC mirror. Also we theoretically investigate the H1 cavity, where the value of semi-major axis (Rx) of the six holes surrounding the cavity are fixed at 0.5a and the Rx of the two edge air holes are fixed at the optimum value of 0.52a. The highest Q factor of 4.1359 × 106 is achieved at the resonant mode located at λ = 1.4970 µm.

Keywords: Photonic crystal, microcavity, filling ratio, elliptical holes.

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3120 PointNetLK-OBB: A Point Cloud Registration Algorithm with High Accuracy

Authors: Wenhao Lan, Ning Li, Qiang Tong

Abstract:

To improve the registration accuracy of a source point cloud and template point cloud when the initial relative deflection angle is too large, a PointNetLK algorithm combined with an oriented bounding box (PointNetLK-OBB) is proposed. In this algorithm, the OBB of a 3D point cloud is used to represent the macro feature of source and template point clouds. Under the guidance of the iterative closest point algorithm, the OBB of the source and template point clouds is aligned, and a mirror symmetry effect is produced between them. According to the fitting degree of the source and template point clouds, the mirror symmetry plane is detected, and the optimal rotation and translation of the source point cloud is obtained to complete the 3D point cloud registration task. To verify the effectiveness of the proposed algorithm, a comparative experiment was performed using the publicly available ModelNet40 dataset. The experimental results demonstrate that, compared with PointNetLK, PointNetLK-OBB improves the registration accuracy of the source and template point clouds when the initial relative deflection angle is too large, and the sensitivity of the initial relative position between the source point cloud and template point cloud is reduced. The primary contribution of this paper is the use of PointNetLK to avoid the non-convex problem of traditional point cloud registration and leveraging the regularity of the OBB to avoid the local optimization problem in the PointNetLK context.

Keywords: Mirror symmetry, oriented bounding box, point cloud registration, PointNetLK-OBB.

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3119 Comparison of the Parameter using ECG with Bisepctrum Parameter using EEG during General Anesthesia

Authors: Seong-wan Baik, Soo-young Ye, Byeong-cheol Choi, Gye-rok Jeon

Abstract:

The measurement of anesthetic depth is necessary in anesthesiology. NN10 is very simple method among the RR intervals analysis methods. NN10 parameter means the numbers of above the 10 ms intervals of the normal to normal RR intervals. Bispectrum analysis is defined as 2D FFT. EEG signal reflected the non-linear peristalsis phenomena according to the change brain function. After analyzing the bispectrum of the 2 dimension, the most significant power spectrum density peaks appeared abundantly at the specific area in awakening and anesthesia state. These points are utilized to create the new index since many peaks appeared at the specific area in the frequency coordinate. The measured range of an index was 0-100. An index is 20-50 at an anesthesia, while the index is 90-60 at the awake. In this paper, the relation between NN10 parameter using ECG and bisepctrum index using EEG is observed to estimate the depth of anesthesia during anesthesia and then we estimated the utility of the anesthetic.

Keywords: Anesthesia, Bispectrum index, ECG, EEG

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3118 CFD Simulation of Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL Technology

Authors: Sh. Shahhosseini, S. Alinia, M. Irani

Abstract:

In this paper 2D Simulation of catalytic Fixed Bed Reactor in Fischer-Tropsch Synthesis of GTL technology has been performed utilizing computational fluid dynamics (CFD). Synthesis gas (a mixture of carbon monoxide and hydrogen) has been used as feedstock. The reactor was modeled and the model equations were solved employing finite volume method. The model was validated against the experimental data reported in literature. The comparison showed a good agreement between simulation results and the experimental data. In addition, the model was applied to predict the concentration contours of the reactants and products along the length of reactor.

Keywords: GTL, Fischer–Tropsch synthesis, Fixed Bed Reactor, CFD simulation.

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3117 Attacks and Counter Measures in BST Overlay Structure of Peer-To-Peer System

Authors: Guruprasad Khataniar, Hitesh Tahbildar, Prakriti Prava Das

Abstract:

There are various overlay structures that provide efficient and scalable solutions for point and range query in a peer-topeer network. Overlay structure based on m-Binary Search Tree (BST) is one such popular technique. It deals with the division of the tree into different key intervals and then assigning the key intervals to a BST. The popularity of the BST makes this overlay structure vulnerable to different kinds of attacks. Here we present four such possible attacks namely index poisoning attack, eclipse attack, pollution attack and syn flooding attack. The functionality of BST is affected by these attacks. We also provide different security techniques that can be applied against these attacks.

Keywords: BST, eclipse attack, index poisoning attack, pollution attack, syn flooding attack.

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3116 Balancing of Quad Tree using Point Pattern Analysis

Authors: Amitava Chakraborty, Sudip Kumar De, Ranjan Dasgupta

Abstract:

Point quad tree is considered as one of the most common data organizations to deal with spatial data & can be used to increase the efficiency for searching the point features. As the efficiency of the searching technique depends on the height of the tree, arbitrary insertion of the point features may make the tree unbalanced and lead to higher time of searching. This paper attempts to design an algorithm to make a nearly balanced quad tree. Point pattern analysis technique has been applied for this purpose which shows a significant enhancement of the performance and the results are also included in the paper for the sake of completeness.

Keywords: Algorithm, Height balanced tree, Point patternanalysis, Point quad tree.

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3115 Homotopy Analysis Method for Hydromagnetic Plane and Axisymmetric Stagnation-point Flow with Velocity Slip

Authors: Jing Zhu, Liancun Zheng, Xinxin Zhang

Abstract:

This work is focused on the steady boundary layer flow near the forward stagnation point of plane and axisymmetric bodies towards a stretching sheet. The no slip condition on the solid boundary is replaced by the partial slip condition. The analytical solutions for the velocity distributions are obtained for the various values of the ratio of free stream velocity and stretching velocity, slip parameter, the suction and injection velocity parameter, magnetic parameter and dimensionality index parameter in the series forms with the help of homotopy analysis method (HAM). Convergence of the series is explicitly discussed. Results show that the flow and the skin friction coefficient depend heavily on the velocity slip factor. In addition, the effects of all the parameters mentioned above were more pronounced for plane flows than for axisymmetric flows.

Keywords: slip flow, axisymmetric flow, homotopy analysismethod, stagnation-point.

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3114 Existence of Solution for Boundary Value Problems of Differential Equations with Delay

Authors: Xiguang Li

Abstract:

In this paper , by using fixed point theorem , upper and lower solution-s method and monotone iterative technique , we prove the existence of maximum and minimum solutions of differential equations with delay , which improved and generalize the result of related paper.

Keywords: Banach space, boundary value problem, differential equation, delay.

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3113 On the Approximate Solution of a Nonlinear Singular Integral Equation

Authors: Nizami Mustafa, C. Ardil

Abstract:

In this study, the existence and uniqueness of the solution of a nonlinear singular integral equation that is defined on a region in the complex plane is proven and a method is given for finding the solution.

Keywords: Approximate solution, Fixed-point principle, Nonlinear singular integral equations, Vekua integral operator

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3112 Single Spectrum End Point Predict of BOF with SVM

Authors: Ling-fei Xu, Qi Zhao, Yan-ru Chen, Mu-chun Zhou, Meng Zhang, Shi-xue Xu

Abstract:

SVM ( Support Vector Machine ) is a new method in the artificial neural network ( ANN ). In the steel making, how to use computer to predict the end point of BOF accuracy is a great problem. A lot of method and theory have been claimed, but most of the results is not satisfied. Now the hot topic in the BOF end point predicting is to use optical way the predict the end point in the BOF. And we found that there exist some regular in the characteristic curve of the flame from the mouse of pudding. And we can use SVM to predict end point of the BOF, just single spectrum intensity should be required as the input parameter. Moreover, its compatibility for the input space is better than the BP network.

Keywords: SVM, predict, BOF, single spectrum intensity.

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3111 An Approaching Index to Evaluate a forward Collision Probability

Authors: Yuan-Lin Chen

Abstract:

This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.

Keywords: Approaching index, forward collision probability, time to collision, time headway.

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3110 A New Center of Motion in Cabling Robots

Authors: A. Abbasi Moshaii, F. Najafi

Abstract:

In this paper a new model for center of motion creating is proposed. This new method uses cables. So, it is very useful in robots because it is light and has easy assembling process. In the robots which need to be in touch with some things this method is so useful. It will be described in the following. The accuracy of the idea is proved by two experiments. This system could be used in the robots which need a fixed point in the contact with some things and make a circular motion.

Keywords: Center of Motion, Robotic cables, permanent touching.

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3109 Effect of Medium Capacity on the Relationship between Chemical Heterogeneity and Linearly Adsorbed Solute Dispersion into Fixed Beds

Authors: K. Kaabeche-Djerafi, N. Bendjaballah-Lalaoui, S. Semra

Abstract:

The paper aims at investigating influence of medium capacity on linear adsorbed solute dispersion into chemically heterogeneous fixed beds. A discrete chemical heterogeneity distribution is considered in the one-dimensional advectivedispersive equation. The partial differential equation is solved using finite volumes method based on the Adam-Bashforth algorithm. Increased dispersion is estimated by comparing breakthrough curves second order moments and keeping identical hydrodynamic properties. As a result, dispersion increase due to chemical heterogeneity depends on the column size and surprisingly on the solid capacity. The more intense capacity is, the more important solute dispersion is. Medium length which is known to favour this effect vanishing according to the linear adsorption in fixed bed seems to create nonmonotonous variation of dispersion because of the heterogeneity. This nonmonotonous behaviour is also favoured by high capacities.

Keywords: linear adsorption; chemical heterogeneity;dispersion; fixed bed; porous media

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3108 Kinetic Spectrophotometric Determination of Ramipril in Commercial Dosage Forms

Authors: Nafisur Rahman, Habibur Rahman, Syed Najmul Hejaz Azmi

Abstract:

This paper presents a simple and sensitive kinetic spectrophotometric method for the determination of ramipril in commercial dosage forms. The method is based on the reaction of the drug with 1-chloro-2,4-dinitrobenzene (CDNB) in dimethylsulfoxide (DMSO) at 100 ± 1ºC. The reaction is followed spectrophotometrically by measuring the rate of change of the absorbance at 420 nm. Fixed-time (ΔA) and equilibrium methods are adopted for constructing the calibration curves. Both the calibration curves were found to be linear over the concentration ranges 20 - 220 μg/ml. The regression analysis of calibration data yielded the linear equations: Δ A = 6.30 × 10-4 + 1.54 × 10-3 C and A = 3.62 × 10-4 + 6.35 × 10-3 C for fixed time (Δ A) and equilibrium methods, respectively. The limits of detection (LOD) for fixed time and equilibrium methods are 1.47 and 1.05 μg/ml, respectively. The method has been successfully applied to the determination of ramipril in commercial dosage forms. Statistical comparison of the results shows that there is no significant difference between the proposed methods and Abdellatef-s spectrophotometric method.

Keywords: Equilibrium method, Fixed-time (ΔA) method, Ramipril, Spectrophotometry.

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3107 MEGSOR Iterative Scheme for the Solution of 2D Elliptic PDE's

Authors: J. Sulaiman, M. Othman, M. K. Hasan

Abstract:

Recently, the findings on the MEG iterative scheme has demonstrated to accelerate the convergence rate in solving any system of linear equations generated by using approximation equations of boundary value problems. Based on the same scheme, the aim of this paper is to investigate the capability of a family of four-point block iterative methods with a weighted parameter, ω such as the 4 Point-EGSOR, 4 Point-EDGSOR, and 4 Point-MEGSOR in solving two-dimensional elliptic partial differential equations by using the second-order finite difference approximation. In fact, the formulation and implementation of three four-point block iterative methods are also presented. Finally, the experimental results show that the Four Point MEGSOR iterative scheme is superior as compared with the existing four point block schemes.

Keywords: MEG iteration, second-order finite difference, weighted parameter.

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3106 Model Reference Adaptive Control and LQR Control for Quadrotor with Parametric Uncertainties

Authors: Alia Abdul Ghaffar, Tom Richardson

Abstract:

A model reference adaptive control and a fixed gain LQR control were implemented in the height controller of a quadrotor that has parametric uncertainties due to the act of picking up an object of unknown dimension and mass. It is shown that an adaptive controller, unlike the fixed gain controller, is capable of ensuring a stable tracking performance under such condition, although adaptive control suffers from several limitations. The combination of both adaptive and fixed gain control in the controller architecture can result in an enhanced tracking performance in the presence parametric uncertainties.

Keywords: UAV, quadrotor, model reference adaptive control, LQR control.

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3105 Curing Methods Yield Multiple Refractive Index of Benzocyclobutene Polymer Film

Authors: N.A.M. Yahya, W.H. Lim, S.W. Phang, H. Ahmad, R. Zakaria, F.R. Mahamd Adikan

Abstract:

Refractive index control of benzocyclobutene (BCB 4024-40) is achieved by facilitating different conditions during the thermal curing of BCB film. Refractive index (RI) change of 1.49% is obtained with curing of BCB film using an oven, while the RI change is 0.1% when the BCB is cured using a hotplate. The two different curing methods exhibit a temperature dependent refractive index change of the BCB photosensitive polymer. By carefully controlling the curing conditions, multiple layers of BCB with different RI can be fabricated, which can then be applied in the fabrication of optical waveguides.

Keywords: BCB 4024-40, curing method, multiple refractiveindex, polymers.

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3104 Evaluating Refactoring with a Quality Index

Authors: Crt Gerlec, Marjan Hericko

Abstract:

The aim of every software product is to achieve an appropriate level of software quality. Developers and designers are trying to produce readable, reliable, maintainable, reusable and testable code. To help achieve these goals, several approaches have been utilized. In this paper, refactoring technique was used to evaluate software quality with a quality index. It is composed of different metric sets which describes various quality aspects.

Keywords: Refactoring, Software Metrics, Software Quality, Quality Index, Agile methodologies

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3103 Static Single Point Positioning Using The Extended Kalman Filter

Authors: I. Sarras, G. Gerakios, A. Diamantis, A. I. Dounis, G. P. Syrcos

Abstract:

Global Positioning System (GPS) technology is widely used today in the areas of geodesy and topography as well as in aeronautics mainly for military purposes. Due to the military usage of GPS, full access and use of this technology is being denied to the civilian user who must then work with a less accurate version. In this paper we focus on the estimation of the receiver coordinates ( X, Y, Z ) and its clock bias ( δtr ) of a fixed point based on pseudorange measurements of a single GPS receiver. Utilizing the instantaneous coordinates of just 4 satellites and their clock offsets, by taking into account the atmospheric delays, we are able to derive a set of pseudorange equations. The estimation of the four unknowns ( X, Y, Z , δtr ) is achieved by introducing an extended Kalman filter that processes, off-line, all the data collected from the receiver. Higher performance of position accuracy is attained by appropriate tuning of the filter noise parameters and by including other forms of biases.

Keywords: Extended Kalman filter, GPS, Pseudorange

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3102 Dimension Free Rigid Point Set Registration in Linear Time

Authors: Jianqin Qu

Abstract:

This paper proposes a rigid point set matching algorithm in arbitrary dimensions based on the idea of symmetric covariant function. A group of functions of the points in the set are formulated using rigid invariants. Each of these functions computes a pair of correspondence from the given point set. Then the computed correspondences are used to recover the unknown rigid transform parameters. Each computed point can be geometrically interpreted as the weighted mean center of the point set. The algorithm is compact, fast, and dimension free without any optimization process. It either computes the desired transform for noiseless data in linear time, or fails quickly in exceptional cases. Experimental results for synthetic data and 2D/3D real data are provided, which demonstrate potential applications of the algorithm to a wide range of problems.

Keywords: Covariant point, point matching, dimension free, rigid registration.

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3101 Dynamic Inverted Index Maintenance

Authors: Leo Galambos

Abstract:

The majority of today's IR systems base the IR task on two main processes: indexing and searching. There exists a special group of dynamic IR systems where both processes (indexing and searching) happen simultaneously; such a system discards obsolete information, simultaneously dealing with the insertion of new in¬formation, while still answering user queries. In these dynamic, time critical text document databases, it is often important to modify index structures quickly, as documents arrive. This paper presents a method for dynamization which may be used for this task. Experimental results show that the dynamization process is possible and that it guarantees the response time for the query operation and index actualization.

Keywords: Search engine, inverted file, index management.

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3100 Detecting Financial Bubbles Using Gap between Common Stocks and Preferred Stocks

Authors: Changju Lee, Seungmo Ku, Sondo Kim, Woojin Chang

Abstract:

How to detecting financial bubble? Addressing this simple question has been the focus of a vast amount of empirical research spanning almost half a century. However, financial bubble is hard to observe and varying over the time; there needs to be more research on this area. In this paper, we used abnormal difference between common stocks price and those preferred stocks price to explain financial bubble. First, we proposed the ‘W-index’ which indicates spread between common stocks and those preferred stocks in stock market. Second, to prove that this ‘W-index’ is valid for measuring financial bubble, we showed that there is an inverse relationship between this ‘W-index’ and S&P500 rate of return. Specifically, our hypothesis is that when ‘W-index’ is comparably higher than other periods, financial bubbles are added up in stock market and vice versa; according to our hypothesis, if investors made long term investments when ‘W-index’ is high, they would have negative rate of return; however, if investors made long term investments when ‘W-index’ is low, they would have positive rate of return. By comparing correlation values and adjusted R-squared values of between W-index and S&P500 return, VIX index and S&P500 return, and TED index and S&P500 return, we showed only W-index has significant relationship between S&P500 rate of return. In addition, we figured out how long investors should hold their investment position regard the effect of financial bubble. Using this W-index, investors could measure financial bubble in the market and invest with low risk.

Keywords: Financial bubbles, detection, preferred stocks, pairs trading, future return, forecast.

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3099 Trimmed Mean as an Adaptive Robust Estimator of a Location Parameter for Weibull Distribution

Authors: Carolina B. Baguio

Abstract:

One of the purposes of the robust method of estimation is to reduce the influence of outliers in the data, on the estimates. The outliers arise from gross errors or contamination from distributions with long tails. The trimmed mean is a robust estimate. This means that it is not sensitive to violation of distributional assumptions of the data. It is called an adaptive estimate when the trimming proportion is determined from the data rather than being fixed a “priori-. The main objective of this study is to find out the robustness properties of the adaptive trimmed means in terms of efficiency, high breakdown point and influence function. Specifically, it seeks to find out the magnitude of the trimming proportion of the adaptive trimmed mean which will yield efficient and robust estimates of the parameter for data which follow a modified Weibull distribution with parameter λ = 1/2 , where the trimming proportion is determined by a ratio of two trimmed means defined as the tail length. Secondly, the asymptotic properties of the tail length and the trimmed means are also investigated. Finally, a comparison is made on the efficiency of the adaptive trimmed means in terms of the standard deviation for the trimming proportions and when these were fixed a “priori". The asymptotic tail lengths defined as the ratio of two trimmed means and the asymptotic variances were computed by using the formulas derived. While the values of the standard deviations for the derived tail lengths for data of size 40 simulated from a Weibull distribution were computed for 100 iterations using a computer program written in Pascal language. The findings of the study revealed that the tail lengths of the Weibull distribution increase in magnitudes as the trimming proportions increase, the measure of the tail length and the adaptive trimmed mean are asymptotically independent as the number of observations n becomes very large or approaching infinity, the tail length is asymptotically distributed as the ratio of two independent normal random variables, and the asymptotic variances decrease as the trimming proportions increase. The simulation study revealed empirically that the standard error of the adaptive trimmed mean using the ratio of tail lengths is relatively smaller for different values of trimming proportions than its counterpart when the trimming proportions were fixed a 'priori'.

Keywords: Adaptive robust estimate, asymptotic efficiency, breakdown point, influence function, L-estimates, location parameter, tail length, Weibull distribution.

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