Search results for: jump mapping.
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 395

Search results for: jump mapping.

365 Multi-Temporal Urban Land Cover Mapping Using Spectral Indices

Authors: Mst Ilme Faridatul, Bo Wu

Abstract:

Multi-temporal urban land cover mapping is of paramount importance for monitoring urban sprawl and managing the ecological environment. For diversified urban activities, it is challenging to map land covers in a complex urban environment. Spectral indices have proved to be effective for mapping urban land covers. To improve multi-temporal urban land cover classification and mapping, we evaluate the performance of three spectral indices, e.g. modified normalized difference bare-land index (MNDBI), tasseled cap water and vegetation index (TCWVI) and shadow index (ShDI). The MNDBI is developed to evaluate its performance of enhancing urban impervious areas by separating bare lands. A tasseled cap index, TCWVI is developed to evaluate its competence to detect vegetation and water simultaneously. The ShDI is developed to maximize the spectral difference between shadows of skyscrapers and water and enhance water detection. First, this paper presents a comparative analysis of three spectral indices using Landsat Enhanced Thematic Mapper (ETM), Thematic Mapper (TM) and Operational Land Imager (OLI) data. Second, optimized thresholds of the spectral indices are imputed to classify land covers, and finally, their performance of enhancing multi-temporal urban land cover mapping is assessed. The results indicate that the spectral indices are competent to enhance multi-temporal urban land cover mapping and achieves an overall classification accuracy of 93-96%.

Keywords: Land cover, mapping, multi-temporal, spectral indices.

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364 Modular Data and Calculation Framework for a Technology-Based Mapping of the Manufacturing Process According to the Value Stream Management Approach

Authors: Tim Wollert, Fabian Behrendt

Abstract:

Value Stream Management (VSM) is a widely used methodology in the context of Lean Management for improving end-to-end material and information flows from a supplier to a customer from a company’s perspective. Whereas the design principles, e.g. Pull, value-adding, customer-orientation and further ones are still valid against the background of an increasing digitalized and dynamic environment, the methodology itself for mapping a value stream is characterized as time- and resource-intensive due to the high degree of manual activities. The digitalization of processes in the context of Industry 4.0 enables new opportunities to reduce these manual efforts and make the VSM approach more agile. The paper at hand aims at providing a modular data and calculation framework, utilizing the available business data, provided by information and communication technologies for automizing the value stream mapping process with focus on the manufacturing process.

Keywords: Industry 4.0, lean management 4.0, value stream management 4.0, value stream mapping.

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363 Behavior Model Mapping and Transformation using Model-Driven Architecture

Authors: Mohammed Abdalla Osman Mukhtar, Azween Abdullah, Alan Giffin Downe

Abstract:

Model mapping and transformation are important processes in high level system abstractions, and form the cornerstone of model-driven architecture (MDA) techniques. Considerable research in this field has devoted attention to static system abstraction, despite the fact that most systems are dynamic with high frequency changes in behavior. In this paper we provide an overview of work that has been done with regard to behavior model mapping and transformation, based on: (1) the completeness of the platform independent model (PIM); (2) semantics of behavioral models; (3) languages supporting behavior model transformation processes; and (4) an evaluation of model composition to effect the best approach to describing large systems with high complexity.

Keywords: MDA; PIM, PSM, QVT, Model Transformation

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362 Weakly Generalized Closed Map

Authors: R. Parimelazhagan, N. Nagaveni

Abstract:

In this paper we introduce a new class of mg-continuous mapping and studied some of its basic properties.We obtain some characterizations of such functions. Moreover we define sub minimal structure and further study certain properties of mg-closed sets.

Keywords: M-structure, mg-continuous mapping, minimal structure, mg T2 space, sub minimal structure, T12 space, mg-compact set.

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361 Multivariate Statistical Analysis of Decathlon Performance Results in Olympic Athletes (1988-2008)

Authors: Jaebum Park, Vladimir M. Zatsiorsky

Abstract:

The performance results of the athletes competed in the 1988-2008 Olympic Games were analyzed (n = 166). The data were obtained from the IAAF official protocols. In the principal component analysis, the first three principal components explained 70% of the total variance. In the 1st principal component (with 43.1% of total variance explained) the largest factor loadings were for 100m (0.89), 400m (0.81), 110m hurdle run (0.76), and long jump (–0.72). This factor can be interpreted as the 'sprinting performance'. The loadings on the 2nd factor (15.3% of the total variance) presented a counter-intuitive throwing-jumping combination: the highest loadings were for throwing events (javelin throwing 0.76; shot put 0.74; and discus throwing 0.73) and also for jumping events (high jump 0.62; pole vaulting 0.58). On the 3rd factor (11.6% of total variance), the largest loading was for 1500 m running (0.88); all other loadings were below 0.4.

Keywords: Decathlon, principal component analysis, Olympic Games, multivariate statistical analysis.

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360 Numerical Modeling of Flow in USBR II Stilling Basin with End Adverse Slope

Authors: Hamidreza Babaali, Alireza Mojtahedi, Nasim Soori, Saba Soori

Abstract:

Hydraulic jump is one of the effective ways of energy dissipation in stilling basins that the ‎energy is highly dissipated by jumping. Adverse slope surface at the end stilling basin is ‎caused to increase energy dissipation and stability of the hydraulic jump. In this study, the adverse slope ‎has been added to end of United States Bureau of Reclamation (USBR) II stilling basin in hydraulic model of Nazloochay dam with scale 1:40, and flow simulated into stilling basin using Flow-3D ‎software. The numerical model is verified by experimental data of water depth in ‎stilling basin. Then, the parameters of water level profile, Froude Number, pressure, air ‎entrainment and turbulent dissipation investigated for discharging 300 m3/s using K-Ɛ and Re-Normalization Group (RNG) turbulence ‎models. The results showed a good agreement between numerical and experimental model‎ as ‎numerical model can be used to optimize of stilling basins.‎

Keywords: Experimental and numerical modeling, end adverse slope, flow ‎parameters, USBR II Stilling Basin.

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359 Relative Mapping Errors of Linear Time Invariant Systems Caused By Particle Swarm Optimized Reduced Order Model

Authors: G. Parmar, S. Mukherjee, R. Prasad

Abstract:

The authors present an optimization algorithm for order reduction and its application for the determination of the relative mapping errors of linear time invariant dynamic systems by the simplified models. These relative mapping errors are expressed by means of the relative integral square error criterion, which are determined for both unit step and impulse inputs. The reduction algorithm is based on minimization of the integral square error by particle swarm optimization technique pertaining to a unit step input. The algorithm is simple and computer oriented. It is shown that the algorithm has several advantages, e.g. the reduced order models retain the steady-state value and stability of the original system. Two numerical examples are solved to illustrate the superiority of the algorithm over some existing methods.

Keywords: Order reduction, Particle swarm optimization, Relative mapping error, Stability.

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358 Machine Learning Methods for Flood Hazard Mapping

Authors: S. Zappacosta, C. Bove, M. Carmela Marinelli, P. di Lauro, K. Spasenovic, L. Ostano, G. Aiello, M. Pietrosanto

Abstract:

This paper proposes a neural network approach for assessing flood hazard mapping. The core of the model is a machine learning component fed by frequency ratios, namely statistical correlations between flood event occurrences and a selected number of topographic properties. The classification capability was compared with the flood hazard mapping River Basin Plans (Piani Assetto Idrogeologico, acronimed as PAI) designed by the Italian Institute for Environmental Research and Defence, ISPRA (Istituto Superiore per la Protezione e la Ricerca Ambientale), encoding four different increasing flood hazard levels. The study area of Piemonte, an Italian region, has been considered without loss of generality. The frequency ratios may be used as a standalone block to model the flood hazard mapping. Nevertheless, the mixture with a neural network improves the classification power of several percentage points, and may be proposed as a basic tool to model the flood hazard map in a wider scope.

Keywords: flood modeling, hazard map, neural networks, hydrogeological risk, flood risk assessment

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357 Comparison of BER Performances for Conventional and Non-Conventional Mapping Schemes Used in OFDM

Authors: Riddhi Parmar, Shilpi Gupta, Upena Dalal

Abstract:

Orthogonal Frequency Division Multiplexing (OFDM) is one of the techniques for high speed data rate communication with main consideration for 4G and 5G systems. In OFDM, there are several mapping schemes which provide a way of parallel transmission. In this paper, comparisons of mapping schemes used by some standards have been made and also has been discussed about the performance of the non-conventional modulation technique. The Comparisons of Bit Error Rate (BER) performances for conventional and non-conventional modulation schemes have been done using MATLAB software. Mentioned schemes used in OFDM system can be selected on the basis of the requirement of power or spectrum efficiency and BER analysis.

Keywords: BER, π/4 differential quadrature phase shift keying (Pi/4 DQPSK), OFDM, phase shift keying, quadrature phase shift keying.

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356 A Proposal for Systematic Mapping Study of Software Security Testing, Verification and Validation

Authors: Adriano Bessa Albuquerque, Francisco Jose Barreto Nunes

Abstract:

Software vulnerabilities are increasing and not only impact services and processes availability as well as information confidentiality, integrity and privacy, but also cause changes that interfere in the development process. Security test could be a solution to reduce vulnerabilities. However, the variety of test techniques with the lack of real case studies of applying tests focusing on software development life cycle compromise its effective use. This paper offers an overview of how a Systematic Mapping Study (MS) about security verification, validation and test (VVT) was performed, besides presenting general results about this study.

Keywords: Software test, software security verification validation and test, security test institutionalization, systematic mapping study.

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355 Mapping Soil Fertility at Different Scales to Support Sustainable Brazilian Agriculture

Authors: Rachel Bardy Prado, Vinícius de Melo Benites, José Carlos Polidoro, Carlos Eduardo Gonçalves, Alexey Naumov

Abstract:

Most agricultural crops cultivated in Brazil are highly nutrient demanding. Brazilian soils are generally acidic with low base saturation and available nutrients. Demand for fertilizer application has increased because the national agricultural sector expansion. To improve productivity without environmental impact, there is the need for the utilization of novel procedures and techniques to optimize fertilizer application. This includes the digital soil mapping and GIS application applied to mapping in different scales. This paper is based on research, realized during 2005 to 2010 by Brazilian Corporation for Agricultural Research (EMBRAPA) and its partners. The purpose was to map soil fertility in national and regional scales. A soil profile data set in national scale (1:5,000,000) was constructed from the soil archives of Embrapa Soils, Rio de Janeiro and in the regional scale (1:250,000) from COMIGO Cooperative soil data set, Rio Verde, Brazil. The mapping was doing using ArcGIS 9.1 tools from ESRI.

Keywords: agricultural sustainability, fertilizer optimization, GIS, soil attributes.

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354 Continuous Functions Modeling with Artificial Neural Network: An Improvement Technique to Feed the Input-Output Mapping

Authors: A. Belayadi, A. Mougari, L. Ait-Gougam, F. Mekideche-Chafa

Abstract:

The artificial neural network is one of the interesting techniques that have been advantageously used to deal with modeling problems. In this study, the computing with artificial neural network (CANN) is proposed. The model is applied to modulate the information processing of one-dimensional task. We aim to integrate a new method which is based on a new coding approach of generating the input-output mapping. The latter is based on increasing the neuron unit in the last layer. Accordingly, to show the efficiency of the approach under study, a comparison is made between the proposed method of generating the input-output set and the conventional method. The results illustrated that the increasing of the neuron units, in the last layer, allows to find the optimal network’s parameters that fit with the mapping data. Moreover, it permits to decrease the training time, during the computation process, which avoids the use of computers with high memory usage.

Keywords: Neural network computing, information processing, input-output mapping, training time, computers with high memory.

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353 The Impact of Self-Phase Modulation on Dispersion Compensated Mapping Multiplexing Technique (MMT)

Authors: Mohamed A. Elsherif, A. Malekmohammadi

Abstract:

An exploration in the competency of the optical multilevel Mapping Multiplexing Technique (MMT) system in tolerating to the impact of nonlinearities as Self Phase Modulation (SPM) during the presence of dispersion compensation methods. The existence of high energy pulses stimulates deterioration in the chirp compression process attained by SPM which introduces an upper power boundary limit. An evaluation of the post and asymmetric prepost fiber compensation methods have been deployed on the MMT system compared with others of the same bit rate modulation formats. The MMT 40 Gb/s post compensation system has 1.4 dB enhancements to the 40 Gb/s 4-Arysystem and less than 3.9 dB penalty compared to the 40 Gb/s OOK-RZsystem. However, the optimized Pre-Post asymmetric compensation has an enhancement of 4.6 dB compared to the Post compensation MMT configuration for a 30% pre compensation dispersion.

Keywords: Dispersion compensation, mapping multiplexing technique, self-phase modulation.

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352 Optimization of Quantization in Higher Order Modulations for LDPC-Coded Systems

Authors: M.Sushanth Babu, P.Krishna, U.Venu, M.Ranjith

Abstract:

In this paper, we evaluate the choice of suitable quantization characteristics for both the decoder messages and the received samples in Low Density Parity Check (LDPC) coded systems using M-QAM (Quadrature Amplitude Modulation) schemes. The analysis involves the demapper block that provides initial likelihood values for the decoder, by relating its quantization strategy of the decoder. A mapping strategy refers to the grouping of bits within a codeword, where each m-bit group is used to select a 2m-ary signal in accordance with the signal labels. Further we evaluate the system with mapping strategies like Consecutive-Bit (CB) and Bit-Reliability (BR). A new demapper version, based on approximate expressions, is also presented to yield a low complexity hardware implementation.

Keywords: Low Density parity Check, Mapping, Demapping, Quantization, Quadrature Amplitude Modulation

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351 Improving Cache Memory Utilization

Authors: Sami I. Serhan, Hamed M. Abdel-Haq

Abstract:

In this paper, an efficient technique is proposed to manage the cache memory. The proposed technique introduces some modifications on the well-known set associative mapping technique. This modification requires a little alteration in the structure of the cache memory and on the way by which it can be referenced. The proposed alteration leads to increase the set size virtually and consequently to improve the performance and the utilization of the cache memory. The current mapping techniques have accomplished good results. In fact, there are still different cases in which cache memory lines are left empty and not used, whereas two or more processes overwrite the lines of each other, instead of using those empty lines. The proposed algorithm aims at finding an efficient way to deal with such problem.

Keywords: Modified Set Associative Mapping, Locality of Reference, Miss Ratio, Hit Ratio, Cache Memory, Clustered Behavior, Index Address, Tag Field, Status Field, and Complement of Index Address.

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350 Model-Based Automotive Partitioning and Mapping for Embedded Multicore Systems

Authors: Robert H¨ottger, Lukas Krawczyk, Burkhard Igel

Abstract:

This paper introduces novel approaches to partitioning and mapping in terms of model-based embedded multicore system engineering and further discusses benefits, industrial relevance and features in common with existing approaches. In order to assess and evaluate results, both approaches have been applied to a real industrial application as well as to various prototypical demonstrative applications, that have been developed and implemented for different purposes. Evaluations show, that such applications improve significantly according to performance, energy efficiency, meeting timing constraints and covering maintaining issues by using the AMALTHEA platform and the implemented approaches. Furthermore, the model-based design provides an open, expandable, platform independent and scalable exchange format between OEMs, suppliers and developers on different levels. Our proposed mechanisms provide meaningful multicore system utilization since load balancing by means of partitioning and mapping is effectively performed with regard to the modeled systems including hardware, software, operating system, scheduling, constraints, configuration and more data.

Keywords: Partitioning, mapping, distributed systems, scheduling, embedded multicore systems, model-based, system analysis.

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349 Refinement of Object-Z Specifications Using Morgan-s Refinement Calculus

Authors: Mehrnaz Najafi, Hassan Haghighi

Abstract:

Morgan-s refinement calculus (MRC) is one of the well-known methods allowing the formality presented in the program specification to be continued all the way to code. On the other hand, Object-Z (OZ) is an extension of Z adding support for classes and objects. There are a number of methods for obtaining code from OZ specifications that can be categorized into refinement and animation methods. As far as we know, only one refinement method exists which refines OZ specifications into code. However, this method does not have fine-grained refinement rules and thus cannot be automated. On the other hand, existing animation methods do not present mapping rules formally and do not support the mapping of several important constructs of OZ, such as all cases of operation expressions and most of constructs in global paragraph. In this paper, with the aim of providing an automatic path from OZ specifications to code, we propose an approach to map OZ specifications into their counterparts in MRC in order to use fine-grained refinement rules of MRC. In this way, having counterparts of our specifications in MRC, we can refine them into code automatically using MRC tools such as RED. Other advantages of our work pertain to proposing mapping rules formally, supporting the mapping of all important constructs of Object-Z, and considering dynamic instantiation of objects while OZ itself does not cover this facility.

Keywords: Formal method, Formal specification, Formalprogram development, Morgan's Refinement Calculus, Object-Z

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348 Identifying Potential Partnership for Open Innovation by using Bibliographic Coupling and Keyword Vector Mapping

Authors: Inchae Park, Byungun Yoon

Abstract:

As open innovation has received increasingly attention in the management of innovation, the importance of identifying potential partnership is increasing. This paper suggests a methodology to identify the interested parties as one of Innovation intermediaries to enable open innovation with patent network. To implement the methodology, multi-stage patent citation analysis such as bibliographic coupling and information visualization method such as keyword vector mapping are utilized. This paper has contribution in that it can present meaningful collaboration keywords to identified potential partners in network since not only citation information but also patent textual information is used.

Keywords: Open innovation, partner selection, bibliographic coupling, Keyword vector mapping, patent network.

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347 Some Physical Fitness Values of Physical Education Department Students Engaged In Different Team Sport Branches

Authors: T. Atan, T. Ayyıldız, P. Akyol

Abstract:

The purpose of this study was to examine and compare physical fitness values of students engaged in different team sport branches Totally 60 female, and 60 male athletes, that 20 athletes in each branch which are volleyball, basketball and football participated the study as a volunteer. The mean ages of female and male athletes were 21.20 ±1.87 and 21.61 ± 1.61 respectively. Age, height, body weight, body mass index, flexibility, body fat percentage, 30m sprint, maximum oxygen consumption capacity (MaxVO2) and drop jump values were measured. As a result of measurements, significant differences were found in height, weight, MaxVO2, shuttle run speed between different sports branches in female athletes. In male athletes, height, body weight, flexibility, 30m split speed and drop jump values were found significantly different between sports branches. As a conclusion and as a literature, it can be said that structure of body has to be appropriate with the engaged sports branch. Physical fitness values that required the sports branches can be expressed clearly by increasing the number of subjects.

Keywords: Volleyball, basketball, football, athletes, physical fitness.

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346 Mapping of C* Elements in Finite Element Method using Transformation Matrix

Authors: G. H. Majzoob, B. Sharifi Hamadani

Abstract:

Mapping between local and global coordinates is an important issue in finite element method, as all calculations are performed in local coordinates. The concern arises when subparametric are used, in which the shape functions of the field variable and the geometry of the element are not the same. This is particularly the case for C* elements in which the extra degrees of freedoms added to the nodes make the elements sub-parametric. In the present work, transformation matrix for C1* (an 8-noded hexahedron element with 12 degrees of freedom at each node) is obtained using equivalent C0 elements (with the same number of degrees of freedom). The convergence rate of 8-noded C1* element is nearly equal to its equivalent C0 element, while it consumes less CPU time with respect to the C0 element. The existence of derivative degrees of freedom at the nodes of C1* element along with excellent convergence makes it superior compared with it equivalent C0 element.

Keywords: Mapping, Finite element method, C* elements, Convergence, C0 elements.

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345 Resources-Based Ontology Matching to Access Learning Resources

Authors: A. Elbyed

Abstract:

Nowadays, ontologies are used for achieving a common understanding within a user community and for sharing domain knowledge. However, the de-centralized nature of the web makes indeed inevitable that small communities will use their own ontologies to describe their data and to index their own resources. Certainly, accessing to resources from various ontologies created independently is an important challenge for answering end user queries. Ontology mapping is thus required for combining ontologies. However, mapping complete ontologies at run time is a computationally expensive task. This paper proposes a system in which mappings between concepts may be generated dynamically as the concepts are encountered during user queries. In this way, the interaction itself defines the context in which small and relevant portions of ontologies are mapped. We illustrate application of the proposed system in the context of Technology Enhanced Learning (TEL) where learners need to access to learning resources covering specific concepts.

Keywords: Resources query, ontologies, ontology mapping, similarity measures, semantic web, e-learning.

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344 M-ary Chaotic Sequence Based SLM-OFDM System for PAPR Reduction without Side-Information

Authors: A.Goel, M. Agrawal, P. Gupta Poddar

Abstract:

Selected Mapping (SLM) is a PAPR reduction technique, which converts the OFDM signal into several independent signals by multiplication with the phase sequence set and transmits one of the signals with lowest PAPR. But it requires the index of the selected signal i.e. side information (SI) to be transmitted with each OFDM symbol. The PAPR reduction capability of the SLM scheme depends on the selection of phase sequence set. In this paper, we have proposed a new phase sequence set generation scheme based on M-ary chaotic sequence and a mapping scheme to map quaternary data to concentric circle constellation (CCC) is used. It is shown that this method does not require SI and provides better SER performance with good PAPR reduction capability as compared to existing SLMOFDM methods.

Keywords: Orthogonal frequency division multiplexing (OFDM), Peak-to-average power ratio (PAPR), Selected mapping (SLM), Side information (SI)

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343 A Robust Image Steganography Method Using PMM in Bit Plane Domain

Authors: Souvik Bhattacharyya, Aparajita Khan, Indradip Banerjee, Gautam Sanyal

Abstract:

Steganography is the art and science that hides the information in an appropriate cover carrier like image, text, audio and video media. In this work the authors propose a new image based steganographic method for hiding information within the complex bit planes of the image. After slicing into bit planes the cover image is analyzed to extract the most complex planes in decreasing order based on their bit plane complexity. The complexity function next determines the complex noisy blocks of the chosen bit plane and finally pixel mapping method (PMM) has been used to embed secret bits into those regions of the bit plane. The novel approach of using pixel mapping method (PMM) in bit plane domain adaptively embeds data on most complex regions of image, provides high embedding capacity, better imperceptibility and resistance to steganalysis attack.

Keywords: PMM (Pixel Mapping Method), Bit Plane, Steganography, SSIM, KL-Divergence.

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342 Average Switching Thresholds and Average Throughput for Adaptive Modulation using Markov Model

Authors: Essam S. Altubaishi

Abstract:

The motivation for adaptive modulation and coding is to adjust the method of transmission to ensure that the maximum efficiency is achieved over the link at all times. The receiver estimates the channel quality and reports it back to the transmitter. The transmitter then maps the reported quality into a link mode. This mapping however, is not a one-to-one mapping. In this paper we investigate a method for selecting the proper modulation scheme. This method can dynamically adapt the mapping of the Signal-to- Noise Ratio (SNR) into a link mode. It enables the use of the right modulation scheme irrespective of changes in the channel conditions by incorporating errors in the received data. We propose a Markov model for this method, and use it to derive the average switching thresholds and the average throughput. We show that the average throughput of this method outperforms the conventional threshold method.

Keywords: Adaptive modulation and coding, CDMA, Markov model.

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341 A Systematic Mapping Study on Software Engineering Education

Authors: Bushra Malik, Saad Zafar

Abstract:

Inadequate curriculum for software engineering is considered to be one of the most common software risks. A number of solutions, on improving Software Engineering Education (SEE) have been reported in literature but there is a need to collectively present these solutions at one place. We have performed a mapping study to present a broad view of literature; published on improving the current state of SEE. Our aim is to give academicians, practitioners and researchers an international view of the current state of SEE. Our study has identified 70 primary studies that met our selection criteria, which we further classified and categorized in a well-defined Software Engineering educational framework. We found that the most researched category within the SE educational framework is Innovative Teaching Methods whereas the least amount of research was found in Student Learning and Assessment category. Our future work is to conduct a Systematic Literature Review on SEE.

Keywords: Mapping Study, Software Engineering, Software Engineering Education, Literature Survey.

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340 Object Tracking using MACH filter and Optical Flow in Cluttered Scenes and Variable Lighting Conditions

Authors: Waqar Shahid Qureshi, Abu-Baqar Nisar Alvi

Abstract:

Vision based tracking problem is solved through a combination of optical flow, MACH filter and log r-θ mapping. Optical flow is used for detecting regions of movement in video frames acquired under variable lighting conditions. The region of movement is segmented and then searched for the target. A template is used for target recognition on the segmented regions for detecting the region of interest. The template is trained offline on a sequence of target images that are created using the MACH filter and log r-θ mapping. The template is applied on areas of movement in successive frames and strong correlation is seen for in-class targets. Correlation peaks above a certain threshold indicate the presence of target and the target is tracked over successive frames.

Keywords: Correlation filters, optical flow, log r-θ mapping.

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339 Optimal Allocation Between Subprime Structured Mortgage Products and Treasuries

Authors: MP. Mulaudzi, MA. Petersen, J. Mukuddem-Petersen , IM. Schoeman, B. de Waal, JM. Manale

Abstract:

This conference paper discusses a risk allocation problem for subprime investing banks involving investment in subprime structured mortgage products (SMPs) and Treasuries. In order to solve this problem, we develop a L'evy process-based model of jump diffusion-type for investment choice in subprime SMPs and Treasuries. This model incorporates subprime SMP losses for which credit default insurance in the form of credit default swaps (CDSs) can be purchased. In essence, we solve a mean swap-at-risk (SaR) optimization problem for investment which determines optimal allocation between SMPs and Treasuries subject to credit risk protection via CDSs. In this regard, SaR is indicative of how much protection investors must purchase from swap protection sellers in order to cover possible losses from SMP default. Here, SaR is defined in terms of value-at-risk (VaR). Finally, we provide an analysis of the aforementioned optimization problem and its connections with the subprime mortgage crisis (SMC).

Keywords: Investors; Jump Diffusion Process, Structured Mortgage Products, Treasuries, Credit Risk, Credit Default Swaps, Tranching Risk, Counterparty Risk, Value-at-Risk, Swaps-at-Risk, Subprime Mortgage Crisis.

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338 A Tuning Method for Microwave Filter via Complex Neural Network and Improved Space Mapping

Authors: Shengbiao Wu, Weihua Cao, Min Wu, Can Liu

Abstract:

This paper presents an intelligent tuning method of microwave filter based on complex neural network and improved space mapping. The tuning process consists of two stages: the initial tuning and the fine tuning. At the beginning of the tuning, the return loss of the filter is transferred to the passband via the error of phase. During the fine tuning, the phase shift caused by the transmission line and the higher order mode is removed by the curve fitting. Then, an Cauchy method based on the admittance parameter (Y-parameter) is used to extract the coupling matrix. The influence of the resonant cavity loss is eliminated during the parameter extraction process. By using processed data pairs (the amount of screw variation and the variation of the coupling matrix), a tuning model is established by the complex neural network. In view of the improved space mapping algorithm, the mapping relationship between the actual model and the ideal model is established, and the amplitude and direction of the tuning is constantly updated. Finally, the tuning experiment of the eight order coaxial cavity filter shows that the proposed method has a good effect in tuning time and tuning precision.

Keywords: Microwave filter, scattering parameter (s-parameter), coupling matrix, intelligent tuning.

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337 Morphology of Indian Female Athletes of Different Track and Field Events

Authors: Anju Luthra, Rajender Lal, Dhananjoy Shaw

Abstract:

Participation in games and sports in the contemporary times has become more competing with the developed scientific knowledge, skills and methods, along with the equipment and applied research in the field. In spite of India being a large country having vast resources and potential, its performance in the world of sports on the whole needs sincere attention for better achievements. Beside numerous factors responsible for the dismal performance of a sportsperson, the physique and body composition, including the size, shape and form are known to play a significant role. The present investigation was undertaken to study the specific morphological characteristics of Indian female Track and Field athletes. A total of 300 athletes were randomly selected as sample for the purpose of the study from the six events having 50 athletes in each event including 100m., 400m., Shot Put, Discus Throw, Long Jump and High Jump. The study included body weight, body fat percentage, lean body weight, endomorphy, mesomorphy and ectomorphy as variables. The data were computed statistically by using Mean, Standard Deviation and Analysis of Variance. The post-hoc analysis was conducted where the F-ratio was found to be significant at .05 level. The study concluded that there is a significant difference with regard to the selected variables among the Indian female athletes of different track and field events.

Keywords: Indian female athletes, body composition, morphology, somatotypes, track and field.

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336 An Algorithm for Autonomous Aerial Navigation using MATLAB® Mapping Tool Box

Authors: Mansoor Ahsan, Suhail Akhtar, Adnan Ali, Farrukh Mazhar, Muddssar Khalid

Abstract:

In the present era of aviation technology, autonomous navigation and control have emerged as a prime area of active research. Owing to the tremendous developments in the field, autonomous controls have led today’s engineers to claim that future of aerospace vehicle is unmanned. Development of guidance and navigation algorithms for an unmanned aerial vehicle (UAV) is an extremely challenging task, which requires efforts to meet strict, and at times, conflicting goals of guidance and control. In this paper, aircraft altitude and heading controllers and an efficient algorithm for self-governing navigation using MATLAB® mapping toolbox is presented which also enables loitering of a fixed wing UAV over a specified area. For this purpose, a nonlinear mathematical model of a UAV is used. The nonlinear model is linearized around a stable trim point and decoupled for controller design. The linear controllers are tested on the nonlinear aircraft model and navigation algorithm is subsequently developed for for autonomous flight of the UAV. The results are presented for trajectory controllers and waypoint based navigation. Our investigation reveals that MATLAB® mapping toolbox can be exploited to successfully deliver an efficient algorithm for autonomous aerial navigation for a UAV.

Keywords: Navigation, trajectory-control, unmanned aerial vehicle, PID-control, MATLAB® mapping toolbox.

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