Search results for: matched field processing; Dopplerlet transform; motion parameter estimation; piecewise strategy

Authors: Vinod Mishra, Dimple Rani

Abstract:

In this paper, numerical approximate Laplace transform inversion algorithm based on Chebyshev polynomial of second kind is developed using odd cosine series. The technique has been tested for three different functions to work efficiently. The illustrations show that the new developed numerical inverse Laplace transform is very much close to the classical analytic inverse Laplace transform.

Keywords: Chebyshev polynomial, Numerical inverse Laplace transform, Odd cosine series.

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Authors: Osea Zebua, Norikazu Ikoma, Hiroshi Maeda

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Estimation of voltage stability based on optimal filtering method is presented. PV curve is used as a tool for voltage stability analysis. Dynamic voltage stability estimation is done by using particle filter method. Optimum value (nose point) of PV curve can be estimated by estimating parameter of PV curve equation optimal value represents critical voltage and condition at specified point of measurement. Voltage stability is then estimated by analyzing loading margin condition c stimating equation. This maximum loading ecified dynamically.

Keywords: normalized PV curve, optimal filtering method particle filter, voltage stability.

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Authors: Azhar Hussain, Kashif Shahzad, Chunming Tang

Abstract:

this paper gives a novel approach towards real-time speed estimation of multiple traffic vehicles using fuzzy logic and image processing techniques with proper arrangement of camera parameters. The described algorithm consists of several important steps. First, the background is estimated by computing median over time window of specific frames. Second, the foreground is extracted using fuzzy similarity approach (FSA) between estimated background pixels and the current frame pixels containing foreground and background. Third, the traffic lanes are divided into two parts for both direction vehicles for parallel processing. Finally, the speeds of vehicles are estimated by Maximum a Posterior Probability (MAP) estimator. True ground speed is determined by utilizing infrared sensors for three different vehicles and the results are compared to the proposed algorithm with an accuracy of ± 0.74 kmph.

Keywords: Defuzzification, Fuzzy similarity approach, lane cropping, Maximum a Posterior Probability (MAP) estimator, Speed estimation

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Authors: Amir Rastegarnia, Mohammad Ali Tinati, Azam Khalili

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In this paper we consider the problem of distributed adaptive estimation in wireless sensor networks for two different observation noise conditions. In the first case, we assume that there are some sensors with high observation noise variance (noisy sensors) in the network. In the second case, different variance for observation noise is assumed among the sensors which is more close to real scenario. In both cases, an initial estimate of each sensor-s observation noise is obtained. For the first case, we show that when there are such sensors in the network, the performance of conventional distributed adaptive estimation algorithms such as incremental distributed least mean square (IDLMS) algorithm drastically decreases. In addition, detecting and ignoring these sensors leads to a better performance in a sense of estimation. In the next step, we propose a simple algorithm to detect theses noisy sensors and modify the IDLMS algorithm to deal with noisy sensors. For the second case, we propose a new algorithm in which the step-size parameter is adjusted for each sensor according to its observation noise variance. As the simulation results show, the proposed methods outperforms the IDLMS algorithm in the same condition.

Keywords: Distributes estimation, sensor networks, adaptive filter, IDLMS.

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Authors: Nermin A. Mohamed, Mohamed F. Madkour

Abstract:

We address the problem of joint beamforming and multipath channel parameters estimation in Wideband Code Division Multiple Access (WCDMA) communication systems that employ Multiple-Access Interference (MAI) suppression techniques in the uplink (from mobile to base station). Most of the existing schemes rely on time multiplex a training sequence with the user data. In WCDMA, the channel parameters can also be estimated from a code multiplexed common pilot channel (CPICH) that could be corrupted by strong interference resulting in a bad estimate. In this paper, we present new methods to combine interference suppression together with channel estimation when using multiple receiving antennas by using adaptive signal processing techniques. Computer simulation is used to compare between the proposed methods and the existing conventional estimation techniques.

Keywords: Adaptive arrays, channel estimation, interferencecancellation, wideband code division multiple access (WCDMA).

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Authors: Giovanni Incerti, Luigi Solazzi, Candida Petrogalli

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This paper describes three lumped parameters models for the study of the dynamic behavior of a boom crane. The models here proposed allows to evaluate the fluctuations of the load arising from the rope and structure elasticity and from the type of the motion command imposed by the winch. A calculation software was developed in order to determine the actual acceleration of the lifted mass and the dynamic overload during the lifting phase. Some application examples are presented, with the aim of showing the correlation between the magnitude of the stress and the type of the employed motion command.

Keywords: Crane, dynamic model, overloading condition, vibration.

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Authors: Akram G., Jasmy Y.

Abstract:

The finite-difference time-domain (FDTD) method is one of the most widely used computational methods in electromagnetic. This paper describes the design of two-dimensional (2D) FDTD simulation software for transverse magnetic (TM) polarization using Berenger's split-field perfectly matched layer (PML) formulation. The software is developed using Matlab programming language. Numerical examples validate the software.

Keywords: Finite difference time domain (FDTD) method, perfectly matched layer (PML), split-filed formulation, transverse magnetic (TM) polarization.

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Authors: Insaf Ajili, Malik Mallem, Jean-Yves Didier

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Motion recognition from videos is actually a very complex task due to the high variability of motions. This paper describes the challenges of human motion recognition, especially motion representation step with relevant features. Our descriptor vector is inspired from Laban Movement Analysis method. We propose discriminative features using the Random Forest algorithm in order to remove redundant features and make learning algorithms operate faster and more effectively. We validate our method on MSRC-12 and UTKinect datasets.

Keywords: Human motion recognition, Discriminative LMA features, random forest, features reduction.

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Authors: Manjunath Aradhya V N, Hemantha Kumar G, Shivakumara P

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Document image processing has become an increasingly important technology in the automation of office documentation tasks. During document scanning, skew is inevitably introduced into the incoming document image. Since the algorithm for layout analysis and character recognition are generally very sensitive to the page skew. Hence, skew detection and correction in document images are the critical steps before layout analysis. In this paper, a novel skew detection method is presented for binary document images. The method considered the some selected characters of the text which may be subjected to thinning and Hough transform to estimate skew angle accurately. Several experiments have been conducted on various types of documents such as documents containing English Documents, Journals, Text-Book, Different Languages and Document with different fonts, Documents with different resolutions, to reveal the robustness of the proposed method. The experimental results revealed that the proposed method is accurate compared to the results of well-known existing methods.

Keywords: Optical Character Recognition, Skew angle, Thinning, Hough transform, Document processing

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Authors: Rosalyn R. Porle, Ali Chekima, Farrah Wong, G. Sainarayanan

Abstract:

Arms detection is one of the fundamental problems in human motion analysis application. The arms are considered as the most challenging body part to be detected since its pose and speed varies in image sequences. Moreover, the arms are usually occluded with other body parts such as the head and torso. In this paper, histogram-based skin colour segmentation is proposed to detect the arms in image sequences. Six different colour spaces namely RGB, rgb, HSI, TSL, SCT and CIELAB are evaluated to determine the best colour space for this segmentation procedure. The evaluation is divided into three categories, which are single colour component, colour without luminance and colour with luminance. The performance is measured using True Positive (TP) and True Negative (TN) on 250 images with manual ground truth. The best colour is selected based on the highest TN value followed by the highest TP value.

Keywords: image colour analysis, image motion analysis, skin, wavelet transform.

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Authors: Xiaobai Li, Li Li, Yujin Hu, Weiming Deng, Zhe Ding

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A size-dependent Euler–Bernoulli beam model, which accounts for nonlocal stress field, strain gradient field and higher order inertia force field, is derived based on the nonlocal strain gradient theory considering velocity gradient effect. The governing equations and boundary conditions are derived both in dimensional and dimensionless form by employed the Hamilton principle. The analytical solutions based on different continuum theories are compared. The effect of higher order inertia terms is extremely significant in high frequency range. It is found that there exists an asymptotic frequency for the proposed beam model, while for the nonlocal strain gradient theory the solutions diverge. The effect of strain gradient field in thickness direction is significant in low frequencies domain and it cannot be neglected when the material strain length scale parameter is considerable with beam thickness. The influence of each of three size effect parameters on the natural frequencies are investigated. The natural frequencies increase with the increasing material strain gradient length scale parameter or decreasing velocity gradient length scale parameter and nonlocal parameter.

Keywords: Euler-Bernoulli Beams, free vibration, higher order inertia, nonlocal strain gradient theory, velocity gradient.

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Authors: Youngpo Lee, Seokho Yoon

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In this paper, we propose a novel frequency offset estimation scheme for orthogonal frequency division multiplexing (OFDM) systems. By correlating the OFDM signals within the coherence phase bandwidth and employing a threshold in the frequency offset estimation process, the proposed scheme is not only robust to the timing offset but also has a reduced complexity compared with that of the conventional scheme. Moreover, a timing offset estimation scheme is also proposed as the next stage of the proposed frequency offset estimation. Numerical results show that the proposed scheme can estimate frequency offset with lower computational complexity and does not require additional memory while maintaining the same level of estimation performance.

Keywords: OFDM, frequency offset estimation, threshold.

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Authors: Yudhajit Datta, Jonathan Bandi, Ankit Sethia, Hamsi Iyer

Abstract:

Motion Tracking and Stereo Vision are complicated, albeit well-understood problems in computer vision. Existing softwares that combine the two approaches to perform stereo motion tracking typically employ complicated and computationally expensive procedures. The purpose of this study is to create a simple and effective solution capable of combining the two approaches. The study aims to explore a strategy to combine the two techniques of two-dimensional motion tracking using Kalman Filter; and depth detection of object using Stereo Vision. In conventional approaches objects in the scene of interest are observed using a single camera. However for Stereo Motion Tracking; the scene of interest is observed using video feeds from two calibrated cameras. Using two simultaneous measurements from the two cameras a calculation for the depth of the object from the plane containing the cameras is made. The approach attempts to capture the entire three-dimensional spatial information of each object at the scene and represent it through a software estimator object. In discrete intervals, the estimator tracks object motion in the plane parallel to plane containing cameras and updates the perpendicular distance value of the object from the plane containing the cameras as depth. The ability to efficiently track the motion of objects in three-dimensional space using a simplified approach could prove to be an indispensable tool in a variety of surveillance scenarios. The approach may find application from high security surveillance scenes such as premises of bank vaults, prisons or other detention facilities; to low cost applications in supermarkets and car parking lots.

Keywords: Kalman Filter, Stereo Vision, Motion Tracking, Matlab, Object Tracking, Camera Calibration, Computer Vision System Toolbox.

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Authors: Xin-Yu Shih, Yue-Qu Liu, Hong-Ru Chou

Abstract:

This paper presents a low-area and fully-reconfigurable Fast Fourier Transform (FFT) hardware design for 3GPP-LTE communication standard. It can fully support 32 different FFT sizes, up to 2048 FFT points. Besides, a special processing element is developed for making reconfigurable computing characteristics possible, while first-in first-out (FIFO) scheduling scheme design technique is proposed for hardware-friendly FIFO resource arranging. In a synthesis chip realization via TSMC 40 nm CMOS technology, the hardware circuit only occupies core area of 0.2325 mm² and dissipates 233.5 mW at maximal operating frequency of 250 MHz.

Keywords: Reconfigurable, fast Fourier transform, single-path delay feedback, 3GPP-LTE.

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Authors: Alpha Agape Gopalai, S. M. N. Arosha Senanayake

Abstract:

This paper explores the opportunity of using tri-axial wireless accelerometers for supervised monitoring of sports movements. A motion analysis system for the upper extremities of lawn bowlers in particular is developed. Accelerometers are placed on parts of human body such as the chest to represent the shoulder movements, the back to capture the trunk motion, back of the hand, the wrist and one above the elbow, to capture arm movements. These sensors placement are carefully designed in order to avoid restricting bowler-s movements. Data is acquired from these sensors in soft-real time using virtual instrumentation; the acquired data is then conditioned and converted into required parameters for motion regeneration. A user interface was also created to facilitate in the acquisition of data, and broadcasting of commands to the wireless accelerometers. All motion regeneration in this paper deals with the motion of the human body segment in the X and Y direction, looking into the motion of the anterior/ posterior and lateral directions respectively.

Keywords: Motion Regeneration, Virtual Instrumentation, Wireless Accelerometers.

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Authors: Phool Singh, Ashok Jangid, N. S. Tomer, Deepa Sinha

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The aim of this paper is to investigate twodimensional unsteady flow of a viscous incompressible fluid about stagnation point on permeable stretching sheet in presence of time dependent free stream velocity. Fluid is considered in the influence of transverse magnetic field in the presence of radiation effect. Rosseland approximation is use to model the radiative heat transfer. Using time-dependent stream function, partial differential equations corresponding to the momentum and energy equations are converted into non-linear ordinary differential equations. Numerical solutions of these equations are obtained by using Runge-Kutta Fehlberg method with the help of Newton-Raphson shooting technique. In the present work the effect of unsteadiness parameter, magnetic field parameter, radiation parameter, stretching parameter and the Prandtl number on flow and heat transfer characteristics have been discussed. Skin-friction coefficient and Nusselt number at the sheet are computed and discussed. The results reported in the paper are in good agreement with published work in literature by other researchers.

Keywords: Magneto hydrodynamics, stretching sheet, thermal radiation, unsteady flow.

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Authors: Takashi Sakai, Shinsaku Kikuta, Jun-ichi Koyama

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Using a texture database, a statistical estimation of spring-back was conducted in this study on the basis of statistical analysis. Both spring-back in bending deformation and experimental data related to the crystal orientation show significant dispersion. Therefore, a probabilistic statistical approach was established for the proper quantification of these values. Correlation was examined among the parameters F(x) of spring-back, F(x) of the buildup fraction to three orientations after 92° bending, and F(x) at an as-received part on the basis of the three-parameter Weibull distribution. Consequent spring-back estimation using a texture database yielded excellent estimates compared with experimental values.

Keywords: Bending, Spring-back, Database, Crystallographic Orientation, Texture, SEM-EBSD, Weibull distribution, Statistical analysis.

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Authors: Mingyu Zhong, Yi Xie

Abstract:

Results in one field necessarily give insight into the others, and all have much potential for scientific and technological application. The Hadamard-transform technique once been applied to the spectrometry also has its use in the SNR Enhancement of OTDR. In this report, a new set of code (Simplex-codes) is discussed and where the addition gain of SNR come from is implied.

Keywords: Hadamard-transform, matrixes, averaging, opticaltime-domain reflectometry (OTDR).

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Authors: Somayeh Komeylian

Abstract:

Array signal processing techniques have been recently developing in a variety application of the performance enhancement of receivers by refraining the power of jamming and interference signals. In this scenario, biases induced to the antenna array receiver degrade significantly the accurate estimation of the carrier phase. Owing to the integration of frequency becomes the carrier phase, we have obtained the unbiased doppler frequency for the high precision estimation of carrier phase. The unbiased characteristic of Doppler frequency to the power jamming and the other interference signals allows achieving the highly accurate estimation of phase carrier. In this study, we have rigorously investigated the unbiased characteristic of Doppler frequency to the variation of the antenna array geometries. The simulation results have efficiently verified that the Doppler frequency remains also unbiased and accurate to the variation of antenna array geometries.

Keywords: Array signal processing, unbiased Doppler frequency, GNSS, carrier phase, slowly fluctuating point target.

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Authors: A. Badri

Abstract:

Restructured electricity markets may provide opportunities for producers to exercise market power maintaining prices in excess of competitive levels. In this paper an oligopolistic market is presented that all Generation Companies (GenCos) bid in a Cournot model. Genetic algorithm (GA) is applied to obtain generation scheduling of each GenCo as well as hourly market clearing prices (MCP). In order to consider network constraints a multiperiod framework is presented to simulate market clearing mechanism in which the behaviors of market participants are modelled through piecewise block curves. A mixed integer linear programming (MILP) is employed to solve the problem. Impacts of market clearing process on participants- characteristic and final market prices are presented. Consequently, a novel multi-objective model is addressed for security constrained optimal bidding strategy of GenCos. The capability of price-maker GenCos to alter MCP is evaluated through introducing an effective-supply curve. In addition, the impact of exercising market power on the variation of market characteristics as well as GenCos scheduling is studied.

Keywords: Optimal bidding strategy, Cournot equilibrium, market power, network constraints, market auction mechanism

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Authors: Harpreet Kaur, Sudipta Majumdar

Abstract:

In this paper a method for image dehazing is proposed in lifting wavelet transform domain. Lifting Daubechies (D4) wavelet has been used to obtain the approximate image and detail images.  As the haze is contained in low frequency part, only the approximate image is used for further processing. This region is processed by dehazing algorithm based on dark channel prior (DCP). The dehazed approximate image is then recombined with the detail images using inverse lifting wavelet transform. Implementation of lifting wavelet transform has the advantage of auxiliary memory saving, fast implementation and simplicity. Also, the proposed method deals with near white scene problem, blue horizon issue and localized light sources in a way to enhance image quality and makes the algorithm robust. Simulation results present improvement in terms of visual quality, parameters such as root mean square (RMS) contrast, structural similarity index (SSIM), entropy and execution time.

Keywords: Dark channel prior, image dehazing, lifting wavelet transform.

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Authors: V. Arabadzhi

Abstract:

We attempted investigate a boat model, based on the conversion of energy of surface wave into a sequence of unidirectional pulses of jet spurts, in other words - model of the boat, which is thrusting by the waves field on water surface. These pulses are forming some average reactive stream from the output nozzle on the stern of boat. The suggested model provides the conversion of its oscillatory motions (both pitching and rolling) into a jet flow. This becomes possible due to special construction of the boat and due to several details, sensitive to the local wave field. The boat model presents the uniflow jet engine without slow conversions of mechanical energy into intermediate forms and without any external sources of energy (besides surface waves). Motion of boat is characterized by fast jerks and average onward velocity, which exceeds the velocities of liquid particles in the wave.

Keywords: Flat-bottomed boat, Underwater wing, Input and output nozzles, Wave thrust, Conversion of wave into a jet stream, Oscillatory motion and onward motion, Squid-like pump, Hatch-like pump, The thrust due to lifting float, The thrust due to radiation reaction.

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Authors: P. Kumsawat, N. Pimpru, K. Attakitmongcol, A.Srikaew

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In this paper, we proposed an efficient data compression strategy exploiting the multi-resolution characteristic of the wavelet transform. We have developed a sensor node called “Smart Sensor Node; SSN". The main goals of the SSN design are lightweight, minimal power consumption, modular design and robust circuitry. The SSN is made up of four basic components which are a sensing unit, a processing unit, a transceiver unit and a power unit. FiOStd evaluation board is chosen as the main controller of the SSN for its low costs and high performance. The software coding of the implementation was done using Simulink model and MATLAB programming language. The experimental results show that the proposed data compression technique yields recover signal with good quality. This technique can be applied to compress the collected data to reduce the data communication as well as the energy consumption of the sensor and so the lifetime of sensor node can be extended.

Keywords: Wireless sensor network, wavelet transform, data compression, ZigBee, skipped high-pass sub-band.

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Authors: Jing Wu, Wei Lv, Yibing Li, Yuanfan You

Abstract:

The separation of speech signals has become a research hotspot in the field of signal processing in recent years. It has many applications and influences in teleconferencing, hearing aids, speech recognition of machines and so on. The sounds received are usually noisy. The issue of identifying the sounds of interest and obtaining clear sounds in such an environment becomes a problem worth exploring, that is, the problem of blind source separation. This paper focuses on the under-determined blind source separation (UBSS). Sparse component analysis is generally used for the problem of under-determined blind source separation. The method is mainly divided into two parts. Firstly, the clustering algorithm is used to estimate the mixing matrix according to the observed signals. Then the signal is separated based on the known mixing matrix. In this paper, the problem of mixing matrix estimation is studied. This paper proposes an improved algorithm to estimate the mixing matrix for speech signals in the UBSS model. The traditional potential algorithm is not accurate for the mixing matrix estimation, especially for low signal-to noise ratio (SNR).In response to this problem, this paper considers the idea of an improved potential function method to estimate the mixing matrix. The algorithm not only avoids the inuence of insufficient prior information in traditional clustering algorithm, but also improves the estimation accuracy of mixing matrix. This paper takes the mixing of four speech signals into two channels as an example. The results of simulations show that the approach in this paper not only improves the accuracy of estimation, but also applies to any mixing matrix.

Keywords: Clustering algorithm, potential function, speech signal, the UBSS model.

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Authors: G. N. Sekhar, P. G. Siddheshwar, G. Jayalatha, R. Prakash

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The problem of thermal convection in temperature and magnetic field sensitive Newtonian ferromagnetic liquid is studied in the presence of uniform vertical magnetic field and throughflow. Using a combination of Galerkin and shooting techniques the critical eigenvalues are obtained for stationary mode. The effect of Prandtl number (Pr > 1) on onset is insignificant and nonlinearity of non-buoyancy magnetic parameter M3 is found to have no influence on the onset of ferroconvection. The magnetic buoyancy number, M1 and variable viscosity parameter, V have destabilizing influences on the system. The effect of throughflow Peclet number, Pe is to delay the onset of ferroconvection and this effect is independent of the direction of flow.

Keywords: Ferroconvection, throughflow, temperature dependent viscosity, magnetic field dependent viscosity.

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Authors: Jeerapa Sappakitkamjorn, Sa-aat Niwitpong

Abstract:

In many practical applications in various areas, such as engineering, science and social science, it is known that there exist bounds on the values of unknown parameters. For example, values of some measurements for controlling machines in an industrial process, weight or height of subjects, blood pressures of patients and retirement ages of public servants. When interval estimation is considered in a situation where the parameter to be estimated is bounded, it has been argued that the classical Neyman procedure for setting confidence intervals is unsatisfactory. This is due to the fact that the information regarding the restriction is simply ignored. It is, therefore, of significant interest to construct confidence intervals for the parameters that include the additional information on parameter values being bounded to enhance the accuracy of the interval estimation. Therefore in this paper, we propose a new confidence interval for the coefficient of variance where the population mean and standard deviation are bounded. The proposed interval is evaluated in terms of coverage probability and expected length via Monte Carlo simulation.  

Keywords: Bounded parameters, coefficient of variation, confidence interval, Monte Carlo simulation.

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Authors: Dong-Hyung Kim, Ji Yeong Lee, Chang-Soo Han

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This paper presents a sensor-based motion planning algorithm for 3-DOF car-like robots with a nonholonomic constraint. Similar to the classic Bug family algorithms, the proposed algorithm enables the car-like robot to navigate in a completely unknown environment using only the range sensor information. The car-like robot uses the local range sensor view to determine the local path so that it moves towards the goal. To guarantee that the robot can approach the goal, the two modes of motion are repeated, termed motion-to-goal and wall-following. The motion-to-goal behavior lets the robot directly move toward the goal, and the wall-following behavior makes the robot circumnavigate the obstacle boundary until it meets the leaving condition. For each behavior, the nonholonomic motion for the car-like robot is planned in terms of the instantaneous turning radius. The proposed algorithm is implemented to the real robot and the experimental results show the performance of proposed algorithm.

Keywords: Motion planning, car-like robot, bug algorithm, autonomous motion planning, nonholonomic constraint.

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Authors: Anderson Rocha, Pedro Miguel de Figueiredo Dinis Oliveira Gaspar

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Machine vision has been widely used in recent years in agriculture, as a tool to promote the automation of processes and increase the levels of productivity. The aim of this work is the development of a path recognition algorithm based on image processing to guide a terrestrial robot in-between tree rows. The proposed algorithm was developed using the software MATLAB, and it uses several image processing operations, such as threshold detection, morphological erosion, histogram equalization and the Hough transform, to find edge lines along tree rows on an image and to create a path to be followed by a mobile robot. To develop the algorithm, a set of images of different types of orchards was used, which made possible the construction of a method capable of identifying paths between trees of different heights and aspects. The algorithm was evaluated using several images with different characteristics of quality and the results showed that the proposed method can successfully detect a path in different types of environments.

Keywords: Agricultural mobile robot, image processing, path recognition, Hough transform.

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Authors: Barış Can Yalçın

Abstract:

Motion sensors have been commonly used as a valuable component in mechatronic systems, however, many mechatronic designs and applications that need motion sensors cost enormous amount of money, especially high-tech systems. Design of a software for communication protocol between data acquisition card and motion sensor is another issue that has to be solved. This study presents how to design a low cost motion data acquisition setup consisting of MPU 6050 motion sensor (gyro and accelerometer in 3 axes) and Arduino Mega2560 microcontroller. Design parameters are calibration of the sensor, identification and communication between sensor and data acquisition card, interpretation of data collected by the sensor.

Keywords: Calibration of sensors, data acquisition.

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Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke

Abstract:

The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.

Keywords: Generalized autoregressive score model, stock returns, time-varying.

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