Search results for: moving average process

Authors: Y. Areepong

Abstract:

The objective of this paper is to present explicit analytical formulas for evaluating important characteristics of Double Moving Average control chart (DMA) for Poisson distribution. The most popular characteristics of a control chart are Average Run Length ( 0 ARL ) - the mean of observations that are taken before a system is signaled to be out-of control when it is actually still incontrol, and Average Delay time ( 1 ARL ) - mean delay of true alarm times. An important property required of 0 ARL is that it should be sufficiently large when the process is in-control to reduce a number of false alarms. On the other side, if the process is actually out-ofcontrol then 1 ARL should be as small as possible. In particular, the explicit analytical formulas for evaluating 0 ARL and 1 ARL be able to get a set of optimal parameters which depend on a width of the moving average ( w ) and width of control limit ( H ) for designing DMA chart with minimum of 1 ARL

Keywords: Optimal parameters, Average Run Length, Average Delay time, Double Moving Average chart.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2326

Authors: S. Phanyaem

Abstract:

Exponentially weighted moving average control chart (EWMA) is a popular chart used for detecting shift in the mean of parameter of distributions in quality control. The objective of this paper is to compare the efficiency of control chart to detect an increases in the mean of a process. In particular, we compared the Maximum Exponentially Weighted Moving Average (MaxEWMA) and Maximum Generally Weighted Moving Average (MaxGWMA) control charts when the observations are Exponential distribution. The criteria for evaluate the performance of control chart is called, the Average Run Length (ARL). The result of comparison show that in the case of process is small sample size, the MaxEWMA control chart is more efficiency to detect shift in the process mean than MaxGWMA control chart. For the case of large sample size, the MaxEWMA control chart is more sensitive to detect small shift in the process mean than MaxGWMA control chart, and when the process is a large shift in mean, the MaxGWMA control chart is more sensitive to detect mean shift than MaxEWMA control chart.

Keywords: Maximum Exponentially Weighted Moving Average, Maximum General Weighted Moving Average, Average Run Length.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2174

Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL₀). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL₁) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL₀) and (ARL₁) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL₁).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1984

Authors: Chunchom Pongchavalit

Abstract:

For the electrical metrics that describe photovoltaic cell performance are inherently multivariate in nature, use of a univariate, or one variable, statistical process control chart can have important limitations. Development of a comprehensive process control strategy is known to be significantly beneficial to reducing process variability that ultimately drives up the manufacturing cost photovoltaic cells. The multivariate moving average or MMA chart, is applied to the electrical metrics of photovoltaic cells to illustrate the improved sensitivity on process variability this method of control charting offers. The result show the ability of the MMA chart to expand to as any variables as needed, suggests an application with multiple photovoltaic electrical metrics being used in concert to determine the processes state of control.

Keywords: The multivariate moving average control chart, Photovoltaic processes control, Multivariate system.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1282

Authors: K. Petcharat, Y. Areepong, S. Sukparungsri, G. Mititelu

Abstract:

These paper, we approximate the average run length (ARL) for CUSUM chart when observation are an exponential first order moving average sequence (EMA1). We used Gauss-Legendre numerical scheme for integral equations (IE) method for approximate ARL0 and ARL1, where ARL in control and out of control, respectively. We compared the results from IE method and exact solution such that the two methods perform good agreement.

Keywords: Cumulative Sum Chart, Moving Average Observation, Average Run Length, Numerical Approximations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2163

Authors: Abdalla Kablan, Joseph Falzon

Abstract:

This paper is motivated by the aspect of uncertainty in financial decision making, and how artificial intelligence and soft computing, with its uncertainty reducing aspects can be used for algorithmic trading applications that trade in high frequency. This paper presents an optimized high frequency trading system that has been combined with various moving averages to produce a hybrid system that outperforms trading systems that rely solely on moving averages. The paper optimizes an adaptive neuro-fuzzy inference system that takes both the price and its moving average as input, learns to predict price movements from training data consisting of intraday data, dynamically switches between the best performing moving averages, and performs decision making of when to buy or sell a certain currency in high frequency.

Keywords: Financial decision making, High frequency trading, Adaprive neuro-fuzzy systems, moving average strategy.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 5072

Authors: Abiodun M. Aibinu, Momoh J. E. Salami, Amir A. Shafie, Athaur Rahman Najeeb

Abstract:

Autoregressive Moving average (ARMA) is a parametric based method of signal representation. It is suitable for problems in which the signal can be modeled by explicit known source functions with a few adjustable parameters. Various methods have been suggested for the coefficients determination among which are Prony, Pade, Autocorrelation, Covariance and most recently, the use of Artificial Neural Network technique. In this paper, the method of using Artificial Neural network (ANN) technique is compared with some known and widely acceptable techniques. The comparisons is entirely based on the value of the coefficients obtained. Result obtained shows that the use of ANN also gives accurate in computing the coefficients of an ARMA system.

Keywords: Autoregressive moving average, coefficients, back propagation, model parameters, neural network, weight.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2290

Authors: Fenglong Guo, Dingcheng Wang

Abstract:

This paper studies ruin probabilities in two discrete-time risk models with premiums, claims and rates of interest modelled by three autoregressive moving average processes. Generalized Lundberg inequalities for ruin probabilities are derived by using recursive technique. A numerical example is given to illustrate the applications of these probability inequalities.

Keywords: Lundberg inequality, NWUC, Renewal recursive technique, Ruin probability

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1525

Authors: Supannee Chaiumporn

Abstract:

This article is to introduce the meaning and form of social quality moving process as indicated by members of two suburb communities with different social and cultural contexts. The form of social quality moving process is very significant for the community and social development, because it will make the people living together with sustainable happiness. This is a qualitative study involving 30 key-informants from two suburb communities. Data were collected though key-informant interviews, and analyzed using logical content description and descriptive statistics. This research found that on the social quality component, the people in both communities stressed the procedure for social qualitymaking. This includes the generousness, sharing and assisting among people in the communities. These practices helped making people to live together with sustainable happiness. Living as a family or appear to be a family is the major social characteristic of these two communities. This research also found that form of social quality’s moving process of both communities stress relation of human and nature; “nature overpower humans” paradigm and influence of religious doctrine that emphasizes relations among humans. Both criteria make the form of social’s moving process simple, adaptive to nature and caring for opinion sharing and understanding among each other before action. This form of social quality’s moving process is composed of 4 steps; (1) awareness building, (2) motivation to change, (3) participation from every party which is concerned (4) self-reliance.

Keywords: Social quality, form of social quality moving process, happiness, different social and cultural context.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1589

Authors: S. Sukparungsee

Abstract:

Generally, the traditional Shewhart p chart has been developed by for charting the binomial data. This chart has been developed using the normal approximation with condition as low defect level and the small to moderate sample size. In real applications, however, are away from these assumptions due to skewness in the exact distribution. In this paper, a modified Exponentially Weighted Moving Average (EWMA) control chat for detecting a change in binomial data by improving square root transformations, namely ISRT p EWMA control chart. The numerical results show that ISRT p EWMA chart is superior to ISRT p chart for small to moderate shifts, otherwise, the latter is better for large shifts.

Keywords: Number of defects, Exponentially Weighted Moving Average, Average Run Length, Square root transformations.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2485

Authors: Jia-Jang Wu

Abstract:

The objective of this research is to develop a general technique so that one may predict the dynamic behaviour of a three-dimensional scale crane model subjected to time-dependent moving point forces by means of conventional finite element computer packages. To this end, the whole scale crane model is divided into two parts: the stationary framework and the moving substructure. In such a case, the dynamic responses of a scale crane model can be predicted from the forced vibration responses of the stationary framework due to actions of the four time-dependent moving point forces induced by the moving substructure. Since the magnitudes and positions of the moving point forces are dependent on the relative positions between the trolley, moving substructure and the stationary framework, it can be found from the numerical results that the time histories for the moving speeds of the moving substructure and the trolley are the key factors affecting the dynamic responses of the scale crane model.

Keywords: Moving load, moving substructure, dynamic responses, forced vibration responses.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1407

Authors: Sallama Athab, Hala Bahjat

Abstract:

Detecting object in video sequence is a challenging mission for identifying, tracking moving objects. Background removal considered as a basic step in detected moving objects tasks. Dual static cameras placed in front and rear moving platform gathered information which is used to detect objects. Background change regarding with speed and direction moving platform, so moving objects distinguished become complicated. In this paper, we propose framework allows detection moving object with variety of speed and direction dynamically. Object detection technique built on two levels the first level apply background removal and edge detection to generate moving areas. The second level apply Moving Areas Filter (MAF) then calculate Correlation Score (CS) for adjusted moving area. Merging moving areas with closer CS and marked as moving object. Experiment result is prepared on real scene acquired by dual static cameras without overlap in sense. Results showing accuracy in detecting objects compared with optical flow and Mixture Module Gaussian (MMG), Accurate ratio produced to measure accurate detection moving object.

Keywords: Background Removal, Correlation, Mixture Module Gaussian, Moving Platform, Object Detection.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2120

Authors: Sepehr Aslani, Homayoun Mahdavi-Nasab

Abstract:

Automated motion detection and tracking is a challenging task in traffic surveillance. In this paper, a system is developed to gather useful information from stationary cameras for detecting moving objects in digital videos. The moving detection and tracking system is developed based on optical flow estimation together with application and combination of various relevant computer vision and image processing techniques to enhance the process. To remove noises, median filter is used and the unwanted objects are removed by applying thresholding algorithms in morphological operations. Also the object type restrictions are set using blob analysis. The results show that the proposed system successfully detects and tracks moving objects in urban videos.

Keywords: Optical flow estimation, moving object detection, tracking, morphological operation, blob analysis.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 10156

Authors: T.C. Manjunath

Abstract:

This paper deals with the design of a moving sliding surface in a variable structure plant for a second order system. The chattering phenomena is also dealt with during the switching process for an unstable sliding surface condition. The simulation examples considered in this paper shows the effectiveness of the sliding mode control method used for the design of the moving sliding surfaces. A simulink model of the continuous system was also developed in MATLAB-SIMULINK for the design and hence demonstrated. The phase portraits and the state plots shows the demonstration of the powerful control technique which can be applied for second order systems.

Keywords: Sliding mode control, VSC, Reaching phase, Sliding phase, Moving surfaces, Chattering, Trajectories.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2336

Authors: FiroozBakhtiari-Nejad, Hamidreza Rostami, MeysamMirzaee, Mona Zandbaf

Abstract:

Dynamic tests are an important step of the design of engineering structures, because the accuracy of predictions of theoretical–numerical procedures can be assessed. In experimental test of moving loads that is one of the major research topics, the load is modeled as a simple moving mass or a small vehicle. This paper deals with the applicability of Non-contact Moving Load (NML) for vibration analysis. For this purpose, an experimental set-up is designed to generate the different types of NML including constant and harmonic. The proposed method relies on pressurized air which is useful, especially when dealing with fragile or sensitive structures. To demonstrate the performance of this system, the set-up is employedfor a modal analysis of a beam and detecting crack of the beam.The obtained results indicate that the experimental set-up for NML can be an attractive alternative to the moving load problems.

Keywords: Experimental analysis, Moving load, Non-contact excitation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2381

Authors: Mogari I. Rapoo, Diteboho Xaba

Abstract:

This paper examines the forecasting performance of Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) models with the published exchange rate obtained from South African Reserve Bank (SARB). ARIMA is one of the popular linear models in time series forecasting for the past decades. ARIMA and ANN models are often compared and literature revealed mixed results in terms of forecasting performance. The study used the MSE and MAE to measure the forecasting performance of the models. The empirical results obtained reveal the superiority of ARIMA model over ANN model. The findings further resolve and clarify the contradiction reported in literature over the superiority of ARIMA and ANN models.

Keywords: ARIMA, artificial neural networks models, error metrics, exchange rates.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1358

Authors: Suriyon Tansuriyavong, Yuuta Suzuki, Boonmee Choompol

Abstract:

Wheel-running type moving robot has the restriction on the moving range caused by obstacles or stairs. Solving this weakness, we studied the development of moving robot using airship. Our airship robot moves by recognizing arrow marks on the path. To have the airship robot recognize arrow marks, we used edge-based template matching. To control propeller units, we used PID and PD controller. The results of experiments demonstrated that the airship robot can move along the marks and can go up and down the stairs. It is shown the possibility that airship robot can become a robot which can move at wide range facilities.

Keywords: Template matching, moving robot, airship robot, PID control.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1535

Authors: Iau-Teh Wang, Chin-Yu Lee

Abstract:

The impact force of a rockfall is mainly determined by its moving behavior and velocity, which are contingent on the rock shape, slope gradient, height, and surface roughness of the moving path. It is essential to precisely calculate the moving path of the rockfall in order to effectively minimize and prevent damages caused by the rockfall. By applying the Colorado Rockfall Simulation Program (CRSP) program as the analysis tool, this research studies the influence of three shapes of rock (spherical, cylindrical and discoidal) and surface roughness on the moving path of a single rockfall. As revealed in the analysis, in addition to the slope gradient, the geometry of the falling rock and joint roughness coefficient ( JRC ) of the slope are the main factors affecting the moving behavior of a rockfall. On a single flat slope, both the rock-s bounce height and moving velocity increase as the surface gradient increases, with a critical gradient value of 1:m = 1 . Bouncing behavior and faster moving velocity occur more easily when the rock geometry is more oval. A flat piece tends to cause sliding behavior and is easily influenced by the change of surface undulation. When JRC <1.4 the moving velocity decreases and the bounce height increases as JRC increases. If the gradient is fixed, when JRC is greater, the bounce height will be higher, while the moving velocity will experience a downward trend. Therefore, the best protecting point and facilities can be chosen if the moving paths of rockfalls are precisely estimated.

Keywords: rock shape, surface roughness, moving path.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1951

Authors: Won-Ho Kim, Nuwan Sanjeewa Rajasooriya

Abstract:

In this paper, a simple moving human detection method is proposed for video surveillance system or access monitoring system. The frame difference and noise threshold are used for initial detection of a moving human-object, and simple labeling method is applied for final human-object segmentation. The simulated results show that the applied algorithm is fast to detect the moving human-objects by performing 95% of correct detection rate. The proposed algorithm has confirmed that can be used as an intelligent video access monitoring system.

Keywords: Moving human-object detection, Video access monitoring, Image processing.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2507

Authors: Jae Moon Lee

Abstract:

In general, algorithms to find continuous k-nearest neighbors have been researched on the location based services, monitoring periodically the moving objects such as vehicles and mobile phone. Those researches assume the environment that the number of query points is much less than that of moving objects and the query points are not moved but fixed. In gaming environments, this problem is when computing the next movement considering the neighbors such as flocking, crowd and robot simulations. In this case, every moving object becomes a query point so that the number of query point is same to that of moving objects and the query points are also moving. In this paper, we analyze the performance of the existing algorithms focused on location based services how they operate under gaming environments.

Keywords: Flocking behavior, heterogeneous agents, similarity, simulation.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1546

Authors: D Sudheer Reddy, N Gopal Reddy, P V Radhadevi, J Saibaba, Geeta Varadan

Abstract:

Smoothing or filtering of data is first preprocessing step for noise suppression in many applications involving data analysis. Moving average is the most popular method of smoothing the data, generalization of this led to the development of Savitzky-Golay filter. Many window smoothing methods were developed by convolving the data with different window functions for different applications; most widely used window functions are Gaussian or Kaiser. Function approximation of the data by polynomial regression or Fourier expansion or wavelet expansion also gives a smoothed data. Wavelets also smooth the data to great extent by thresholding the wavelet coefficients. Almost all smoothing methods destroys the peaks and flatten them when the support of the window is increased. In certain applications it is desirable to retain peaks while smoothing the data as much as possible. In this paper we present a methodology called as peak-wise smoothing that will smooth the data to any desired level without losing the major peak features.

Keywords: smoothing, moving average, peakwise smoothing, spatialdensity models, planar shape models, wavelets.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1750

Authors: Junior B. N. Adohinzin, Ling Xu

Abstract:

Nitrogen is among the main nutrients encouraging the growth of organic matter and algae which cause eutrophication in water bodies. Therefore, its removal from wastewater has become a worldwide emerging concern. In this research, an innovative Membrane Bioreactor (MBR) system named “moving bed membrane bioreactor (MBMBR)” was developed and investigated under intermittently-aerated mode for simultaneous removal of organic carbon and nitrogen.

Results indicated that the variation of the intermittently aerated duration did not have an apparent impact on COD and NH₄⁺–N removal rate, yielding the effluent with average COD and NH₄⁺–N removal efficiency of more than 92 and 91% respectively. However, in the intermittently aerated cycle of (continuously aeration/0s mix), (aeration 90s/mix 90s) and (aeration 90s/mix 180s); the average TN removal efficiency was 67.6%, 69.5% and 87.8% respectively. At the same time, their nitrite accumulation rate was 4.5%, 49.1% and 79.4% respectively. These results indicate that the intermittently aerated mode is an efficient way to controlling the nitrification to stop at nitrition; and also the length of anoxic duration is a key factor in improving TN removal.

Keywords: Membrane bioreactor (MBR), Moving bed biofilm reactor (MBBR), Nutrients removal, Simultaneous nitrification and denitrification.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2495

Authors: Ivo Jánský, Milan Rippel

Abstract:

The paper evaluates several hundred one-day-ahead VaR forecasting models in the time period between the years 2004 and 2009 on data from six world stock indices - DJI, GSPC, IXIC, FTSE, GDAXI and N225. The models model mean using the ARMA processes with up to two lags and variance with one of GARCH, EGARCH or TARCH processes with up to two lags. The models are estimated on the data from the in-sample period and their forecasting accuracy is evaluated on the out-of-sample data, which are more volatile. The main aim of the paper is to test whether a model estimated on data with lower volatility can be used in periods with higher volatility. The evaluation is based on the conditional coverage test and is performed on each stock index separately. The primary result of the paper is that the volatility is best modelled using a GARCH process and that an ARMA process pattern cannot be found in analyzed time series.

Keywords: VaR, risk analysis, conditional volatility, garch, egarch, tarch, moving average process, autoregressive process

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1429

Authors: B. K. Kim, D. Chang, D. J. Son, D. W. Kim, J. K. Choi, H. J. Yeon, C. Y. Yoon, Y. Fan, S. Y. Lim, K. H. Hong

Abstract:

Intermittent aeration process can be easily applied on the existing activated sludge system and is highly reliable against the loading changes. It can be operated in a relatively simple way as well. Since the moving-bed biofilm reactor method processes pollutants by attaching and securing the microorganisms on the media, the process efficiency can be higher compared to the suspended growth biological treatment process, and can reduce the return of sludge. In this study, the existing intermittent aeration process with alternating flow being applied on the oxidation ditch is applied on the continuous flow stirred tank reactor with advantages from both processes, and we would like to develop the process to significantly reduce the return of sludge in the clarifier and to secure the reliable quality of treated water by adding the moving media. Corresponding process has the appropriate form as an infrastructure based on u- environment in future u- City and is expected to accelerate the implementation of u-Eco city in conjunction with city based services. The system being conducted in a laboratory scale has been operated in HRT 8hours except for the final clarifier and showed the removal efficiency of 97.7 %, 73.1 % and 9.4 % in organic matters, TN and TP, respectively with operating range of 4hour cycle on system SRT 10days. After adding the media, the removal efficiency of phosphorus showed a similar level compared to that before the addition, but the removal efficiency of nitrogen was improved by 7~10 %. In addition, the solids which were maintained in MLSS 1200~1400 at 25 % of media packing were attached all onto the media, which produced no sludge entering the clarifier. Therefore, the return of sludge is not needed any longer.

Keywords: Municipal wastewater treatment, Biological nutrient removal, Alternating flow intermittent aeration system, Reversal flow intermittent aeration system, Moving-bed biofilm reactor, CFSTR, u-City, u-Eco city

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2323

Authors: Hyojin Lim, Cuong Nguyen Khac, Ho-Youl Jung

Abstract:

In this paper, we propose moving object detection method which is helpful for driver to safely take his/her car out of parking lot. When moving objects such as motorbikes, pedestrians, the other cars and some obstacles are detected at the rear-side of host vehicle, the proposed algorithm can provide to driver warning. We assume that the host vehicle is just before departure. Gaussian Mixture Model (GMM) based background subtraction is basically applied. Pre-processing such as smoothing and post-processing as morphological filtering are added. We examine “which color space has better performance for detection of moving objects?” Three color spaces including RGB, YCbCr, and Y are applied and compared, in terms of detection rate. Through simulation, we prove that RGB space is more suitable for moving object detection based on background subtraction.

Keywords: Gaussian mixture model, background subtraction, Moving object detection, color space, morphological filtering.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2556

Authors: Masahiro Ohmura, Koh Kakusho, Takeshi Okadome

Abstract:

This paper presents a regression model with autocorrelated errors in which the inputs are social moods obtained by analyzing the adjectives in Twitter posts using a document topic model, where document topics are extracted using LDA. The regression model predicts Dow Jones Industrial Average (DJIA) more precisely than autoregressive moving-average models.

Keywords: Regression model, social mood, stock market prediction, Twitter.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 2434

Authors: S. M. H. Karimian, F. S. Salehi, H. Alisadeghi

Abstract:

A two-dimensional moving mesh algorithm is developed to simulate the general motion of two rotating bodies with relative translational motion. The grid includes a background grid and two sets of grids around the moving bodies. With this grid arrangement rotational and translational motions of two bodies are handled separately, with no complications. Inter-grid boundaries are determined based on their distances from two bodies. In this method, the overset concept is applied to hybrid grid, and flow variables are interpolated using a simple stencil. To evaluate this moving mesh algorithm unsteady Euler flow is solved for different cases using dual-time method of Jameson. Numerical results show excellent agreement with experimental data and other numerical results. To demonstrate the capability of present algorithm for accurate solution of flow fields around moving bodies, some benchmark problems have been defined in this paper.

Keywords: Moving mesh, Overset grid, Unsteady Euler, Relative motion.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1694

Authors: Mahmoud Zarrini, R.N. Pralhad

Abstract:

In this chapter, we have studied Variation of velocity in incompressible fluid over a moving surface. The boundary layer equations are on a fixed or continuously moving flat plate in the same or opposite direction to the free stream with suction and injection. The boundary layer equations are transferred from partial differential equations to ordinary differential equations. Numerical solutions are obtained by using Runge-Kutta and Shooting methods. We have found numerical solution to velocity and skin friction coefficient.

Keywords: Boundary layer, continuously moving surface, shooting method, skin friction coefficient.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1576

Authors: Basem Mustafa Abd. Amer , Syed Abdul Rahman Al-Attas

Abstract:

The aim of this research is to develop a fast and reliable surveillance system based on a personal digital assistant (PDA) device. This is to extend the capability of the device to detect moving objects which is already available in personal computers. Secondly, to compare the performance between Background subtraction (BS) and Temporal Frame Differencing (TFD) techniques for PDA platform as to which is more suitable. In order to reduce noise and to prepare frames for the moving object detection part, each frame is first converted to a gray-scale representation and then smoothed using a Gaussian low pass filter. Two moving object detection schemes i.e., BS and TFD have been analyzed. The background frame is updated by using Infinite Impulse Response (IIR) filter so that the background frame is adapted to the varying illuminate conditions and geometry settings. In order to reduce the effect of noise pixels resulting from frame differencing morphological filters erosion and dilation are applied. In this research, it has been found that TFD technique is more suitable for motion detection purpose than the BS in term of speed. On average TFD is approximately 170 ms faster than the BS technique

Keywords: Surveillance, PDA, Motion Detection, ImageProcessing , Background Subtraction.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1759

Authors: G. Koukiou, V. Anastassopoulos

Abstract:

In this paper a bank of velocity filters is devised to be used for isolating a moving object with specific velocity in a sequence of frames. The approach used is a 3-D FFT based experimental procedure without applying any theoretical concept from velocity filters. Accordingly, velocity filters are built using the spectral signature of each separate moving object. Experimentation reveals the capabilities of the constructed filter bank to separate moving objects as far as the amplitude as well as the direction of the velocity are concerned.

Keywords: Velocity filters, filter banks, 3-D FFT.

Procedia APA BibTeX Chicago EndNote Harvard JSON MLA RIS XML ISO 690 PDF Downloads 1797