Search results for: panel vector autoregression

Authors: B. Skrabic, N. Tomic-Plazibat

Abstract:

In this paper real money demand function is analyzed within multivariate time-series framework. Cointegration approach is used (Johansen procedure) assuming interdependence between money demand determinants, which are nonstationary variables. This will help us to understand the behavior of money demand in Croatia, revealing the significant influence between endogenous variables in vector autoregrression system (VAR), i.e. vector error correction model (VECM). Exogeneity of the explanatory variables is tested. Long-run money demand function is estimated indicating slow speed of adjustment of removing the disequilibrium. Empirical results provide the evidence that real industrial production and exchange rate explains the most variations of money demand in the long-run, while interest rate is significant only in short-run.

Keywords: Cointegration, Long-run equilibrium, Money demand function, Vector error correction model.

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Authors: Mona F. M. Mursi, Ghazy M.R. Assassa, Hatim A. Aboalsamh, Khaled Alghathbar

Abstract:

The challenge in the case of image authentication is that in many cases images need to be subjected to non malicious operations like compression, so the authentication techniques need to be compression tolerant. In this paper we propose an image authentication system that is tolerant to JPEG lossy compression operations. A scheme for JPEG grey scale images is proposed based on a data embedding method that is based on a secret key and a secret mapping vector in the frequency domain. An encrypted feature vector extracted from the image DCT coefficients, is embedded redundantly, and invisibly in the marked image. On the receiver side, the feature vector from the received image is derived again and compared against the extracted watermark to verify the image authenticity. The proposed scheme is robust against JPEG compression up to a maximum compression of approximately 80%,, but sensitive to malicious attacks such as cutting and pasting.

Keywords: Authentication, DCT, JPEG, Watermarking.

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Authors: Robersy Sánchez, Ricardo Grau

Abstract:

A plausible architecture of an ancient genetic code is derived from an extended base triplet vector space over the Galois field of the extended base alphabet {D, G, A, U, C}, where the letter D represent one or more hypothetical bases with unspecific pairing. We hypothesized that the high degeneration of a primeval genetic code with five bases and the gradual origin and improvements of a primitive DNA repair system could make possible the transition from the ancient to the modern genetic code. Our results suggest that the Watson-Crick base pairing and the non-specific base pairing of the hypothetical ancestral base D used to define the sum and product operations are enough features to determine the coding constraints of the primeval and the modern genetic code, as well as the transition from the former to the later. Geometrical and algebraic properties of this vector space reveal that the present codon assignment of the standard genetic code could be induced from a primeval codon assignment. Besides, the Fourier spectrum of the extended DNA genome sequences derived from the multiple sequence alignment suggests that the called period-3 property of the present coding DNA sequences could also exist in the ancient coding DNA sequences.

Keywords: Genetic code vector space, primeval genetic code, power spectrum.

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Authors: Andreas Theissler, Ian Dear

Abstract:

The one-class support vector machine “support vector data description” (SVDD) is an ideal approach for anomaly or outlier detection. However, for the applicability of SVDD in real-world applications, the ease of use is crucial. The results of SVDD are massively determined by the choice of the regularisation parameter C and the kernel parameter  of the widely used RBF kernel. While for two-class SVMs the parameters can be tuned using cross-validation based on the confusion matrix, for a one-class SVM this is not possible, because only true positives and false negatives can occur during training. This paper proposes an approach to find the optimal set of parameters for SVDD solely based on a training set from one class and without any user parameterisation. Results on artificial and real data sets are presented, underpinning the usefulness of the approach.

Keywords: Support vector data description, anomaly detection, one-class classification, parameter tuning.

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Authors: Viriyavudh Sim, Woo Young Jung

Abstract:

This paper presents numerical analysis in terms of buckling resistance of GFRP sandwich infill panels system under the influence of increased temperature on the foam core. Failure mode under in-plane compression is studied by means of numerical analysis with ABAQUS platform. Parameters considered in this study are contact length and both the type of foam for core and the variation of its module elastic under the thermal influence. Increment of temperature is considered in static cases and only applied to core. Indeed, it is proven that the effect of temperature alters the mechanical properties of the entire panel system. Moreover, the rises of temperature result in a decrease in strength of the panel. This is due to the polymeric nature of this material. Additionally, the contact length also displays the effect on performance of infill panel. Their significance factors are based on type of polymer for core. Therefore, by comparing difference type of core material, the variation can be reducing.

Keywords: Buckling, contact length, foam core, temperature dependent.

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Authors: A. Zaher, A. Traore, F. Thiéry, T. Talbert, B. Shaer

Abstract:

In this paper, an intelligent approach is proposed to optimize the orientation of continuous solar tracking systems on cloudy days. Considering the weather case, the direct sunlight is more important than the diffuse radiation in case of clear sky. Thus, the panel is always pointed towards the sun. In case of an overcast sky, the solar beam is close to zero, and the panel is placed horizontally to receive the maximum of diffuse radiation. Under partly covered conditions, the panel must be pointed towards the source that emits the maximum of solar energy and it may be anywhere in the sky dome. Thus, the idea of our approach is to analyze the images, captured by ground-based sky camera system, in order to detect the zone in the sky dome which is considered as the optimal source of energy under cloudy conditions. The proposed approach is implemented using experimental setup developed at PROMES-CNRS laboratory in Perpignan city (France). Under overcast conditions, the results were very satisfactory, and the intelligent approach has provided efficiency gains of up to 9% relative to conventional continuous sun tracking systems.

Keywords: Clouds detection, fuzzy inference systems, images processing, sun trackers.

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Authors: A. Greco, N. Mammone, F.C. Morabito, M.Versaci

Abstract:

This paper is mainly concerned with the application of a novel technique of data interpretation for classifying measurements of plasma columns in Tokamak reactors for nuclear fusion applications. The proposed method exploits several concepts derived from soft computing theory. In particular, Artificial Neural Networks and Multi-Class Support Vector Machines have been exploited to classify magnetic variables useful to determine shape and position of the plasma with a reduced computational complexity. The proposed technique is used to analyze simulated databases of plasma equilibria based on ITER geometry configuration. As well as demonstrating the successful recovery of scalar equilibrium parameters, we show that the technique can yield practical advantages compared with earlier methods.

Keywords: Tokamak, Classification, Artificial Neural Network, Support Vector Machines.

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Authors: Nemat Abazari, Ilgin Sager

Abstract:

In this paper smooth trajectories are computed in the Lie group SO(2, 1) as a motion planning problem by assigning a Frenet frame to the rigid body system to optimize the cost function of the elastic energy which is spent to track a timelike curve in Minkowski space. A method is proposed to solve a motion planning problem that minimize the integral of the square norm of Darboux vector of a timelike curve. This method uses the coordinate free Maximum Principle of Optimal control and results in the theory of integrable Hamiltonian systems. The presence of several conversed quantities inherent in these Hamiltonian systems aids in the explicit computation of the rigid body motions.

Keywords: Optimal control, Hamiltonian vector field, Darboux vector, maximum principle, lie group, Rigid body motion, Lorentz metric.

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Authors: Troy L. Story

Abstract:

Mathematical models of dynamics employing exterior calculus are mathematical representations of the same unifying principle; namely, the description of a dynamic system with a characteristic differential one-form on an odd-dimensional differentiable manifold leads, by analysis with exterior calculus, to a set of differential equations and a characteristic tangent vector (vortex vector) which define transformations of the system. Using this principle, a mathematical model for economic growth is constructed by proposing a characteristic differential one-form for economic growth dynamics (analogous to the action in Hamiltonian dynamics), then generating a pair of characteristic differential equations and solving these equations for the rate of economic growth as a function of labor and capital. By contracting the characteristic differential one-form with the vortex vector, the Lagrangian for economic growth dynamics is obtained.

Keywords: Differential geometry, exterior calculus, Hamiltonian geometry, mathematical economics.

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Authors: Ivan Pavic, Fran Galetic, Tomislava Pavic Kramaric

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The purpose of this article is to analyze the degree of concentration in the banking market in EU member states as well as to determine the impact of the length of EU membership on the degree of concentration. In that sense several analysis were conducted, specifically, panel analysis, calculation of correlation coefficient and regression analysis of the impact of the length of EU membership on the degree of concentration. Panel analysis was conducted to determine whether there is a similar trend of concentration in three groups of countries - countries with a low, moderate and high level of concentration. The conducted panel analysis showed that in EU countries with a moderate level of concentration, the level of concentration decreases. The calculation of correlation showed that, to some extent, with other influential factors, the length of EU membership negatively affects the market concentration of the banking market. Using the regression analysis for investigation of the influence of the length of EU membership on the level of concentration in the banking sector in a particular country, the results reveal that there is a negative effect of the length in EU membership on market concentration, although it is not significantly influential variable.

Keywords: Banking sector, concentration, EU

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Authors: Daniel Y. Abebe, Jaehyouk Choi

Abstract:

There are several types of metal-based devices conceived as dampers for the seismic energy absorber whereby damages to the major structural components could be minimized for both new and existing structures. This paper aimed to develop and evaluate structural performance of slit circular shear panel damper for passive seismic energy protection by inelastic deformation. Structural evaluation was done using commercially available nonlinear FE simulation program. The main parameters considered are: diameter-to-thickness (D/t) ratio and slit length-to-width ratio (l/w). Depending on these parameters three different buckling mode and hysteretic behavior was found: yielding prior to buckling without strength degradation, yielding prior to buckling with strength degradation and yielding with buckling and strength degradation which forms pinching at initial displacement. The susceptible location at which the possible crack is initiated is also identified for selected specimens using rupture index.

Keywords: Slit circular shear panel damper, Hysteresis Characteristics, Slip length-to-width ratio, D/t ratio, FE analysis.

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Authors: Vahid Zeighami, Mohsen Ghasemi, Reza Akbari

Abstract:

In this work, a Multi-Level Artificial Bee Colony (called MLABC) for optimizing numerical test functions is presented. In MLABC, two species are used. The first species employs n colonies where each of them optimizes the complete solution vector. The cooperation between these colonies is carried out by exchanging information through a leader colony, which contains a set of elite bees. The second species uses a cooperative approach in which the complete solution vector is divided to k sub-vectors, and each of these sub-vectors is optimized by a colony. The cooperation between these colonies is carried out by compiling sub-vectors into the complete solution vector. Finally, the cooperation between two species is obtained by exchanging information. The proposed algorithm is tested on a set of well-known test functions. The results show that MLABC algorithm provides efficiency and robustness to solve numerical functions.

Keywords: Artificial bee colony, cooperative artificial bee colony, multilevel cooperation.

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Authors: Umut Gunduz, Mehtap Hisarciklilar, Tolga Kaya

Abstract:

Studies revealing the positive relationship between trade and income are often criticized with the argument that “development should mean more than rising incomes". Taking this argument as a base and utilizing panel data, Davies and Quinlivan [1] have demonstrated that increases in trade are positively associated with future increases in social welfare as measured by the Human Development Index (HDI). The purpose of this study is twofold: Firstly, utilizing an income based country classification; it is aimed to investigate whether the positive association between foreign trade and HDI is valid within all country groups. Secondly, keeping the same categorization as a base; it is aimed to reveal whether the positive link between trade and HDI still exists when the income components of the index are excluded. Employing a panel data framework of 106 countries, this study reveals that the positive link between trade and human development is valid only for high and medium income countries. Moreover, the positive link between trade and human development diminishes in lower-medium income countries when only non-income components of the index are taken into consideration.

Keywords: HDI, foreign trade, development, panel data.

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Authors: J. Seetaram, P. Satish Kumar

Abstract:

Mobile Adhoc Networks (MANETs) are infrastructure-less, dynamic network of collections of wireless mobile nodes communicating with each other without any centralized authority. A MANET is a mobile device of interconnections through wireless links, forming a dynamic topology. Routing protocols have a big role in data transmission across a network. Routing protocols, two major classifications are unipath and multipath. This study evaluates performance of an on-demand multipath routing protocol named Adhoc On-demand Multipath Distance Vector routing (AOMDV). This study proposes Energy Aware AOMDV (EAAOMDV) an extension of AOMDV which decreases energy consumed on a route.

Keywords: Mobile Adhoc Network (MANET), unipath, multipath, Adhoc On-demand Multipath Distance Vector routing (AOMDV).

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Authors: Satean Tunyasrirut, Tianchai Suksri, Sompong Srilad

Abstract:

This paper presents design and implements a voltage source inverter type space vector pulse width modulation (SVPWM) for control a speed of induction motor. This scheme leads to be able to adjust the speed of the motor by control the frequency and amplitude of the stator voltage, the ratio of stator voltage to frequency should be kept constant. The fuzzy logic controller is also introduced to the system for keeping the motor speed to be constant when the load varies. The experimental results in testing the 0.22 kW induction motor from no-load condition to rated condition show the effectiveness of the proposed control scheme.

Keywords: Fuzzy logic control, space vector pulse width modulation, induction motor.

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Authors: K. P. K. S. Lahirushan, W. G. V. Gunasekara

Abstract:

Main purpose of this study is to identify the impact of government expenditure on economic growth in Asian Countries. Consequently, main objective is to analyze whether government expenditure causes economic growth in Asian countries vice versa and then scrutinizing long-run equilibrium relationship exists between them. The study completely based on secondary data. The methodology being quantitative that includes econometrical techniques of cointegration, panel fixed effects model and granger causality in the context of panel data of Asian countries; Singapore, Malaysia, Thailand, South Korea, Japan, China, Sri Lanka, India and Bhutan with 44 observations in each country, totaling to 396 observations from 1970 to 2013. The model used is the random effects panel OLS model. As with the above methodology, the study found the fascinating outcome. At first, empirical findings exhibit a momentous positive impact of government expenditure on Gross Domestic Production in Asian region. Secondly, government expenditure and economic growth indicate a long-run relationship in Asian countries. In conclusion, there is a unidirectional causality from economic growth to government expenditure and government expenditure to economic growth in Asian countries. Hence the study is validated that it is in line with the Keynesian theory and Wagner’s law as well. Consequently, it can be concluded that role of government would play a vital role in economic growth of Asian Countries. However; if government expenditure did not figure out with the economy’s needs it might be considerably inspiration the economy in a negative way so that society bears the costs.

Keywords: Asian Countries, Government Expenditure, Keynesian theory, Wagner’s theory, Random effects panel OLS model.

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Authors: T. Kusuma, K. Ashwini

Abstract:

This paper presents a real time video surveillance system which is capable of tracking multiple real time objects using Polar Vector Median (PVM) and Block Coding Modes (BCM) with Global Motion Compensation (GMC). This strategy works in the packed area and furthermore utilizes the movement vectors and BCM from the compressed bit stream to perform real time object tracking. We propose to do this in view of the neighboring Motion Vectors (MVs) using a method called PVM. Since GM adds to the object’s native motion, for accurate tracking, it is important to remove GM from the MV field prior to further processing. The proposed method is tested on a number of standard sequences and the results show its advantages over some of the current modern methods.

Keywords: Block coding mode, global motion compensation, object tracking, polar vector median, video surveillance.

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Authors: Chothmal, Basant Agarwal

Abstract:

Sentiment analysis means to classify a given review document into positive or negative polar document. Sentiment analysis research has been increased tremendously in recent times due to its large number of applications in the industry and academia. Sentiment analysis models can be used to determine the opinion of the user towards any entity or product. E-commerce companies can use sentiment analysis model to improve their products on the basis of users’ opinion. In this paper, we propose a new One-class Support Vector Machine (One-class SVM) based sentiment analysis model for movie review documents. In the proposed approach, we initially extract features from one class of documents, and further test the given documents with the one-class SVM model if a given new test document lies in the model or it is an outlier. Experimental results show the effectiveness of the proposed sentiment analysis model.

Keywords: Feature selection methods, Machine learning, NB, One-class SVM, Sentiment Analysis, Support Vector Machine.

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Authors: Nemat Abazari, Ilgin Sager

Abstract:

In this paper smooth trajectories are computed in the Lie group SO(2, 1) as a motion planning problem by assigning a Frenet frame to the rigid body system to optimize the cost function of the elastic energy which is spent to track a timelike curve in Minkowski space. A method is proposed to solve a motion planning problem that minimizes the integral of the Lorentz inner product of Darboux vector of a timelike curve. This method uses the coordinate free Maximum Principle of Optimal control and results in the theory of integrable Hamiltonian systems. The presence of several conversed quantities inherent in these Hamiltonian systems aids in the explicit computation of the rigid body motions.

Keywords: Optimal control, Hamiltonian vector field, Darboux vector, maximum principle, lie group, rigid body motion, Lorentz metric.

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Authors: Chanon Aphirukmatakun, Natasha Dejdumrong

Abstract:

In image processing and visualization, comparing two bitmapped images needs to be compared from their pixels by matching pixel-by-pixel. Consequently, it takes a lot of computational time while the comparison of two vector-based images is significantly faster. Sometimes these raster graphics images can be approximately converted into the vector-based images by various techniques. After conversion, the problem of comparing two raster graphics images can be reduced to the problem of comparing vector graphics images. Hence, the problem of comparing pixel-by-pixel can be reduced to the problem of polynomial comparisons. In computer aided geometric design (CAGD), the vector graphics images are the composition of curves and surfaces. Curves are defined by a sequence of control points and their polynomials. In this paper, the control points will be considerably used to compare curves. The same curves after relocated or rotated are treated to be equivalent while two curves after different scaled are considered to be similar curves. This paper proposed an algorithm for comparing the polynomial curves by using the control points for equivalence and similarity. In addition, the geometric object-oriented database used to keep the curve information has also been defined in XML format for further used in curve comparisons.

Keywords: Bezier curve, Said-Ball curve, Wang-Ball curve, DP curve, CAGD, comparison, geometric object database.

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Authors: Karolína Vozková, Matěj Kuc

Abstract:

Net fee and commission income is one of the key elements of a bank’s core income. In the current low-interest rate environment, this type of income is gaining importance relative to net interest income. This paper analyses the effects of bank and country specific determinants of net fee and commission income on a set of cooperative banks from European countries in the 2007-2014 period. In order to do that, dynamic panel data methods (system Generalized Methods of Moments) were employed. Subsequently, alternative panel data methods were run as robustness checks of the analysis. Strong positive impact of bank concentration on the share of net fee and commission income was found, which proves that cooperative banks tend to display a higher share of fee income in less competitive markets. This is probably connected with the fact that they stick with their traditional deposit-taking and loan-providing model and fees on these services are driven down by the competitors. Moreover, compared to commercial banks, cooperatives do not expand heavily into non-traditional fee bearing services under competition and their overall fee income share is therefore decreasing with the increased competitiveness of the sector.

Keywords: Cooperative banking, dynamic panel data models, net fee, commission income, system GMM.

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Authors: Adil AL-Rammahi

Abstract:

In this short paper, new properties of transition matrix were introduced. Eigen values for small order transition matrices are calculated in flexible method. For benefit of these properties applications of these properties were studied in the solution of Markov's chain via steady state vector, and information theory via channel entropy. The implemented test examples were promised for usages.

Keywords: Eigen value problem, transition matrix, state vector, information theory.

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Authors: M. Saeedi, R. Wuchner, K.-U. Bletzinger

Abstract:

In order to study the aerodynamic performance of a semi-flexible membrane wing, Fluid-Structure Interaction simulations have been performed. The fluid problem has been modeled using two different approaches which are the vortex panel method and the numerical solution of the Navier-Stokes equations. Nonlinear analysis of the structural problem is performed using the Finite Element Method. Comparison between the two fluid solvers has been made. Aerodynamic performance of the wing is discussed regarding its lift and drag coefficients and they are compared with those of the equivalent rigid wing.

Keywords: CFD, FSI, Membrane wing, Vortex panel method.

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Authors: S. Deswal, M. Pal

Abstract:

Presently various computational techniques are used in modeling and analyzing environmental engineering data. In the present study, an intra-comparison of polynomial and radial basis kernel functions based on Support Vector Regression and, in turn, an inter-comparison with Multi Linear Regression has been attempted in modeling mass transfer capacity of vertical (θ = 90O) and inclined (θ multiple plunging jets (varying from 1 to 16 numbers). The data set used in this study consists of four input parameters with a total of eighty eight cases, forty four each for vertical and inclined multiple plunging jets. For testing, tenfold cross validation was used. Correlation coefficient values of 0.971 and 0.981 along with corresponding root mean square error values of 0.0025 and 0.0020 were achieved by using polynomial and radial basis kernel functions based Support Vector Regression respectively. An intra-comparison suggests improved performance by radial basis function in comparison to polynomial kernel based Support Vector Regression. Further, an inter-comparison with Multi Linear Regression (correlation coefficient = 0.973 and root mean square error = 0.0024) reveals that radial basis kernel functions based Support Vector Regression performs better in modeling and estimating mass transfer by multiple plunging jets.

Keywords: Mass transfer, multiple plunging jets, polynomial and radial basis kernel functions, Support Vector Regression.

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Authors: Matěj Kuc

Abstract:

This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.

Keywords: Cooperative banking, panel data, profitability measures, random effects.

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Authors: M. Kubeitari, A. Alhusayn, M. Alnahar

Abstract:

Space Vector Pulse Width Modulation SVPWM is one of the most used techniques to generate sinusoidal voltage and current due to its facility and efficiency with low harmonics distortion. This algorithm is specially used in power electronic applications. This paper describes simulation algorithm of SVPWM & SPWM using MatLab/simulink environment. It also implements a closed loop three phases DC-AC converter controlling its outputs voltages amplitude and frequency using MatLab. Also comparison between SVPWM & SPWM results is given.

Keywords: DC-AC Converter, MatLab, SPWM, SVPWM, Vref - rotating frame.

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Authors: Hany Alashwal, Safaai Deris, Razib M. Othman

Abstract:

Predicting protein-protein interactions represent a key step in understanding proteins functions. This is due to the fact that proteins usually work in context of other proteins and rarely function alone. Machine learning techniques have been applied to predict protein-protein interactions. However, most of these techniques address this problem as a binary classification problem. Although it is easy to get a dataset of interacting proteins as positive examples, there are no experimentally confirmed non-interacting proteins to be considered as negative examples. Therefore, in this paper we solve this problem as a one-class classification problem using one-class support vector machines (SVM). Using only positive examples (interacting protein pairs) in training phase, the one-class SVM achieves accuracy of about 80%. These results imply that protein-protein interaction can be predicted using one-class classifier with comparable accuracy to the binary classifiers that use artificially constructed negative examples.

Keywords: Bioinformatics, Protein-protein interactions, One-Class Support Vector Machines

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Authors: M. Jändel

Abstract:

A new conceptual architecture for low-level neural pattern recognition is presented. The key ideas are that the brain implements support vector machines and that support vectors are represented as memory patterns in competitive queuing memories. A binary classifier is built from two competitive queuing memories holding positive and negative valence training examples respectively. The support vector machine classification function is calculated in synchronized evaluation cycles. The kernel is computed by bisymmetric feed-forward networks feed by sensory input and by competitive queuing memories traversing the complete sequence of support vectors. Temporary summation generates the output classification. It is speculated that perception apparatus in the brain reuses structures that have evolved for enabling fluent execution of prepared action sequences so that pattern recognition is built on internalized motor programmes.

Keywords: Competitive queuing model, Olfactory system, Pattern recognition, Support vector machine, Thalamus

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Authors: Hossein Esbati, Jalil Shirazi

Abstract:

In this paper, in order to categorize ORL database face pictures, principle Component Analysis (PCA) and Kernel Principal Component Analysis (KPCA) methods by using Elman neural network and Support Vector Machine (SVM) categorization methods are used. Elman network as a recurrent neural network is proposed for modeling storage systems and also it is used for reviewing the effect of using PCA numbers on system categorization precision rate and database pictures categorization time. Categorization stages are conducted with various components numbers and the obtained results of both Elman neural network categorization and support vector machine are compared. In optimum manner 97.41% recognition accuracy is obtained.

Keywords: Face recognition, Principal Component Analysis, Kernel Principal Component Analysis, Neural network, Support Vector Machine.

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Authors: Monjed Ezzeddinne, Nicolas Lefebvre, Régis Lengellé

Abstract:

This paper presents a new version of the SVM mixture algorithm initially proposed by Kwok for classification and regression problems. For both cases, a slight modification of the mixture model leads to a standard SVM training problem, to the existence of an exact solution and allows the direct use of well known decomposition and working set selection algorithms. Only the regression case is considered in this paper but classification has been addressed in a very similar way. This method has been successfully applied to engine pollutants emission modeling.

Keywords: Identification, Learning systems, Mixture ofExperts, Support Vector Machines.

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