Search results for: short time window
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 7082

Search results for: short time window

6782 Plants as Alternative Covers at Contaminated Sites

Authors: M. Grifoni, G. Petruzzelli, M. Barbafieri, I. Rosellini, B. Pezzarossa, F. Pedron

Abstract:

Evapotranspiration (ET) covers are an alternative cover system that utilizes water balance approach to maximize the ET process to reduce the contaminants leaching through the soil profile. Microcosm tests allow to identify in a short time the most suitable plant species to be used as alternative covers, their survival capacity, and simultaneously the transpiration and evaporation rate of the cover in a specific contaminated soil. This work shows the soil characterization and ET results of microcosm tests carried out on two contaminated soils by using Triticum durum and Helianthus annuus species. The data indicated that transpiration was higher than evaporation, supporting the use of plants as alternative cover at this contaminated site.

Keywords: Contaminated sites, ET cover, evapotranspiration, microcosm experiments.

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6781 Coupled Electromagnetic and Thermal Field Modeling of a Laboratory Busbar System

Authors: Tatyana R. Radeva, Ivan S. Yatchev, Dimitar N. Karastoyanov, Nikolay I. Stoimenov, Stanislav D. Gyoshev

Abstract:

The paper presents coupled electromagnetic and thermal field analysis of busbar system (of rectangular cross-section geometry) submitted to short circuit conditions. The laboratory model was validated against both analytical solution and experimental observations. The considered problem required the computation of the detailed distribution of the power losses and the heat transfer modes. In this electromagnetic and thermal analysis, different definitions of electric busbar heating were considered and compared. The busbar system is a three phase one and consists of aluminum, painted aluminum and copper busbar. The solution to the coupled field problem is obtained using the finite element method and the QuickField™ program. Experiments have been carried out using two different approaches and compared with computed results.

Keywords: Busbar system, coupled problems, finite element method, short-circuit currents.

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6780 Sensitivity Analysis of Real-Time Systems

Authors: Benjamin Gorry, Andrew Ireland, Peter King

Abstract:

Verification of real-time software systems can be expensive in terms of time and resources. Testing is the main method of proving correctness but has been shown to be a long and time consuming process. Everyday engineers are usually unwilling to adopt formal approaches to correctness because of the overhead associated with developing their knowledge of such techniques. Performance modelling techniques allow systems to be evaluated with respect to timing constraints. This paper describes PARTES, a framework which guides the extraction of performance models from programs written in an annotated subset of C.

Keywords: Performance Modelling, Real-time, SensitivityAnalysis.

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6779 Circadian Clock and Subjective Time Perception: A Simple Open Source Application for the Analysis of Induced Time Perception in Humans

Authors: Agata M. Kołodziejczyk, Mateusz Harasymczuk, Pierre-Yves Girardin, Lucie Davidová

Abstract:

Subjective time perception implies connection to cognitive functions, attention, memory and awareness, but a little is known about connections with homeostatic states of the body coordinated by circadian clock. In this paper, we present results from experimental study of subjective time perception in volunteers performing physical activity on treadmill in various phases of their circadian rhythms. Subjects were exposed to several time illusions simulated by programmed timing systems. This study brings better understanding for further improvement of of work quality in isolated areas. 

Keywords: Biological clock, light, time illusions, treadmill.

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6778 Proactive Approach to Innovation Management

Authors: Andrus Pedai, Igor Astrov

Abstract:

The focus of this paper is to compare common approaches for Systems of Innovation (SI) and identify proactive alternatives for driving the innovation. Proactive approaches will also consider short and medium term perspectives with developments in the field of Computer Technology and Artificial Intelligence. Concerning Computer Technology and Large Connected Information Systems, it is reasonable to predict that during current or the next century intelligence and innovation will be separated from the constraints of human driven management. After this happens, humans will be no longer driving the innovation and there is possibility that SI for new intelligent systems will set its own targets and exclude humans. Over long time scale these developments could result in scenario, which will lead to the development of larger, cross galactic (universal) proactive SI and Intelligence.

Keywords: Artificial intelligence, DARPA, Moore’s law, proactive innovation, singularity, systems of innovation.

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6777 An Integrated Predictor for Cis-Regulatory Modules

Authors: Darby Tien-Hao Chang, Guan-Yu Shiu, You-Jie Sun

Abstract:

Various cis-regulatory module (CRM) predictors have been proposed in the last decade. Several well-established CRM predictors adopted different categories of prediction strategies, including window clustering, probabilistic modeling and phylogenetic footprinting. Appropriate integration of them has a potential to achieve high quality CRM prediction. This study analyzed four existing CRM predictors (ClusterBuster, MSCAN, CisModule and MultiModule) to seek a predictor combination that delivers a higher accuracy than individual CRM predictors. 465 CRMs across 140 Drosophila melanogaster genes from the RED fly database were used to evaluate the integrated CRM predictor proposed in this study. The results show that four predictor combinations achieved superior performance than the best individual CRM predictor.

Keywords: Cis-regulatory module, transcription factor binding site.

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6776 UV-Cured Coatings Based on Acrylated Epoxidized Soybean Oil and Epoxy Carboxylate

Authors: Alaaddin Cerit, Suheyla Kocaman, Ulku Soydal

Abstract:

During the past two decades, photoinitiated polymerization has been attracting a great interest in terms of scientific and industrial activity. The wide recognition of UV treatment in the polymer industry results not only from its many practical applications but also from its advantage for low-cost processes. Unlike most thermal curing systems, radiation-curable systems can polymerize at room temperature without additional heat, and the curing is completed in a very short time. The advantage of cationic UV technology is that post-cure can continue in the ‘dark’ after radiation. In this study, bio-based acrylated epoxidized soybean oil (AESO) was cured with UV radiation using radicalic photoinitiator Irgacure 184. Triarylsulphonium hexafluoroantimonate was used as cationic photoinitiator for curing of 3,4-epoxycyclohexylmethyl-3,4-epoxycyclohexanecarboxylate. The effect of curing time and the amount of initiators on the curing degree and thermal properties were investigated. The thermal properties of the coating were analyzed after crosslinking UV irradiation. The level of crosslinking in the coating was evaluated by FTIR analysis. Cationic UV-cured coatings demonstrated excellent adhesion and corrosion resistance properties. Therefore, our study holds a great potential with its simple and low-cost applications.

Keywords: Acrylated epoxidized soybean oil, epoxy carboxylate, thermal properties, UV-curing.

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6775 In vitro Effects of Amygdalin on the Functional Competence of Rabbit Spermatozoa

Authors: Marek Halenár, Eva Tvrdá, Tomáš Slanina, Ľubomír Ondruška, Eduard Kolesár, Peter Massányi, Adriana Kolesárová

Abstract:

The present in vitro study was designed to reveal whether amygdalin (AMG) is able to cause changes to the motility, viability and mitochondrial activity of rabbit spermatozoa. New Zealand White rabbits (n = 10) aged four months were used in the study. Semen samples were collected from each animal and used for the in vitro incubation. The samples were divided into five equal parts and diluted with saline supplemented with 0, 0.5, 1, 2.5 and 5 mg/mL AMG. At times 0h, 3h and 5h spermatozoa motion parameters were assessed using the SpermVision™ computer-aided sperm analysis (CASA) system, cell viability was examined with the metabolic activity (MTT) assay, and the eosin-nigrosin staining technique was used to evaluate the viability of rabbit spermatozoa. All AMG concentrations exhibited stimulating effects on the spermatozoa activity, as shown by a significant preservation of the motility (P<0.05 with respect to 0.5 mg/mL and 1 mg/mL AMG; Time 5 h) and mitochondrial activity (P< 0.05 in case of 0.5 mg/mL AMG; P< 0.01 in case of 1 mg/mL AMG; P < 0.001 with respect to 2.5 mg/mL and 5 mg/mL AMG; Time 5 h). None of the AMG doses supplemented had any significant impact of the spermatozoa viability. In conclusion, the data revealed that short-term co-incubation of spermatozoa with AMG may result in a higher preservation of the sperm structural integrity and functional activity.

Keywords: Amygdalin, CASA, mitochondrial activity, motility, rabbits, spermatozoa, viability.

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6774 A Dual Model for Efficiency Evaluation Considering Time Lag Effect

Authors: Yan Shuang Zhang, Taehan Lee, Byung Ho Jeong

Abstract:

A DEA model can generally evaluate the performance using multiple inputs and outputs for the same period. However, it is hard to avoid the production lead time phenomenon some times, such as long-term project or marketing activity. A couple of models have been suggested to capture this time lag issue in the context of DEA. This paper develops a dual-MPO model to deal with time lag effect in evaluating efficiency. A numerical example is also given to show that the proposed model can be used to get efficiency and reference set of inefficient DMUs and to obtain projected target value of input attributes for inefficient DMUs to be efficient.

Keywords: DEA, efficiency, time lag, dual problem.

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6773 An Empirical Analysis and Comparative Study of Liquidity Ratios and Asset-Liability Management of Banks Operating in India

Authors: Amit Kumar Meena, Joydip Dhar

Abstract:

This paper is focused on the analysis and comparison of liquidity ratios and asset liability management practices in top three banks from public, private and foreign sector in India. The analysis is based upon the liquidity ratios calculation and the determination of maturity gap profiles for the banks under study. The paper also compares these banks maturity gap profiles with their corresponding group’s maturity gap profiles. This paper identifies the interest rate sensitivity of the balance sheet items of these banks to determine the gap between rate sensitive assets and rate sensitive liabilities. The results of this study suggest that overall banks in India have very good short term liquidity position and all banks are financing their short term liabilities by their long term assets.

Keywords: ALM, Liquidity ratios, Rate sensitive Assets, Rate Sensitive Liabilities.

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6772 Optimization of Three-dimensional Electrical Performance in a Solid Oxide Fuel Cell Stack by a Neural Network

Authors: Shih-Bin Wang, Ping Yuan, Syu-Fang Liu, Ming-Jun Kuo

Abstract:

By the application of an improved back-propagation neural network (BPNN), a model of current densities for a solid oxide fuel cell (SOFC) with 10 layers is established in this study. To build the learning data of BPNN, Taguchi orthogonal array is applied to arrange the conditions of operating parameters, which totally 7 factors act as the inputs of BPNN. Also, the average current densities achieved by numerical method acts as the outputs of BPNN. Comparing with the direct solution, the learning errors for all learning data are smaller than 0.117%, and the predicting errors for 27 forecasting cases are less than 0.231%. The results show that the presented model effectively builds a mathematical algorithm to predict performance of a SOFC stack immediately in real time. Also, the calculating algorithms are applied to proceed with the optimization of the average current density for a SOFC stack. The operating performance window of a SOFC stack is found to be between 41137.11 and 53907.89. Furthermore, an inverse predicting model of operating parameters of a SOFC stack is developed here by the calculating algorithms of the improved BPNN, which is proved to effectively predict operating parameters to achieve a desired performance output of a SOFC stack.

Keywords: a SOFC stack, BPNN, inverse predicting model of operating parameters, optimization of the average current density

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6771 Predicting Residence Time of Pollutants in Transient Storage Zones of Rivers by Genetic Programming

Authors: Rajeev R. Sahay

Abstract:

Rivers have transient storage or dead zones where injected pollutants or solutes are entrapped for considerable period of time, known as residence time, before being released into the main flowing zones of rivers. In this study, a new empirical expression for residence time, implementing genetic programming on published dispersion data, has been derived. The proposed expression uses few hydraulic and geometric characteristics of rivers which are normally known to the authorities. When compared with some reported expressions, based on various statistical indices, it can be concluded that the proposed expression predicts the residence time of pollutants in natural rivers more accurately.

Keywords: Parameter estimation, pollutant transport, residence time, rivers, transient storage.

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6770 Study of Shaft Voltage on Short Circuit Alternator with Static Frequency Converter

Authors: Arun Kumar Datta, Manisha Dubey, Shailendra Jain

Abstract:

Electric machines are driven nowadays by static system popularly known as soft starter. This paper describes a thyristor based static frequency converter (SFC) to run a large synchronous machine installed at a short circuit test laboratory. Normally a synchronous machine requires prime mover or some other driving mechanism to run. This machine doesn’t need a prime mover as it operates in dual mode. In the beginning SFC starts this machine as a motor to achieve the full speed. Thereafter whenever required it can be converted to generator mode. This paper begins with the various starting methodology of synchronous machine. Detailed of SFC with different operational modes have been analyzed. Shaft voltage is a very common phenomenon for the machines with static drives. Various causes of shaft voltages in perspective with this machine are the main attraction of this paper.

Keywords: Capacitive coupling, electric discharge machining, inductive coupling, Shaft voltage, static frequency converter.

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6769 Effect of Magnetic Field on Seed Germination of Two Wheat Cultivars

Authors: Ahmad Gholami , Saeed Sharafi, Hamid Abbasdokht

Abstract:

The effect of magnetic field on germination characteristics of two wheat Seeds has been studied under laboratory conditions. Seeds were magnetically exposed to magnetic field strengths, 125 or 250mT for different periods of time. Mean germination time and the time required to obtain 10, 25, 50, 75 and 90%of seeds to germinate were calculated. The germination time for each treatment were in general, higher than corresponding control values, in the other word in treated seeds time required for mean seed germination time increased nearly 3 hours in compared non treated control seeds. T10 for doses D5, D6, D11 and D12 significantly higher than the control values for both cultivars. Mean germination time (MGT) in both cultivars significantly increased when the time of seed exposed at magnetic field treatments increased , about 3 and 2 hour respectively for Omid and BCR cultivars.

Keywords: wheat, cultivar, germination test, magnetic field

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6768 Gravitational and Centrifugal Forces in the Nut-Kerr-Newman Space-Time

Authors: Atikur Rahman Baizid, Md. Elias Uddin Biswas, Ahsan Habib

Abstract:

Nayak et al have discussed in detail the inertial forces such as Gravitational, Coriolis-Lense-Thirring and Centrifugal forces in the Kerr-Newman Space-time in the Kerr-Newman Space-time. The main theme of this paper is to study the Gravitational and Centrifugal forces in the NUT-Kerr-Newman Space-time.

Keywords: Gravitational Forces, Centrifugal Forces, Nut-Kerr-Newman, Space time.

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6767 Differences in Goal Scoring and Passing Sequences between Winning and Losing Team in UEFA-EURO Championship 2012

Authors: Muhamad S., Norasrudin S, Rahmat A.

Abstract:

The objective of current study is to investigate the differences of winning and losing teams in terms of goal scoring and passing sequences. Total of 31 matches from UEFA-EURO 2012 were analyzed and 5 matches were excluded from analysis due to matches end up drawn. There are two groups of variable used in the study which is; i. the goal scoring variable and: ii. passing sequences variable. Data were analyzed using Wilcoxon matched pair rank test with significant value set at p < 0.05. Current study found the timing of goal scored was significantly higher for winning team at 1st half (Z=-3.416, p=.001) and 2nd half (Z=-3.252, p=.001). The scoring frequency was also found to be increase as time progressed and the last 15 minutes of the game was the time interval the most goals scored. The indicators that were significantly differences between winning and losing team were the goal scored (Z=-4.578, p=.000), the head (Z=-2.500, p=.012), the right foot (Z=-3.788,p=.000), corner (Z=-.2.126,p=.033), open play (Z=-3.744,p=.000), inside the penalty box (Z=-4.174, p=.000) , attackers (Z=-2.976, p=.003) and also the midfielders (Z=-3.400, p=.001). Regarding the passing sequences, there are significance difference between both teams in short passing sequences (Z=-.4.141, p=.000). While for the long passing, there were no significance difference (Z=-.1.795, p=.073). The data gathered in present study can be used by the coaches to construct detailed training program based on their objectives.

Keywords: Football, goals scored, passing, timing.

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6766 Linear Pocket Profile based Threshold Voltage Model for sub-100 nm n-MOSFET

Authors: Muhibul Haque Bhuyan, Quazi Deen Mohd Khosru

Abstract:

This paper presents a threshold voltage model of pocket implanted sub-100 nm n-MOSFETs incorporating the drain and substrate bias effects using two linear pocket profiles. Two linear equations are used to simulate the pocket profiles along the channel at the surface from the source and drain edges towards the center of the n-MOSFET. Then the effective doping concentration is derived and is used in the threshold voltage equation that is obtained by solving the Poisson-s equation in the depletion region at the surface. Simulated threshold voltages for various gate lengths fit well with the experimental data already published in the literature. The simulated result is compared with the two other pocket profiles used to derive the threshold voltage models of n-MOSFETs. The comparison shows that the linear model has a simple compact form that can be utilized to study and characterize the pocket implanted advanced ULSI devices.

Keywords: Linear pocket profile, pocket implantation, nMOSFET, threshold voltage, short channel effect (SCE), reverse short channeleffect (RSCE).

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6765 Mobile Qibla and Prayer Time Finder using PDA and External Digital Compass

Authors: M.Z. Ibrahim, M.Z. Norashikin

Abstract:

These days people love to travel around the world. Regardless of their location and time, they especially Muslims still need to perform their prayers. Normally for travelers, they need to bring maps, compass and for Muslim, they even have to bring Qibla pointer when they travel. It is slightly difficult to determine the Qibla direction and to know the time for each prayer. As the technology grows, many PDA equip with maps and GPS to locate their location. In this paper we present a new electronic device called Mobile Qibla and Prayer Time Finder to locate the Qibla direction and to determine each prayer time based on the current user-s location using PDA. This device use PIC microcontroller equipped with digital compass where it will communicate with PDA using Bluetooth technology and display the exact Qibla direction and prayer time automatically at any place in the world. This device is reliable and accurate in determining the Qibla direction and prayer time.

Keywords: Bluetooth, digital compass, PDA, prayer time, Qibla.

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6764 Comparative Dielectric Properties of 1,2-Dichloroethane with n-Methylformamide and n,n-Dimethylformamide Using Time Domain Reflectometry Technique in Microwave Frequency

Authors: Shagufta Tabassum, V. P. Pawar, jr., G. N. Shinde

Abstract:

The study of dielectric relaxation properties of polar liquids in the binary mixture has been carried out at 10, 15, 20 and 25 ºC temperatures for 11 different concentrations using time domain reflectometry technique. The dielectric properties of a solute-solvent mixture of polar liquids in the frequency range of 10 MHz to 30 GHz gives the information regarding formation of monomers and multimers and also an interaction between the molecules of the liquid mixture under study. The dielectric parameters have been obtained by the least squares fit method using the Debye equation characterized by a single relaxation time without relaxation time distribution.

Keywords: Excess properties, relaxation time, static dielectric constant, time domain refelectometry technique.

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6763 Sensitivity Computations of Time Relaxation Model with an Application in Cavity Computation

Authors: Monika Neda, Elena Nikonova

Abstract:

We present a numerical study of the sensitivity of the so called time relaxation family of models of fluid motion with respect to the time relaxation parameter χ on the two dimensional cavity problem. The goal of the study is to compute and compare the sensitivity of the model using finite difference method (FFD) and sensitivity equation method (SEM).

Keywords: Sensitivity, time relaxation, deconvolution, Navier- Stokes equations.

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6762 Robust BIBO Stabilization Analysis for Discrete-time Uncertain System

Authors: Zixin Liu, Shu Lü, Shouming Zhong, Mao Ye

Abstract:

The discrete-time uncertain system with time delay is investigated for bounded input bounded output (BIBO). By constructing an augmented Lyapunov function, three different sufficient conditions are established for BIBO stabilization. These conditions are expressed in the form of linear matrix inequalities (LMIs), whose feasibility can be easily checked by using Matlab LMI Toolbox. Two numerical examples are provided to demonstrate the effectiveness of the derived results.

Keywords: Robust BIBO stabilization, delay-dependent stabilization, discrete-time system, time delay.

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6761 Rapid Detection System of Airborne Pathogens

Authors: Shigenori Togashi, Kei Takenaka

Abstract:

We developed new processes which can collect and detect rapidly airborne pathogens such as the avian flu virus for the pandemic prevention. The fluorescence antibody technique is known as one of high-sensitive detection methods for viruses, but this needs up to a few hours to bind sufficient fluorescence dyes to viruses for detection. In this paper, we developed a mist-labeling can detect substitution viruses in a short time to improve the binding rate of fluorescent dyes and substitution viruses by the micro reaction process. Moreover, we developed the rapid detection system with the above “mist labeling”. The detection system set with a sampling bag collecting patient’s breath and a cartridge can detect automatically pathogens within 10 minutes.

Keywords: Viruses, Sampler, Mist, Detection, Fluorescent dyes, Microreaction.

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6760 Design and Implementation of an Image Based System to Enhance the Security of ATM

Authors: Seyed Nima Tayarani Bathaie

Abstract:

In this paper, an image-receiving system was designed and implemented through optimization of object detection algorithms using Haar features. This optimized algorithm served as face and eye detection separately. Then, cascading them led to a clear image of the user. Utilization of this feature brought about higher security by preventing fraud. This attribute results from the fact that services will be given to the user on condition that a clear image of his face has already been captured which would exclude the inappropriate person. In order to expedite processing and eliminating unnecessary ones, the input image was compressed, a motion detection function was included in the program, and detection window size was confined.

Keywords: Face detection algorithm, Haar features, Security of ATM.

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6759 An Optimized Design of Non-uniform Filterbank

Authors: Ram Kumar Soni, Alok Jain, Rajiv Saxena

Abstract:

The tree structured approach of non-uniform filterbank (NUFB) is normally used in perfect reconstruction (PR). The PR is not always feasible due to certain limitations, i.e, constraints in selecting design parameters, design complexity and some times output is severely affected by aliasing error if necessary and sufficient conditions of PR is not satisfied perfectly. Therefore, there has been generalized interest of researchers to go for near perfect reconstruction (NPR). In this proposed work, an optimized tree structure technique is used for the design of NPR non-uniform filterbank. Window functions of Blackman family are used to design the prototype FIR filter. A single variable linear optimization is used to minimize the amplitude distortion. The main feature of the proposed design is its simplicity with linear phase property.

Keywords: Tree structure, NUFB, QMF, NPR.

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6758 Electrical and Thermal Characteristics of a Photovoltaic Solar Wall with Passive and Active Ventilation through a Room

Authors: Himanshu Dehra

Abstract:

An experimental study was conducted for ascertaining electrical and thermal characteristics of a pair of photovoltaic (PV) modules integrated with solar wall of an outdoor room. A pre-fabricated outdoor room was setup for conducting outdoor experiments on a PV solar wall with passive and active ventilation through the outdoor room. The selective operating conditions for glass coated PV modules were utilized for establishing their electrical and thermal characteristics. The PV solar wall was made up of glass coated PV modules, a ventilated air column, and an insulating layer of polystyrene filled plywood board. The measurements collected were currents, voltages, electric power, air velocities, temperatures, solar intensities, and thermal time constant. The results have demonstrated that: i) a PV solar wall installed on a wooden frame was of more heat generating capacity in comparison to a window glass or a standalone PV module; ii) generation of electric power was affected with operation of vertical PV solar wall; iii) electrical and thermal characteristics were not significantly affected by heat and thermal storage losses; and iv) combined heat and electricity generation were function of volume of thermal and electrical resistances developed across PV solar wall. Finally, a comparison of temperature plots of passive and active ventilation envisaged that fan pressure was necessary to avoid overheating of the PV solar wall. The active ventilation was necessary to avoid over-heating of the PV solar wall and to maintain adequate ventilation of room under mild climate conditions.

Keywords: Photovoltaic solar wall, solar energy, passive ventilation, active ventilation.

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6757 Overview of Multi-Chip Alternatives for 2.5D and 3D Integrated Circuit Packagings

Authors: Ching-Feng Chen, Ching-Chih Tsai

Abstract:

With the size of the transistor gradually approaching the physical limit, it challenges the persistence of Moore’s Law due to such issues of the short channel effect and the development of the high numerical aperture (NA) lithography equipment. In the context of the ever-increasing technical requirements of portable devices and high-performance computing (HPC), relying on the law continuation to enhance the chip density will no longer support the prospects of the electronics industry. Weighing the chip’s power consumption-performance-area-cost-cycle time to market (PPACC) is an updated benchmark to drive the evolution of the advanced wafer nanometer (nm). The advent of two and half- and three-dimensional (2.5 and 3D)- Very-Large-Scale Integration (VLSI) packaging based on Through Silicon Via (TSV) technology has updated the traditional die assembly methods and provided the solution. This overview investigates the up-to-date and cutting-edge packaging technologies for 2.5D and 3D integrated circuits (IC) based on the updated transistor structure and technology nodes. We conclude that multi-chip solutions for 2.5D and 3D IC packaging can prolong Moore’s Law.

Keywords: Moore’s Law, High Numerical Aperture, Power Consumption-Performance-Area-Cost-Cycle Time to Market, PPACC, 2.5 and 3D-Very-Large-Scale Integration Packaging, Through Silicon Vi.

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6756 A Hyperexponential Approximation to Finite-Time and Infinite-Time Ruin Probabilities of Compound Poisson Processes

Authors: Amir T. Payandeh Najafabadi

Abstract:

This article considers the problem of evaluating infinite-time (or finite-time) ruin probability under a given compound Poisson surplus process by approximating the claim size distribution by a finite mixture exponential, say Hyperexponential, distribution. It restates the infinite-time (or finite-time) ruin probability as a solvable ordinary differential equation (or a partial differential equation). Application of our findings has been given through a simulation study.

Keywords: Ruin probability, compound Poisson processes, mixture exponential (hyperexponential) distribution, heavy-tailed distributions.

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6755 A Dynamic Filter for Removal DC - Offset In Current and Voltage Waveforms

Authors: Khaled M.EL-Naggar

Abstract:

In power systems, protective relays must filter their inputs to remove undesirable quantities and retain signal quantities of interest. This job must be performed accurate and fast. A new method for filtering the undesirable components such as DC and harmonic components associated with the fundamental system signals. The method is s based on a dynamic filtering algorithm. The filtering algorithm has many advantages over some other classical methods. It can be used as dynamic on-line filter without the need of parameters readjusting as in the case of classic filters. The proposed filter is tested using different signals. Effects of number of samples and sampling window size are discussed. Results obtained are presented and discussed to show the algorithm capabilities.

Keywords: Protection, DC-offset, Dynamic Filter, Estimation.

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6754 Prediction on Housing Price Based on Deep Learning

Authors: Li Yu, Chenlu Jiao, Hongrun Xin, Yan Wang, Kaiyang Wang

Abstract:

In order to study the impact of various factors on the housing price, we propose to build different prediction models based on deep learning to determine the existing data of the real estate in order to more accurately predict the housing price or its changing trend in the future. Considering that the factors which affect the housing price vary widely, the proposed prediction models include two categories. The first one is based on multiple characteristic factors of the real estate. We built Convolution Neural Network (CNN) prediction model and Long Short-Term Memory (LSTM) neural network prediction model based on deep learning, and logical regression model was implemented to make a comparison between these three models. Another prediction model is time series model. Based on deep learning, we proposed an LSTM-1 model purely regard to time series, then implementing and comparing the LSTM model and the Auto-Regressive and Moving Average (ARMA) model. In this paper, comprehensive study of the second-hand housing price in Beijing has been conducted from three aspects: crawling and analyzing, housing price predicting, and the result comparing. Ultimately the best model program was produced, which is of great significance to evaluation and prediction of the housing price in the real estate industry.

Keywords: Deep learning, convolutional neural network, LSTM, housing prediction.

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6753 A Time-Reducible Approach to Compute Determinant |I-X|

Authors: Wang Xingbo

Abstract:

Computation of determinant in the form |I-X| is primary and fundamental because it can help to compute many other determinants. This article puts forward a time-reducible approach to compute determinant |I-X|. The approach is derived from the Newton’s identity and its time complexity is no more than that to compute the eigenvalues of the square matrix X. Mathematical deductions and numerical example are presented in detail for the approach. By comparison with classical approaches the new approach is proved to be superior to the classical ones and it can naturally reduce the computational time with the improvement of efficiency to compute eigenvalues of the square matrix.

Keywords: Algorithm, determinant, computation, eigenvalue, time complexity.

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