Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 271

Search results for: spread

271 Credit Spread Changes and Volatility Spillover Effects

Authors: Thomas I. Kounitis

Abstract:

The purpose of this paper is to investigate the influence of a number of variables on the conditional mean and conditional variance of credit spread changes. The empirical analysis in this paper is conducted within the context of bivariate GARCH-in- Mean models, using the so-called BEKK parameterization. We show that credit spread changes are determined by interest-rate and equityreturn variables, which is in line with theory as provided by the structural models of default. We also identify the credit spread change volatility as an important determinant of credit spread changes, and provide evidence on the transmission of volatility between the variables under study.

Keywords: Credit spread changes, GARCH-in-Mean models, structural framework, volatility transmission.

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270 An Estimation of the Performance of HRLS Algorithm

Authors: Shazia Javed, Noor Atinah Ahmad

Abstract:

The householder RLS (HRLS) algorithm is an O(N2) algorithm which recursively updates an arbitrary square-root of the input data correlation matrix and naturally provides the LS weight vector. A data dependent householder matrix is applied for such an update. In this paper a recursive estimate of the eigenvalue spread and misalignment of the algorithm is presented at a very low computational cost. Misalignment is found to be highly sensitive to the eigenvalue spread of input signals, output noise of the system and exponential window. Simulation results show noticeable degradation in the misalignment by increase in eigenvalue spread as well as system-s output noise, while exponential window was kept constant.

Keywords: HRLS algorithm, eigenvalue spread, misalignment.

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269 Spread Spectrum Code Estimation by Genetic Algorithm

Authors: V. R. Asghari, M. Ardebilipour

Abstract:

In the context of spectrum surveillance, a method to recover the code of spread spectrum signal is presented, whereas the receiver has no knowledge of the transmitter-s spreading sequence. The approach is based on a genetic algorithm (GA), which is forced to model the received signal. Genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems. Experimental results show that the method provides a good estimation, even when the signal power is below the noise power.

Keywords: Code estimation, genetic algorithms, spread spectrum.

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268 Direct Sequence Spread Spectrum Technique with Residue Number System

Authors: M. I. Youssef, A. E. Emam, M. Abd Elghany

Abstract:

In this paper, a residue number arithmetic is used in direct sequence spread spectrum system, this system is evaluated and the bit error probability of this system is compared to that of non residue number system. The effect of channel bandwidth, PN sequences, multipath effect and modulation scheme are studied. A Matlab program is developed to measure the signal-to-noise ratio (SNR), and the bit error probability for the various schemes.

Keywords: Spread Spectrum, Direct sequence, Bit errorprobability and Residue number system.

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267 A General Stochastic Spatial MIMO Channel Model for Evaluating Various MIMO Techniques

Authors: Fang Shu, Li Lihua, Zhang Ping

Abstract:

A general stochastic spatial MIMO channel model is proposed for evaluating various MIMO techniques in this paper. It can generate MIMO channels complying with various MIMO configurations such as smart antenna, spatial diversity and spatial multiplexing. The modeling method produces the stochastic fading involving delay spread, Doppler spread, DOA (direction of arrival), AS (angle spread), PAS (power azimuth Spectrum) of the scatterers, antenna spacing and the wavelength. It can be applied in various MIMO technique researches flexibly with low computing complexity.

Keywords: MIMO channel, Spatial Correlation, DOA, AS, PAS.

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266 Robust and Transparent Spread Spectrum Audio Watermarking

Authors: Ali Akbar Attari, Ali Asghar Beheshti Shirazi

Abstract:

In this paper, we propose a blind and robust audio watermarking scheme based on spread spectrum in Discrete Wavelet Transform (DWT) domain. Watermarks are embedded in the low-frequency coefficients, which is less audible. The key idea is dividing the audio signal into small frames, and magnitude of the 6th level of DWT approximation coefficients is modifying based upon the Direct Sequence Spread Spectrum (DSSS) technique. Also, the psychoacoustic model for enhancing in imperceptibility, as well as Savitsky-Golay filter for increasing accuracy in extraction, is used. The experimental results illustrate high robustness against most common attacks, i.e. Gaussian noise addition, Low pass filter, Resampling, Requantizing, MP3 compression, without significant perceptual distortion (ODG is higher than -1). The proposed scheme has about 83 bps data payload.

Keywords: Audio watermarking, spread spectrum, discrete wavelet transform, psychoacoustic, Savitsky-Golay filter.

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265 High Capacity Spread-Spectrum Watermarking for Telemedicine Applications

Authors: Basant Kumar, Animesh Anand, S.P. Singh, Anand Mohan

Abstract:

This paper presents a new spread-spectrum watermarking algorithm for digital images in discrete wavelet transform (DWT) domain. The algorithm is applied for embedding watermarks like patient identification /source identification or doctors signature in binary image format into host digital radiological image for potential telemedicine applications. Performance of the algorithm is analysed by varying the gain factor, subband decomposition levels, and size of watermark. Simulation results show that the proposed method achieves higher watermarking capacity.

Keywords: Watermarking, spread-spectrum, discrete wavelettransform, telemedicine

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264 Seismic Time History Analysis for Cable-Stayed Bridge Considering Different Geometrical Configuration For Near Field Earthquakes

Authors: Atul K. Desai

Abstract:

To increase the maximum span of cable-stayed bridges, Uwe Starossek has developed a modified statical system. The basic idea of this new concept is the use of pairs of inclined pylon legs that spread out longitudinally from the foundation base or from the girder level. Spread-pylon cable-stayed bridge has distinct advantage like reduction of sag of cables and oscillation of cable during earthquake over traditional cable-stayed bridges. Spread-pylon also improves seismic performance of deck during strong ground motion.

Keywords: Different geometry of cable stayed bridge, seismic time history analysis, earthquake displacement ratio, response mode shape.

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263 Spread Spectrum Code Estimationby Particle Swarm Algorithm

Authors: Vahid R. Asghari, Mehrdad Ardebilipour

Abstract:

In the context of spectrum surveillance, a new method to recover the code of spread spectrum signal is presented, while the receiver has no knowledge of the transmitter-s spreading sequence. In our previous paper, we used Genetic algorithm (GA), to recover spreading code. Although genetic algorithms (GAs) are well known for their robustness in solving complex optimization problems, but nonetheless, by increasing the length of the code, we will often lead to an unacceptable slow convergence speed. To solve this problem we introduce Particle Swarm Optimization (PSO) into code estimation in spread spectrum communication system. In searching process for code estimation, the PSO algorithm has the merits of rapid convergence to the global optimum, without being trapped in local suboptimum, and good robustness to noise. In this paper we describe how to implement PSO as a component of a searching algorithm in code estimation. Swarm intelligence boasts a number of advantages due to the use of mobile agents. Some of them are: Scalability, Fault tolerance, Adaptation, Speed, Modularity, Autonomy, and Parallelism. These properties make swarm intelligence very attractive for spread spectrum code estimation. They also make swarm intelligence suitable for a variety of other kinds of channels. Our results compare between swarm-based algorithms and Genetic algorithms, and also show PSO algorithm performance in code estimation process.

Keywords: Code estimation, Particle Swarm Optimization(PSO), Spread spectrum.

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262 The Design of Multiple Detection Parallel Combined Spread Spectrum Communication System

Authors: Lixin Tian, Wei Xue

Abstract:

Many jobs in society go underground, such as mine mining, tunnel construction and subways, which are vital to the development of society. Once accidents occur in these places, the interruption of traditional wired communication is not conducive to the development of rescue work. In order to realize the positioning, early warning and command functions of underground personnel and improve rescue efficiency, it is necessary to develop and design an emergency ground communication system. It is easy to be subjected to narrowband interference when performing conventional underground communication. Spreading communication can be used for this problem. However, general spread spectrum methods such as direct spread communication are inefficient, so it is proposed to use parallel combined spread spectrum (PCSS) communication to improve efficiency. The PCSS communication not only has the anti-interference ability and the good concealment of the traditional spread spectrum system, but also has a relatively high frequency band utilization rate and a strong information transmission capability. So, this technology has been widely used in practice. This paper presents a PCSS communication model-multiple detection parallel combined spread spectrum (MDPCSS) communication system. In this paper, the principle of MDPCSS communication system is described, that is, the sequence at the transmitting end is processed in blocks and cyclically shifted to facilitate multiple detection at the receiving end. The block diagrams of the transmitter and receiver of the MDPCSS communication system are introduced. At the same time, the calculation formula of the system bit error rate (BER) is introduced, and the simulation and analysis of the BER of the system are completed. By comparing with the common parallel PCSS communication, we can draw a conclusion that it is indeed possible to reduce the BER and improve the system performance. Furthermore, the influence of different pseudo-code lengths selected on the system BER is simulated and analyzed, and the conclusion is that the larger the pseudo-code length is, the smaller the system error rate is.

Keywords: Cyclic shift, multiple detection, parallel combined spread spectrum, PN code.

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261 Digital Cinema Watermarking State of Art and Comparison

Authors: H. Kelkoul, Y. Zaz

Abstract:

Nowadays, the vigorous popularity of video processing techniques has resulted in an explosive growth of multimedia data illegal use. So, watermarking security has received much more attention. The purpose of this paper is to explore some watermarking techniques in order to observe their specificities and select the finest methods to apply in digital cinema domain against movie piracy by creating an invisible watermark that includes the date, time and the place where the hacking was done. We have studied three principal watermarking techniques in the frequency domain: Spread spectrum, Wavelet transform domain and finally the digital cinema watermarking transform domain. In this paper, a detailed technique is presented where embedding is performed using direct sequence spread spectrum technique in DWT transform domain. Experiment results shows that the algorithm provides high robustness and good imperceptibility.

Keywords: Digital cinema, watermarking, wavelet, spread spectrum, JPEG2000.

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260 Economic Dispatch Fuzzy Linear Regression and Optimization

Authors: A. K. Al-Othman

Abstract:

This study presents a new approach based on Tanaka's fuzzy linear regression (FLP) algorithm to solve well-known power system economic load dispatch problem (ELD). Tanaka's fuzzy linear regression (FLP) formulation will be employed to compute the optimal solution of optimization problem after linearization. The unknowns are expressed as fuzzy numbers with a triangular membership function that has middle and spread value reflected on the unknowns. The proposed fuzzy model is formulated as a linear optimization problem, where the objective is to minimize the sum of the spread of the unknowns, subject to double inequality constraints. Linear programming technique is employed to obtain the middle and the symmetric spread for every unknown (power generation level). Simulation results of the proposed approach will be compared with those reported in literature.

Keywords: Economic Dispatch, Fuzzy Linear Regression (FLP)and Optimization.

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259 Fire Spread Simulation Tool for Cruise Vessels

Authors: Erik Hedin, Lars Strandén, Johannes Lundsten

Abstract:

In 2002 an amendment to SOLAS opened for lightweight material constructions in vessels if the same fire safety as in steel constructions could be obtained. FISPAT (FIreSPread Analysis Tool) is a computer application that simulates fire spread and fault injection in cruise vessels and identifies fire sensitive areas. It was developed to analyze cruise vessel designs and provides a method to evaluate network layout and safety of cruise vessels. It allows fast, reliable and deterministic exhaustive simulations and presents the result in a graphical vessel model. By performing the analysis iteratively while altering the cruise vessel design it can be used along with fire chamber experiments to show that the lightweight design can be as safe as a steel construction and that SOLAS regulations are fulfilled.

Keywords: Fire spread, network, safety, simulation.

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258 The Origin, Diffusion and a Comparison of Ordinary Differential Equations Numerical Solutions Used by SIR Model in Order to Predict SARS-CoV-2 in Nordic Countries

Authors: Gleda Kutrolli, Maksi Kutrolli, Etjon Meco

Abstract:

SARS-CoV-2 virus is currently one of the most infectious pathogens for humans. It started in China at the end of 2019 and now it is spread in all over the world. The origin and diffusion of the SARS-CoV-2 epidemic, is analysed based on the discussion of viral phylogeny theory. With the aim of understanding the spread of infection in the affected countries, it is crucial to modelize the spread of the virus and simulate its activity. In this paper, the prediction of coronavirus outbreak is done by using SIR model without vital dynamics, applying different numerical technique solving ordinary differential equations (ODEs). We find out that ABM and MRT methods perform better than other techniques and that the activity of the virus will decrease in April but it never cease (for some time the activity will remain low) and the next cycle will start in the middle July 2020 for Norway and Denmark, and October 2020 for Sweden, and September for Finland.

Keywords: Forecasting, ordinary differential equations, SARS-CoV-2 epidemic, SIR model.

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257 An Advanced Nelder Mead Simplex Method for Clustering of Gene Expression Data

Authors: M. Pandi, K. Premalatha

Abstract:

The DNA microarray technology concurrently monitors the expression levels of thousands of genes during significant biological processes and across the related samples. The better understanding of functional genomics is obtained by extracting the patterns hidden in gene expression data. It is handled by clustering which reveals natural structures and identify interesting patterns in the underlying data. In the proposed work clustering gene expression data is done through an Advanced Nelder Mead (ANM) algorithm. Nelder Mead (NM) method is a method designed for optimization process. In Nelder Mead method, the vertices of a triangle are considered as the solutions. Many operations are performed on this triangle to obtain a better result. In the proposed work, the operations like reflection and expansion is eliminated and a new operation called spread-out is introduced. The spread-out operation will increase the global search area and thus provides a better result on optimization. The spread-out operation will give three points and the best among these three points will be used to replace the worst point. The experiment results are analyzed with optimization benchmark test functions and gene expression benchmark datasets. The results show that ANM outperforms NM in both benchmarks.

Keywords: Spread out, simplex, multi-minima, fitness function, optimization, search area, monocyte, solution, genomes.

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256 Possible Role of Polyamine on Tumor Spread after Surgical Trauma

Authors: Kuniyasu Soda

Abstract:

Surgical trauma seems to facilitate metastatic spread, although the underlying mechanisms are not known. Increased concentrations of polyamines (spermine and spermidine) in the blood seem to have associated with the enhanced malignant potential of cancer cells and decrease in anti-tumor immunity of cancer patients. In addition to de novo synthesis in rapidly growing cells such as normal regenerating cells and cancer cells, cells can take up polyamines from extra-cellular sources. We have shown that increased polyamine concentration results in decreases in cytokine production and expression of adhesion molecules involved in anti-tumor immunity, such as CD11a. And, immune cells in an environment with increased polyamine levels lose anti-tumor immune functions, such as lymphokine activated killer cell (LAK) activities. Because blood polyamine levels are increased in post-surgical patients, polyamine seems to have roles on post-traumatic tumor spread.

Keywords: Immune function, LAK, Polyamine, Surgical trauma.

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255 Medical Image Watermark and Tamper Detection Using Constant Correlation Spread Spectrum Watermarking

Authors: Peter U. Eze, P. Udaya, Robin J. Evans

Abstract:

Data hiding can be achieved by Steganography or invisible digital watermarking. For digital watermarking, both accurate retrieval of the embedded watermark and the integrity of the cover image are important. Medical image security in Teleradiology is one of the applications where the embedded patient record needs to be extracted with accuracy as well as the medical image integrity verified. In this research paper, the Constant Correlation Spread Spectrum digital watermarking for medical image tamper detection and accurate embedded watermark retrieval is introduced. In the proposed method, a watermark bit from a patient record is spread in a medical image sub-block such that the correlation of all watermarked sub-blocks with a spreading code, W, would have a constant value, p. The constant correlation p, spreading code, W and the size of the sub-blocks constitute the secret key. Tamper detection is achieved by flagging any sub-block whose correlation value deviates by more than a small value, ℇ, from p. The major features of our new scheme include: (1) Improving watermark detection accuracy for high-pixel depth medical images by reducing the Bit Error Rate (BER) to Zero and (2) block-level tamper detection in a single computational process with simultaneous watermark detection, thereby increasing utility with the same computational cost.

Keywords: Constant correlation, medical image, spread spectrum, tamper detection, watermarking.

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254 A Web Oriented Spread Spectrum Watermarking Procedure for MPEG-2 Videos

Authors: Franco Frattolillo

Abstract:

In the last decade digital watermarking procedures have become increasingly applied to implement the copyright protection of multimedia digital contents distributed on the Internet. To this end, it is worth noting that a lot of watermarking procedures for images and videos proposed in literature are based on spread spectrum techniques. However, some scepticism about the robustness and security of such watermarking procedures has arisen because of some documented attacks which claim to render the inserted watermarks undetectable. On the other hand, web content providers wish to exploit watermarking procedures characterized by flexible and efficient implementations and which can be easily integrated in their existing web services frameworks or platforms. This paper presents how a simple spread spectrum watermarking procedure for MPEG-2 videos can be modified to be exploited in web contexts. To this end, the proposed procedure has been made secure and robust against some well-known and dangerous attacks. Furthermore, its basic scheme has been optimized by making the insertion procedure adaptive with respect to the terminals used to open the videos and the network transactions carried out to deliver them to buyers. Finally, two different implementations of the procedure have been developed: the former is a high performance parallel implementation, whereas the latter is a portable Java and XML based implementation. Thus, the paper demonstrates that a simple spread spectrum watermarking procedure, with limited and appropriate modifications to the embedding scheme, can still represent a valid alternative to many other well-known and more recent watermarking procedures proposed in literature.

Keywords: Copyright protection, digital watermarking, intellectual property protection.

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253 Dichotomous Logistic Regression with Leave-One-Out Validation

Authors: Sin Yin Teh, Abdul Rahman Othman, Michael Boon Chong Khoo

Abstract:

In this paper, the concepts of dichotomous logistic regression (DLR) with leave-one-out (L-O-O) were discussed. To illustrate this, the L-O-O was run to determine the importance of the simulation conditions for robust test of spread procedures with good Type I error rates. The resultant model was then evaluated. The discussions included 1) assessment of the accuracy of the model, and 2) parameter estimates. These were presented and illustrated by modeling the relationship between the dichotomous dependent variable (Type I error rates) with a set of independent variables (the simulation conditions). The base SAS software containing PROC LOGISTIC and DATA step functions can be making used to do the DLR analysis.

Keywords: Dichotomous logistic regression, leave-one-out, testof spread.

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252 Dynamical Network Transmission of H1N1 Virus at the Local Level Transmission Model

Authors: P. Pongsumpun

Abstract:

A new strain of Type A influenza virus can cause the transmission of H1N1 virus. This virus can spread between the people by coughing and sneezing. Because the people are always movement, so this virus can be easily spread. In this study, we construct the dynamical network model of H1N1 virus by separating the human into five groups; susceptible, exposed, infectious, quarantine and recovered groups. The movement of people between houses (local level) is considered. The behaviors of solutions to our dynamical model are shown for the different parameters.

Keywords: Dynamical network, H1N1virus, local level, simulation.

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251 Spread Spectrum Image Watermarking for Secured Multimedia Data Communication

Authors: Tirtha S. Das, Ayan K. Sau, Subir K. Sarkar

Abstract:

Digital watermarking is a way to provide the facility of secure multimedia data communication besides its copyright protection approach. The Spread Spectrum modulation principle is widely used in digital watermarking to satisfy the robustness of multimedia signals against various signal-processing operations. Several SS watermarking algorithms have been proposed for multimedia signals but very few works have discussed on the issues responsible for secure data communication and its robustness improvement. The current paper has critically analyzed few such factors namely properties of spreading codes, proper signal decomposition suitable for data embedding, security provided by the key, successive bit cancellation method applied at decoder which have greater impact on the detection reliability, secure communication of significant signal under camouflage of insignificant signals etc. Based on the analysis, robust SS watermarking scheme for secure data communication is proposed in wavelet domain and improvement in secure communication and robustness performance is reported through experimental results. The reported result also shows improvement in visual and statistical invisibility of the hidden data.

Keywords: Spread spectrum modulation, spreading code, signaldecomposition, security, successive bit cancellation

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250 Multiresolution Approach to Subpixel Registration by Linear Approximation of PSF

Authors: Erol Seke, Kemal Özkan

Abstract:

Linear approximation of point spread function (PSF) is a new method for determining subpixel translations between images. The problem with the actual algorithm is the inability of determining translations larger than 1 pixel. In this paper a multiresolution technique is proposed to deal with the problem. Its performance is evaluated by comparison with two other well known registration method. In the proposed technique the images are downsampled in order to have a wider view. Progressively decreasing the downsampling rate up to the initial resolution and using linear approximation technique at each step, the algorithm is able to determine translations of several pixels in subpixel levels.

Keywords: Point Spread Function, Subpixel translation, Superresolution, Multiresolution approach.

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249 The Use of Simulation Programs of Leakage of Harmful Substances for Crisis Management

Authors: Jiří Barta

Abstract:

The paper deals with simulation programs of spread of harmful substances. Air pollution has a direct impact on the quality of human life and environmental protection is currently a very hot topic. Therefore, the paper focuses on the simulation of release of harmful substances. The first part of article deals with perspectives and possibilities of implementation outputs of simulations programs into the system which is education and of practical training of the management staff during emergency events in the frame of critical infrastructure. The last part shows the practical testing and evaluation of simulation programs. Of the tested simulations software been selected Symos97. The tool offers advanced features for setting leakage. Gradually allows the user to model the terrain, location, and method of escape of harmful substances.

Keywords: Computer Simulation, Symos97, spread, simulation software, harmful substances.

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248 A Secure Mobile OTP Authentication Scheme for User Mobility Cloud VDI Environment

Authors: Jong-won Lee

Abstract:

Since Cloud environment has appeared as the most powerful keyword in the computing industry, the growth in VDI (Virtual Desktop Infrastructure) became remarkable in domestic market. In recent years, with the trend that mobile devices such as smartphones and pads spread so rapidly, the strengths of VDI that allows people to access and perform business on the move along with companies' office needs expedite more rapid spread of VDI. In this paper, mobile OTP (One-Time Password) authentication method is proposed to secure mobile device portability through rapid and secure authentication using mobile devices such as mobile phones or pads, which does not require additional purchase or possession of OTP tokens of users. To facilitate diverse and wide use of Services in the future, service should be continuous and stable, and above all, security should be considered the most important to meet advanced portability and user accessibility, the strengths of VDI.

Keywords: Cloud, VDI, OTP, Mobility

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247 Effect of Confinement on the Bearing Capacity and Settlement of Spread Foundations

Authors: Tahsin Toma Sabbagh, Ihsan Al-Abboodi, Ali Al-Jazaairry

Abstract:

Allowable-bearing capacity is the competency of soil to safely carries the pressure from the superstructure without experiencing a shear failure with accompanying excessive settlements. Ensuring a safe bearing pressure with respect to failure does not tolerate settlement of the foundation will be within acceptable limits. Therefore, settlement analysis should always be performed since most structures are settlement sensitive. When visualising the movement of a soil wedge in the bearing capacity criterion, both vertically and horizontally, it becomes clear that by confining the soil surrounding the foundation, both the bearing capacity and settlement values improve. In this study, two sizes of spread foundation were considered; (2×4) m and (3×5) m. These represent two real problem case studies of an existing building. The foundations were analysed in terms of dimension as well as position with respect to a confining wall (i.e., sheet piles on both sides). Assuming B is the least foundation dimension, the study comprised the analyses of three distances; (0.1 B), (0.5 B), and (0.75 B) between the sheet piles and foundations alongside three depths of confinement (0.5 B), (1 B), and (1.5 B). Nonlinear three-dimensional finite element analysis (ANSYS) was adopted to perform an analytical investigation on the behaviour of the two foundations contained by the case study. Results showed that confinement of foundations reduced the overall stresses near the foundation by 65% and reduced the vertical displacement by 90%. Moreover, the most effective distance between the confinement wall and the foundation was found to be 0.5 B.

Keywords: Bearing capacity, cohesionless soils, spread footings, soil confinement, soil modelling.

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246 Performance Evaluation of Universities as Groups of Decision Making Units

Authors: Ali Payan, Bijan Rahmani Parchicolaie

Abstract:

Universities have different offices such as educational, research, student, administrative, and financial offices. This paper considers universities as groups of decision making units (DMUs) in which DMUs are their offices. This approach gives us with a more just evaluation of universities instead of separate evaluation of the offices of universities. The proposed approach to evaluate group performance of universities is based on common set of weights method in DEA. The suggested method not only can compare groups and measure their efficiencies, but also can calculate the efficiency of units within group and efficiency spread of groups. At last, the suggested method is applied for the analysis of the performance of universities in 14th district of Islamic Azad University as groups under evaluation.

Keywords: Common set of weights, group efficiency, performance analysis, spread efficiency.

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245 Sovereign Credit Risk Measures

Authors: Kristýna Pokorná, Petr Teplý

Abstract:

This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone crisis. In the light of the recent financial crisis, market perception of the creditworthiness of individual sovereigns has changed significantly. Before the outbreak of the financial crisis, market participants did not differentiate between credit risk born by individual states despite different levels of public indebtedness. In the proceeding of the financial crisis, the market participants became aware of the worsening fiscal situation in the European countries and started to discriminate among government issuers. Concerns about the increasing sovereign risk were reflected in surging sovereign risk premium. The main of this paper is to shed light on the characteristics of the sovereign risk with the special attention paid to the mutual relation between credit spread and the CDS premium as the main measures of the sovereign risk premium.

Keywords: cointegration, credit default swap, credit risk, credit spread, sovereign risk

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244 Acoustic Noise Reduction in Single Phase SRM Drives by Random Switching Technique

Authors: Minh-Khai Nguyen, Young-Gook Jung, Young-Cheol Lim

Abstract:

It is known that if harmonic spectra are decreased, then acoustic noise also decreased. Hence, this paper deals with a new random switching strategy using DSP TMS320F2812 to decrease the harmonics spectra of single phase switched reluctance motor. The proposed method which combines random turn-on, turn-off angle technique and random pulse width modulation technique is shown. A harmonic spread factor (HSF) is used to evaluate the random modulation scheme. In order to confirm the effectiveness of the new method, the experimental results show that the harmonic intensity of output voltage for the proposed method is better than that for conventional methods.

Keywords: Single phase switched reluctance motor (SRM), harmonic spread factor (HSF), random switching technique.

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243 A Hybrid Ontology Based Approach for Ranking Documents

Authors: Sarah Motiee, Azadeh Nematzadeh, Mehrnoush Shamsfard

Abstract:

Increasing growth of information volume in the internet causes an increasing need to develop new (semi)automatic methods for retrieval of documents and ranking them according to their relevance to the user query. In this paper, after a brief review on ranking models, a new ontology based approach for ranking HTML documents is proposed and evaluated in various circumstances. Our approach is a combination of conceptual, statistical and linguistic methods. This combination reserves the precision of ranking without loosing the speed. Our approach exploits natural language processing techniques to extract phrases from documents and the query and doing stemming on words. Then an ontology based conceptual method will be used to annotate documents and expand the query. To expand a query the spread activation algorithm is improved so that the expansion can be done flexible and in various aspects. The annotated documents and the expanded query will be processed to compute the relevance degree exploiting statistical methods. The outstanding features of our approach are (1) combining conceptual, statistical and linguistic features of documents, (2) expanding the query with its related concepts before comparing to documents, (3) extracting and using both words and phrases to compute relevance degree, (4) improving the spread activation algorithm to do the expansion based on weighted combination of different conceptual relationships and (5) allowing variable document vector dimensions. A ranking system called ORank is developed to implement and test the proposed model. The test results will be included at the end of the paper.

Keywords: Document ranking, Ontology, Spread activation algorithm, Annotation.

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242 ORank: An Ontology Based System for Ranking Documents

Authors: Mehrnoush Shamsfard, Azadeh Nematzadeh, Sarah Motiee

Abstract:

Increasing growth of information volume in the internet causes an increasing need to develop new (semi)automatic methods for retrieval of documents and ranking them according to their relevance to the user query. In this paper, after a brief review on ranking models, a new ontology based approach for ranking HTML documents is proposed and evaluated in various circumstances. Our approach is a combination of conceptual, statistical and linguistic methods. This combination reserves the precision of ranking without loosing the speed. Our approach exploits natural language processing techniques for extracting phrases and stemming words. Then an ontology based conceptual method will be used to annotate documents and expand the query. To expand a query the spread activation algorithm is improved so that the expansion can be done in various aspects. The annotated documents and the expanded query will be processed to compute the relevance degree exploiting statistical methods. The outstanding features of our approach are (1) combining conceptual, statistical and linguistic features of documents, (2) expanding the query with its related concepts before comparing to documents, (3) extracting and using both words and phrases to compute relevance degree, (4) improving the spread activation algorithm to do the expansion based on weighted combination of different conceptual relationships and (5) allowing variable document vector dimensions. A ranking system called ORank is developed to implement and test the proposed model. The test results will be included at the end of the paper.

Keywords: Document ranking, Ontology, Spread activation algorithm, Annotation.

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