Abstract: Unlike this study focused extensively on trading
behavior of option market, those researches were just taken their
attention to model-driven option pricing. For example, Black-Scholes
(B-S) model is one of the most famous option pricing models.
However, the arguments of B-S model are previously mentioned by
some pricing models reviewing. This paper following suggests the
importance of the dynamic character for option pricing, which is also
the reason why using the genetic algorithm (GA). Because of its
natural selection and species evolution, this study proposed a hybrid
model, the Genetic-BS model which combining GA and B-S to
estimate the price more accurate. As for the final experiments, the
result shows that the output estimated price with lower MAE value
than the calculated price by either B-S model or its enhanced one,
Gram-Charlier garch (G-C garch) model. Finally, this work would
conclude that the Genetic-BS pricing model is exactly practical.
Abstract: One of the most important causes of accidents is
driver fatigue. To reduce the accidental rate, the driver needs a
quick nap when feeling sleepy. Hence, searching for the minimum
time period of nap is a very challenging problem. The purpose of
this paper is twofold, i.e. to investigate the possible fastest time
period for nap and its relationship with stage 2 sleep, and to
develop an automatic stage 2 sleep detection and alarm device. The
experiment for this investigation is designed with 21 subjects. It
yields the result that waking up the subjects after getting into stage
2 sleep for 3-5 minutes can efficiently reduce the sleepiness.
Furthermore, the automatic stage 2 sleep detection and alarm
device yields the real-time detection accuracy of approximately
85% which is comparable with the commercial sleep lab system.
Abstract: The goal of this work is to describe a new algorithm for finding the optimal variable order, number of nodes for any order and other ROBDD parameters, based on a tabular method. The tabular method makes use of a pre-built backend database table that stores the ROBDD size for selected combinations of min-terms. The user uses the backend table and the proposed algorithm to find the necessary ROBDD parameters, such as best variable order, number of nodes etc. Experimental results on benchmarks are given for this technique.
Abstract: The controllable electrical loss which consists of the
copper loss and iron loss can be minimized by the optimal control of
the armature current vector. The control algorithm of current vector
minimizing the electrical loss is proposed and the optimal current
vector can be decided according to the operating speed and the load
conditions. The proposed control algorithm is applied to the
experimental PM motor drive system and this paper presents a
modern approach of speed control for permanent magnet
synchronous motor (PMSM) applied for Electric Vehicle using a
nonlinear control. The regulation algorithms are based on the
feedback linearization technique. The direct component of the current
is controlled to be zero which insures the maximum torque operation.
The near unity power factor operation is also achieved. More over,
among EV-s motor electric propulsion features, the energy efficiency
is a basic characteristic that is influenced by vehicle dynamics and
system architecture. For this reason, the EV dynamics are taken into
account.
Abstract: This paper investigates experimentally and
analytically the torsion behavior of steel fibered high strength self
compacting concrete beams reinforced by GFRP bars. Steel fibered
high strength self compacting concrete (SFHSSCC) and GFRP bars
became in the recent decades a very important materials in the
structural engineering field. The use of GFRP bars to replace steel
bars has emerged as one of the many techniques put forward to
enhance the corrosion resistance of reinforced concrete structures.
High strength concrete and GFRP bars attract designers and
architects as it allows improving the durability as well as the esthetics
of a construction. One of the trends in SFHSSCC structures is to
provide their ductile behavior and additional goal is to limit
development and propagation of macro-cracks in the body of
SFHSSCC elements. SFHSSCC and GFRP bars are tough, improve
the workability, enhance the corrosion resistance of reinforced
concrete structures, and demonstrate high residual strengths after
appearance of the first crack. Experimental studies were carried out
to select effective fiber contents. Three types of volume fraction from
hooked shape steel fibers are used in this study, the hooked steel
fibers were evaluated in volume fractions ranging between 0.0%,
0.75% and 1.5%. The beams shape is chosen to create the required
forces (i.e. torsion and bending moments simultaneously) on the test
zone. A total of seven beams were tested, classified into three groups.
All beams, have 200cm length, cross section of 10×20cm,
longitudinal bottom reinforcement of 3
Abstract: This paper discusses a method for improving accuracy
of fuzzy-rule-based classifiers using particle swarm optimization
(PSO). Two different fuzzy classifiers are considered and optimized.
The first classifier is based on Mamdani fuzzy inference system
(M_PSO fuzzy classifier). The second classifier is based on Takagi-
Sugeno fuzzy inference system (TS_PSO fuzzy classifier). The
parameters of the proposed fuzzy classifiers including premise
(antecedent) parameters, consequent parameters and structure of
fuzzy rules are optimized using PSO. Experimental results show that
higher classification accuracy can be obtained with a lower number
of fuzzy rules by using the proposed PSO fuzzy classifiers. The
performances of M_PSO and TS_PSO fuzzy classifiers are compared
to other fuzzy based classifiers
Abstract: This paper presents the findings of two experiments that were performed on the Redundancy in Wireless Connection Model (RiWC) using the 802.11b standard. The experiments were simulated using OPNET 11.5 Modeler software. The first was aimed at finding the maximum number of simultaneous Voice over Internet Protocol (VoIP) users the model would support under the G.711 and G.729 codec standards when the packetization interval was 10 milliseconds (ms). The second experiment examined the model?s VoIP user capacity using the G.729 codec standard along with background traffic using the same packetization interval as in the first experiment. To determine the capacity of the model under various experiments, we checked three metrics: jitter, delay and data loss. When background traffic was added, we checked the response time in addition to the previous three metrics. The findings of the first experiment indicated that the maximum number of simultaneous VoIP users the model was able to support was 5, which is consistent with recent research findings. When using the G.729 codec, the model was able to support up to 16 VoIP users; similar experiments in current literature have indicated a maximum of 7 users. The finding of the second experiment demonstrated that the maximum number of VoIP users the model was able to support was 12, with the existence of background traffic.
Abstract: In this paper, a new robust audio fingerprinting
algorithm in MP3 compressed domain is proposed with high
robustness to time scale modification (TSM). Instead of simply
employing short-term information of the MP3 stream, the new
algorithm extracts the long-term features in MP3 compressed domain
by using the modulation frequency analysis. Our experiment has
demonstrated that the proposed method can achieve a hit rate of
above 95% in audio retrieval and resist the attack of 20% TSM. It has
lower bit error rate (BER) performance compared to the other
algorithms. The proposed algorithm can also be used in other
compressed domains, such as AAC.
Abstract: Traditional object segmentation methods are time consuming and computationally difficult. In this paper, onedimensional object detection along the secant lines is applied. Statistical features of texture images are computed for the recognition process. Example matrices of these features and formulae for calculation of similarities between two feature patterns are expressed. And experiments are also carried out using these features.
Abstract: This paper presented the technique of robot control by event-related potentials (ERPs) of brain waves. Based on the proposed technique, severe physical disabilities can free browse outside world. A specific component of ERPs, N2P3, was found and used to control the movement of robot and the view of camera on the designed brain-computer interface (BCI). Users only required watching the stimuli of attended button on the BCI, the evoked potentials of brain waves of the target button, N2P3, had the greatest amplitude among all control buttons. An experimental scene had been constructed that the robot required walking to a specific position and move the view of camera to see the instruction of the mission, and then completed the task. Twelve volunteers participated in this experiment, and experimental results showed that the correct rate of BCI control achieved 80% and the average of execution time was 353 seconds for completing the mission. Four main contributions included in this research: (1) find an efficient component of ERPs, N2P3, for BCI control, (2) embed robot's viewpoint image into user interface for robot control, (3) design an experimental scene and conduct the experiment, and (4) evaluate the performance of the proposed system for assessing the practicability.
Abstract: Gesture recognition is a challenging task for extracting
meaningful gesture from continuous hand motion. In this paper, we propose an automatic system that recognizes isolated gesture,
in addition meaningful gesture from continuous hand motion for Arabic numbers from 0 to 9 in real-time based on Hidden Markov Models (HMM). In order to handle isolated gesture, HMM using
Ergodic, Left-Right (LR) and Left-Right Banded (LRB) topologies is applied over the discrete vector feature that is extracted from stereo
color image sequences. These topologies are considered to different
number of states ranging from 3 to 10. A new system is developed to recognize the meaningful gesture based on zero-codeword detection
with static velocity motion for continuous gesture. Therefore, the
LRB topology in conjunction with Baum-Welch (BW) algorithm for
training and forward algorithm with Viterbi path for testing presents the best performance. Experimental results show that the proposed system can successfully recognize isolated and meaningful gesture and achieve average rate recognition 98.6% and 94.29% respectively.
Abstract: Thermal water hammer is a special type of water
hammer which rarely occurs in heat exchangers. In biphasic fluids, if
steam bubbles are surrounded by condensate, regarding lower
condensate temperature than steam, they will suddenly collapse. As a
result, the vacuum caused by an extreme change in volume lead to
movement of the condensates in all directions and their collision the
force produced by this collision leads to a severe stress in the pipe
wall. This phenomenon is a special type of water hammer. According
to fluid mechanics, this phenomenon is a particular type of transient
flows during which abrupt change of fluid leads to sudden pressure
change inside the tube. In this paper, the mechanism of abrupt failure
of 80 tubes of 481 tubes of a methanol heat exchanger is discussed.
Initially, due to excessive temperature differences between heat
transfer fluids and simultaneous failure of 80 tubes, thermal shock
was presupposed as the reason of failure. Deeper investigation on
cross-section of failed tubes showed that failure was, ductile type of
failure, so the first hypothesis was rejected. Further analysis and more
accurate experiments revealed that failure of tubes caused by thermal
water hammer. Finally, the causes of thermal water hammer and
various solutions to avoid such mechanism are discussed.
Abstract: The research focuses on the effects of polyphenols
extracted from Sambucus nigra fruit, using an experimental arterial
hypertension pattern, as well as their influence on the oxidative
stress. The results reveal the normalization of the reduced glutathion
concentration, as well as a considerable reduction in the
malondialdehide serum concentration by the polyphenolic protection.
The rat blood pressure values were recorded using a CODATM
system, which uses a non-invasive blood pressure measuring method.
All the measured blood pressure components revealed a biostatistically
significant (p
Abstract: In this paper, we propose a novel adaptive
spatiotemporal filter that utilizes image sequences in order to remove
noise. The consecutive frames include: current, previous and next
noisy frames. The filter proposed in this paper is based upon the
weighted averaging pixels intensity and noise variance in image
sequences. It utilizes the Appropriate Number of Consecutive Frames
(ANCF) based on the noisy pixels intensity among the frames. The
number of consecutive frames is adaptively calculated for each
region in image and its value may change from one region to another
region depending on the pixels intensity within the region. The
weights are determined by a well-defined mathematical criterion,
which is adaptive to the feature of spatiotemporal pixels of the
consecutive frames. It is experimentally shown that the proposed
filter can preserve image structures and edges under motion while
suppressing noise, and thus can be effectively used in image
sequences filtering. In addition, the AWA filter using ANCF is
particularly well suited for filtering sequences that contain segments
with abruptly changing scene content due to, for example, rapid
zooming and changes in the view of the camera.
Abstract: From year to year, the incidence of different diseases is increasing in humans, and the cause is inadequate intake of dietary fibre, vitamins, and minerals. One of the possibilities to take care of your health preventively is including in the diet products with increased dietary fibre, vitamin, and mineral content.Jerusalem artichoke powder (JAP) made from Jerusalem artichoke (Helianthus tuberosus L) roots is a valuable product. By adding it to pastry goods, we can obtain a fibre-rich food that could be healthier and an excellent alternative to the classical pastry products of this kind.Experiments were carried out at the Faculty of Food Technology of Latvia University of Agriculture (LLU). Results of experiments showed that addition of Jerusalem artichoke powder has significant impact on all the studied pastry products nutritional value (p
Abstract: Cooperative learning has been defined as learners working together as a team to solve a problem to complete a task or to accomplish a common goal, which emphasizes the importance of interactions among members to promote the whole learning performance. With the popularity of society networks, cooperative learning is no longer limited to traditional classroom teaching activities. Since society networks facilitate to organize online learners, to establish common shared visions, and to advance learning interaction, the online community and online learning community have triggered the establishment of web-based societies. Numerous research literatures have indicated that the collaborative learning community is a critical issue to enhance learning performance. Hence, this paper proposes a learning community recommendation approach to facilitate that a learner joins the appropriate learning communities, which is based on k-nearest neighbor (kNN) classification. To demonstrate the viability of the proposed approach, the proposed approach is implemented for 117 students to recommend learning communities. The experimental results indicate that the proposed approach can effectively recommend appropriate learning communities for learners.
Abstract: This paper details few mechanical modeling and
design issues of RF MEMS switches. We concentrate on an
electrostatically actuated broad side series switch; surface
micromachined with a crab leg membrane. The same results are
extended to any complex structure. With available experimental data
and fabrication results, we present the variation in dynamic
performance and compliance of the switch with reference to few
design issues, which we find are critical in deciding the dynamic
behavior of the switch, without compromise on the RF
characteristics. The optimization of pull in voltage, transient time and
resonant frequency with regard to these critical design parameters are
also presented.
Abstract: In this study, an experimental investigation was carried
out to fix CO2 into the electronic arc furnace (EAF) reducing slag from
stainless steelmaking process under wet grinding. The slag was ground
by the vibrating ball mill with the CO2 and pure water. The reaction
behavior was monitored with constant pressure method, and the
change of CO2 volume in the experimental system with grinding time
was measured. It was found that the CO2 absorption occurred as soon
as the grinding started. The CO2 absorption under wet grinding was
significantly larger than that under dry grinding. Generally, the
amount of CO2 absorption increased as the amount of water, the
amount of slag, the diameter of alumina ball and the initial pressure of
CO2 increased. However, the initial absorption rate was scarcely
influenced by the experimental conditions except for the initial CO2
pressure. According to this research, the CO2 reacted with the CaO
inside the slag to form CaCO3.
Abstract: In this study, a robust intelligent backstepping tracking control (RIBTC) system combined with adaptive output recurrent cerebellar model articulation control (AORCMAC) and H∞ control technique is proposed for wheeled inverted pendulums (WIPs) real-time control with exact system dynamics unknown. Moreover, a robust H∞ controller is designed to attenuate the effect of the residual approximation errors and external disturbances with desired attenuation level. The experimental results indicate that the WIPs can stand upright stably when using the proposed RIBTC.
Abstract: The standard approach to image reconstruction is to stabilize the problem by including an edge-preserving roughness penalty in addition to faithfulness to the data. However, this methodology produces noisy object boundaries and creates a staircase effect. The existing attempts to favor the formation of smooth contour lines take the edge field explicitly into account; they either are computationally expensive or produce disappointing results. In this paper, we propose to incorporate the smoothness of the edge field in an implicit way by means of an additional penalty term defined in the wavelet domain. We also derive an efficient half-quadratic algorithm to solve the resulting optimization problem, including the case when the data fidelity term is non-quadratic and the cost function is nonconvex. Numerical experiments show that our technique preserves edge sharpness while smoothing contour lines; it produces visually pleasing reconstructions which are quantitatively better than those obtained without wavelet-domain constraints.