Abstract: Due to the importance of yield curve and its estimation it is inevitable to have valid methods for yield curve forecasting in cases when there are scarce issues of securities and/or week trade on a secondary market. Therefore in this paper, after the estimation of weekly yield curves on Croatian financial market from October 2011 to August 2012 using Nelson-Siegel and Svensson models, yield curves are forecasted using Vector autoregressive model and Neural networks. In general, it can be concluded that both forecasting methods have good prediction abilities where forecasting of yield curves based on Nelson Siegel estimation model give better results in sense of lower Mean Squared Error than forecasting based on Svensson model Also, in this case Neural networks provide slightly better results. Finally, it can be concluded that most appropriate way of yield curve prediction is Neural networks using Nelson-Siegel estimation of yield curves.
Abstract: Reversible watermarking that not only protects the copyright but also preserve the original quality of the digital content have been intensively studied. In particular, the demand for reversible watermarking has increased. In this paper, we propose a reversible watermarking scheme based on interpolation-error shifting and error pre-compensation. The intensity of a pixel is interpolated from the intensities of neighboring pixels, and the difference histogram between the interpolated and the original intensities is obtained and modified to embed the watermark message. By restoring the difference histogram, the embedded watermark is extracted and the original image is recovered by compensating for the interpolation error. The overflow and underflow are prevented by error pre-compensation. To show the performance of the method, the proposed algorithm is compared with other methods using various test images.
Abstract: The author presented a method for model order reduction of large-scale time-invariant systems in time domain. In this approach, two modified Hankel matrices are suggested for getting reduced order models. The proposed method is simple, efficient and retains stability feature of the original high order system. The viability of the method is illustrated through the examples taken from literature.
Abstract: In this communication, we have made an attempt to design multiplier-less low-pass finite impulse response (FIR) filter with the aid of various mutation strategies of Differential Evolution (DE) algorithm. Impulse response coefficient of the designed FIR filter has been represented as sums or differences of powers of two. Performance of the proposed filter has been evaluated in terms of its frequency response and associated hardware cost. Supremacy of our approach has been substantiated by comparing our result with many of the existing multiplier-less filter design algorithms of recent interest. It has also been demonstrated that DE-optimized filter outperforms Genetic Algorithm (GA) based design by a large margin. Hardware efficiency of our algorithm has further been validated by implementing those filters on a Field Programmable Gate Array (FPGA) chip.
Abstract: Medical image is an integral part of e-health care and e-diagnosis system. Medical image watermarking is widely used to protect patients’ information from malicious alteration and manipulation. The watermarked medical images are transmitted over the internet among patients, primary and referred physicians. The images are highly prone to corruption in the wireless transmission medium due to various noises, deflection, and refractions. Distortion in the received images leads to faulty watermark detection and inappropriate disease diagnosis. To address the issue, this paper utilizes error correction code (ECC) with (8, 4) Hamming code in an existing watermarking system. In addition, we implement the high complex ECC on a graphics processing units (GPU) to accelerate and support real-time requirement. Experimental results show that GPU achieves considerable speedup over the sequential CPU implementation, while maintaining 100% ECC efficiency.
Abstract: This paper presents MOSFET based analog to digital converter which is simple in design, has high resolution, and conversion rate better than dual slope ADC. It has no DAC which will limit the performance, no error in conversion, can operate for wide range of inputs and never become unstable. One of the industrial applications, where the proposed high resolution MOSFET ADC can be used is, for the positioning of control valves in a multi channel data acquisition and control system (DACS), using stepper motors as actuators of control valves. It is observed that in a DACS having ten control valves, 0.02% of positional accuracy of control valves can be achieved with the data update period of 250ms and with stepper motors of maximum pulse rate 20 Kpulses per sec. and minimum pulse width of 2.5 μsec. The reported accuracy so far by other authors is 0.2%, with update period of 255 ms and with 8 bit DAC. The accuracy in the proposed configuration is limited by the available precision stepper motor and not by the MOSFET based ADC.
Abstract: Terror is a modern war strategy which uses violence as a means of communication in order to achieve political objectives. In today’s security environment narrowing the propaganda field of terrorist organization is the primary goal for the security forces. In this sense, providing and maintaining public support is the most necessary ability for security units. Rather than enemy and threat-oriented approach, homeland security oriented approach is essential to ensure public support. In this study, terror assumed as a homeland security issue and assigning the law enforcement forces with military status is analyzed.
Abstract: Pasta is one of the most widely consumed food products around the world. Rapid determination of the moisture content in pasta will assist food processors to provide online quality control of pasta during large scale production. Rapid Fourier transform near-infrared method (FT-NIR) was developed for determining moisture content in pasta. A calibration set of 150 samples, a validation set of 30 samples and a prediction set of 25 samples of pasta were used. The diffuse reflection spectra of different types of pastas were measured by FT-NIR analyzer in the 4,000-12,000cm-1 spectral range. Calibration and validation sets were designed for the conception and evaluation of the method adequacy in the range of moisture content 10 to 15 percent (w.b) of the pasta. The prediction models based on partial least squares (PLS) regression, were developed in the near-infrared. Conventional criteria such as the R2, the root mean square errors of cross validation (RMSECV), root mean square errors of estimation (RMSEE) as well as the number of PLS factors were considered for the selection of three pre-processing (vector normalization, minimum-maximum normalization and multiplicative scatter correction) methods. Spectra of pasta sample were treated with different mathematic pre-treatments before being used to build models between the spectral information and moisture content. The moisture content in pasta predicted by FT-NIR methods had very good correlation with their values determined via traditional methods (R2 = 0.983), which clearly indicated that FT-NIR methods could be used as an effective tool for rapid determination of moisture content in pasta. The best calibration model was developed with min-max normalization (MMN) spectral pre-processing (R2 = 0.9775). The MMN pre-processing method was found most suitable and the maximum coefficient of determination (R2) value of 0.9875 was obtained for the calibration model developed.
Abstract: Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and powerline interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz powerline interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of infinite impulse response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.
Abstract: The paper aims to compare the performance of vertical and inclined multiple plunging jets and to model and predict their mass transfer capacity by multi-linear regression based approach. The multiple vertical plunging jets have jet impact angle of θ = 90O; whereas, multiple inclined plunging jets have jet impact angle of θ = 60O. The results of the study suggests that mass transfer is higher for multiple jets, and inclined multiple plunging jets have up to 1.6 times higher mass transfer than vertical multiple plunging jets under similar conditions. The derived relationship, based on multi-linear regression approach, has successfully predicted the volumetric mass transfer coefficient (KLa) from operational parameters of multiple plunging jets with a correlation coefficient of 0.973, root mean square error of 0.002 and coefficient of determination of 0.946. The results suggests that predicted overall mass transfer coefficient is in good agreement with actual experimental values; thereby, suggesting the utility of derived relationship based on multi-linear regression based approach and can be successfully employed in modeling mass transfer by multiple plunging jets.
Abstract: In this study, a physically-based, modeling framework was developed to predict saturated hydraulic conductivity (Ksat) dynamics in the Clear Creek Watershed (CCW), Iowa. The modeling framework integrated selected pedotransfer functions and watershed models with geospatial tools. A number of pedotransfer functions and agricultural watershed models were examined to select the appropriate models that represent the study site conditions. Models selection was based on statistical measures of the models’ errors compared to the Ksat field measurements conducted in the CCW under different soil, climate and land use conditions. The study has shown that the predictions of the combined pedotransfer function of Rosetta and the Water Erosion Prediction Project (WEPP) provided the best agreement to the measured Ksat values in the CCW compared to the other tested models. Therefore, Rosetta and WEPP were integrated with the Geographic Information System (GIS) tools for visualization of the data in forms of geospatial maps and prediction of Ksat variability in CCW due to the seasonal changes in climate and land use activities.
Abstract: The longitudinal shear moduli of a single aramid, carbon and glass fibres are measured in the present study. A popularly known concept of freely oscillating torsion pendulum has been used to characterize the torsional modulus. A simple freely oscillating
torsional pendulum setup is designed with two different types of plastic discs: horizontal and vertical, as the known mass of the
pendulum. The time period of the torsional oscillation is measured to determine the torsional rigidity of the fibre. Then the shear
modulus of the fibre is calculated from its torsional rigidity. The mean shear modulus of aramid, carbon and glass fibres measured are 6.22±0.09, 18.5±0.91, 38.1±3.55 GPa by horizontal disc pendulum and 6.19±0.13, 18.1±1.34 and 39.5±1.83 GPa by vertical disc pendulum, respectively. The results obtained by both pendulums differed by less than 5% and agreed well with the results reported in literature for these three types of fibres. A detailed uncertainty calculations are carried out for the measurements. It is seen that scatter as well as uncertainty (or error) in the measured shear modulus of these fibres is less than 10%. For aramid fibres the effect of gauge length on the shear modulus value is also studied. It is verified that the scatter in measured shear modulus value increases with gauge length and scatter in fibre diameter.
Abstract: Mathematical models of drying are used for the purpose of understanding the drying process in order to determine important parameters for design and operation of the dryer. The jackfruit is a fruit with high consumption in the Northeast and perishability. It is necessary to apply techniques to improve their conservation for longer in order to diffuse it by regions with low consumption. This study aimed to analyze several mathematical models (Page, Lewis, and Midilli) to indicate one that best fits the conditions of convective drying process using performance indicators associated with each model: accuracy (Af) and noise factors (Bf), mean square error (RMSE) and standard error of prediction (% SEP). Jackfruit drying was carried out in convective type tray dryer at a temperature of 50°C for 9 hours. It is observed that the model Midili was more accurate with Af: 1.39, Bf: 1.33, RMSE: 0.01%, and SEP: 5.34. However, the use of the Model Midilli is not appropriate for purposes of control process due to need four tuning parameters. With the performance indicators used in this paper, the Page model showed similar results with only two parameters. It is concluded that the best correlation between the experimental and estimated data is given by the Page’s model.
Abstract: Several meteorological parameters were used for the
prediction of monthly average daily global solar radiation on
horizontal using recurrent neural networks (RNNs). Climatological
data and measures, mainly air temperature, humidity, sunshine
duration, and wind speed between 1995 and 2007 were used to design
and validate a feed forward and recurrent neural network based
prediction systems. In this paper we present our reference system
based on a feed-forward multilayer perceptron (MLP) as well as the
proposed approach based on an RNN model. The obtained results
were promising and comparable to those obtained by other existing
empirical and neural models. The experimental results showed the
advantage of RNNs over simple MLPs when we deal with time series
solar radiation predictions based on daily climatological data.
Abstract: A face recognition system is a computer application for automatically identifying or verifying a person from a digital image or a video frame. A lot of algorithms have been proposed for face recognition. Vector Quantization (VQ) based face recognition is a novel approach for face recognition. Here a new codebook generation for VQ based face recognition using Integrated Adaptive Fuzzy Clustering (IAFC) is proposed. IAFC is a fuzzy neural network which incorporates a fuzzy learning rule into a competitive neural network. The performance of proposed algorithm is demonstrated by using publicly available AT&T database, Yale database, Indian Face database and a small face database, DCSKU database created in our lab. In all the databases the proposed approach got a higher recognition rate than most of the existing methods. In terms of Equal Error Rate (ERR) also the proposed codebook is better than the existing methods.
Abstract: Conical sections and shells made from metal plates are widely used in various industrial applications. 3-roller conical bending process is preferably used to produce such conical sections and shells. Bending mechanics involved in the process is complex and little work is done in this area. In the present paper an analytical model is developed to predict bending force which will be acting during 3-roller conical bending process. To verify the developed model, conical bending experiments are performed. Analytical results and experimental results were compared. Force predicted by analytical model is in close proximity of the experimental results. The error in the prediction is ±10%. Hence the model gives quite satisfactory results. Present model is also compared with the previously published bending force prediction model and it is found that the present model gives better results. The developed model can be used to estimate the bending force during 3-roller bending process and can be useful to the designers for designing the 3-roller conical bending machine.
Abstract: This paper presents a new nonlinear integral-type sliding surface for synchronizing two different chaotic systems with parametric uncertainty. On the basis of Lyapunov theorem and average dwelling time method, we obtain the control gains of controllers which are derived to achieve chaos synchronization. In order to reduce the gains, the error system is modeled as a switching system. We obtain the sufficient condition drawn for the robust stability of the error dynamics by stability analysis. Then we apply it to guide the design of the controllers. Finally, numerical examples are used to show the robustness and effectiveness of the proposed control strategy.
Abstract: Software maintenance is one of the essential processes of Software-Development Life Cycle. The main philosophies of retaining software concern the improvement of errors, the revision of codes, the inhibition of future errors, and the development in piece and capacity. While the adjustment has been employing, the software structure has to be retested to an upsurge a level of assurance that it will be prepared due to the requirements. According to this state, the test cases must be considered for challenging the revised modules and the whole software. A concept of resolving this problem is ongoing by regression test selection such as the retest-all selections, random/ad-hoc selection and the safe regression test selection. Particularly, the traditional techniques concern a mapping between the test cases in a test suite and the lines of code it executes. However, there are not only the lines of code as one of the requirements that can affect the size of test suite but including the number of functions and faulty versions. Therefore, a model for test case selection is developed to cover those three requirements by the integral technique which can produce the smaller size of the test cases when compared with the traditional regression selection techniques.
Abstract: This paper evaluates the Total Vector Error of an estimated Phasor as define in IEEE C37.118 standard within different medium access in Local Area Networks (LAN). Three different LAN models (CSMA/CD, CSMA/AMP and Switched Ethernet) are evaluated. The Total Vector Error of the estimated Phasor has been evaluated for the effect of Nodes Number under the standardized network Band-width values defined in IEC 61850-9-2 communication standard (i.e. 0.1, 1 and 10 Gbps).
Abstract: This paper studied the CSS-based indoor localization system which is easy to implement, inexpensive to compose the systems, additionally CSS-based indoor localization system covers larger area than other system. However, this system has problem which is affected by reflected distance data. This problem in localization is caused by the multi-path effect. Error caused by multi-path is difficult to be corrected because the indoor environment cannot be described. In this paper, in order to solve the problem by multi-path, we have supplemented the localization system by using pattern matching method based on extended database. Thereby, this method improves precision of estimated. Also this method is verified by experiments in gymnasium. Database was constructed by 1m intervals, and 16 sample data were collected from random position inside the region of DB points. As a result, this paper shows higher accuracy than existing method through graph and table.