Abstract: This paper focuses on operational risk measurement
techniques and on economic capital estimation methods. A data
sample of operational losses provided by an anonymous Central
European bank is analyzed using several approaches. Loss
Distribution Approach and scenario analysis method are considered.
Custom plausible loss events defined in a particular scenario are
merged with the original data sample and their impact on capital
estimates and on the financial institution is evaluated. Two main
questions are assessed – What is the most appropriate statistical
method to measure and model operational loss data distribution? and
What is the impact of hypothetical plausible events on the financial
institution? The g&h distribution was evaluated to be the most
suitable one for operational risk modeling. The method based on the
combination of historical loss events modeling and scenario analysis
provides reasonable capital estimates and allows for the measurement
of the impact of extreme events on banking operations.
Abstract: Speckled images arise when coherent microwave,
optical, and acoustic imaging techniques are used to image an object, surface or scene. Examples of coherent imaging systems include synthetic aperture radar, laser imaging systems, imaging sonar
systems, and medical ultrasound systems. Speckle noise is a form of object or target induced noise that results when the surface of the object is Rayleigh rough compared to the wavelength of the illuminating radiation. Detection and estimation in images corrupted
by speckle noise is complicated by the nature of the noise and is not
as straightforward as detection and estimation in additive noise. In
this work, we derive stochastic models for speckle noise, with an emphasis on speckle as it arises in medical ultrasound images. The
motivation for this work is the problem of segmentation and tissue classification using ultrasound imaging. Modeling of speckle in this
context involves partially developed speckle model where an underlying Poisson point process modulates a Gram-Charlier series
of Laguerre weighted exponential functions, resulting in a doubly
stochastic filtered Poisson point process. The statistical distribution of partially developed speckle is derived in a closed canonical form.
It is observed that as the mean number of scatterers in a resolution cell is increased, the probability density function approaches an
exponential distribution. This is consistent with fully developed speckle noise as demonstrated by the Central Limit theorem.
Abstract: To understand life as biological system, evolutionary
understanding is indispensable. Protein interactions data are rapidly
accumulating and are suitable for system-level evolutionary analysis.
We have analyzed yeast protein interaction network by both
mathematical and biological approaches. In this poster presentation,
we inferred the evolutionary birth periods of yeast proteins by
reconstructing phylogenetic profile. It has been thought that hub
proteins that have high connection degree are evolutionary old. But
our analysis showed that hub proteins are entirely evolutionary new.
We also examined evolutionary processes of protein complexes. It
showed that member proteins of complexes were tend to have
appeared in the same evolutionary period. Our results suggested that
protein interaction network evolved by modules that form the
functional unit. We also reconstructed standardized phylogenetic trees
and calculated evolutionary rates of yeast proteins. It showed that
there is no obvious correlation between evolutionary rates and
connection degrees of yeast proteins.
Abstract: This paper focuses on the data-driven generation
of fuzzy IF...THEN rules. The resulted fuzzy rule base can be
applied to build a classifier, a model used for prediction, or
it can be applied to form a decision support system. Among
the wide range of possible approaches, the decision tree and
the association rule based algorithms are overviewed, and two
new approaches are presented based on the a priori fuzzy
clustering based partitioning of the continuous input variables.
An application study is also presented, where the developed
methods are tested on the well known Wisconsin Breast Cancer
classification problem.
Abstract: The contribution deals with current or potential approaches to the modeling and optimization of tactical activities. This issue takes on importance in recent times, particularly with the increasing trend of digitized battlefield, the development of C4ISR systems and intention to streamline the command and control process at the lowest levels of command. From fundamental and philosophically point of view, this new approaches seek to significantly upgrade and enhance the decision-making process of the tactical commanders.
Abstract: Recently, genetic algorithms (GA) and particle swarm optimization (PSO) technique have attracted considerable attention among various modern heuristic optimization techniques. Since the two approaches are supposed to find a solution to a given objective function but employ different strategies and computational effort, it is appropriate to compare their performance. This paper presents the application and performance comparison of PSO and GA optimization techniques, for Thyristor Controlled Series Compensator (TCSC)-based controller design. The design objective is to enhance the power system stability. The design problem of the FACTS-based controller is formulated as an optimization problem and both the PSO and GA optimization techniques are employed to search for optimal controller parameters. The performance of both optimization techniques in terms of computational time and convergence rate is compared. Further, the optimized controllers are tested on a weakly connected power system subjected to different disturbances, and their performance is compared with the conventional power system stabilizer (CPSS). The eigenvalue analysis and non-linear simulation results are presented and compared to show the effectiveness of both the techniques in designing a TCSC-based controller, to enhance power system stability.
Abstract: The job shop scheduling problem (JSSP) is a
notoriously difficult problem in combinatorial optimization. This
paper presents a hybrid artificial immune system for the JSSP with the
objective of minimizing makespan. The proposed approach combines
the artificial immune system, which has a powerful global exploration
capability, with the local search method, which can exploit the optimal
antibody. The antibody coding scheme is based on the operation based
representation. The decoding procedure limits the search space to the
set of full active schedules. In each generation, a local search heuristic
based on the neighborhood structure proposed by Nowicki and
Smutnicki is applied to improve the solutions. The approach is tested
on 43 benchmark problems taken from the literature and compared
with other approaches. The computation results validate the
effectiveness of the proposed algorithm.
Abstract: During last decades, developing multi-objective
evolutionary algorithms for optimization problems has found
considerable attention. Flexible job shop scheduling problem, as an
important scheduling optimization problem, has found this attention
too. However, most of the multi-objective algorithms that are
developed for this problem use nonprofessional approaches. In
another words, most of them combine their objectives and then solve
multi-objective problem through single objective approaches. Of
course, except some scarce researches that uses Pareto-based
algorithms. Therefore, in this paper, a new Pareto-based algorithm
called controlled elitism non-dominated sorting genetic algorithm
(CENSGA) is proposed for the multi-objective FJSP (MOFJSP). Our
considered objectives are makespan, critical machine work load, and
total work load of machines. The proposed algorithm is also
compared with one the best Pareto-based algorithms of the literature
on some multi-objective criteria, statistically.
Abstract: In this paper three basic approaches and different
methods under each of them for extracting region of interest (ROI)
from stationary images are explored. The results obtained for each of
the proposed methods are shown, and it is demonstrated where each
method outperforms the other. Two main problems in ROI
extraction: the channel selection problem and the saliency reversal
problem are discussed and how best these two are addressed by
various methods is also seen. The basic approaches are 1) Saliency
based approach 2) Wavelet based approach 3) Clustering based
approach. The saliency approach performs well on images containing
objects of high saturation and brightness. The wavelet based
approach performs well on natural scene images that contain regions
of distinct textures. The mean shift clustering approach partitions the
image into regions according to the density distribution of pixel
intensities. The experimental results of various methodologies show
that each technique performs at different acceptable levels for
various types of images.
Abstract: This paper is a review on the aspects and approaches of design an image cryptosystem. First a general introduction given for cryptography and images encryption and followed by different techniques in image encryption and related works for each technique surveyed. Finally, general security analysis methods for encrypted images are mentioned.
Abstract: Requirement engineering has been the subject of large
volume of researches due to the significant role it plays in the
software development life cycle. However, dynamicity of software
industry is much faster than advances in requirements engineering
approaches. Therefore, this paper aims to systematically review and
evaluate the current research in requirement engineering and identify
new research trends and direction in this field. In addition, various
research methods associated with the Evaluation-based techniques
and empirical study are highlighted for the requirements engineering
field. Finally, challenges and recommendations on future directions
research are presented based on the research team observations
during this study.
Abstract: Wireless sensor networks are consisted of hundreds or
thousands of small sensors that have limited resources.
Energy-efficient techniques are the main issue of wireless sensor
networks. This paper proposes an energy efficient agent-based
framework in wireless sensor networks. We adopt biologically
inspired approaches for wireless sensor networks. Agent operates
automatically with their behavior policies as a gene. Agent aggregates
other agents to reduce communication and gives high priority to nodes
that have enough energy to communicate. Agent behavior policies are
optimized by genetic operation at the base station. Simulation results
show that our proposed framework increases the lifetime of each node.
Each agent selects a next-hop node with neighbor information and
behavior policies. Our proposed framework provides self-healing,
self-configuration, self-optimization properties to sensor nodes.
Abstract: Fuzzy C-means Clustering algorithm (FCM) is a
method that is frequently used in pattern recognition. It has the
advantage of giving good modeling results in many cases, although,
it is not capable of specifying the number of clusters by itself. In
FCM algorithm most researchers fix weighting exponent (m) to a
conventional value of 2 which might not be the appropriate for all
applications. Consequently, the main objective of this paper is to use
the subtractive clustering algorithm to provide the optimal number of
clusters needed by FCM algorithm by optimizing the parameters of
the subtractive clustering algorithm by an iterative search approach
and then to find an optimal weighting exponent (m) for the FCM
algorithm. In order to get an optimal number of clusters, the iterative
search approach is used to find the optimal single-output Sugenotype
Fuzzy Inference System (FIS) model by optimizing the
parameters of the subtractive clustering algorithm that give minimum
least square error between the actual data and the Sugeno fuzzy
model. Once the number of clusters is optimized, then two
approaches are proposed to optimize the weighting exponent (m) in
the FCM algorithm, namely, the iterative search approach and the
genetic algorithms. The above mentioned approach is tested on the
generated data from the original function and optimal fuzzy models
are obtained with minimum error between the real data and the
obtained fuzzy models.
Abstract: Two approaches for model development of a smart acoustic box are suggested in this paper: the finite element (FE) approach and the subspace identification. Both approaches result in a state-space model, which can be used for obtaining the frequency responses and for the controller design. In order to validate the developed FE model and to perform the subspace identification, an experimental set-up with the acoustic box and dSPACE system was used. Experimentally obtained frequency responses show good agreement with the frequency responses obtained from the FE model and from the identified model.
Abstract: Artificial Immune System is applied as a Heuristic
Algorithm for decades. Nevertheless, many of these applications
took advantage of the benefit of this algorithm but seldom proposed
approaches for enhancing the efficiency. In this paper, a
Self-evolving Artificial Immune System is proposed via developing
the T and B cell in Immune System and built a self-evolving
mechanism for the complexities of different problems. In this
research, it focuses on enhancing the efficiency of Clonal selection
which is responsible for producing Affinities to resist the invading of
Antigens. T and B cell are the main mechanisms for Clonal
Selection to produce different combinations of Antibodies.
Therefore, the development of T and B cell will influence the
efficiency of Clonal Selection for searching better solution.
Furthermore, for better cooperation of the two cells, a co-evolutional
strategy is applied to coordinate for more effective productions of
Antibodies. This work finally adopts Flow-shop scheduling
instances in OR-library to validate the proposed algorithm.
Abstract: Modeling and simulation of biochemical reactions is of great interest in the context of system biology. The central dogma of this re-emerging area states that it is system dynamics and organizing principles of complex biological phenomena that give rise to functioning and function of cells. Cell functions, such as growth, division, differentiation and apoptosis are temporal processes, that can be understood if they are treated as dynamic systems. System biology focuses on an understanding of functional activity from a system-wide perspective and, consequently, it is defined by two hey questions: (i) how do the components within a cell interact, so as to bring about its structure and functioning? (ii) How do cells interact, so as to develop and maintain higher levels of organization and functions? In recent years, wet-lab biologists embraced mathematical modeling and simulation as two essential means toward answering the above questions. The credo of dynamics system theory is that the behavior of a biological system is given by the temporal evolution of its state. Our understanding of the time behavior of a biological system can be measured by the extent to which a simulation mimics the real behavior of that system. Deviations of a simulation indicate either limitations or errors in our knowledge. The aim of this paper is to summarize and review the main conceptual frameworks in which models of biochemical networks can be developed. In particular, we review the stochastic molecular modelling approaches, by reporting the principal conceptualizations suggested by A. A. Markov, P. Langevin, A. Fokker, M. Planck, D. T. Gillespie, N. G. van Kampfen, and recently by D. Wilkinson, O. Wolkenhauer, P. S. Jöberg and by the author.
Abstract: In an era of knowledge explosion, the growth of data
increases rapidly day by day. Since data storage is a limited resource,
how to reduce the data space in the process becomes a challenge issue.
Data compression provides a good solution which can lower the
required space. Data mining has many useful applications in recent
years because it can help users discover interesting knowledge in large
databases. However, existing compression algorithms are not
appropriate for data mining. In [1, 2], two different approaches were
proposed to compress databases and then perform the data mining
process. However, they all lack the ability to decompress the data to
their original state and improve the data mining performance. In this
research a new approach called Mining Merged Transactions with the
Quantification Table (M2TQT) was proposed to solve these problems.
M2TQT uses the relationship of transactions to merge related
transactions and builds a quantification table to prune the candidate
itemsets which are impossible to become frequent in order to improve
the performance of mining association rules. The experiments show
that M2TQT performs better than existing approaches.
Abstract: Today, building automation is advancing from simple
monitoring and control tasks of lightning and heating towards more
and more complex applications that require a dynamic perception
and interpretation of different scenes occurring in a building. Current
approaches cannot handle these newly upcoming demands. In this
article, a bionically inspired approach for multimodal, dynamic scene
perception and interpretation is presented, which is based on neuroscientific
and neuro-psychological research findings about the perceptual
system of the human brain. This approach bases on data from diverse
sensory modalities being processed in a so-called neuro-symbolic
network. With its parallel structure and with its basic elements being
information processing and storing units at the same time, a very
efficient method for scene perception is provided overcoming the
problems and bottlenecks of classical dynamic scene interpretation
systems.
Abstract: One major difficulty that faces developers of
concurrent and distributed software is analysis for concurrency based
faults like deadlocks. Petri nets are used extensively in the
verification of correctness of concurrent programs. ECATNets [2] are
a category of algebraic Petri nets based on a sound combination of
algebraic abstract types and high-level Petri nets. ECATNets have
'sound' and 'complete' semantics because of their integration in
rewriting logic [12] and its programming language Maude [13].
Rewriting logic is considered as one of very powerful logics in terms
of description, verification and programming of concurrent systems.
We proposed in [4] a method for translating Ada-95 tasking
programs to ECATNets formalism (Ada-ECATNet). In this paper,
we show that ECATNets formalism provides a more compact
translation for Ada programs compared to the other approaches based
on simple Petri nets or Colored Petri nets (CPNs). Such translation
doesn-t reduce only the size of program, but reduces also the number
of program states. We show also, how this compact Ada-ECATNet
may be reduced again by applying reduction rules on it. This double
reduction of Ada-ECATNet permits a considerable minimization of
the memory space and run time of corresponding Maude program.
Abstract: The applications on numbers are across-the-board that there is much scope for study. The chic of writing numbers is diverse and comes in a variety of form, size and fonts. Identification of Indian languages scripts is challenging problems. In Optical Character Recognition [OCR], machine printed or handwritten characters/numerals are recognized. There are plentiful approaches that deal with problem of detection of numerals/character depending on the sort of feature extracted and different way of extracting them. This paper proposes a recognition scheme for handwritten Hindi (devnagiri) numerals; most admired one in Indian subcontinent our work focused on a technique in feature extraction i.e. Local-based approach, a method using 16-segment display concept, which is extracted from halftoned images & Binary images of isolated numerals. These feature vectors are fed to neural classifier model that has been trained to recognize a Hindi numeral. The archetype of system has been tested on varieties of image of numerals. Experimentation result shows that recognition rate of halftoned images is 98 % compared to binary images (95%).