Abstract: This paper presents parametric probability density
models for call holding times (CHTs) into emergency call center
based on the actual data collected for over a week in the public
Emergency Information Network (EIN) in Mongolia. When the set of
chosen candidates of Gamma distribution family is fitted to the call
holding time data, it is observed that the whole area in the CHT
empirical histogram is underestimated due to spikes of higher
probability and long tails of lower probability in the histogram.
Therefore, we provide the Gaussian parametric model of a mixture of
lognormal distributions with explicit analytical expressions for the
modeling of CHTs of PSNs. Finally, we show that the CHTs for
PSNs are fitted reasonably by a mixture of lognormal distributions
via the simulation of expectation maximization algorithm. This result
is significant as it expresses a useful mathematical tool in an explicit
manner of a mixture of lognormal distributions.
Abstract: Collateralized Debt Obligations are not as widely used
nowadays as they were before 2007 Subprime crisis. Nonetheless
there remains an enthralling challenge to optimize cash flows
associated with synthetic CDOs. A Gaussian-based model is used
here in which default correlation and unconditional probabilities of
default are highlighted. Then numerous simulations are performed
based on this model for different scenarios in order to evaluate the
associated cash flows given a specific number of defaults at different
periods of time. Cash flows are not solely calculated on a single
bought or sold tranche but rather on a combination of bought and
sold tranches. With some assumptions, the simplex algorithm gives
a way to find the maximum cash flow according to correlation of
defaults and maturities. The used Gaussian model is not realistic in
crisis situations. Besides present system does not handle buying or
selling a portion of a tranche but only the whole tranche. However the
work provides the investor with relevant elements on how to know
what and when to buy and sell.
Abstract: Support Vector Machine (SVM) is a recent class of statistical classification and regression techniques playing an increasing role in applications to detection problems in various engineering problems, notably in statistical signal processing, pattern recognition, image analysis, and communication systems. In this paper, SVM is applied to an infrared (IR) binary communication system with different types of channel models including Ricean multipath fading and partially developed scattering channel with additive white Gaussian noise (AWGN) at the receiver. The structure and performance of SVM in terms of the bit error rate (BER) metric is derived and simulated for these channel stochastic models and the computational complexity of the implementation, in terms of average computational time per bit, is also presented. The performance of SVM is then compared to classical binary signal maximum likelihood detection using a matched filter driven by On-Off keying (OOK) modulation. We found that the performance of SVM is superior to that of the traditional optimal detection schemes used in statistical communication, especially for very low signal-to-noise ratio (SNR) ranges. For large SNR, the performance of the SVM is similar to that of the classical detectors. The implication of these results is that SVM can prove very beneficial to IR communication systems that notoriously suffer from low SNR at the cost of increased computational complexity.
Abstract: This paper presents a formant-tracking linear prediction
(FTLP) model for speech processing in noise. The main focus of this
work is the detection of formant trajectory based on Hidden Markov
Models (HMM), for improved formant estimation in noise. The
approach proposed in this paper provides a systematic framework for
modelling and utilization of a time- sequence of peaks which satisfies
continuity constraints on parameter; the within peaks are modelled
by the LP parameters. The formant tracking LP model estimation
is composed of three stages: (1) a pre-cleaning multi-band spectral
subtraction stage to reduce the effect of residue noise on formants
(2) estimation stage where an initial estimate of the LP model of
speech for each frame is obtained (3) a formant classification using
probability models of formants and Viterbi-decoders. The evaluation
results for the estimation of the formant tracking LP model tested
in Gaussian white noise background, demonstrate that the proposed
combination of the initial noise reduction stage with formant tracking
and LPC variable order analysis, results in a significant reduction in
errors and distortions. The performance was evaluated with noisy
natual vowels extracted from international french and English vocabulary
speech signals at SNR value of 10dB. In each case, the
estimated formants are compared to reference formants.
Abstract: Our study proposes an alternative method in building
Fuzzy Rule-Based System (FRB) from Support Vector Machine
(SVM). The first set of fuzzy IF-THEN rules is obtained through
an equivalence of the SVM decision network and the zero-ordered
Sugeno FRB type of the Adaptive Network Fuzzy Inference System
(ANFIS). The second set of rules is generated by combining the
first set based on strength of firing signals of support vectors using
Gaussian kernel. The final set of rules is then obtained from the
second set through input scatter partitioning. A distinctive advantage
of our method is the guarantee that the number of final fuzzy IFTHEN
rules is not more than the number of support vectors in the
trained SVM. The final FRB system obtained is capable of performing
classification with results comparable to its SVM counterpart, but it
has an advantage over the black-boxed SVM in that it may reveal
human comprehensible patterns.
Abstract: In this paper, by exploiting a single semiconductor
optical amplifier-Mach Zehnder Interferometer (SOA-MZI), an
integratable all-optical flip-flop (AOFF) is proposed. It is composed
of a SOA-MZI with a bidirectional coupler at the output. Output
signals of both bar and crossbar of the SOA-MZI is fed back to SOAs
located in the arms of the Mach-Zehnder Interferometer (MZI). The
injected photon-rates to the SOAs are modulated by feedback signals
in order to form optical flip-flop. According to numerical analysis,
Gaussian optical pulses with the energy of 15.2 fJ and 20 ps duration
with the full width at half-maximum criterion, can switch the states of
the SR-AOFF. Also simulation results show that the SR-AOFF has
the contrast ratio of 8.5 dB between two states with the transition
time of nearly 20 ps.
Abstract: An unsupervised classification algorithm is derived
by modeling observed data as a mixture of several mutually
exclusive classes that are each described by linear combinations of
independent non-Gaussian densities. The algorithm estimates the
data density in each class by using parametric nonlinear functions
that fit to the non-Gaussian structure of the data. This improves
classification accuracy compared with standard Gaussian mixture
models. When applied to textures, the algorithm can learn basis
functions for images that capture the statistically significant structure
intrinsic in the images. We apply this technique to the problem of
unsupervised texture classification and segmentation.
Abstract: For a generalized Hermite sinosiodal / hyperbolic Gaussian beam passing through an ABCD system with a finite aperture, the propagation properties are derived using the Collins integral. The results are obtained in the form of intensity graphs indicating that previously demonstrated rules of reciprocity are applicable, while the existence of the aperture accelerates this transformation.
Abstract: Geometry optimizations of metal complexes of Salen(bis(Salicylidene)1,2-ethylenediamine) were carried out at HF and DFT methods employing Lanl2DZ basis set. In this work structural, energies, bond lengths and other physical properties between Mn2+,Cu2+ and Ni2+ ions coordinated by salen–type ligands are examined. All calculations were performed using Gaussian 98W program series. To investigate local aromaticities, NICS were calculated at all centers of rings. The higher the band gap indicating a higher global aromaticity. The possible binding energies have been evaluated. We have evaluated Frequencies and Zero-point energy with freq calculation. The NICS(Nucleous Independent Chemical Shift) Results show Ni(II) complexes are antiaromatic and aromaticites of Mn(II) complexes are larger than Cu(II) complexes. The energy Results show Cu(II) complexes are stability than Mn(II) and Ni(II) complexes.
Abstract: Kernel function, which allows the formulation of nonlinear variants of any algorithm that can be cast in terms of dot products, makes the Support Vector Machines (SVM) have been successfully applied in many fields, e.g. classification and regression. The importance of kernel has motivated many studies on its composition. It-s well-known that reproducing kernel (R.K) is a useful kernel function which possesses many properties, e.g. positive definiteness, reproducing property and composing complex R.K by simple operation. There are two popular ways to compute the R.K with explicit form. One is to construct and solve a specific differential equation with boundary value whose handicap is incapable of obtaining a unified form of R.K. The other is using a piecewise integral of the Green function associated with a differential operator L. The latter benefits the computation of a R.K with a unified explicit form and theoretical analysis, whereas there are relatively later studies and fewer practical computations. In this paper, a new algorithm for computing a R.K is presented. It can obtain the unified explicit form of R.K in general reproducing kernel Hilbert space. It avoids constructing and solving the complex differential equations manually and benefits an automatic, flexible and rigorous computation for more general RKHS. In order to validate that the R.K computed by the algorithm can be used in SVM well, some illustrative examples and a comparison between R.K and Gaussian kernel (RBF) in support vector regression are presented. The result shows that the performance of R.K is close or slightly superior to that of RBF.
Abstract: In this paper a novel method for multiple one dimensional real valued sinusoidal signal frequency estimation in the presence of additive Gaussian noise is postulated. A computationally simple frequency estimation method with efficient statistical performance is attractive in many array signal processing applications. The prime focus of this paper is to combine the subspace-based technique and a simple peak search approach. This paper presents a variant of the Propagator Method (PM), where a collaborative approach of SUMWE and Propagator method is applied in order to estimate the multiple real valued sine wave frequencies. A new data model is proposed, which gives the dimension of the signal subspace is equal to the number of frequencies present in the observation. But, the signal subspace dimension is twice the number of frequencies in the conventional MUSIC method for estimating frequencies of real-valued sinusoidal signal. The statistical analysis of the proposed method is studied, and the explicit expression of asymptotic (large-sample) mean-squared-error (MSE) or variance of the estimation error is derived. The performance of the method is demonstrated, and the theoretical analysis is substantiated through numerical examples. The proposed method can achieve sustainable high estimation accuracy and frequency resolution at a lower SNR, which is verified by simulation by comparing with conventional MUSIC, ESPRIT and Propagator Method.
Abstract: The burst noise is a kind of noises that are destructive
and frequently found in semiconductor devices and ICs, yet detecting
and removing the noise has proved challenging for IC designers or users. According to the properties of burst noise, a methodological
approach is presented (proposed) in the paper, by which the burst noise
can be analysed and detected in time domain. In this paper, principles
and properties of burst noise are expounded first, Afterwards,
feasibility (viable) of burst noise detection by means of wavelet
transform in the time domain is corroborated in the paper, and the multi-resolution characters of Gaussian noise, burst noise and blurred
burst noise are discussed in details by computer emulation. Furthermore, the practical method to decide parameters of wavelet
transform is acquired through a great deal of experiment and data statistics. The methodology may yield an expectation in a wide variety of applications.
Abstract: Support Vector Machine (SVM) is a statistical
learning tool developed to a more complex concept of
structural risk minimization (SRM). In this paper, SVM is
applied to signal detection in communication systems in the
presence of channel noise in various environments in the form
of Rayleigh fading, additive white Gaussian background noise
(AWGN), and interference noise generalized as additive color
Gaussian noise (ACGN). The structure and performance of
SVM in terms of the bit error rate (BER) metric is derived and
simulated for these advanced stochastic noise models and the
computational complexity of the implementation, in terms of
average computational time per bit, is also presented. The
performance of SVM is then compared to conventional binary
signaling optimal model-based detector driven by binary
phase shift keying (BPSK) modulation. We show that the
SVM performance is superior to that of conventional matched
filter-, innovation filter-, and Wiener filter-driven detectors,
even in the presence of random Doppler carrier deviation,
especially for low SNR (signal-to-noise ratio) ranges. For
large SNR, the performance of the SVM was similar to that of
the classical detectors. However, the convergence between
SVM and maximum likelihood detection occurred at a higher
SNR as the noise environment became more hostile.
Abstract: It is hard to percept the interaction process with machines when visual information is not available. In this paper, we have addressed this issue to provide interaction through visual techniques. Posture recognition is done for American Sign Language to recognize static alphabets and numbers. 3D information is exploited to obtain segmentation of hands and face using normal Gaussian distribution and depth information. Features for posture recognition are computed using statistical and geometrical properties which are translation, rotation and scale invariant. Hu-Moment as statistical features and; circularity and rectangularity as geometrical features are incorporated to build the feature vectors. These feature vectors are used to train SVM for classification that recognizes static alphabets and numbers. For the alphabets, curvature analysis is carried out to reduce the misclassifications. The experimental results show that proposed system recognizes posture symbols by achieving recognition rate of 98.65% and 98.6% for ASL alphabets and numbers respectively.
Abstract: Echocardiography imaging is one of the most common diagnostic tests that are widely used for assessing the abnormalities of the regional heart ventricle function. The main goal of the image enhancement task in 2D-echocardiography (2DE) is to solve two major anatomical structure problems; speckle noise and low quality. Therefore, speckle noise reduction is one of the important steps that used as a pre-processing to reduce the distortion effects in 2DE image segmentation. In this paper, we present the common filters that based on some form of low-pass spatial smoothing filters such as Mean, Gaussian, and Median. The Laplacian filter was used as a high-pass sharpening filter. A comparative analysis was presented to test the effectiveness of these filters after being applied to original 2DE images of 4-chamber and 2-chamber views. Three statistical quantity measures: root mean square error (RMSE), peak signal-to-ratio (PSNR) and signal-tonoise ratio (SNR) are used to evaluate the filter performance quantitatively on the output enhanced image.
Abstract: Skin color based tracking techniques often assume a
static skin color model obtained either from an offline set of library
images or the first few frames of a video stream. These models
can show a weak performance in presence of changing lighting or
imaging conditions. We propose an adaptive skin color model based
on the Gaussian mixture model to handle the changing conditions.
Initial estimation of the number and weights of skin color clusters
are obtained using a modified form of the general Expectation
maximization algorithm, The model adapts to changes in imaging
conditions and refines the model parameters dynamically using spatial
and temporal constraints. Experimental results show that the method
can be used in effectively tracking of hand and face regions.
Abstract: This paper presents an approach for an unequal error
protection of facial features of personal ID images coding. We
consider unequal error protection (UEP) strategies for the efficient
progressive transmission of embedded image codes over noisy
channels. This new method is based on the progressive image
compression embedded zerotree wavelet (EZW) algorithm and UEP
technique with defined region of interest (ROI). In this case is ROI
equal facial features within personal ID image. ROI technique is
important in applications with different parts of importance. In ROI
coding, a chosen ROI is encoded with higher quality than the
background (BG). Unequal error protection of image is provided by
different coding techniques and encoding LL band separately. In our
proposed method, image is divided into two parts (ROI, BG) that
consist of more important bytes (MIB) and less important bytes
(LIB). The proposed unequal error protection of image transmission
has shown to be more appropriate to low bit rate applications,
producing better quality output for ROI of the compresses image.
The experimental results verify effectiveness of the design. The
results of our method demonstrate the comparison of the UEP of
image transmission with defined ROI with facial features and the
equal error protection (EEP) over additive white gaussian noise
(AWGN) channel.
Abstract: Levenberg-Marquardt method (LM) was proposed to
be applied as a non-linear least-square fitting in the analysis of a
natural gamma-ray spectrum that was taken by the Hp (Ge) detector.
The Gaussian function that composed of three components, main
Gaussian, a step background function and tailing function in the lowenergy
side, has been suggested to describe each of the y-ray lines
mathematically in the spectrum. The whole spectrum has been
analyzed by determining the energy and relative intensity for the
strong y-ray lines.
Abstract: Three-dimensional simulation of harmonic up
generation in free electron laser amplifier operating simultaneously
with a cold and relativistic electron beam is presented in steady-state
regime where the slippage of the electromagnetic wave with respect
to the electron beam is ignored. By using slowly varying envelope
approximation and applying the source-dependent expansion to wave
equations, electromagnetic fields are represented in terms of the
Hermit Gaussian modes which are well suited for the planar wiggler
configuration. The electron dynamics is described by the fully threedimensional
Lorentz force equation in presence of the realistic planar
magnetostatic wiggler and electromagnetic fields. A set of coupled
nonlinear first-order differential equations is derived and solved
numerically. The fundamental and third harmonic radiation of the
beam is considered. In addition to uniform beam, prebunched
electron beam has also been studied. For this effect of sinusoidal
distribution of entry times for the electron beam on the evolution of
radiation is compared with uniform distribution. It is shown that
prebunching reduces the saturation length substantially. For
efficiency enhancement the wiggler is set to decrease linearly when
the radiation of the third harmonic saturates. The optimum starting
point of tapering and the slope of radiation in the amplitude of
wiggler are found by successive run of the code.
Abstract: In this research work, investigations are carried out on
Continuous Wave (CW) Nd:YAG laser welding system after
preliminary experimentation to understand the influencing parameters
associated with laser welding of AISI 304. The experimental
procedure involves a series of laser welding trials on AISI 304
stainless steel sheets with various combinations of process parameters
like beam power, beam incident angle and beam incident angle. An
industrial 2 kW CW Nd:YAG laser system, available at Welding
Research Institute (WRI), BHEL Tiruchirappalli, is used for
conducting the welding trials for this research. After proper tuning of
laser beam, laser welding experiments are conducted on AISI 304
grade sheets to evaluate the influence of various input parameters on
weld bead geometry i.e. bead width (BW) and depth of penetration
(DOP). From the laser welding results, it is noticed that the beam
power and welding speed are the two influencing parameters on
depth and width of the bead. Three dimensional finite element
simulation of high density heat source have been performed for laser
welding technique using finite element code ANSYS for predicting
the temperature profile of laser beam heat source on AISI 304
stainless steel sheets. The temperature dependent material properties
for AISI 304 stainless steel are taken into account in the simulation,
which has a great influence in computing the temperature profiles.
The latent heat of fusion is considered by the thermal enthalpy of
material for calculation of phase transition problem. A Gaussian
distribution of heat flux using a moving heat source with a conical
shape is used for analyzing the temperature profiles. Experimental
and simulated values for weld bead profiles are analyzed for stainless
steel material for different beam power, welding speed and beam
incident angle. The results obtained from the simulation are
compared with those from the experimental data and it is observed
that the results of numerical analysis (FEM) are in good agreement
with experimental results, with an overall percentage of error
estimated to be within ±6%.