Abstract: This paper presents an adaptive framework for
modelling financial markets using equity risk premiums, risk free
rates and volatilities. The recorded economic factors are initially
used to train four adaptive filters for a certain limited period of time
in the past. Once the systems are trained, the adjusted coefficients
are used for modelling and prediction of an important financial
market index. Two different approaches based on least mean squares
(LMS) and recursive least squares (RLS) algorithms are investigated.
Performance analysis of each method in terms of the mean squared
error (MSE) is presented and the results are discussed. Computer
simulations carried out using recorded data show MSEs of 4% and
3.4% for the next month prediction using LMS and RLS adaptive
algorithms, respectively. In terms of twelve months prediction, RLS
method shows a better tendency estimation compared to the LMS
algorithm.
Abstract: The purification of brackish seawater becomes a necessity and not a choice against demographic and industrial growth especially in third world countries. Two models can be used in this work: simple solar still and simple solar still coupled with a heat pump. In this research, the productivity of water by Simple Solar Distiller (SSD) and Simple Solar Distiller Hybrid Heat Pump (SSDHP) was determined by the orientation, the use of heat pump, the simple or double glass cover. The productivity can exceed 1.2 L/m²h for the SSDHP and 0.5 L/m²h for SSD model. The result of the global efficiency is determined for two models SSD and SSDHP give respectively 30%, 50%. The internal efficiency attained 35% for SSD and 60% of the SSDHP models. Convective heat coefficient can be determined by attained 2.5 W/m²°C and 0.5 W/m²°C respectively for SSDHP and SSD models.
Abstract: The growing cities of the developing country are characterized by rapid growth and poor infrastructure management inviting and accelerating relative environmental problems. Even though the movements of the sustainability had already been developed around the world, it is still increasing in the developing countries to plant sustainable practices. Aligned with the sustainable development actions, many sustainable assessment tools are also developed to rate and evaluate the sustainability performances through the building to community level. Among them, CASBEE is developed by Japanese organizations and is recognized as one of the international well-known assessment tools. The main purpose of the study is to find out the potential of CASBEE tool reflecting sustainability city level performances in developing countries. The research framework was designed with three major phases: Quantitative Approach, Qualitative Approach and Evaluation Reflection. The first two approaches were based on the investigation of tool’s contents and indicators by means of three sustainable dimensions and sustainability categories. To know the reality and reflection on developing country, Pathein City from Myanmar was selected and evaluated by 2012 version of CASBEE for Cities. The evaluation practices went through assigned indicators and the evaluation outcome presents the performances of Pathein city’s environmental efficiency as a very good in current conditions. The results of this study indicate that the indicators of this tool have balance coverage among three dimensions of sustainability but it has not yet counted enough for some indicators like location, infrastructure and institution which are relative to society dimension. In the developing countries’ cities, the most critical issues on development such as affordable housing and heritage preservation which are already planted in Pathein City but the tool does not account for those issues. Moreover, in some of the indicators, the benchmark and the weighting coefficient are strongly linked to the system birth region. By means of this study, it can be stated that CASBEE for Cities would be potential for delivering sustainable city level development in developing country especially in Myanmar along with further inclusion of the indicators.
Abstract: In the current work, adaptive extended Kalman filter (AEKF) is presented for solution of ground radar based ballistic missile (BM) tracking problem in re-entry phase with unknown ballistic coefficient. The estimation of trajectory of any BM in re-entry phase is extremely difficult, because of highly non-linear motion of BM. The estimation accuracy of AEKF has been tested for a typical test target tracking problem adopted from literature. Further, the approach of AEKF is compared with extended Kalman filter (EKF). The simulation result indicates the superiority of the AEKF in solving joint parameter and state estimation problems.
Abstract: Hard seeds will not grow and can cause mold in sprouting process. Thus, the hard seeds need to be separated from the normal seeds. Near infrared hyperspectral imaging in a range of 900 to 1700 nm was implemented to develop a model by partial least squares discriminant analysis to discriminate the hard seeds from the normal seeds. The orientation of the seeds was also studied to compare the performance of the models. The model based on hilum-up orientation achieved the best result giving the coefficient of determination of 0.98, and root mean square error of prediction of 0.07 with classification accuracy was equal to 100%.
Abstract: Crop coefficient (Kc) is an important factor contributing to estimation of evapotranspiration, and is also used to determine the irrigation schedule. This study investigated and determined the monthly Kc of winter wheat (Triticum aestivum L.) using five vegetation indices (VIs): Normalized Difference Vegetation Index (NDVI), Difference Vegetation Index (DVI), Soil Adjusted Vegetation Index (SAVI), Infrared Percentage Vegetation Index (IPVI), and Ratio Vegetation Index (RVI) of four basins in Golestan province, Iran. 14 Landsat-8 images according to crop growth stage were used to estimate monthly Kc of wheat. VIs were calculated based on infrared and near infrared bands of Landsat 8 images using Geographical Information System (GIS) software. The best VIs were chosen after establishing a regression relationship among these VIs with FAO Kc and Kc that was modified for the study area by the previous research based on R² and Root Mean Square Error (RMSE). The result showed that local modified SAVI with R²= 0.767 and RMSE= 0.174 was the best index to produce monthly wheat Kc maps.
Abstract: In this paper, firstly, we present the mathematical modeling of finite impulse response (FIR) filter and Cascaded Integrator Comb (CIC) filter for sampling rate reduction and then an extension of Canonical signed digit (CSD) based efficient structure is presented in framework using hybrid signed digit (HSD) arithmetic. CSD representation imposed a restriction that two non-zero CSD coefficient bits cannot acquire adjacent bit positions and therefore, represented structure is not economical in terms of speed, area and power consumption. The HSD based structure gives optimum performance in terms of area and speed with 37.02% passband droop compensation.
Abstract: Social network sites (SNS) is an emerging phenomenon that is here to stay. The popularity and the ubiquity of the SNS technology are undeniable. Because most SNS are free and easy to use people from all walks of life and from almost any age are attracted to that technology. College age students are by far the largest segment of the population using SNS. Since most SNS have been adapted for mobile devices, not only do you find students using this technology in their study, while working on labs or on projects, a substantial number of students have been found to use SNS even while listening to lectures. This study found that SNS use has a significant negative impact on the grade point average of college students particularly in the first semester. However, this negative impact is greatly diminished by the end of the third semester partly because the students have adjusted satisfactorily to the challenges of college or because they have learned how to adequately manage their time. It was established that the kinds of activities the students are engaged in during the SNS use are the leading factor affecting academic performance. Of those activities, using SNS during a lecture or while studying is the foremost contributing factor to lower academic performance. This is due to “cognitive” or “information” bottleneck, a condition in which the students find it very difficult to multitask or to switch between resources leading to inefficiency in information retention and thus, educational performance.
Abstract: One of the significant and continual public health problems in the world is breast cancer. Early detection is very important to fight the disease, and mammography has been one of the most common and reliable methods to detect the disease in the early stages. However, it is a difficult task, and computer-aided diagnosis (CAD) systems are needed to assist radiologists in providing both accurate and uniform evaluation for mass in mammograms. In this study, a multiresolution statistical method to classify mammograms as normal and abnormal in digitized mammograms is used to construct a CAD system. The mammogram images are represented by wave atom transform, and this representation is made by certain groups of coefficients, independently. The CAD system is designed by calculating some statistical features using each group of coefficients. The classification is performed by using support vector machine (SVM).
Abstract: The purpose of this paper was separation and study of the part of structure regime, which directly affects the process of desertification. A simple scheme was prepared for the assessment of desertification process; surface air temperature and precipitation for the years of 1936-2009 were analyzed. The map of distribution of the Desertification Contributing Coefficient in the territory of Georgia was compiled. The simple scheme for identification of the intensity of the desertification contributing process has been developed and the illustrative example of its practical application for the territory of Georgia has been conducted.
Abstract: The motivation of our work is to detect different
terrain types traversed by a robot based on acoustic data from the
robot-terrain interaction. Different acoustic features and classifiers
were investigated, such as Mel-frequency cepstral coefficient and
Gamma-tone frequency cepstral coefficient for the feature extraction,
and Gaussian mixture model and Feed forward neural network for the
classification. We analyze the system’s performance by comparing
our proposed techniques with some other features surveyed from
distinct related works. We achieve precision and recall values between
87% and 100% per class, and an average accuracy at 95.2%. We also
study the effect of varying audio chunk size in the application phase
of the models and find only a mild impact on performance.
Abstract: Image denoising plays extremely important role in digital image processing. Enhancement of clinical image research based on Curvelet has been developed rapidly in recent years. In this paper, we present a method for image contrast enhancement for cone beam CT (CBCT) images based on fast discrete curvelet transforms (FDCT) that work through Unequally Spaced Fast Fourier Transform (USFFT). These transforms return a table of Curvelet transform coefficients indexed by a scale parameter, an orientation and a spatial location. Accordingly, the coefficients obtained from FDCT-USFFT can be modified in order to enhance contrast in an image. Our proposed method first uses a two-dimensional mathematical transform, namely the FDCT through unequal-space fast Fourier transform on input image and then applies thresholding on coefficients of Curvelet to enhance the CBCT images. Consequently, applying unequal-space fast Fourier Transform leads to an accurate reconstruction of the image with high resolution. The experimental results indicate the performance of the proposed method is superior to the existing ones in terms of Peak Signal to Noise Ratio (PSNR) and Effective Measure of Enhancement (EME).
Abstract: Housings in developing countries have often inadequate
seismic protection, particularly for masonry. People choose this type
of structure since the cost and application are relatively cheap.
Seismic protection of masonry remains an interesting issue among
researchers. In this study, we develop a low-cost seismic isolation
system for masonry using fiber reinforced elastomeric isolators. The
elastomer proposed consists of few layers of rubber pads and fiber
lamina, making it lower in cost comparing to the conventional
isolators. We present a finite element (FE) analysis to predict the
behavior of the low cost rubber isolators undergoing moderate
deformations. The FE model of the elastomer involves a hyperelastic
material property for the rubber pad. We adopt a Yeoh hyperelasticity
model and estimate its coefficients through the available experimental
data. Having the shear behavior of the elastomers, we apply that
isolation system onto small masonry housing. To attach the isolators
on the building, we model the shear behavior of the isolation system
by means of a damped nonlinear spring model. By this attempt, the
FE analysis becomes computationally inexpensive. Several ground
motion data are applied to observe its sensitivity. Roof acceleration
and tensile damage of walls become the parameters to evaluate
the performance of the isolators. In this study, a concrete damage
plasticity model is used to model masonry in the nonlinear range.
This tool is available in the standard package of Abaqus FE software.
Finally, the results show that the low-cost isolators proposed are
capable of reducing roof acceleration and damage level of masonry
housing. Through this study, we are also capable of monitoring the
shear deformation of isolators during seismic motion. It is useful to
determine whether the isolator is applicable. According to the results,
the deformations of isolators on the benchmark one story building are
relatively small.
Abstract: Cardiovascular diseases are one of the most common causes of mortality in developed countries. Coronary artery abnormalities and carotid artery stenosis, also known as silent death, are among these diseases. One of the treatment methods for these diseases is to create a deviatory pathway to conduct blood into the heart through a bypass surgery. The saphenous vein is usually used in this surgery to create the deviatory pathway. Unfortunately, a re-surgery will be necessary after some years due to ignoring the disagreement of mechanical properties of graft tissue and/or applied prostheses with those of host tissue. The objective of the present study is to clarify the viscoelastic behavior of human saphenous tissue. The stress relaxation tests in circumferential and longitudinal direction were done in this vein by exerting 20% and 50% strains. Considering the stress relaxation curves obtained from stress relaxation tests and the coefficients of the standard solid model, it was demonstrated that the saphenous vein has a non-linear viscoelastic behavior. Thereafter, the fitting with Fung’s quasilinear viscoelastic (QLV) model was performed based on stress relaxation time curves. Finally, the coefficients of Fung’s QLV model, which models the behavior of saphenous tissue very well, were presented.
Abstract: The purpose of this work is to simulate the flow at the exit of Vulcan 1 engine of European launcher Ariane 5. The geometry of the propellant nozzle is already determined using the characteristics method. The pressure in the outlet section of the nozzle is less than atmospheric pressure on the ground, causing the existence of oblique and normal shock waves at the exit. During the rise of the launcher, the atmospheric pressure decreases and the shock wave disappears. The code allows the capture of shock wave at exit of nozzle. The numerical technique uses the Flux Vector Splitting method of Van Leer to ensure convergence and avoid the calculation instabilities. The Courant, Friedrichs and Lewy coefficient (CFL) and mesh size level are selected to ensure the numerical convergence. The nonlinear partial derivative equations system which governs this flow is solved by an explicit unsteady numerical scheme by the finite volume method. The accuracy of the solution depends on the size of the mesh and also the step of time used in the discretized equations. We have chosen in this study the mesh that gives us a stationary solution with good accuracy.
Abstract: Predictive data analysis and modeling involving machine learning techniques become challenging in presence of too many explanatory variables or features. Presence of too many features in machine learning is known to not only cause algorithms to slow down, but they can also lead to decrease in model prediction accuracy. This study involves housing dataset with 79 quantitative and qualitative features that describe various aspects people consider while buying a new house. Boruta algorithm that supports feature selection using a wrapper approach build around random forest is used in this study. This feature selection process leads to 49 confirmed features which are then used for developing predictive random forest models. The study also explores five different data partitioning ratios and their impact on model accuracy are captured using coefficient of determination (r-square) and root mean square error (rsme).
Abstract: Landcover classification using automated classification techniques, while employing remotely sensed multi-spectral imagery, is one of the promising areas of research. Different land conditions at different time are captured through satellite and monitored by applying different classification algorithms in specific environment. In this paper, a SPOT-5 image provided by SUPARCO has been studied and classified in Environment for Visual Interpretation (ENVI), a tool widely used in remote sensing. Then, Artificial Neural Network (ANN) classification technique is used to detect the land cover changes in Abbottabad district. Obtained results are compared with a pixel based Distance classifier. The results show that ANN gives the better overall accuracy of 99.20% and Kappa coefficient value of 0.98 over the Mahalanobis Distance Classifier.
Abstract: We propose a system to real environmental noise and
channel mismatch for forensic speaker verification systems. This
method is based on suppressing various types of real environmental
noise by using independent component analysis (ICA) algorithm.
The enhanced speech signal is applied to mel frequency cepstral
coefficients (MFCC) or MFCC feature warping to extract the
essential characteristics of the speech signal. Channel effects are
reduced using an intermediate vector (i-vector) and probabilistic
linear discriminant analysis (PLDA) approach for classification. The
proposed algorithm is evaluated by using an Australian forensic voice
comparison database, combined with car, street and home noises
from QUT-NOISE at a signal to noise ratio (SNR) ranging from -10
dB to 10 dB. Experimental results indicate that the MFCC feature
warping-ICA achieves a reduction in equal error rate about (48.22%,
44.66%, and 50.07%) over using MFCC feature warping when the
test speech signals are corrupted with random sessions of street, car,
and home noises at -10 dB SNR.
Abstract: This paper deals with the problem of two-dimensional (2-D) recursive two-channel quincunx quadrature mirror filter (QQMF) banks design. The analysis and synthesis filters of the 2-D recursive QQMF bank are composed of 2-D recursive digital allpass lattice filters (DALFs) with symmetric half-plane (SHP) support regions. Using the 2-D doubly complementary half-band (DC-HB) property possessed by the analysis and synthesis filters, we facilitate the design of the proposed QQMF bank. For finding the coefficients of the 2-D recursive SHP DALFs, we present a structure of 2-D recursive digital allpass filters by using 2-D SHP recursive digital all-pass lattice filters (DALFs). The novelty of using 2-D SHP recursive DALFs to construct a 2-D recursive QQMF bank is that the resulting 2-D recursive QQMF bank provides better performance than the existing 2-D recursive QQMF banks. Simulation results are also presented for illustration and comparison.
Abstract: North Sea Caspian Pattern Index (NCP) refers to an atmospheric teleconnection between the North Sea and North Caspian at the 500 hPa geopotential height level. The aim of this study is to search for effects of NCP on annual and seasonal mean temperature and also annual and seasonal precipitation totals in the Aegean region of Turkey. The study contains the data that consist of 46 years obtained from nine meteorological stations. To determine the relationship between NCP and the climatic parameters, firstly the Pearson correlation coefficient method was utilized. According to the results of the analysis, most of the stations in the region have a high negative correlation NCPI in all seasons, especially in the winter season in terms of annual and seasonal mean temperature (statistically at significant at the 90% level). Besides, high negative correlation values between NCPI and precipitation totals are observed during the winter season at the most of stations. Furthermore, the NCPI values were divided into two group as NCPI(-) and NCPI(+), and then mean temperature and precipitation total values, which are grouped according to the NCP(-) and NCP(+) phases, were determined as annual and seasonal. During the NCPI(-), higher mean temperature values are observed in all of seasons, particularly in the winter season compared to the mean temperature values under effect of NCP(+). Similarly, during the NCPI(-) in winter season precipitation total values have higher than the precipitation total values under the effect of NCP(+); however, in other seasons there no substantial changes were observed between the precipitation total values. As a result of this study, significant proof is obtained with regards to the influences of NCP on the temperature and precipitation regime in the Aegean region of Turkey.