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: The Object of this paper is to design and analyze a
Hysteresis modulation based sliding mode control (HMSMC) for
positive output elementary super lift Luo converter (POESLLC),
which is the start-of-the-art DC-DC converter. The positive output
elementary super lift Luo converter performs the voltage
conversion from positive source voltage to positive load voltage.
This paper proposes a HMSMC capable of providing the good
steady state and dynamic performance compared to conventional
controllers. Dynamic equations describing the positive output
elementary super lift luo converter are derived by using state space
average method. The simulation model of the positive output
elementary super lift Luo converter with its control circuit is
implemented in Matlab/Simulink. The HMSMC for positive
output elementary super lift Luo converter is tested for line
changes, load changes and also for components variations.
Abstract: Mobile adhoc network (MANET) is a collection of
mobile devices which form a communication network with no preexisting
wiring or infrastructure. Multiple routing protocols have
been developed for MANETs. As MANETs gain popularity, their
need to support real time applications is growing as well. Such
applications have stringent quality of service (QoS) requirements
such as throughput, end-to-end delay, and energy. Due to dynamic
topology and bandwidth constraint supporting QoS is a challenging
task. QoS aware routing is an important building block for QoS
support. The primary goal of the QoS aware protocol is to determine
the path from source to destination that satisfies the QoS
requirements. This paper proposes a new energy and delay aware
protocol called energy and delay aware TORA (EDTORA) based on
extension of Temporally Ordered Routing Protocol (TORA).Energy
and delay verifications of query packet have been done in each node.
Simulation results show that the proposed protocol has a higher
performance than TORA in terms of network lifetime, packet
delivery ratio and end-to-end delay.
Abstract: This paper describes a new method for extracting the fetal heart rate (fHR) and the fetal heart rate variability (fHRV) signal non-invasively using abdominal maternal electrocardiogram (mECG) recordings. The extraction is based on the fundamental frequency (Fourier-s) theorem. The fundamental frequency of the mother-s electrocardiogram signal (fo-m) is calculated directly from the abdominal signal. The heart rate of the fetus is usually higher than that of the mother; as a result, the fundamental frequency of the fetal-s electrocardiogram signal (fo-f) is higher than that of the mother-s (fo-f > fo-m). Notch filters to suppress mother-s higher harmonics were designed; then a bandpass filter to target fo-f and reject fo-m is implemented. Although the bandpass filter will pass some other frequencies (harmonics), we have shown in this study that those harmonics are actually carried on fo-f, and thus have no impact on the evaluation of the beat-to-beat changes (RR intervals). The oscillations of the time-domain extracted signal represent the RR intervals. We have also shown in this study that zero-to-zero evaluation of the periods is more accurate than the peak-to-peak evaluation. This method is evaluated both on simulated signals and on different abdominal recordings obtained at different gestational ages.
Abstract: Honeycomb sandwich panels are increasingly used in the construction of space vehicles because of their outstanding strength, stiffness and light weight properties. However, the use of honeycomb sandwich plates comes with difficulties in the design process as a result of the large number of design variables involved, including composite material design, shape and geometry. Hence, this work deals with the presentation of an optimal design of hexagonal honeycomb sandwich structures subjected to space environment. The optimization process is performed using a set of algorithms including the gravitational search algorithm (GSA). Numerical results are obtained and presented for a set of algorithms. The results obtained by the GSA algorithm are much better compared to other algorithms used in this study.
Abstract: We present a visualization technique for radial drawing of trees consisting of two slightly different algorithms. Both of them make use of node-link diagrams for visual encoding. This visualization creates clear drawings without edge crossing. One of the algorithms is suitable for real-time visualization of large trees, as it requires minimal recalculation of the layout if leaves are inserted or removed from the tree; while the other algorithm makes better utilization of the drawing space. The algorithms are very similar and follow almost the same procedure but with different parameters. Both algorithms assign angular coordinates for all nodes which are then converted into 2D Cartesian coordinates for visualization. We present both algorithms and discuss how they compare to each other.
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 balance between nitrogen loading and runoff in the
forested headwater streams of the Kanna River was estimated to
elucidate the current status of nitrogen saturation in a forested
watershed. NO3-N concentration in the study area was far higher than
the average value in Japan. Estimated nitrogen runoff accounted for
55–57% of nitrogen loading; suggesting that the forest-s nitrogen
retention capacity is most likely in decline. Since the 1970s, Japan-s
forestry industry has been declining due to the decrease in lumber
demand and increase in cheap imported materials. Thus, this decline
will contribute significantly to further reducing nitrogen saturation in
forest ecosystems.
Abstract: In this paper a sliding-mode torque and flux control is
designed for encoderless synchronous reluctance motor drive. The
sliding-mode plus PI controllers are designed in the stator-flux field
oriented reference frame which is able to track the mentioned
reference signals with a minimum pulsations in the state condition. In
addition, with these controllers a fast dynamic response is also
achieved for the drive system. The proposed control scheme is robust
subject to parameters variation except to stator resistance. To solve
this problem a simple estimator is used for on-line detecting of this
parameter. Moreover, the rotor position and speed are estimated by
on-line obtaining of the stator-flux-space vector. The effectiveness
and capability of the proposed control approach is verified by both
the simulation and experimental results.
Abstract: With the prevalence of computer and development of information technology, Geographic Information Systems (GIS) have long used for a variety of applications in electrical engineering. GIS are designed to support the analysis, management, manipulation and mapping of spatial data. This paper presents several usages of GIS in power utilities such as automated route selection for the construction of new power lines which uses a dynamic programming model for route optimization, load forecasting and optimizing planning of substation-s location and capacity with comprehensive algorithm which involves an accurate small-area electric load forecasting procedure and simulates the different cost functions of substations.
Abstract: The previous researches focused on the influence of
anthropogenic greenhouse gases exerting global warming, but not
consider whether desert sand may warm the planet, this could be
improved by accounting for sand's physical and geometric properties.
Here we show, sand particles (because of their geometry) at the desert
surface form an extended surface of up to 1 + π/4 times the planar area
of the desert that can contact sunlight, and at shallow depths of the
desert form another extended surface of at least 1 + π times the planar
area that can contact air. Based on this feature, an enhanced heat
exchange system between sunlight, desert sand, and air in the spaces
between sand particles could be built up automatically, which can
increase capture of solar energy, leading to rapid heating of the sand
particles, and then the heating of sand particles will dramatically heat
the air between sand particles. The thermodynamics of deserts may
thus have contributed to global warming, especially significant to
future global warming if the current desertification continues to
expand.
Abstract: This paper presents the automated methods employed
for extracting craniofacial landmarks in white light images as part of
a registration framework designed to support three neurosurgical
procedures. The intraoperative space is characterised by white light
stereo imaging while the preoperative plan is performed on CT scans.
The registration aims at aligning these two modalities to provide a
calibrated environment to enable image-guided solutions. The
neurosurgical procedures can then be carried out by mapping the
entry and target points from CT space onto the patient-s space. The
registration basis adopted consists of natural landmarks (eye corner
and ear tragus). A 5mm accuracy is deemed sufficient for these three
procedures and the validity of the selected registration basis in
achieving this accuracy has been assessed by simulation studies. The
registration protocol is briefly described, followed by a presentation
of the automated techniques developed for the extraction of the
craniofacial features and results obtained from tests on the AR and
FERET databases. Since the three targeted neurosurgical procedures
are routinely used for head injury management, the effect of
bruised/swollen faces on the automated algorithms is assessed. A
user-interactive method is proposed to deal with such unpredictable
circumstances.
Abstract: Recognizing human action from videos is an active
field of research in computer vision and pattern recognition. Human
activity recognition has many potential applications such as video
surveillance, human machine interaction, sport videos retrieval and
robot navigation. Actually, local descriptors and bag of visuals words
models achieve state-of-the-art performance for human action
recognition. The main challenge in features description is how to
represent efficiently the local motion information. Most of the
previous works focus on the extension of 2D local descriptors on 3D
ones to describe local information around every interest point. In this
paper, we propose a new spatio-temporal descriptor based on a spacetime
description of moving points. Our description is focused on an
Accordion representation of video which is well-suited to recognize
human action from 2D local descriptors without the need to 3D
extensions. We use the bag of words approach to represent videos.
We quantify 2D local descriptor describing both temporal and spatial
features with a good compromise between computational complexity
and action recognition rates. We have reached impressive results on
publicly available action data set
Abstract: Geosynthetics have proved to be suitable for
reinforced soil retaining walls. Based on the increasing uses of
geosynthetic reinforced soil systems in the regions, which bear
frequent earthquakes, the study of dynamic behavior of structures
seems necessary. Determining the reinforcement forces is; therefore,
one of the most important and main points of discussions in
designing retaining walls, by which we prevent from conservative
planning. Thus, this paper intended to investigate the effects of such
parameters as wall height, acceleration type, vertical spacing of
reinforcement, type of reinforcement and soil type on forces and
deformation through numerical modeling of the geosynthetic
reinforced soil retaining walls (GRSRW) under dynamic loading with
finite difference method by using FLAC. The findings indicate rather
positive results with each parameter.
Abstract: This paper proposes a neural network weights and
topology optimization using genetic evolution and the
backpropagation training algorithm. The proposed crossover and
mutation operators aims to adapt the networks architectures and
weights during the evolution process. Through a specific inheritance
procedure, the weights are transmitted from the parents to their
offsprings, which allows re-exploitation of the already trained
networks and hence the acceleration of the global convergence of the
algorithm. In the preprocessing phase, a new feature extraction
method is proposed based on Legendre moments with the Maximum
entropy principle MEP as a selection criterion. This allows a global
search space reduction in the design of the networks. The proposed
method has been applied and tested on the well known MNIST
database of handwritten digits.
Abstract: Mobile ad hoc network is a collection of mobile
nodes communicating through wireless channels without any
existing network infrastructure or centralized administration.
Because of the limited transmission range of wireless network
interfaces, multiple "hops" may be needed to exchange data
across the network. Consequently, many routing algorithms
have come into existence to satisfy the needs of
communications in such networks. Researchers have
conducted many simulations comparing the performance of
these routing protocols under various conditions and
constraints. One question that arises is whether speed of nodes
affects the relative performance of routing protocols being
studied. This paper addresses the question by simulating two
routing protocols AODV and DSDV. Protocols were
simulated using the ns-2 and were compared in terms of
packet delivery fraction, normalized routing load and average
delay, while varying number of nodes, and speed.
Abstract: This paper describes topic of computer simulation with regard to the ground movement above an underground mine. Simulation made with software package ADINA for nonlinear elastic-plastic analysis with finite elements method. The one of representative profiles from Mine 'Stara Jama' in Zenica has been investigated. A collection and selection of both geo-mechanical data and geometric parameters of the mine was necessary for performing these simulations. Results of estimation have been compared with measured values (vertical displacement of surface), and then simulation performed with assumed dynamic and dimensions of excavation, over a period of time. Results are presented with bitmaps and charts.
Abstract: The work describes the use of a synthetic transmit
aperture (STA) with a single element transmitting and all elements
receiving in medical ultrasound imaging. STA technique is a novel
approach to today-s commercial systems, where an image is acquired
sequentially one image line at a time that puts a strict limit on the
frame rate and the amount of data needed for high image quality. The
STA imaging allows to acquire data simultaneously from all
directions over a number of emissions, and the full image can be
reconstructed.
In experiments a 32-element linear transducer array with 0.48 mm
inter-element spacing was used. Single element transmission aperture
was used to generate a spherical wave covering the full image region.
The 2D ultrasound images of wire phantom are presented obtained
using the STA and commercial ultrasound scanner Antares to
demonstrate the benefits of the SA imaging.
Abstract: In this paper, we investigate multihop polling and data gathering schemes in layered sensor networks in order to extend the life time of the networks. A network consists of three layers. The lowest layer contains sensors. The middle layer contains so called super nodes with higher computational power, energy supply and longer transmission range than sensor nodes. The top layer contains a sink node. A node in each layer controls a number of nodes in lower layer by polling mechanism to gather data. We will present four types of data gathering schemes: intermediate nodes do not queue data packet, queue single packet, queue multiple packets and aggregate data, to see which data gathering scheme is more energy efficient for multihop polling in layered sensor networks.
Abstract: In recent years, there have been attempts to store
natural gas in adsorptive form. This is called adsorptive natural gas,
or ANG. The problem with this technology is the low sorption
capacity. The purpose is to achieve compressed natural gas (CNG)
capacity of 230 V/V. Further research is required to achieve such
target. Several research studies have been performed with this target;
through either the modification or development of new sorbents or
the optimization of the operation sorption process itself. In this work,
storage of methane on molecular sieves 5A and 13X was studied on
dry basis, and on wet basis to certain extent. The temperature and the
pressure dynamics were investigated. The results indicated that
regardless of the charge pressure, the time for the peak temperature
during the methane charge process is always the same. This can be
used as a characteristic of the adsorbent. The total achieved
deliveries using molecular sieves were much lower than that of
activated carbons; 53.0 V/V for the case of 13X molecular sieves and
43 V/V for the case of 5A molecular sieves, both at 2oC and 4 MPa
(580 psi). Investigation of charge pressure dynamic using wet
molecular sieves at 2oC and a mass ratio of 0.5, revealed slowness of
the process and unexpected behavior.